Putnam Family of Funds > Putnam Asset Allocation Funds
Putnam Dynamic Asset Allocation Growth Fund
$2.33B
Avg Monthly Net Assets
$2.68B
Total Assets
$98.25M
Total Liabilities
$2.58B
Net Assets
Putnam Dynamic Asset Allocation Growth 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 $2.33B.
On August 26th, 2024 it reported 2,334 holdings, the largest
being PUTNAM SHORT TERM INVESTMENT FUND (6.0%), GOLDMAN SACHS INTERNATIONAL (4.1%) and MICROSOFT CORP (3.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| PUTNAM DYNAMIC ASSET ALLOCATION GROWTH FUND CL A | C000002319 | PAEAX | |
| PUTNAM DYNAMIC ASSET ALLOCATION GROWTH FUND CL B | C000002320 | PAEBX | |
| PUTNAM DYNAMIC ASSET ALLOCATION GROWTH FUND CL C | C000002321 | PAECX | |
| PUTNAM DYNAMIC ASSET ALLOCATION GROWTH FUND CL P | C000174663 | ||
| PUTNAM DYNAMIC ASSET ALLOCATION GROWTH FUND CL R5 | C000117949 | PADEX | |
| PUTNAM DYNAMIC ASSET ALLOCATION GROWTH FUND CL R6 | C000117950 | PAEEX | |
| PUTNAM DYNAMIC ASSET ALLOCATION GROWTH FUND CL Y | C000002324 | PAGYX | |
| PUTNAM DYNAMIC ASSET ALLOCATION GROWTH FUND R | C000002323 | PASRX |
Holdings
From latest NPORT-P, filed August 26th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| ASSET BACKED SECURITY (PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2019-1) | Long | ABS-mortgage backed security | KY | $628K | – | 0.02 |
| ASSET BACKED SECURITY (MAGNETITE XXXVII LTD) | Long | ABS-mortgage backed security | KY | $504K | – | 0.02 |
| ASSET BACKED SECURITY (PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2021-1) | Long | ABS-mortgage backed security | KY | $501K | – | 0.02 |
| ASSET BACKED SECURITY (ARES LXIV CLO LTD) | Long | ABS-mortgage backed security | KY | $500K | – | 0.02 |
| ASSET BACKED SECURITY (ICG US CLO 2017-1 LTD) | Long | ABS-mortgage backed security | KY | $500K | – | 0.02 |
| ASSET BACKED SECURITY (CQS US CLO 2021-1 LTD) | Long | ABS-mortgage backed security | KY | $450K | – | 0.02 |
| ASSET BACKED SECURITY (CIFC FUNDING 2016-I LTD) | Long | ABS-mortgage backed security | KY | $401K | – | 0.02 |
| ASSET BACKED SECURITY (TRESTLES CLO IV LTD) | Long | ABS-mortgage backed security | KY | $351K | – | 0.01 |
| ASSET BACKED SECURITY (WISE CLO 2024-2 LTD) | Long | ABS-mortgage backed security | KY | $350K | – | 0.01 |
| ASSET BACKED SECURITY (BIRCH GROVE CLO 8 LTD) | Long | ABS-mortgage backed security | JE | $327K | – | 0.01 |
| ASSET BACKED SECURITY (SOUND POINT CLO XXVI LTD) | Long | ABS-mortgage backed security | KY | $322K | – | 0.01 |
| ASSET BACKED SECURITY (ELMWOOD CLO 27 LTD) | Long | ABS-mortgage backed security | US | $301K | – | 0.01 |
| ASSET BACKED SECURITY (PALMER SQUARE CLO 2021-3 LTD) | Long | ABS-mortgage backed security | KY | $301K | – | 0.01 |
| ASSET BACKED SECURITY (ROCKLAND PARK CLO LTD) | Long | ABS-mortgage backed security | KY | $300K | – | 0.01 |
| ASSET BACKED SECURITY (DIAMETER CAPITAL CLO 7 LTD) | Long | ABS-mortgage backed security | KY | $300K | – | 0.01 |
| ASSET BACKED SECURITY (TICP CLO XII LTD) | Long | ABS-mortgage backed security | KY | $300K | – | 0.01 |
| ASSET BACKED SECURITY (APEX CREDIT CLO 2019-II LTD) | Long | ABS-mortgage backed security | KY | $299K | – | 0.01 |
| ASSET BACKED SECURITY (JAMESTOWN CLO IX LTD) | Long | ABS-mortgage backed security | KY | $286K | – | 0.01 |
| ASSET BACKED SECURITY (LONG BEACH MORTGAGE LOAN TRUST 2004-1) | Long | ABS-mortgage backed security | US | $271K | – | 0.01 |
| ASSET BACKED SECURITY (BAIN CAPITAL CLO 2024-1 LTD) | Long | ABS-mortgage backed security | JE | $252K | – | 0.01 |
| ASSET BACKED SECURITY (OHA CREDIT FUNDING 17 LTD) | Long | ABS-mortgage backed security | BM | $252K | – | 0.01 |
| ASSET BACKED SECURITY (ELMWOOD CLO IV LTD) | Long | ABS-mortgage backed security | KY | $251K | – | 0.01 |
| ASSET BACKED SECURITY (KKR CLO 52 LTD) | Long | ABS-mortgage backed security | KY | $251K | – | 0.01 |
| ASSET BACKED SECURITY (HALSEYPOINT CLO 4 LTD) | Long | ABS-mortgage backed security | KY | $251K | – | 0.01 |
| ASSET BACKED SECURITY (AB BSL CLO 3 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.01 |
| ASSET BACKED SECURITY (BAIN CAPITAL CREDIT CLO 2019-3 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.01 |
| ASSET BACKED SECURITY (WIND RIVER 2021-4 CLO LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.01 |
| ASSET BACKED SECURITY (WARWICK CAPITAL CLO 3 LTD) | Long | ABS-mortgage backed security | JE | $250K | – | 0.01 |
| ASSET BACKED SECURITY (GOLDENTREE LOAN MANAGEMENT US CLO 11 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.01 |
| ASSET BACKED SECURITY (SHACKLETON 2019-XIV CLO LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.01 |
| ASSET BACKED SECURITY (CBAM 2020-12 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.01 |
| ASSET BACKED SECURITY (VENTURE XXVI CLO LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.01 |
| ASSET BACKED SECURITY (VENTURE XIX CLO LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.01 |
| ASSET BACKED SECURITY (AIMCO CLO 17 LTD) | Long | ABS-mortgage backed security | JE | $250K | – | 0.01 |
| ASSET BACKED SECURITY (RRX 5 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.01 |
| ASSET BACKED SECURITY (ICG US CLO 2021-1 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.01 |
| ASSET BACKED SECURITY (BAIN CAPITAL CREDIT CLO 2021-3 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.01 |
| ASSET BACKED SECURITY (MAGNETITE XL LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.01 |
| ASSET BACKED SECURITY (AGL CLO 16 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.01 |
| ASSET BACKED SECURITY (ELEVATION CLO 2021-13 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.01 |
| ASSET BACKED SECURITY (DRYDEN 95 CLO LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.01 |
| ASSET BACKED SECURITY (NASSAU 2021-I LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.01 |
| ASSET BACKED SECURITY (JAMESTOWN CLO IX LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.01 |
| ASSET BACKED SECURITY (TRINITAS CLO XVIII LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.01 |
| ASSET BACKED SECURITY (TRESTLES CLO V LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.01 |
| ASSET BACKED SECURITY (ZAIS CLO 16 LTD) | Long | ABS-mortgage backed security | US | $250K | – | 0.01 |
| ASSET BACKED SECURITY (CROWN POINT CLO 10 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.01 |
| ASSET BACKED SECURITY (OHA CREDIT FUNDING 7 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.01 |
| ASSET BACKED SECURITY (522 FUNDING CLO 2021-7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| ASSET BACKED SECURITY (ELLINGTON CLO III LTD) | Long | ABS-mortgage backed security | US | $250K | – | 0.01 |
| ASSET BACKED SECURITY (NASSAU 2020-I LTD) | Long | ABS-mortgage backed security | KY | $249K | – | 0.01 |
| ASSET BACKED SECURITY (BALBOA BAY LOAN FUNDING 2021-1 LTD) | Long | ABS-mortgage backed security | US | $249K | – | 0.01 |
| ASSET BACKED SECURITY (CBAM 2017-2 LTD) | Long | ABS-mortgage backed security | KY | $246K | – | 0.01 |
| ASSET BACKED SECURITY (HOME PARTNERS OF AMERICA 2021-2 TRUST) | Long | ABS-mortgage backed security | US | $222K | – | 0.01 |
| ASSET BACKED SECURITY (BRAVO RESIDENTIAL FUNDING TRUST 2021-HE3) | Long | ABS-mortgage backed security | US | $214K | – | 0.01 |
| ASSET BACKED SECURITY (HAYFIN US XIV LTD) | Long | ABS-mortgage backed security | KY | $200K | – | 0.01 |
| ASSET BACKED SECURITY (VENTURE XV CLO LTD) | Long | ABS-mortgage backed security | KY | $200K | – | 0.01 |
| ASSET BACKED SECURITY (TCW CLO 2021-2 LTD) | Long | ABS-mortgage backed security | KY | $200K | – | 0.01 |
| ASSET BACKED SECURITY (PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2004-WCW2) | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| ASSET BACKED SECURITY (NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2003-4) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| ASSET BACKED SECURITY (MORGAN STANLEY ABS CAPITAL I INC TRUST 2004-HE6) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| BANK LOAN NOTE (VERTIV GROUP CORP) | Long | Debt | US | $386K | – | 0.01 |
| BANK LOAN NOTE (AADVANTAGE LOYALTY IP LTD) | Long | Debt | KY | $352K | – | 0.01 |
| BANK LOAN NOTE (TK ELEVATOR US NEWCO INC) | Long | Debt | US | $333K | – | 0.01 |
| BANK LOAN NOTE (ENDO FINANCE HOLDINGS INC) | Long | Debt | US | $315K | – | 0.01 |
| BANK LOAN NOTE (NOURYON USA LLC) | Long | Debt | US | $314K | – | 0.01 |
| BANK LOAN NOTE (HEXION INC) | Long | Debt | US | $287K | – | 0.01 |
| BANK LOAN NOTE (NEPTUNE BIDCO US INC) | Long | Debt | US | $285K | – | 0.01 |
| BANK LOAN NOTE (PETSMART LLC) | Long | Debt | US | $285K | – | 0.01 |
| BANK LOAN NOTE (BAUSCH + LOMB CORP) | Long | Debt | CA | $256K | – | 0.01 |
| BANK LOAN NOTE (CP ATLAS BUYER INC) | Long | Debt | US | $253K | – | 0.01 |
| BANK LOAN NOTE (CQP HOLDCO LP) | Long | Debt | US | $252K | – | 0.01 |
| BANK LOAN NOTE (UNITED AIRLINES INC) | Long | Debt | US | $235K | – | 0.01 |
| BANK LOAN NOTE (VM CONSOLIDATED INC) | Long | Debt | US | $232K | – | 0.01 |
| BANK LOAN NOTE (FLASH CHARM INC) | Long | Debt | US | $223K | – | 0.01 |
| BANK LOAN NOTE (ROCKET SOFTWARE INC) | Long | Debt | US | $222K | – | 0.01 |
| BANK LOAN NOTE (MATTRESS FIRM INC) | Long | Debt | US | $216K | – | 0.01 |
| BANK LOAN NOTE (IRB HOLDING CORP) | Long | Debt | US | $192K | – | 0.01 |
| BANK LOAN NOTE (DIRECTV FINANCING LLC) | Long | Debt | US | $189K | – | 0.01 |
| BANK LOAN NOTE (WHITE CAP BUYER LLC) | Long | Debt | US | $183K | – | 0.01 |
| BANK LOAN NOTE (GENESYS CLOUD SERVICES HOLDINGS II LLC) | Long | Debt | US | $180K | – | 0.01 |
| BANK LOAN NOTE (PECF USS INTERMEDIATE HOLDING III CORP) | Long | Debt | US | $175K | – | 0.01 |
| BANK LOAN NOTE (KLOCKNER-PENTAPLAST OF AMERICA INC) | Long | Debt | US | $173K | – | 0.01 |
| BANK LOAN NOTE (FERTITTA ENTERTAINMENT LLC/NV) | Long | Debt | US | $169K | – | 0.01 |
| BANK LOAN NOTE (CONNECT FINCO SARL) | Long | Debt | LU | $160K | – | 0.01 |
| BANK LOAN NOTE (ASCEND LEARNING LLC) | Long | Debt | US | $156K | – | 0.01 |
| BANK LOAN NOTE (MEDLINE BORROWER LP) | Long | Debt | US | $154K | – | 0.01 |
| BANK LOAN NOTE (MICHAELS COS INC/THE) | Long | Debt | US | $141K | – | 0.01 |
| BANK LOAN NOTE (SCIENTIFIC GAMES HOLDINGS LP) | Long | Debt | US | $139K | – | 0.01 |
| BANK LOAN NOTE (LBM ACQUISITION LLC) | Long | Debt | US | $129K | – | 0.00 |
| BANK LOAN NOTE (VIBRANTZ TECHNOLOGIES INC) | Long | Debt | US | $116K | – | 0.00 |
| BANK LOAN NOTE (HERENS US HOLDCO CORP) | Long | Debt | US | $116K | – | 0.00 |
| BANK LOAN NOTE (STATION CASINOS LLC) | Long | Debt | US | $115K | – | 0.00 |
| BANK LOAN NOTE (NOURYON USA LLC) | Long | Debt | US | $114K | – | 0.00 |
| BANK LOAN NOTE (CLEAR CHANNEL OUTDOOR HOLDINGS INC) | Long | Debt | US | $89K | – | 0.00 |
| BANK LOAN NOTE (MADISON IAQ LLC) | Long | Debt | US | $89K | – | 0.00 |
| BANK LOAN NOTE (FORTRESS INTERMEDIATE 3 INC) | Long | Debt | US | $85K | – | 0.00 |
| BANK LOAN NOTE (CLOUD SOFTWARE GROUP INC) | Long | Debt | US | $69K | – | 0.00 |
| BANK LOAN NOTE (WR GRACE HOLDINGS LLC) | Long | Debt | US | $60K | – | 0.00 |
| BANK LOAN NOTE (LSF11 A5 HOLDCO LLC) | Long | Debt | US | $54K | – | 0.00 |
| BANK LOAN NOTE (EMRLD BORROWER LP) | Long | Debt | US | $50K | – | 0.00 |
| BANK LOAN NOTE (UKG INC) | Long | Debt | US | $35K | – | 0.00 |
| BANK LOAN NOTE (HUB INTERNATIONAL LTD) | Long | Debt | US | $35K | – | 0.00 |
| BANK LOAN NOTE (AXALTA COATING SYSTEMS US HOLDINGS INC) | Long | Debt | US | $34K | – | 0.00 |
| BANK LOAN NOTE (ROBERTSHAW US HOLDING CORP) | Long | Debt | US | $1K | – | 0.00 |
| COLLATERALIZED DEBT OBLIGATION (MF1 2021-FL6 LTD) | Long | ABS-mortgage backed security | KY | $790K | – | 0.03 |
| COLLATERALIZED DEBT OBLIGATION (BDS 2021-FL10 LTD) | Long | ABS-mortgage backed security | KY | $561K | – | 0.02 |
| COLLATERALIZED DEBT OBLIGATION (KREF 2022-FL3 LTD) | Long | ABS-mortgage backed security | US | $246K | – | 0.01 |
| COLLATERALIZED DEBT OBLIGATION (FS RIALTO 2021-FL3) | Long | ABS-mortgage backed security | KY | $208K | – | 0.01 |
| COLLATERALIZED DEBT OBLIGATION (ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL3 LTD) | Long | ABS-mortgage backed security | KY | $156K | – | 0.01 |
| COMMERCIAL MORT BACKED SEC IO (CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $293K | – | 0.01 |
| COMMERCIAL MORT BACKED SEC IO (BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C4) | Long | ABS-mortgage backed security | US | $263K | – | 0.01 |
| COMMERCIAL MORT BACKED SEC IO (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52) | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| COMMERCIAL MORT BACKED SEC IO (ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020-MF1) | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| COMMERCIAL MORT BACKED SEC IO (BANK 2019-BNK20) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (UBS COMMERCIAL MORTGAGE TRUST 2018-C8) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (UBS COMMERCIAL MORTGAGE TRUST 2017-C7) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC25) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (LB-UBS COMMERCIAL MORTGAGE TRUST 2006-C6) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (COMM 2014-UBS6 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2006-CIBC17) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (GS MORTGAGE SECURITIES TRUST 2014-GC22) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (WFRBS COMMERCIAL MORTGAGE TRUST 2014-C24) | Long | ABS-mortgage backed security | US | $766.69 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C2) | Long | ABS-mortgage backed security | US | $89.71 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2006-C29) | Long | ABS-mortgage backed security | US | $57.04 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11) | Long | ABS-mortgage backed security | US | $37.54 | – | 0.00 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11) | Long | ABS-mortgage backed security | US | $767K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17) | Long | ABS-mortgage backed security | US | $703K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (DBUBS 2011-LC3 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $538K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21) | Long | ABS-mortgage backed security | US | $511K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-LC19 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $495K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BXMT 2021-FL4 LTD) | Long | ABS-mortgage backed security | KY | $494K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C23) | Long | ABS-mortgage backed security | US | $444K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $410K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $371K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-LC21 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $358K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (PFP 2021-8 LTD) | Long | ABS-mortgage backed security | KY | $324K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $308K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2016-C7 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $304K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-LC23 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $301K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-CCRE23 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $287K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2) | Long | ABS-mortgage backed security | US | $279K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1) | Long | ABS-mortgage backed security | US | $244K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014 C19) | Long | ABS-mortgage backed security | US | $242K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2018-L1) | Long | ABS-mortgage backed security | US | $235K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (SHELTER GROWTH CRE 2022-FL4 ISSUER LTD) | Long | ABS-mortgage backed security | BM | $222K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-CCRE13 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $222K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24) | Long | ABS-mortgage backed security | US | $216K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CD 2017-CD4 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (AREIT 2021-CRE5 TRUST) | Long | ABS-mortgage backed security | KY | $202K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6) | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2016-UBS12) | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12) | Long | ABS-mortgage backed security | US | $181K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8) | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BDS 2021-FL8) | Long | ABS-mortgage backed security | KY | $160K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C3) | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-CCRE13 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $145K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2011-C3) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (VMC FINANCE 2021-FL4 LLC) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| COMMON STOCK (MICROSOFT CORP) | Long | Equity-common | US | $101M | 225K | 3.89 |
| COMMON STOCK (APPLE INC) | Long | Equity-common | US | $98M | 467K | 3.81 |
| COMMON STOCK (NVIDIA CORP) | Long | Equity-common | US | $96M | 776K | 3.71 |
| COMMON STOCK (AMAZON.COM INC) | Long | Equity-common | US | $65M | 339K | 2.53 |
| COMMON STOCK (META PLATFORMS INC) | Long | Equity-common | US | $38M | 76K | 1.48 |
| COMMON STOCK (ALPHABET INC) | Long | Equity-common | US | $33M | 181K | 1.28 |
| COMMON STOCK (ELI LILLY AND CO) | Long | Equity-common | US | $30M | 33K | 1.16 |
| COMMON STOCK (ALPHABET INC) | Long | Equity-common | US | $23M | 128K | 0.91 |
| COMMON STOCK (WALMART INC) | Long | Equity-common | US | $23M | 345K | 0.90 |
| COMMON STOCK (CITIGROUP INC) | Long | Equity-common | US | $20M | 315K | 0.77 |
| COMMON STOCK (QUALCOMM INC) | Long | Equity-common | US | $19M | 97K | 0.75 |
| COMMON STOCK (BROADCOM INC) | Long | Equity-common | US | $19M | 12K | 0.75 |
| COMMON STOCK (NETFLIX INC) | Long | Equity-common | US | $19M | 29K | 0.75 |
| COMMON STOCK (MASTERCARD INC) | Long | Equity-common | US | $19M | 43K | 0.73 |
| COMMON STOCK (COCA-COLA CO/THE) | Long | Equity-common | US | $19M | 293K | 0.72 |
| COMMON STOCK (MERCK AND CO INC) | Long | Equity-common | US | $18M | 146K | 0.70 |
| COMMON STOCK (CADENCE DESIGN SYSTEMS INC) | Long | Equity-common | US | $16M | 51K | 0.60 |
| COMMON STOCK (JPMORGAN CHASE AND CO) | Long | Equity-common | US | $15M | 73K | 0.57 |
| COMMON STOCK (UBER TECHNOLOGIES INC) | Long | Equity-common | US | $14M | 188K | 0.53 |
| COMMON STOCK (ABBVIE INC) | Long | Equity-common | US | $13M | 77K | 0.51 |
| COMMON STOCK (EXXON MOBIL CORP) | Long | Equity-common | US | $13M | 110K | 0.49 |
| COMMON STOCK (ADOBE INC) | Long | Equity-common | US | $12M | 22K | 0.46 |
| COMMON STOCK (BOOKING HOLDINGS INC) | Long | Equity-common | US | $11M | 3K | 0.44 |
| COMMON STOCK (REGENERON PHARMACEUTICALS INC) | Long | Equity-common | US | $11M | 11K | 0.43 |
| COMMON STOCK (BANK OF AMERICA CORP) | Long | Equity-common | US | $11M | 278K | 0.43 |
| COMMON STOCK (ORACLE CORP) | Long | Equity-common | US | $11M | 76K | 0.42 |
| COMMON STOCK (TESLA INC) | Long | Equity-common | US | $11M | 54K | 0.42 |
| COMMON STOCK (BOSTON SCIENTIFIC CORP) | Long | Equity-common | US | $11M | 137K | 0.41 |
| COMMON STOCK (CIGNA GROUP/THE) | Long | Equity-common | US | $10M | 31K | 0.40 |
| COMMON STOCK (COMCAST CORP) | Long | Equity-common | US | $10M | 257K | 0.39 |
| COMMON STOCK (CHENIERE ENERGY INC) | Long | Equity-common | US | $10M | 57K | 0.39 |
| COMMON STOCK (AUTOMATIC DATA PROCESSING INC) | Long | Equity-common | US | $10M | 41K | 0.38 |
| COMMON STOCK (3M CO) | Long | Equity-common | US | $10M | 94K | 0.37 |
| COMMON STOCK (SALESFORCE INC) | Long | Equity-common | US | $9M | 34K | 0.34 |
| COMMON STOCK (MCKESSON CORP) | Long | Equity-common | US | $8M | 14K | 0.32 |
| COMMON STOCK (PROCTER AND GAMBLE CO/THE) | Long | Equity-common | US | $8M | 49K | 0.31 |
| COMMON STOCK (APPLIED MATERIALS INC) | Long | Equity-common | US | $8M | 34K | 0.31 |
| COMMON STOCK (FEDEX CORP) | Long | Equity-common | US | $8M | 26K | 0.30 |
| COMMON STOCK (PAYPAL HOLDINGS INC) | Long | Equity-common | US | $8M | 134K | 0.30 |
| COMMON STOCK (UNITEDHEALTH GROUP INC) | Long | Equity-common | US | $8M | 15K | 0.30 |
| COMMON STOCK (VISA INC) | Long | Equity-common | US | $8M | 29K | 0.29 |
| COMMON STOCK (SIMON PROPERTY GROUP INC) | Long | Equity-common | US | $7M | 49K | 0.29 |
| COMMON STOCK (METLIFE INC) | Long | Equity-common | US | $7M | 105K | 0.29 |
| COMMON STOCK (PHILIP MORRIS INTERNATIONAL INC) | Long | Equity-common | US | $7M | 71K | 0.28 |
| COMMON STOCK (PULTEGROUP INC) | Long | Equity-common | US | $7M | 66K | 0.28 |
| COMMON STOCK (GOLDMAN SACHS GROUP INC/THE) | Long | Equity-common | US | $7M | 16K | 0.28 |
| COMMON STOCK (COLGATE-PALMOLIVE CO) | Long | Equity-common | US | $7M | 72K | 0.27 |
| COMMON STOCK (CAPITAL ONE FINANCIAL CORP) | Long | Equity-common | US | $7M | 49K | 0.26 |
| COMMON STOCK (O'REILLY AUTOMOTIVE INC) | Long | Equity-common | US | $7M | 6K | 0.26 |
| COMMON STOCK (AMERICAN TOWER CORP) | Long | Equity-common | US | $7M | 34K | 0.26 |
| COMMON STOCK (FREEPORT-MCMORAN INC) | Long | Equity-common | US | $7M | 134K | 0.25 |
| COMMON STOCK (VERTIV HOLDINGS CO) | Long | Equity-common | US | $6M | 74K | 0.25 |
| COMMON STOCK (GENERAL MOTORS CO) | Long | Equity-common | US | $6M | 135K | 0.24 |
| COMMON STOCK (THERMO FISHER SCIENTIFIC INC) | Long | Equity-common | US | $6M | 11K | 0.24 |
| COMMON STOCK (UNION PACIFIC CORP) | Long | Equity-common | US | $6M | 27K | 0.24 |
| COMMON STOCK (INTUITIVE SURGICAL INC) | Long | Equity-common | US | $6M | 14K | 0.24 |
| COMMON STOCK (NEXTERA ENERGY INC) | Long | Equity-common | US | $6M | 83K | 0.23 |
| COMMON STOCK (ARCHER-DANIELS-MIDLAND CO) | Long | Equity-common | US | $6M | 98K | 0.23 |
| COMMON STOCK (CHARLES SCHWAB CORP/THE) | Long | Equity-common | US | $6M | 76K | 0.22 |
| COMMON STOCK (VEEVA SYSTEMS INC) | Long | Equity-common | US | $6M | 31K | 0.22 |
| COMMON STOCK (CONOCOPHILLIPS) | Long | Equity-common | US | $5M | 47K | 0.21 |
| COMMON STOCK (BANK OF NEW YORK MELLON CORP/THE) | Long | Equity-common | US | $5M | 89K | 0.21 |
| COMMON STOCK (NRG ENERGY INC) | Long | Equity-common | US | $5M | 68K | 0.21 |
| COMMON STOCK (NORTHROP GRUMMAN CORP) | Long | Equity-common | US | $5M | 12K | 0.20 |
| COMMON STOCK (HONEYWELL INTERNATIONAL INC) | Long | Equity-common | US | $5M | 24K | 0.20 |
| COMMON STOCK (EXPEDIA GROUP INC) | Long | Equity-common | US | $5M | 41K | 0.20 |
| COMMON STOCK (VERIZON COMMUNICATIONS INC) | Long | Equity-common | US | $5M | 122K | 0.19 |
| COMMON STOCK (ADVANCED MICRO DEVICES INC) | Long | Equity-common | US | $5M | 31K | 0.19 |
| COMMON STOCK (EXELON CORP) | Long | Equity-common | US | $5M | 143K | 0.19 |
| COMMON STOCK (AMERICAN INTERNATIONAL GROUP INC) | Long | Equity-common | US | $5M | 66K | 0.19 |
| COMMON STOCK (VALERO ENERGY CORP) | Long | Equity-common | US | $5M | 31K | 0.19 |
| COMMON STOCK (MARATHON PETROLEUM CORP) | Long | Equity-common | US | $5M | 28K | 0.19 |
| COMMON STOCK (TRANE TECHNOLOGIES PLC) | Long | Equity-common | IE | $5M | 14K | 0.18 |
| COMMON STOCK (HILTON WORLDWIDE HOLDINGS INC) | Long | Equity-common | US | $5M | 22K | 0.18 |
| COMMON STOCK (T-MOBILE US INC) | Long | Equity-common | US | $5M | 27K | 0.18 |
| COMMON STOCK (KLA CORP) | Long | Equity-common | US | $5M | 6K | 0.18 |
| COMMON STOCK (HOME DEPOT INC/THE) | Long | Equity-common | US | $5M | 14K | 0.18 |
| COMMON STOCK (RTX CORP) | Long | Equity-common | US | $5M | 46K | 0.18 |
| COMMON STOCK (CORTEVA INC) | Long | Equity-common | US | $5M | 86K | 0.18 |
| COMMON STOCK (AT AND T INC) | Long | Equity-common | US | $5M | 243K | 0.18 |
| COMMON STOCK (INGERSOLL RAND INC) | Long | Equity-common | US | $5M | 51K | 0.18 |
| COMMON STOCK (SYNOPSYS INC) | Long | Equity-common | US | $5M | 8K | 0.18 |
| COMMON STOCK (PNC FINANCIAL SERVICES GROUP INC/THE) | Long | Equity-common | US | $5M | 30K | 0.18 |
| COMMON STOCK (CHIPOTLE MEXICAN GRILL INC) | Long | Equity-common | US | $5M | 72K | 0.18 |
| COMMON STOCK (DANAHER CORP) | Long | Equity-common | US | $4M | 18K | 0.17 |
| COMMON STOCK (TARGET CORP) | Long | Equity-common | US | $4M | 28K | 0.16 |
| COMMON STOCK (CONSTELLATION ENERGY CORP) | Long | Equity-common | US | $4M | 21K | 0.16 |
| COMMON STOCK (APOLLO ASSET MANAGEMENT INC) | Long | Equity-common | US | $4M | 35K | 0.16 |
| COMMON STOCK (LINDE PLC) | Long | Equity-common | US | $4M | 9K | 0.16 |
| COMMON STOCK (BECTON DICKINSON AND CO) | Long | Equity-common | US | $4M | 17K | 0.16 |
| COMMON STOCK (CRH PLC) | Long | Equity-common | US | $4M | 54K | 0.16 |
| COMMON STOCK (DEXCOM INC) | Long | Equity-common | US | $4M | 35K | 0.15 |
| COMMON STOCK (VISTRA CORP) | Long | Equity-common | US | $4M | 42K | 0.14 |
| COMMON STOCK (NORTHERN TRUST CORP) | Long | Equity-common | US | $4M | 43K | 0.14 |
| COMMON STOCK (SOUTHWEST AIRLINES CO) | Long | Equity-common | US | $4M | 127K | 0.14 |
| COMMON STOCK (ABBOTT LABORATORIES) | Long | Equity-common | US | $4M | 34K | 0.14 |
| COMMON STOCK (EQUITABLE HOLDINGS INC) | Long | Equity-common | US | $4M | 87K | 0.14 |
| COMMON STOCK (AMETEK INC) | Long | Equity-common | US | $3M | 21K | 0.14 |
| COMMON STOCK (UNITED RENTALS INC) | Long | Equity-common | US | $3M | 5K | 0.13 |
| COMMON STOCK (SHERWIN-WILLIAMS CO/THE) | Long | Equity-common | US | $3M | 11K | 0.13 |
| COMMON STOCK (PPG INDUSTRIES INC) | Long | Equity-common | US | $3M | 27K | 0.13 |
| COMMON STOCK (TRANSDIGM GROUP INC) | Long | Equity-common | US | $3M | 3K | 0.13 |
| COMMON STOCK (EASTMAN CHEMICAL CO) | Long | Equity-common | US | $3M | 33K | 0.13 |
| COMMON STOCK (DUPONT DE NEMOURS INC) | Long | Equity-common | US | $3M | 40K | 0.13 |
| COMMON STOCK (PPL CORP) | Long | Equity-common | US | $3M | 113K | 0.12 |
| COMMON STOCK (JOHNSON CONTROLS INTERNATIONAL PLC) | Long | Equity-common | US | $3M | 46K | 0.12 |
| COMMON STOCK (WASTE CONNECTIONS INC) | Long | Equity-common | CA | $3M | 17K | 0.12 |
| COMMON STOCK (FAIR ISAAC CORP) | Long | Equity-common | US | $3M | 2K | 0.11 |
| COMMON STOCK (S AND P GLOBAL INC) | Long | Equity-common | US | $3M | 6K | 0.11 |
| COMMON STOCK (CHARTER COMMUNICATIONS INC) | Long | Equity-common | US | $3M | 10K | 0.11 |
| COMMON STOCK (BRISTOL-MYERS SQUIBB CO) | Long | Equity-common | US | $3M | 68K | 0.11 |
| COMMON STOCK (HUBSPOT INC) | Long | Equity-common | US | $3M | 5K | 0.11 |
| COMMON STOCK (DRAFTKINGS INC) | Long | Equity-common | US | $3M | 73K | 0.11 |
| COMMON STOCK (GAMING AND LEISURE PROPERTIES INC) | Long | Equity-common | US | $3M | 59K | 0.10 |
| COMMON STOCK (ROSS STORES INC) | Long | Equity-common | US | $3M | 18K | 0.10 |
| COMMON STOCK (COSTCO WHOLESALE CORP) | Long | Equity-common | US | $3M | 3K | 0.10 |
| COMMON STOCK (INCYTE CORP) | Long | Equity-common | US | $3M | 42K | 0.10 |
| COMMON STOCK (BJ'S WHOLESALE CLUB HOLDINGS INC) | Long | Equity-common | US | $3M | 29K | 0.10 |
| COMMON STOCK (MOTOROLA SOLUTIONS INC) | Long | Equity-common | US | $2M | 6K | 0.10 |
| COMMON STOCK (BERKSHIRE HATHAWAY INC) | Long | Equity-common | US | $2M | 6K | 0.09 |
| COMMON STOCK (LOCKHEED MARTIN CORP) | Long | Equity-common | US | $2M | 5K | 0.09 |
| COMMON STOCK (TRIMBLE INC) | Long | Equity-common | US | $2M | 43K | 0.09 |
| COMMON STOCK (STATE STREET CORP) | Long | Equity-common | US | $2M | 31K | 0.09 |
| COMMON STOCK (CISCO SYSTEMS INC) | Long | Equity-common | US | $2M | 49K | 0.09 |
| COMMON STOCK (VORNADO REALTY TRUST) | Long | Equity-common | US | $2M | 88K | 0.09 |
| COMMON STOCK (VONTIER CORP) | Long | Equity-common | US | $2M | 59K | 0.09 |
| COMMON STOCK (SUPER MICRO COMPUTER INC) | Long | Equity-common | US | $2M | 3K | 0.09 |
| COMMON STOCK (BALL CORP) | Long | Equity-common | US | $2M | 36K | 0.08 |
| COMMON STOCK (PG AND E CORP) | Long | Equity-common | US | $2M | 122K | 0.08 |
| COMMON STOCK (EQUIFAX INC) | Long | Equity-common | US | $2M | 9K | 0.08 |
| COMMON STOCK (IDEXX LABORATORIES INC) | Long | Equity-common | US | $2M | 4K | 0.08 |
| COMMON STOCK (VERTEX PHARMACEUTICALS INC) | Long | Equity-common | US | $2M | 4K | 0.08 |
| COMMON STOCK (BUILDERS FIRSTSOURCE INC) | Long | Equity-common | US | $2M | 14K | 0.08 |
| COMMON STOCK (TJX COS INC/THE) | Long | Equity-common | US | $2M | 18K | 0.08 |
| COMMON STOCK (DOCUSIGN INC) | Long | Equity-common | US | $2M | 36K | 0.07 |
| COMMON STOCK (CME GROUP INC) | Long | Equity-common | US | $2M | 10K | 0.07 |
| COMMON STOCK (COSTAR GROUP INC) | Long | Equity-common | US | $2M | 22K | 0.06 |
| COMMON STOCK (REINSURANCE GROUP OF AMERICA INC) | Long | Equity-common | US | $2M | 8K | 0.06 |
| COMMON STOCK (LIVE NATION ENTERTAINMENT INC) | Long | Equity-common | US | $2M | 17K | 0.06 |
| COMMON STOCK (EXELIXIS INC) | Long | Equity-common | US | $2M | 68K | 0.06 |
| COMMON STOCK (GLOBAL PAYMENTS INC) | Long | Equity-common | US | $2M | 16K | 0.06 |
| COMMON STOCK (BOEING CO/THE) | Long | Equity-common | US | $1M | 8K | 0.05 |
| COMMON STOCK (ALNYLAM PHARMACEUTICALS INC) | Long | Equity-common | US | $1M | 5K | 0.05 |
| COMMON STOCK (BLOCK INC) | Long | Equity-common | US | $1M | 18K | 0.04 |
| COMMON STOCK (VERALTO CORP) | Long | Equity-common | US | $1M | 12K | 0.04 |
| COMMON STOCK (WEYERHAEUSER CO) | Long | Equity-common | US | $1M | 40K | 0.04 |
| COMMON STOCK (SCHLUMBERGER NV) | Long | Equity-common | US | $1M | 24K | 0.04 |
| COMMON STOCK (KENVUE INC) | Long | Equity-common | US | $1M | 60K | 0.04 |
| COMMON STOCK (TRADE DESK INC/THE) | Long | Equity-common | US | $1M | 11K | 0.04 |
| COMMON STOCK (LAM RESEARCH CORP) | Long | Equity-common | US | $962K | 903 | 0.04 |
| COMMON STOCK (MONSTER BEVERAGE CORP) | Long | Equity-common | US | $946K | 19K | 0.04 |
| COMMON STOCK (ARISTA NETWORKS INC) | Long | Equity-common | US | $937K | 3K | 0.04 |
| COMMON STOCK (LIGHT AND WONDER INC) | Long | Equity-common | US | $933K | 9K | 0.04 |
| COMMON STOCK (NETAPP INC) | Long | Equity-common | US | $921K | 7K | 0.04 |
| COMMON STOCK (ATLASSIAN CORP) | Long | Equity-common | US | $919K | 5K | 0.04 |
| COMMON STOCK (CROWDSTRIKE HOLDINGS INC) | Long | Equity-common | US | $916K | 2K | 0.04 |
| COMMON STOCK (WEATHERFORD INTERNATIONAL PLC) | Long | Equity-common | US | $895K | 7K | 0.03 |
| COMMON STOCK (ECOLAB INC) | Long | Equity-common | US | $881K | 4K | 0.03 |
| COMMON STOCK (FORTIVE CORP) | Long | Equity-common | US | $876K | 12K | 0.03 |
| COMMON STOCK (ELEVANCE HEALTH INC) | Long | Equity-common | US | $872K | 2K | 0.03 |
| COMMON STOCK (CHEVRON CORP) | Long | Equity-common | US | $864K | 6K | 0.03 |
| COMMON STOCK (TARGA RESOURCES CORP) | Long | Equity-common | US | $863K | 7K | 0.03 |
| COMMON STOCK (ABERCROMBIE AND FITCH CO) | Long | Equity-common | US | $859K | 5K | 0.03 |
| COMMON STOCK (QORVO INC) | Long | Equity-common | US | $857K | 7K | 0.03 |
| COMMON STOCK (AUTODESK INC) | Long | Equity-common | US | $851K | 3K | 0.03 |
| COMMON STOCK (SERVICENOW INC) | Long | Equity-common | US | $850K | 1K | 0.03 |
| COMMON STOCK (SYNCHRONY FINANCIAL) | Long | Equity-common | US | $849K | 18K | 0.03 |
| COMMON STOCK (KIMBERLY-CLARK CORP) | Long | Equity-common | US | $848K | 6K | 0.03 |
| COMMON STOCK (MANHATTAN ASSOCIATES INC) | Long | Equity-common | US | $848K | 3K | 0.03 |
| COMMON STOCK (CARVANA CO) | Long | Equity-common | US | $846K | 7K | 0.03 |
| COMMON STOCK (WORKDAY INC) | Long | Equity-common | US | $841K | 4K | 0.03 |
| COMMON STOCK (NEUROCRINE BIOSCIENCES INC) | Long | Equity-common | US | $840K | 6K | 0.03 |
| COMMON STOCK (GUIDEWIRE SOFTWARE INC) | Long | Equity-common | US | $838K | 6K | 0.03 |
| COMMON STOCK (BAKER HUGHES CO) | Long | Equity-common | US | $835K | 24K | 0.03 |
| COMMON STOCK (MONOLITHIC POWER SYSTEMS INC) | Long | Equity-common | US | $835K | 1K | 0.03 |
| COMMON STOCK (CATERPILLAR INC) | Long | Equity-common | US | $834K | 3K | 0.03 |
| COMMON STOCK (AUTOZONE INC) | Long | Equity-common | US | $833K | 281 | 0.03 |
| COMMON STOCK (EBAY INC) | Long | Equity-common | US | $833K | 16K | 0.03 |
| COMMON STOCK (F5 INC) | Long | Equity-common | US | $829K | 5K | 0.03 |
| COMMON STOCK (WEBSTER FINANCIAL CORP) | Long | Equity-common | US | $828K | 19K | 0.03 |
| COMMON STOCK (BRIXMOR PROPERTY GROUP INC) | Long | Equity-common | US | $826K | 36K | 0.03 |
| COMMON STOCK (MSA SAFETY INC) | Long | Equity-common | US | $825K | 4K | 0.03 |
| COMMON STOCK (ROCKWELL AUTOMATION INC) | Long | Equity-common | US | $822K | 3K | 0.03 |
| COMMON STOCK (ZIONS FIRST NATIONAL BANK) | Long | Equity-common | US | $821K | 19K | 0.03 |
| COMMON STOCK (AMERICAN EXPRESS CO) | Long | Equity-common | US | $819K | 4K | 0.03 |
| COMMON STOCK (CITIZENS FINANCIAL GROUP INC) | Long | Equity-common | US | $818K | 23K | 0.03 |
| COMMON STOCK (EDWARDS LIFESCIENCES CORP) | Long | Equity-common | US | $818K | 9K | 0.03 |
| COMMON STOCK (INSULET CORP) | Long | Equity-common | US | $814K | 4K | 0.03 |
| COMMON STOCK (DOORDASH INC) | Long | Equity-common | US | $812K | 7K | 0.03 |
| COMMON STOCK (AMERIPRISE FINANCIAL INC) | Long | Equity-common | US | $812K | 2K | 0.03 |
| COMMON STOCK (LAS VEGAS SANDS CORP) | Long | Equity-common | US | $811K | 18K | 0.03 |
| COMMON STOCK (BOSTON BEER CO INC/THE) | Long | Equity-common | US | $807K | 3K | 0.03 |
| COMMON STOCK (HCA HEALTHCARE INC) | Long | Equity-common | US | $806K | 3K | 0.03 |
| COMMON STOCK (PUBLIC STORAGE) | Long | Equity-common | US | $806K | 3K | 0.03 |
| COMMON STOCK (MID-AMERICA APARTMENT COMMUNITIES INC) | Long | Equity-common | US | $805K | 6K | 0.03 |
| COMMON STOCK (TERADATA CORP) | Long | Equity-common | US | $804K | 23K | 0.03 |
| COMMON STOCK (JEFFERIES FINANCIAL GROUP INC) | Long | Equity-common | US | $804K | 16K | 0.03 |
| COMMON STOCK (A O SMITH CORP) | Long | Equity-common | US | $803K | 10K | 0.03 |
| COMMON STOCK (CLOROX CO/THE) | Long | Equity-common | US | $803K | 6K | 0.03 |
| COMMON STOCK (DECKERS OUTDOOR CORP) | Long | Equity-common | US | $802K | 829 | 0.03 |
| COMMON STOCK (DTE ENERGY CO) | Long | Equity-common | US | $801K | 7K | 0.03 |
| COMMON STOCK (CUMMINS ENGINE COMPANY, INC.) | Long | Equity-common | US | $800K | 3K | 0.03 |
| COMMON STOCK (JOHNSON AND JOHNSON) | Long | Equity-common | US | $800K | 5K | 0.03 |
| COMMON STOCK (EQUITY RESIDENTIAL TR) | Long | Equity-common | US | $800K | 12K | 0.03 |
| COMMON STOCK (STARBUCKS CORP) | Long | Equity-common | US | $799K | 10K | 0.03 |
| COMMON STOCK (CBRE GROUP INC) | Long | Equity-common | US | $799K | 9K | 0.03 |
| COMMON STOCK (CSX CORP) | Long | Equity-common | US | $798K | 24K | 0.03 |
| COMMON STOCK (STEEL DYNAMICS INC) | Long | Equity-common | US | $795K | 6K | 0.03 |
| COMMON STOCK (FIRST INDUSTRIAL REALTY TRUST INC) | Long | Equity-common | US | $795K | 17K | 0.03 |
| COMMON STOCK (CVS HEALTH CORP) | Long | Equity-common | US | $795K | 13K | 0.03 |
| COMMON STOCK (SMARTSHEET INC) | Long | Equity-common | US | $794K | 18K | 0.03 |
| COMMON STOCK (MORGAN STANLEY) | Long | Equity-common | US | $794K | 8K | 0.03 |
| COMMON STOCK (RAMBUS INC) | Long | Equity-common | US | $793K | 13K | 0.03 |
| COMMON STOCK (DROPBOX INC) | Long | Equity-common | US | $792K | 35K | 0.03 |
| COMMON STOCK (COMMVAULT SYSTEMS INC) | Long | Equity-common | US | $792K | 7K | 0.03 |
| COMMON STOCK (CF INDUSTRIES HOLDINGS INC) | Long | Equity-common | US | $790K | 11K | 0.03 |
| COMMON STOCK (ALLSTATE CORP/THE) | Long | Equity-common | US | $790K | 5K | 0.03 |
| COMMON STOCK (ROKU INC) | Long | Equity-common | US | $790K | 13K | 0.03 |
| COMMON STOCK (AMGEN INC) | Long | Equity-common | US | $790K | 3K | 0.03 |
| COMMON STOCK (DEERE AND CO) | Long | Equity-common | US | $789K | 2K | 0.03 |
| COMMON STOCK (PINTEREST INC) | Long | Equity-common | US | $789K | 18K | 0.03 |
| COMMON STOCK (ROBERT HALF INC) | Long | Equity-common | US | $787K | 12K | 0.03 |
| COMMON STOCK (ALLY FINANCIAL INC) | Long | Equity-common | US | $787K | 20K | 0.03 |
| COMMON STOCK (PAYCOM SOFTWARE INC) | Long | Equity-common | US | $784K | 5K | 0.03 |
| COMMON STOCK (PRINCIPAL FINANCIAL GROUP INC) | Long | Equity-common | US | $781K | 10K | 0.03 |
| COMMON STOCK (XCEL ENERGY INC) | Long | Equity-common | US | $781K | 15K | 0.03 |
| COMMON STOCK (STRYKER CORP) | Long | Equity-common | US | $780K | 2K | 0.03 |
| COMMON STOCK (AVALONBAY COMMUNITIES INC) | Long | Equity-common | US | $779K | 4K | 0.03 |
| COMMON STOCK (GENTEX CORP) | Long | Equity-common | US | $779K | 23K | 0.03 |
| COMMON STOCK (CARDINAL HEALTH INC) | Long | Equity-common | US | $778K | 8K | 0.03 |
| COMMON STOCK (SS AND C TECHNOLOGIES HOLDINGS INC) | Long | Equity-common | US | $778K | 12K | 0.03 |
| COMMON STOCK (MEDTRONIC PLC) | Long | Equity-common | IE | $777K | 10K | 0.03 |
| COMMON STOCK (DUKE ENERGY CORP) | Long | Equity-common | US | $776K | 8K | 0.03 |
| COMMON STOCK (MOSAIC CO/THE) | Long | Equity-common | US | $776K | 27K | 0.03 |
| COMMON STOCK (DEVON ENERGY CORP) | Long | Equity-common | US | $776K | 16K | 0.03 |
| COMMON STOCK (CROWN CASTLE INC) | Long | Equity-common | US | $775K | 8K | 0.03 |
| COMMON STOCK (PROCORE TECHNOLOGIES INC) | Long | Equity-common | US | $775K | 12K | 0.03 |
| COMMON STOCK (UNITED PARCEL SERVICE INC) | Long | Equity-common | US | $775K | 6K | 0.03 |
| COMMON STOCK (FORD MOTOR CO) | Long | Equity-common | US | $775K | 62K | 0.03 |
| COMMON STOCK (COTERRA ENERGY INC) | Long | Equity-common | US | $774K | 29K | 0.03 |
| COMMON STOCK (COCA-COLA CONSOLIDATED INC) | Long | Equity-common | US | $774K | 713 | 0.03 |
| COMMON STOCK (TENET HEALTHCARE CORP) | Long | Equity-common | US | $772K | 6K | 0.03 |
| COMMON STOCK (GODADDY INC) | Long | Equity-common | US | $772K | 6K | 0.03 |
| COMMON STOCK (MGIC INVESTMENT CORP) | Long | Equity-common | US | $772K | 36K | 0.03 |
| COMMON STOCK (LYONDELLBASELL INDUSTRIES NV) | Long | Equity-common | US | $772K | 8K | 0.03 |
| COMMON STOCK (LOEWS CORP) | Long | Equity-common | US | $771K | 10K | 0.03 |
| COMMON STOCK (NUCOR CORP) | Long | Equity-common | US | $771K | 5K | 0.03 |
| COMMON STOCK (SEI INVESTMENTS CO) | Long | Equity-common | US | $771K | 12K | 0.03 |
| COMMON STOCK (KEYSIGHT TECHNOLOGIES INC) | Long | Equity-common | US | $769K | 6K | 0.03 |
| COMMON STOCK (LINCOLN ELECTRIC HOLDINGS INC) | Long | Equity-common | US | $769K | 4K | 0.03 |
| COMMON STOCK (ENTERGY CORP) | Long | Equity-common | US | $768K | 7K | 0.03 |
| COMMON STOCK (ULTRAGENYX PHARMACEUTICAL INC) | Long | Equity-common | US | $768K | 19K | 0.03 |
| COMMON STOCK (FORTUNE BRANDS INNOVATIONS INC) | Long | Equity-common | US | $765K | 12K | 0.03 |
| COMMON STOCK (AMDOCS LTD) | Long | Equity-common | US | $765K | 10K | 0.03 |
| COMMON STOCK (AMERICAN ELECTRIC POWER CO INC) | Long | Equity-common | US | $764K | 9K | 0.03 |
| COMMON STOCK (PACKAGING CORP OF AMERICA) | Long | Equity-common | US | $764K | 4K | 0.03 |
| COMMON STOCK (CROCS INC) | Long | Equity-common | US | $764K | 5K | 0.03 |
| COMMON STOCK (COREBRIDGE FINANCIAL INC) | Long | Equity-common | US | $764K | 26K | 0.03 |
| COMMON STOCK (UNUM GROUP) | Long | Equity-common | US | $763K | 15K | 0.03 |
| COMMON STOCK (EVERSOURCE ENERGY) | Long | Equity-common | US | $763K | 13K | 0.03 |
| COMMON STOCK (INTERCONTINENTAL EXCHANGE INC) | Long | Equity-common | US | $763K | 6K | 0.03 |
| COMMON STOCK (WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) | Long | Equity-common | US | $763K | 5K | 0.03 |
| COMMON STOCK (CRANE CO) | Long | Equity-common | US | $762K | 5K | 0.03 |
| COMMON STOCK (HUNTSMAN CORP) | Long | Equity-common | US | $762K | 33K | 0.03 |
| COMMON STOCK (EDISON INTERNATIONAL) | Long | Equity-common | US | $761K | 11K | 0.03 |
| COMMON STOCK (HUNTINGTON BANCSHARES INC/OH) | Long | Equity-common | US | $760K | 58K | 0.03 |
| COMMON STOCK (MEDPACE HOLDINGS INC) | Long | Equity-common | US | $759K | 2K | 0.03 |
| COMMON STOCK (OWENS CORNING) | Long | Equity-common | US | $758K | 4K | 0.03 |
| COMMON STOCK (GENERAL ELECTRIC CO) | Long | Equity-common | US | $758K | 5K | 0.03 |
| COMMON STOCK (PROGRESSIVE CORP/THE) | Long | Equity-common | US | $757K | 4K | 0.03 |
| COMMON STOCK (SOLVENTUM CORP) | Long | Equity-common | US | $755K | 14K | 0.03 |
| COMMON STOCK (MURPHY OIL CORP) | Long | Equity-common | US | $754K | 18K | 0.03 |
| COMMON STOCK (PUBLIC SERVICE ENTERPRISE GROUP INC) | Long | Equity-common | US | $754K | 10K | 0.03 |
| COMMON STOCK (FLOWSERVE CORP) | Long | Equity-common | US | $754K | 16K | 0.03 |
| COMMON STOCK (BIO-RAD LABORATORIES INC) | Long | Equity-common | US | $754K | 3K | 0.03 |
| COMMON STOCK (HOLOGIC INC) | Long | Equity-common | US | $752K | 10K | 0.03 |
| COMMON STOCK (DONALDSON CO INC) | Long | Equity-common | US | $751K | 10K | 0.03 |
| COMMON STOCK (DOW INC) | Long | Equity-common | US | $748K | 14K | 0.03 |
| COMMON STOCK (TRAVELERS COS INC/THE) | Long | Equity-common | US | $748K | 4K | 0.03 |
| COMMON STOCK (MOHAWK INDUSTRIES INC) | Long | Equity-common | US | $746K | 7K | 0.03 |
| COMMON STOCK (AMERICAN FINANCIAL GROUP INC/OH) | Long | Equity-common | US | $746K | 6K | 0.03 |
| COMMON STOCK (ZOOM VIDEO COMMUNICATIONS INC) | Long | Equity-common | US | $743K | 13K | 0.03 |
| COMMON STOCK (VIRTU FINANCIAL INC) | Long | Equity-common | US | $743K | 33K | 0.03 |
| COMMON STOCK (VERISIGN INC) | Long | Equity-common | US | $743K | 4K | 0.03 |
| COMMON STOCK (LPL FINANCIAL HOLDINGS INC) | Long | Equity-common | US | $741K | 3K | 0.03 |
| COMMON STOCK (EPR PROPERTIES) | Long | Equity-common | US | $740K | 18K | 0.03 |
| COMMON STOCK (SNOWFLAKE INC) | Long | Equity-common | US | $739K | 5K | 0.03 |
| COMMON STOCK (JACKSON FINANCIAL INC) | Long | Equity-common | US | $739K | 10K | 0.03 |
| COMMON STOCK (DOMINION ENERGY INC) | Long | Equity-common | US | $738K | 15K | 0.03 |
| COMMON STOCK (HF SINCLAIR CORP) | Long | Equity-common | US | $738K | 14K | 0.03 |
| COMMON STOCK (BLACKROCK INC) | Long | Equity-common | US | $737K | 936 | 0.03 |
| COMMON STOCK (HOST HOTELS AND RESORTS INC) | Long | Equity-common | US | $736K | 41K | 0.03 |
| COMMON STOCK (TEXTRON INC) | Long | Equity-common | US | $736K | 9K | 0.03 |
| COMMON STOCK (ULTA BEAUTY INC) | Long | Equity-common | US | $735K | 2K | 0.03 |
| COMMON STOCK (CURTISS-WRIGHT CORP) | Long | Equity-common | US | $733K | 3K | 0.03 |
| COMMON STOCK (GLOBE LIFE INC) | Long | Equity-common | US | $731K | 9K | 0.03 |
| COMMON STOCK (SYSCO CORP) | Long | Equity-common | US | $730K | 10K | 0.03 |
| COMMON STOCK (NATIONAL FUEL GAS CO) | Long | Equity-common | US | $730K | 13K | 0.03 |
| COMMON STOCK (MARSH AND MCLENNAN COS INC) | Long | Equity-common | US | $728K | 3K | 0.03 |
| COMMON STOCK (PACCAR INC) | Long | Equity-common | US | $727K | 7K | 0.03 |
| COMMON STOCK (WESTERN UNION CO/THE) | Long | Equity-common | US | $724K | 59K | 0.03 |
| COMMON STOCK (ALCOA CORP) | Long | Equity-common | US | $724K | 18K | 0.03 |
| COMMON STOCK (UFP INDUSTRIES INC) | Long | Equity-common | US | $723K | 6K | 0.03 |
| COMMON STOCK (DOLLAR TREE INC) | Long | Equity-common | US | $723K | 7K | 0.03 |
| COMMON STOCK (NORFOLK SOUTHERN CORP) | Long | Equity-common | US | $723K | 3K | 0.03 |
| COMMON STOCK (AFFILIATED MANAGERS GROUP INC) | Long | Equity-common | US | $723K | 5K | 0.03 |
| COMMON STOCK (LEIDOS HOLDINGS INC) | Long | Equity-common | US | $720K | 5K | 0.03 |
| COMMON STOCK (ETSY INC) | Long | Equity-common | US | $720K | 12K | 0.03 |
| COMMON STOCK (MOLSON COORS BEVERAGE CO) | Long | Equity-common | US | $719K | 14K | 0.03 |
| COMMON STOCK (TAYLOR MORRISON HOME CORP) | Long | Equity-common | US | $719K | 13K | 0.03 |
| COMMON STOCK (MATSON INC) | Long | Equity-common | US | $716K | 5K | 0.03 |
| COMMON STOCK (APTARGROUP INC) | Long | Equity-common | US | $715K | 5K | 0.03 |
| COMMON STOCK (MAPLEBEAR INC) | Long | Equity-common | US | $713K | 22K | 0.03 |
| COMMON STOCK (LENNAR CORP) | Long | Equity-common | US | $712K | 5K | 0.03 |
| COMMON STOCK (PARK HOTELS AND RESORTS INC) | Long | Equity-common | US | $711K | 47K | 0.03 |
| COMMON STOCK (AXALTA COATING SYSTEMS LTD) | Long | Equity-common | US | $710K | 21K | 0.03 |
| COMMON STOCK (EURONET WORLDWIDE INC) | Long | Equity-common | US | $708K | 7K | 0.03 |
| COMMON STOCK (LANTHEUS HOLDINGS INC) | Long | Equity-common | US | $707K | 9K | 0.03 |
| COMMON STOCK (MCDONALD'S CORP) | Long | Equity-common | US | $706K | 3K | 0.03 |
| COMMON STOCK (WELLS FARGO AND CO) | Long | Equity-common | US | $703K | 12K | 0.03 |
| COMMON STOCK (MR COOPER GROUP INC) | Long | Equity-common | US | $703K | 9K | 0.03 |
| COMMON STOCK (CROWN HOLDINGS INC) | Long | Equity-common | US | $700K | 9K | 0.03 |
| COMMON STOCK (PEGASYSTEMS INC) | Long | Equity-common | US | $700K | 12K | 0.03 |
| COMMON STOCK (HANCOCK WHITNEY CORP) | Long | Equity-common | US | $696K | 15K | 0.03 |
| COMMON STOCK (LOUISIANA-PACIFIC CORP) | Long | Equity-common | US | $696K | 8K | 0.03 |
| COMMON STOCK (UGI CORP) | Long | Equity-common | US | $690K | 30K | 0.03 |
| COMMON STOCK (TOLL BROTHERS INC) | Long | Equity-common | US | $684K | 6K | 0.03 |
| COMMON STOCK (EXTREME NETWORKS INC) | Long | Equity-common | US | $677K | 50K | 0.03 |
| COMMON STOCK (TD SYNNEX CORP) | Long | Equity-common | US | $673K | 6K | 0.03 |
| COMMON STOCK (AXOS FINANCIAL INC) | Long | Equity-common | US | $670K | 12K | 0.03 |
| COMMON STOCK (RYMAN HOSPITALITY PROPERTIES INC) | Long | Equity-common | US | $669K | 7K | 0.03 |
| COMMON STOCK (STERLING CONSTRUCTION CO) | Long | Equity-common | US | $668K | 6K | 0.03 |
| COMMON STOCK (ROBLOX CORP) | Long | Equity-common | US | $666K | 18K | 0.03 |
| COMMON STOCK (BRINK'S CO/THE) | Long | Equity-common | US | $661K | 6K | 0.03 |
| COMMON STOCK (ITRON INC) | Long | Equity-common | US | $661K | 7K | 0.03 |
| COMMON STOCK (BELDEN INC) | Long | Equity-common | US | $660K | 7K | 0.03 |
| COMMON STOCK (IRIDIUM COMMUNICATIONS INC) | Long | Equity-common | US | $658K | 25K | 0.03 |
| COMMON STOCK (SKYWEST INC) | Long | Equity-common | US | $657K | 8K | 0.03 |
| COMMON STOCK (EATON CORP PLC) | Long | Equity-common | US | $646K | 2K | 0.03 |
| COMMON STOCK (INTERDIGITAL INC) | Long | Equity-common | US | $642K | 6K | 0.02 |
| COMMON STOCK (BREAD FINANCIAL HOLDINGS INC) | Long | Equity-common | US | $633K | 14K | 0.02 |
| COMMON STOCK (FIRST BANCORP/PUERTO RICO) | Long | Equity-common | PR | $632K | 35K | 0.02 |
| COMMON STOCK (TRI POINTE HOMES INC) | Long | Equity-common | US | $628K | 17K | 0.02 |
| COMMON STOCK (ALLETE INC) | Long | Equity-common | US | $623K | 10K | 0.02 |
| COMMON STOCK (ACADIA PHARMACEUTICALS INC) | Long | Equity-common | US | $618K | 38K | 0.02 |
| COMMON STOCK (CONSOL ENERGY INC) | Long | Equity-common | US | $613K | 6K | 0.02 |
| COMMON STOCK (WATTS WATER TECHNOLOGIES INC) | Long | Equity-common | US | $611K | 3K | 0.02 |
| COMMON STOCK (CATHAY GENERAL BANCORP) | Long | Equity-common | US | $610K | 16K | 0.02 |
| COMMON STOCK (INTERNATIONAL GAME TECHNOLOGY PLC) | Long | Equity-common | US | $609K | 30K | 0.02 |
| COMMON STOCK (PBF ENERGY INC) | Long | Equity-common | US | $607K | 13K | 0.02 |
| COMMON STOCK (ELANCO ANIMAL HEALTH INC) | Long | Equity-common | US | $606K | 42K | 0.02 |
| COMMON STOCK (CNO FINANCIAL GROUP INC) | Long | Equity-common | US | $603K | 22K | 0.02 |
| COMMON STOCK (GENWORTH FINANCIAL INC) | Long | Equity-common | US | $600K | 99K | 0.02 |
| COMMON STOCK (VISTEON CORP) | Long | Equity-common | US | $596K | 6K | 0.02 |
| COMMON STOCK (BOISE CASCADE CO) | Long | Equity-common | US | $591K | 5K | 0.02 |
| COMMON STOCK (FRONTDOOR INC) | Long | Equity-common | US | $591K | 17K | 0.02 |
| COMMON STOCK (ATKORE INC) | Long | Equity-common | US | $590K | 4K | 0.02 |
| COMMON STOCK (SYLVAMO CORP) | Long | Equity-common | US | $585K | 9K | 0.02 |
| COMMON STOCK (LIVERAMP HOLDINGS INC) | Long | Equity-common | US | $581K | 19K | 0.02 |
| COMMON STOCK (ENPHASE ENERGY INC) | Long | Equity-common | US | $580K | 6K | 0.02 |
| COMMON STOCK (WARRIOR MET COAL INC) | Long | Equity-common | US | $579K | 9K | 0.02 |
| COMMON STOCK (DILLARD'S INC) | Long | Equity-common | US | $576K | 1K | 0.02 |
| COMMON STOCK (PARKER-HANNIFIN CORP) | Long | Equity-common | US | $575K | 1K | 0.02 |
| COMMON STOCK (M/I HOMES INC) | Long | Equity-common | US | $571K | 5K | 0.02 |
| COMMON STOCK (URBAN EDGE PROPERTIES) | Long | Equity-common | US | $570K | 31K | 0.02 |
| COMMON STOCK (RXSIGHT INC) | Long | Equity-common | US | $570K | 9K | 0.02 |
| COMMON STOCK (10X GENOMICS INC) | Long | Equity-common | US | $570K | 29K | 0.02 |
| COMMON STOCK (KB HOME) | Long | Equity-common | US | $569K | 8K | 0.02 |
| COMMON STOCK (RED ROCK RESORTS INC) | Long | Equity-common | US | $566K | 10K | 0.02 |
| COMMON STOCK (QUALYS INC) | Long | Equity-common | US | $555K | 4K | 0.02 |
| COMMON STOCK (TEREX CORP) | Long | Equity-common | US | $555K | 10K | 0.02 |
| COMMON STOCK (US SILICA HOLDINGS INC) | Long | Equity-common | US | $553K | 36K | 0.02 |
| COMMON STOCK (ENERSYS) | Long | Equity-common | US | $553K | 5K | 0.02 |
| COMMON STOCK (SELECT MEDICAL HOLDINGS CORP) | Long | Equity-common | US | $552K | 16K | 0.02 |
| COMMON STOCK (APPLIED INDUSTRIAL TECHNOLOGIES INC) | Long | Equity-common | US | $546K | 3K | 0.02 |
| COMMON STOCK (BLUE BIRD CORP) | Long | Equity-common | US | $544K | 10K | 0.02 |
| COMMON STOCK (SILICON LABORATORIES INC) | Long | Equity-common | US | $542K | 5K | 0.02 |
| COMMON STOCK (SUNSTONE HOTEL INVESTORS INC) | Long | Equity-common | US | $540K | 52K | 0.02 |
| COMMON STOCK (GMS INC) | Long | Equity-common | US | $537K | 7K | 0.02 |
| COMMON STOCK (PEABODY ENERGY CORP) | Long | Equity-common | US | $532K | 24K | 0.02 |
| COMMON STOCK (BIOHAVEN LTD) | Long | Equity-common | US | $532K | 15K | 0.02 |
| COMMON STOCK (IRONWOOD PHARMACEUTICALS INC) | Long | Equity-common | US | $518K | 79K | 0.02 |
| COMMON STOCK (ALPHA METALLURGICAL RESOURCES INC) | Long | Equity-common | US | $509K | 2K | 0.02 |
| COMMON STOCK (PTC THERAPEUTICS INC) | Long | Equity-common | US | $507K | 17K | 0.02 |
| COMMON STOCK (UPWORK INC) | Long | Equity-common | US | $504K | 47K | 0.02 |
| COMMON STOCK (IMMUNOVANT INC) | Long | Equity-common | US | $502K | 19K | 0.02 |
| COMMON STOCK (ENOVA INTERNATIONAL INC) | Long | Equity-common | US | $497K | 8K | 0.02 |
| COMMON STOCK (MINERALS TECHNOLOGIES INC) | Long | Equity-common | US | $494K | 6K | 0.02 |
| COMMON STOCK (ARCELLX INC) | Long | Equity-common | US | $486K | 9K | 0.02 |
| COMMON STOCK (CUSTOMERS BANCORP INC) | Long | Equity-common | US | $482K | 10K | 0.02 |
| COMMON STOCK (REV GROUP INC) | Long | Equity-common | US | $482K | 19K | 0.02 |
| COMMON STOCK (AMBARELLA INC) | Long | Equity-common | US | $478K | 9K | 0.02 |
| COMMON STOCK (CARGURUS INC) | Long | Equity-common | US | $473K | 18K | 0.02 |
| COMMON STOCK (RLJ LODGING TRUST) | Long | Equity-common | US | $471K | 49K | 0.02 |
| COMMON STOCK (OPTION CARE HEALTH INC) | Long | Equity-common | US | $470K | 17K | 0.02 |
| COMMON STOCK (AMERICAN AXLE AND MANUFACTURING HOLDINGS INC) | Long | Equity-common | US | $469K | 67K | 0.02 |
| COMMON STOCK (STONEX GROUP INC) | Long | Equity-common | US | $469K | 6K | 0.02 |
| COMMON STOCK (OTIS WORLDWIDE CORP) | Long | Equity-common | US | $463K | 5K | 0.02 |
| COMMON STOCK (HILLTOP HOLDINGS INC) | Long | Equity-common | US | $458K | 15K | 0.02 |
| COMMON STOCK (MAXLINEAR INC) | Long | Equity-common | US | $451K | 22K | 0.02 |
| COMMON STOCK (POWELL INDUSTRIES INC) | Long | Equity-common | US | $449K | 3K | 0.02 |
| COMMON STOCK (INTER PARFUMS INC) | Long | Equity-common | US | $448K | 4K | 0.02 |
| COMMON STOCK (RAPID7 INC) | Long | Equity-common | US | $447K | 10K | 0.02 |
| COMMON STOCK (BANNER CORP) | Long | Equity-common | US | $441K | 9K | 0.02 |
| COMMON STOCK (AMKOR TECHNOLOGY INC) | Long | Equity-common | US | $435K | 11K | 0.02 |
| COMMON STOCK (PATHWARD FINANCIAL INC) | Long | Equity-common | US | $431K | 8K | 0.02 |
| COMMON STOCK (ONEMAIN HOLDINGS INC) | Long | Equity-common | US | $424K | 9K | 0.02 |
| COMMON STOCK (XENCOR INC) | Long | Equity-common | US | $423K | 22K | 0.02 |
| COMMON STOCK (APOGEE ENTERPRISES INC) | Long | Equity-common | US | $420K | 7K | 0.02 |
| COMMON STOCK (TXNM ENERGY INC) | Long | Equity-common | US | $413K | 11K | 0.02 |
| COMMON STOCK (DNOW INC) | Long | Equity-common | US | $406K | 30K | 0.02 |
| COMMON STOCK (CLEVELAND-CLIFFS INC) | Long | Equity-common | US | $405K | 26K | 0.02 |
| COMMON STOCK (WEST PHARMACEUTICAL SERVICES INC) | Long | Equity-common | US | $395K | 1K | 0.02 |
| COMMON STOCK (ITT INC) | Long | Equity-common | US | $393K | 3K | 0.02 |
| COMMON STOCK (PAR PACIFIC HOLDINGS INC) | Long | Equity-common | US | $390K | 15K | 0.02 |
| COMMON STOCK (WASTE MANAGEMENT INC) | Long | Equity-common | US | $389K | 2K | 0.02 |
| COMMON STOCK (SABRA HEALTH CARE REIT INC) | Long | Equity-common | US | $388K | 25K | 0.02 |
| COMMON STOCK (MICROSTRATEGY INC) | Long | Equity-common | US | $380K | 276 | 0.01 |
| COMMON STOCK (INNOSPEC INC) | Long | Equity-common | US | $374K | 3K | 0.01 |
| COMMON STOCK (ANDERSONS INC/THE) | Long | Equity-common | US | $374K | 8K | 0.01 |
| COMMON STOCK (TELADOC HEALTH INC) | Long | Equity-common | US | $373K | 38K | 0.01 |
| COMMON STOCK (HOVNANIAN ENTERPRISES INC) | Long | Equity-common | US | $371K | 3K | 0.01 |
| COMMON STOCK (KORN FERRY) | Long | Equity-common | US | $371K | 6K | 0.01 |
| COMMON STOCK (NMI HOLDINGS INC) | Long | Equity-common | US | $370K | 11K | 0.01 |
| COMMON STOCK (HUB GROUP INC) | Long | Equity-common | US | $362K | 8K | 0.01 |
| COMMON STOCK (NATIONAL HEALTH INVESTORS INC) | Long | Equity-common | US | $359K | 5K | 0.01 |
| COMMON STOCK (GRACO INC) | Long | Equity-common | US | $356K | 4K | 0.01 |
| COMMON STOCK (IMMUNITYBIO INC) | Long | Equity-common | US | $355K | 56K | 0.01 |
| COMMON STOCK (TRUSTMARK CORP) | Long | Equity-common | US | $352K | 12K | 0.01 |
| COMMON STOCK (AMERICAN WOODMARK CORP) | Long | Equity-common | US | $352K | 4K | 0.01 |
| COMMON STOCK (ORIENTAL FINL GROUP INC COM) | Long | Equity-common | PR | $343K | 9K | 0.01 |
| COMMON STOCK (TTM TECHNOLOGIES INC) | Long | Equity-common | US | $343K | 18K | 0.01 |
| COMMON STOCK (SIMPSON MANUFACTURING CO INC) | Long | Equity-common | US | $337K | 2K | 0.01 |
| COMMON STOCK (ARVINAS INC) | Long | Equity-common | US | $333K | 13K | 0.01 |
| COMMON STOCK (ARCTURUS THERAPEUTICS HOLDINGS INC) | Long | Equity-common | US | $329K | 14K | 0.01 |
| COMMON STOCK (SIMPLY GOOD FOODS CO/THE) | Long | Equity-common | US | $325K | 9K | 0.01 |
| COMMON STOCK (AMERICAN EAGLE OUTFITTERS INC) | Long | Equity-common | US | $320K | 16K | 0.01 |
| COMMON STOCK (NURIX THERAPEUTICS INC) | Long | Equity-common | US | $318K | 15K | 0.01 |
| COMMON STOCK (AGILYSYS INC) | Long | Equity-common | US | $316K | 3K | 0.01 |
| COMMON STOCK (INGEVITY CORP) | Long | Equity-common | US | $316K | 7K | 0.01 |
| COMMON STOCK (INTERNATIONAL SEAWAYS INC) | Long | Equity-common | US | $315K | 5K | 0.01 |
| COMMON STOCK (PROG HOLDINGS INC) | Long | Equity-common | US | $313K | 9K | 0.01 |
| COMMON STOCK (ARLO TECHNOLOGIES INC) | Long | Equity-common | US | $313K | 24K | 0.01 |
| COMMON STOCK (VIRTUS INVESTMENT PARTNERS INC) | Long | Equity-common | US | $306K | 1K | 0.01 |
| COMMON STOCK (SM ENERGY CO) | Long | Equity-common | US | $302K | 7K | 0.01 |
| COMMON STOCK (KITE REALTY GROUP TRUST) | Long | Equity-common | US | $299K | 13K | 0.01 |
| COMMON STOCK (JELD-WEN HOLDING INC) | Long | Equity-common | US | $296K | 22K | 0.01 |
| COMMON STOCK (FORESTAR GROUP INC) | Long | Equity-common | US | $296K | 9K | 0.01 |
| COMMON STOCK (PENNYMAC FINANCIAL SERVICES INC) | Long | Equity-common | US | $295K | 3K | 0.01 |
| COMMON STOCK (PHREESIA INC) | Long | Equity-common | US | $286K | 14K | 0.01 |
| COMMON STOCK (DYNE THERAPEUTICS INC) | Long | Equity-common | US | $273K | 8K | 0.01 |
| COMMON STOCK (ENTERPRISE FINANCIAL SERVICES CORP) | Long | Equity-common | US | $273K | 7K | 0.01 |
| COMMON STOCK (PREFERRED BANK/LOS ANGELES CA) | Long | Equity-common | US | $272K | 4K | 0.01 |
| COMMON STOCK (CUSHMAN AND WAKEFIELD PLC) | Long | Equity-common | US | $268K | 26K | 0.01 |
| COMMON STOCK (VERITEX HOLDINGS INC) | Long | Equity-common | US | $256K | 12K | 0.01 |
| COMMON STOCK (INSMED INC) | Long | Equity-common | US | $254K | 4K | 0.01 |
| COMMON STOCK (DANA INC) | Long | Equity-common | US | $247K | 20K | 0.01 |
| COMMON STOCK (BLACKLINE INC) | Long | Equity-common | US | $244K | 5K | 0.01 |
| COMMON STOCK (NAVIENT CORP) | Long | Equity-common | US | $244K | 17K | 0.01 |
| COMMON STOCK (PROS HOLDINGS INC) | Long | Equity-common | US | $243K | 8K | 0.01 |
| COMMON STOCK (HORACE MANN EDUCATORS CORP) | Long | Equity-common | US | $238K | 7K | 0.01 |
| COMMON STOCK (NEUMORA THERAPEUTICS INC) | Long | Equity-common | US | $236K | 24K | 0.01 |
| COMMON STOCK (BLUELINX HOLDINGS INC) | Long | Equity-common | US | $235K | 3K | 0.01 |
| COMMON STOCK (RETAIL OPPORTUNITY INVESTMENTS CORP) | Long | Equity-common | US | $228K | 18K | 0.01 |
| COMMON STOCK (MODINE MANUFACTURING CO) | Long | Equity-common | US | $227K | 2K | 0.01 |
| COMMON STOCK (VIR BIOTECHNOLOGY INC) | Long | Equity-common | US | $227K | 25K | 0.01 |
| COMMON STOCK (HYSTER-YALE INC) | Long | Equity-common | US | $227K | 3K | 0.01 |
| COMMON STOCK (MERITAGE HOMES CORP) | Long | Equity-common | US | $226K | 1K | 0.01 |
| COMMON STOCK (FB FINANCIAL CORP) | Long | Equity-common | US | $224K | 6K | 0.01 |
| COMMON STOCK (YEXT INC) | Long | Equity-common | US | $218K | 41K | 0.01 |
| COMMON STOCK (INTEGRAL AD SCIENCE HOLDING CORP) | Long | Equity-common | US | $217K | 22K | 0.01 |
| COMMON STOCK (EVENTBRITE INC) | Long | Equity-common | US | $216K | 45K | 0.01 |
| COMMON STOCK (RYERSON HOLDING CORP) | Long | Equity-common | US | $215K | 11K | 0.01 |
| COMMON STOCK (HOPE BANCORP INC) | Long | Equity-common | US | $212K | 20K | 0.01 |
| COMMON STOCK (ATMUS FILTRATION TECHNOLOGIES INC) | Long | Equity-common | US | $207K | 7K | 0.01 |
| COMMON STOCK (CORCEPT THERAPEUTICS INC) | Long | Equity-common | US | $205K | 6K | 0.01 |
| COMMON STOCK (GLAUKOS CORP) | Long | Equity-common | US | $204K | 2K | 0.01 |
| COMMON STOCK (ATRICURE INC) | Long | Equity-common | US | $200K | 9K | 0.01 |
| COMMON STOCK (RESIDEO TECHNOLOGIES INC) | Long | Equity-common | US | $198K | 10K | 0.01 |
| COMMON STOCK (ALEXANDER AND BALDWIN INC) | Long | Equity-common | US | $198K | 12K | 0.01 |
| COMMON STOCK (BRIGHTSPIRE CAPITAL INC) | Long | Equity-common | US | $197K | 35K | 0.01 |
| COMMON STOCK (BANDWIDTH INC) | Long | Equity-common | US | $197K | 12K | 0.01 |
| COMMON STOCK (TG THERAPEUTICS INC) | Long | Equity-common | US | $192K | 11K | 0.01 |
| COMMON STOCK (SYNAPTICS INC) | Long | Equity-common | US | $191K | 2K | 0.01 |
| COMMON STOCK (DAKTRONICS INC) | Long | Equity-common | US | $191K | 14K | 0.01 |
| COMMON STOCK (COMFORT SYSTEMS USA INC) | Long | Equity-common | US | $190K | 624 | 0.01 |
| COMMON STOCK (CREDO TECHNOLOGY GROUP HOLDING LTD) | Long | Equity-common | US | $189K | 6K | 0.01 |
| COMMON STOCK (FRESH DEL MONTE PRODUCE INC) | Long | Equity-common | US | $189K | 9K | 0.01 |
| COMMON STOCK (KINIKSA PHARMACEUTICALS INTERNATIONAL PLC) | Long | Equity-common | US | $188K | 10K | 0.01 |
| COMMON STOCK (Q2 HOLDINGS INC) | Long | Equity-common | US | $187K | 3K | 0.01 |
| COMMON STOCK (PORTLAND GENERAL ELECTRIC CO) | Long | Equity-common | US | $184K | 4K | 0.01 |
| COMMON STOCK (ANYWHERE REAL ESTATE INC) | Long | Equity-common | US | $178K | 54K | 0.01 |
| COMMON STOCK (ZIMVIE INC) | Long | Equity-common | US | $177K | 10K | 0.01 |
| COMMON STOCK (SUNCOKE ENERGY INC) | Long | Equity-common | US | $168K | 17K | 0.01 |
| COMMON STOCK (DOMO INC) | Long | Equity-common | US | $168K | 22K | 0.01 |
| COMMON STOCK (UNISYS CORP) | Long | Equity-common | US | $164K | 40K | 0.01 |
| COMMON STOCK (FATE THERAPEUTICS INC) | Long | Equity-common | US | $164K | 50K | 0.01 |
| COMMON STOCK (ESCO TECHNOLOGIES INC) | Long | Equity-common | US | $164K | 2K | 0.01 |
| COMMON STOCK (LUMINAR TECHNOLOGIES INC) | Long | Equity-common | US | $163K | 109K | 0.01 |
| COMMON STOCK (CENTRAL PACIFIC FINANCIAL CO) | Long | Equity-common | US | $162K | 8K | 0.01 |
| COMMON STOCK (OCEANFIRST FINANCIAL CORP) | Long | Equity-common | US | $159K | 10K | 0.01 |
| COMMON STOCK (ORASURE TECHNOLOGIES INC) | Long | Equity-common | US | $157K | 37K | 0.01 |
| COMMON STOCK (ARGAN INC) | Long | Equity-common | US | $156K | 2K | 0.01 |
| COMMON STOCK (KEROS THERAPEUTICS INC) | Long | Equity-common | US | $155K | 3K | 0.01 |
| COMMON STOCK (TUTOR PERINI CORP) | Long | Equity-common | US | $155K | 7K | 0.01 |
| COMMON STOCK (WEAVE COMMUNICATIONS INC) | Long | Equity-common | US | $154K | 17K | 0.01 |
| COMMON STOCK (NEW JERSEY RESOURCES CORP) | Long | Equity-common | US | $153K | 4K | 0.01 |
| COMMON STOCK (ADVANSIX INC) | Long | Equity-common | US | $152K | 7K | 0.01 |
| COMMON STOCK (BRIGHTVIEW HOLDINGS INC) | Long | Equity-common | US | $152K | 11K | 0.01 |
| COMMON STOCK (SJW GROUP) | Long | Equity-common | US | $149K | 3K | 0.01 |
| COMMON STOCK (BELLRING BRANDS INC) | Long | Equity-common | US | $147K | 3K | 0.01 |
| COMMON STOCK (APPFOLIO INC) | Long | Equity-common | US | $146K | 595 | 0.01 |
| COMMON STOCK (MEDIAALPHA INC) | Long | Equity-common | US | $144K | 11K | 0.01 |
| COMMON STOCK (OPENDOOR TECHNOLOGIES INC) | Long | Equity-common | US | $144K | 78K | 0.01 |
| COMMON STOCK (LIMBACH HOLDINGS INC) | Long | Equity-common | US | $143K | 3K | 0.01 |
| COMMON STOCK (BIOCRYST PHARMACEUTICALS INC) | Long | Equity-common | US | $143K | 23K | 0.01 |
| COMMON STOCK (INTERFACE INC) | Long | Equity-common | US | $141K | 10K | 0.01 |
| COMMON STOCK (NEXPOINT RESIDENTIAL TRUST INC) | Long | Equity-common | US | $141K | 4K | 0.01 |
| COMMON STOCK (DENALI THERAPEUTICS INC) | Long | Equity-common | US | $140K | 6K | 0.01 |
| COMMON STOCK (SPX TECHNOLOGIES INC) | Long | Equity-common | US | $139K | 975 | 0.01 |
| COMMON STOCK (CASTLE BIOSCIENCES INC) | Long | Equity-common | US | $139K | 6K | 0.01 |
| COMMON STOCK (BERKSHIRE HILLS BANCORP INC) | Long | Equity-common | US | $138K | 6K | 0.01 |
| COMMON STOCK (PETIQ INC) | Long | Equity-common | US | $138K | 6K | 0.01 |
| COMMON STOCK (NEWPARK RESOURCES INC) | Long | Equity-common | US | $137K | 17K | 0.01 |
| COMMON STOCK (VOYAGER THERAPEUTICS INC) | Long | Equity-common | US | $137K | 17K | 0.01 |
| COMMON STOCK (HANMI FINANCIAL CORP) | Long | Equity-common | US | $137K | 8K | 0.01 |
| COMMON STOCK (HEALTHSTREAM INC) | Long | Equity-common | US | $136K | 5K | 0.01 |
| COMMON STOCK (GOLDEN ENTERTAINMENT INC) | Long | Equity-common | US | $136K | 4K | 0.01 |
| COMMON STOCK (AXCELIS TECHNOLOGIES INC) | Long | Equity-common | US | $136K | 954 | 0.01 |
| COMMON STOCK (ITEOS THERAPEUTICS INC) | Long | Equity-common | US | $136K | 9K | 0.01 |
| COMMON STOCK (XEROX HOLDINGS CORP) | Long | Equity-common | US | $135K | 12K | 0.01 |
| COMMON STOCK (AMALGAMATED FINANCIAL CORP) | Long | Equity-common | US | $133K | 5K | 0.01 |
| COMMON STOCK (HEALTHEQUITY INC) | Long | Equity-common | US | $132K | 2K | 0.01 |
| COMMON STOCK (MUELLER INDUSTRIES INC) | Long | Equity-common | US | $132K | 2K | 0.01 |
| COMMON STOCK (AAON INC) | Long | Equity-common | US | $132K | 2K | 0.01 |
| COMMON STOCK (WAVE LIFE SCIENCES LTD) | Long | Equity-common | US | $132K | 26K | 0.01 |
| COMMON STOCK (AGENUS INC) | Long | Equity-common | US | $129K | 8K | 0.00 |
| COMMON STOCK (VICOR CORP) | Long | Equity-common | US | $127K | 4K | 0.00 |
| COMMON STOCK (BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA) | Long | Equity-common | PA | $126K | 4K | 0.00 |
| COMMON STOCK (CORECIVIC INC) | Long | Equity-common | US | $125K | 10K | 0.00 |
| COMMON STOCK (CALIFORNIA RESOURCES CORP) | Long | Equity-common | US | $125K | 2K | 0.00 |
| COMMON STOCK (ADAPTIVE BIOTECHNOLOGIES CORP) | Long | Equity-common | US | $125K | 34K | 0.00 |
| COMMON STOCK (ADDUS HOMECARE CORP) | Long | Equity-common | US | $124K | 1K | 0.00 |
| COMMON STOCK (BLUEPRINT MEDICINES CORP) | Long | Equity-common | US | $122K | 1K | 0.00 |
| COMMON STOCK (HEALTH CATALYST INC) | Long | Equity-common | US | $120K | 19K | 0.00 |
| COMMON STOCK (ALKAMI TECHNOLOGY INC) | Long | Equity-common | US | $119K | 4K | 0.00 |
| COMMON STOCK (LAUREATE EDUCATION INC) | Long | Equity-common | US | $119K | 8K | 0.00 |
| COMMON STOCK (ALTAIR ENGINEERING INC) | Long | Equity-common | US | $118K | 1K | 0.00 |
| COMMON STOCK (NETGEAR INC) | Long | Equity-common | US | $118K | 8K | 0.00 |
| COMMON STOCK (CATALYST PHARMACEUTICALS INC) | Long | Equity-common | US | $117K | 8K | 0.00 |
| COMMON STOCK (NATIONAL BANK HOLDINGS CORP) | Long | Equity-common | US | $117K | 3K | 0.00 |
| COMMON STOCK (ADIENT PLC) | Long | Equity-common | US | $117K | 5K | 0.00 |
| COMMON STOCK (ENVIRI CORP) | Long | Equity-common | US | $117K | 14K | 0.00 |
| COMMON STOCK (OCEANEERING INTERNATIONAL INC) | Long | Equity-common | US | $116K | 5K | 0.00 |
| COMMON STOCK (PDF SOLUTIONS INC) | Long | Equity-common | US | $115K | 3K | 0.00 |
| COMMON STOCK (MACROGENICS INC) | Long | Equity-common | US | $115K | 27K | 0.00 |
| COMMON STOCK (COMMERCIAL METALS CO) | Long | Equity-common | US | $115K | 2K | 0.00 |
| COMMON STOCK (WSFS FINANCIAL CORP) | Long | Equity-common | US | $115K | 2K | 0.00 |
| COMMON STOCK (J JILL INC) | Long | Equity-common | US | $114K | 3K | 0.00 |
| COMMON STOCK (INARI MEDICAL INC) | Long | Equity-common | US | $114K | 2K | 0.00 |
| COMMON STOCK (ACELYRIN INC) | Long | Equity-common | US | $114K | 26K | 0.00 |
| COMMON STOCK (LSB INDUSTRIES INC) | Long | Equity-common | US | $114K | 14K | 0.00 |
| COMMON STOCK (AARON'S CO INC/THE) | Long | Equity-common | US | $114K | 11K | 0.00 |
| COMMON STOCK (BEACON ROOFING SUPPLY INC) | Long | Equity-common | US | $114K | 1K | 0.00 |
| COMMON STOCK (FRANKLIN ELECTRIC CO INC) | Long | Equity-common | US | $113K | 1K | 0.00 |
| COMMON STOCK (UNIVEST FINANCIAL CORP) | Long | Equity-common | US | $113K | 5K | 0.00 |
| COMMON STOCK (CLEARWATER PAPER CORP) | Long | Equity-common | US | $113K | 2K | 0.00 |
| COMMON STOCK (AVIENT CORP) | Long | Equity-common | US | $113K | 3K | 0.00 |
| COMMON STOCK (PREMIER FINANCIAL CORP) | Long | Equity-common | US | $113K | 6K | 0.00 |
| COMMON STOCK (ESSENT GROUP LTD) | Long | Equity-common | US | $113K | 2K | 0.00 |
| COMMON STOCK (NUVATION BIO INC) | Long | Equity-common | US | $113K | 39K | 0.00 |
| COMMON STOCK (CALIX INC) | Long | Equity-common | US | $112K | 3K | 0.00 |
| COMMON STOCK (ARROWHEAD PHARMACEUTICALS INC) | Long | Equity-common | US | $112K | 4K | 0.00 |
| COMMON STOCK (LADDER CAPITAL CORP) | Long | Equity-common | US | $112K | 10K | 0.00 |
| COMMON STOCK (CHIMERA INVESTMENT CORP) | Long | Equity-common | US | $112K | 9K | 0.00 |
| COMMON STOCK (CAL-MAINE FOODS INC) | Long | Equity-common | US | $112K | 2K | 0.00 |
| COMMON STOCK (URBAN OUTFITTERS INC) | Long | Equity-common | US | $111K | 3K | 0.00 |
| COMMON STOCK (TENNANT CO) | Long | Equity-common | US | $111K | 1K | 0.00 |
| COMMON STOCK (AMERICAN ASSETS TRUST INC) | Long | Equity-common | US | $111K | 5K | 0.00 |
| COMMON STOCK (SANMINA CORP) | Long | Equity-common | US | $111K | 2K | 0.00 |
| COMMON STOCK (QUANTERIX CORP) | Long | Equity-common | US | $110K | 8K | 0.00 |
| COMMON STOCK (ALKERMES PLC) | Long | Equity-common | IE | $110K | 5K | 0.00 |
| COMMON STOCK (CIPHER MINING INC) | Long | Equity-common | US | $110K | 27K | 0.00 |
| COMMON STOCK (ELME COMMUNITIES) | Long | Equity-common | US | $110K | 7K | 0.00 |
| COMMON STOCK (MAXIMUS INC) | Long | Equity-common | US | $110K | 1K | 0.00 |
| COMMON STOCK (BARRETT BUSINESS SERVICES INC) | Long | Equity-common | US | $109K | 3K | 0.00 |
| COMMON STOCK (AVANOS MEDICAL INC) | Long | Equity-common | US | $109K | 5K | 0.00 |
| COMMON STOCK (SITE CENTERS CORP) | Long | Equity-common | US | $109K | 8K | 0.00 |
| COMMON STOCK (UNITED NATURAL FOODS INC) | Long | Equity-common | US | $109K | 8K | 0.00 |
| COMMON STOCK (BROADSTONE NET LEASE INC) | Long | Equity-common | US | $109K | 7K | 0.00 |
| COMMON STOCK (COPT DEFENSE PROPERTIES) | Long | Equity-common | US | $108K | 4K | 0.00 |
| COMMON STOCK (ALBANY INTERNATIONAL CORP) | Long | Equity-common | US | $108K | 1K | 0.00 |
| COMMON STOCK (NORTHWEST NATURAL HOLDING CO) | Long | Equity-common | US | $108K | 3K | 0.00 |
| COMMON STOCK (ANGIODYNAMICS INC) | Long | Equity-common | US | $107K | 18K | 0.00 |
| COMMON STOCK (SANDY SPRING BANCORP INC) | Long | Equity-common | US | $106K | 4K | 0.00 |
| COMMON STOCK (A10 NETWORKS INC) | Long | Equity-common | US | $106K | 8K | 0.00 |
| COMMON STOCK (ARCBEST CORP) | Long | Equity-common | US | $106K | 991 | 0.00 |
| COMMON STOCK (USANA HEALTH SCIENCES INC) | Long | Equity-common | US | $106K | 2K | 0.00 |
| COMMON STOCK (ASSOCIATED BANC-CORP) | Long | Equity-common | US | $106K | 5K | 0.00 |
| COMMON STOCK (EASTERN BANKSHARES INC) | Long | Equity-common | US | $106K | 8K | 0.00 |
| COMMON STOCK (O-I GLASS INC) | Long | Equity-common | US | $105K | 9K | 0.00 |
| COMMON STOCK (RENASANT CORP) | Long | Equity-common | US | $105K | 3K | 0.00 |
| COMMON STOCK (PIEDMONT OFFICE REALTY TRUST INC) | Long | Equity-common | US | $105K | 14K | 0.00 |
| COMMON STOCK (CEVA INC) | Long | Equity-common | US | $105K | 5K | 0.00 |
| COMMON STOCK (UNITIL CORP) | Long | Equity-common | US | $105K | 2K | 0.00 |
| COMMON STOCK (DIGITALBRIDGE GROUP INC) | Long | Equity-common | US | $105K | 8K | 0.00 |
| COMMON STOCK (HERITAGE COMMERCE CORP) | Long | Equity-common | US | $104K | 12K | 0.00 |
| COMMON STOCK (BLACK HILLS CORP) | Long | Equity-common | US | $104K | 2K | 0.00 |
| COMMON STOCK (PHOTRONICS INC) | Long | Equity-common | US | $104K | 4K | 0.00 |
| COMMON STOCK (INDEPENDENT BANK CORP/MI) | Long | Equity-common | US | $103K | 4K | 0.00 |
| COMMON STOCK (JANUS INTERNATIONAL GROUP INC) | Long | Equity-common | US | $103K | 8K | 0.00 |
| COMMON STOCK (G-III APPAREL GROUP LTD) | Long | Equity-common | US | $103K | 4K | 0.00 |
| COMMON STOCK (SHYFT GROUP INC/THE) | Long | Equity-common | US | $103K | 9K | 0.00 |
| COMMON STOCK (LEGALZOOM.COM INC) | Long | Equity-common | US | $103K | 12K | 0.00 |
| COMMON STOCK (WESTAMERICA BANCORP) | Long | Equity-common | US | $103K | 2K | 0.00 |
| COMMON STOCK (MERCHANTS BANCORP/IN) | Long | Equity-common | US | $103K | 3K | 0.00 |
| COMMON STOCK (WORTHINGTON STEEL INC) | Long | Equity-common | US | $103K | 3K | 0.00 |
| COMMON STOCK (EMPIRE STATE REALTY TRUST INC) | Long | Equity-common | US | $102K | 11K | 0.00 |
| COMMON STOCK (Y-MABS THERAPEUTICS INC) | Long | Equity-common | US | $102K | 8K | 0.00 |
| COMMON STOCK (MUELLER WATER PRODUCTS INC) | Long | Equity-common | US | $102K | 6K | 0.00 |
| COMMON STOCK (GOODYEAR TIRE AND RUBBER CO/THE) | Long | Equity-common | US | $102K | 9K | 0.00 |
| COMMON STOCK (PROTO LABS INC) | Long | Equity-common | US | $102K | 3K | 0.00 |
| COMMON STOCK (FEDERAL SIGNAL CORP) | Long | Equity-common | US | $102K | 1K | 0.00 |
| COMMON STOCK (OTTER TAIL CORP) | Long | Equity-common | US | $102K | 1K | 0.00 |
| COMMON STOCK (UNIVERSAL INSURANCE HOLDINGS INC) | Long | Equity-common | US | $102K | 5K | 0.00 |
| COMMON STOCK (MFA MORTGAGE INVESTMENTS INC) | Long | Equity-common | US | $102K | 10K | 0.00 |
| COMMON STOCK (CALERES INC) | Long | Equity-common | US | $101K | 3K | 0.00 |
| COMMON STOCK (APPLE HOSPITALITY REIT INC) | Long | Equity-common | US | $101K | 7K | 0.00 |
| COMMON STOCK (TRONOX HOLDINGS PLC) | Long | Equity-common | US | $101K | 6K | 0.00 |
| COMMON STOCK (CULLINAN THERAPEUTICS INC) | Long | Equity-common | US | $101K | 6K | 0.00 |
| COMMON STOCK (CHESAPEAKE UTILITIES CORP) | Long | Equity-common | US | $101K | 949 | 0.00 |
| COMMON STOCK (MASTERCRAFT BOAT HOLDINGS INC) | Long | Equity-common | US | $100K | 5K | 0.00 |
| COMMON STOCK (ALARM.COM HOLDINGS INC) | Long | Equity-common | US | $100K | 2K | 0.00 |
| COMMON STOCK (INTERNATIONAL BANCSHARES CORPORATION) | Long | Equity-common | US | $100K | 2K | 0.00 |
| COMMON STOCK (TURNING POINT BRANDS INC) | Long | Equity-common | US | $99K | 3K | 0.00 |
| COMMON STOCK (GIBRALTAR INDUSTRIES INC) | Long | Equity-common | US | $99K | 1K | 0.00 |
| COMMON STOCK (NETSCOUT SYSTEMS INC) | Long | Equity-common | US | $98K | 5K | 0.00 |
| COMMON STOCK (ARCOSA INC) | Long | Equity-common | US | $98K | 1K | 0.00 |
| COMMON STOCK (OUTFRONT MEDIA INC) | Long | Equity-common | US | $98K | 7K | 0.00 |
| COMMON STOCK (SALLY BEAUTY HOLDINGS INC) | Long | Equity-common | US | $97K | 9K | 0.00 |
| COMMON STOCK (TANGER INC) | Long | Equity-common | US | $97K | 4K | 0.00 |
| COMMON STOCK (STANDEX INTERNATIONAL CORP) | Long | Equity-common | US | $97K | 599 | 0.00 |
| COMMON STOCK (GENTHERM INC) | Long | Equity-common | US | $96K | 2K | 0.00 |
| COMMON STOCK (ACCO BRANDS CORP) | Long | Equity-common | US | $96K | 20K | 0.00 |
| COMMON STOCK (AMERICAN STATES WATER CO) | Long | Equity-common | US | $96K | 1K | 0.00 |
| COMMON STOCK (INSPERITY INC) | Long | Equity-common | US | $96K | 1K | 0.00 |
| COMMON STOCK (XPERI INC) | Long | Equity-common | US | $96K | 12K | 0.00 |
| COMMON STOCK (TITAN INTERNATIONAL INC) | Long | Equity-common | US | $96K | 13K | 0.00 |
| COMMON STOCK (COLUMBUS MCKINNON CORP/NY) | Long | Equity-common | US | $95K | 3K | 0.00 |
| COMMON STOCK (DELEK US HOLDINGS INC) | Long | Equity-common | US | $95K | 4K | 0.00 |
| COMMON STOCK (SCHRODINGER INC/UNITED STATES) | Long | Equity-common | US | $95K | 5K | 0.00 |
| COMMON STOCK (BUCKLE INC/THE) | Long | Equity-common | US | $94K | 3K | 0.00 |
| COMMON STOCK (MESA LABORATORIES INC) | Long | Equity-common | US | $93K | 1K | 0.00 |
| COMMON STOCK (HUDSON TECHNOLOGIES INC) | Long | Equity-common | US | $93K | 11K | 0.00 |
| COMMON STOCK (KAISER ALUMINUM CORP) | Long | Equity-common | US | $92K | 1K | 0.00 |
| COMMON STOCK (INGLES MARKETS INC) | Long | Equity-common | US | $92K | 1K | 0.00 |
| COMMON STOCK (8X8 INC) | Long | Equity-common | US | $91K | 41K | 0.00 |
| COMMON STOCK (ALAMO GROUP INC) | Long | Equity-common | US | $91K | 527 | 0.00 |
| COMMON STOCK (VIAVI SOLUTIONS INC) | Long | Equity-common | US | $90K | 13K | 0.00 |
| COMMON STOCK (ENANTA PHARMACEUTICALS INC) | Long | Equity-common | US | $89K | 7K | 0.00 |
| COMMON STOCK (AXOGEN INC) | Long | Equity-common | US | $89K | 12K | 0.00 |
| COMMON STOCK (INHIBRX BIOSCIENCES INC) | Long | Equity-common | US | $88K | 6K | 0.00 |
| COMMON STOCK (FIRST FINANCIAL CORP/IN) | Long | Equity-common | US | $86K | 2K | 0.00 |
| COMMON STOCK (PREFORMED LINE PRODUCTS CO) | Long | Equity-common | US | $84K | 678 | 0.00 |
| COMMON STOCK (DAVE AND BUSTER'S ENTERTAINMENT INC) | Long | Equity-common | US | $83K | 2K | 0.00 |
| COMMON STOCK (JAKKS PACIFIC INC) | Long | Equity-common | US | $82K | 5K | 0.00 |
| COMMON STOCK (DMC GLOBAL INC) | Long | Equity-common | US | $78K | 5K | 0.00 |
| COMMON STOCK (SUTRO BIOPHARMA INC) | Long | Equity-common | US | $77K | 26K | 0.00 |
| COMMON STOCK (DESIGNER BRANDS INC) | Long | Equity-common | US | $75K | 11K | 0.00 |
| COMMON STOCK (STONERIDGE INC) | Long | Equity-common | US | $73K | 5K | 0.00 |
| COMMON STOCK (RMR GROUP INC/THE) | Long | Equity-common | US | $73K | 3K | 0.00 |
| COMMON STOCK (LIGHTWAVE LOGIC INC) | Long | Equity-common | US | $73K | 24K | 0.00 |
| COMMON STOCK (SEMLER SCIENTIFIC INC) | Long | Equity-common | US | $71K | 2K | 0.00 |
| COMMON STOCK (CROSSFIRST BANKSHARES INC) | Long | Equity-common | US | $64K | 5K | 0.00 |
| COMMON STOCK (LEXEO THERAPEUTICS INC) | Long | Equity-common | US | $62K | 4K | 0.00 |
| COMMON STOCK (ADEIA INC) | Long | Equity-common | US | $60K | 5K | 0.00 |
| COMMON STOCK (ALLIED MOTION TECHNOLOGIES I) | Long | Equity-common | US | $55K | 2K | 0.00 |
| COMMON STOCK (STEELCASE INC) | Long | Equity-common | US | $54K | 4K | 0.00 |
| COMMON STOCK (CARETRUST REIT INC) | Long | Equity-common | US | $53K | 2K | 0.00 |
| COMMON STOCK (XENIA HOTELS AND RESORTS INC) | Long | Equity-common | US | $52K | 4K | 0.00 |
| COMMON STOCK (UPBOUND GROUP INC) | Long | Equity-common | US | $47K | 2K | 0.00 |
| COMMON STOCK - ADR (ASTRAZENECA PLC) | Long | Equity-common | GB | $5M | 66K | 0.20 |
| COMMON STOCK - ADR (RYANAIR HOLDINGS PLC) | Long | Equity-common | IE | $2M | 17K | 0.08 |
| COMMON STOCK - ADR (PDD HOLDINGS INC) | Long | Equity-common | IE | $2M | 12K | 0.06 |
| COMMON STOCK - ADR (H WORLD GROUP LTD) | Long | Equity-common | CN | $1M | 32K | 0.04 |
| COMMON STOCK - ADR (SEA LTD) | Long | Equity-common | SG | $562K | 8K | 0.02 |
| CONV. NOTE (UBER TECHNOLOGIES INC) | Long | Debt | US | $238K | – | 0.01 |
| CONV. NOTE (ANYWHERE REAL ESTATE GROUP LLC / REALOGY CO-ISSUER CORP) | Long | Debt | US | $185K | – | 0.01 |
| CONV. NOTE (CHEFS' WAREHOUSE INC/THE) | Long | Debt | US | $172K | – | 0.01 |
| CONV. NOTE (NABORS INDUSTRIES INC) | Long | Debt | US | $94K | – | 0.00 |
| CONVERTIBLE PREF (APOLLO GLOBAL MANAGEMENT INC) | Long | Equity-preferred | US | $234K | 4K | 0.01 |
| CORP CMO (PRPM 2024-NQM2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.04 |
| CORP CMO (STATION PLACE SECURITIZATION TRUST SERIES 2024-5) | Long | ABS-collateralized bond/debt obligation | US | $660K | – | 0.03 |
| CORP CMO (STATION PLACE SECURITIZATION TRUST SERIES 2024-2) | Long | ABS-collateralized bond/debt obligation | US | $660K | – | 0.03 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R05) | Long | ABS-collateralized bond/debt obligation | US | $601K | – | 0.02 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-HQA2) | Long | ABS-collateralized bond/debt obligation | US | $560K | – | 0.02 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA10) | Long | ABS-collateralized bond/debt obligation | US | $535K | – | 0.02 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $457K | – | 0.02 |
| CORP CMO (MILL CITY MORTGAGE LOAN TRUST 2023-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $456K | – | 0.02 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $450K | – | 0.02 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $444K | – | 0.02 |
| CORP CMO (PRMI SECURITIZATION TRUST 2024-CMG1) | Long | ABS-collateralized bond/debt obligation | US | $428K | – | 0.02 |
| CORP CMO (STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR7) | Long | ABS-collateralized bond/debt obligation | US | $397K | – | 0.02 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $371K | – | 0.01 |
| CORP CMO (STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3) | Long | ABS-collateralized bond/debt obligation | US | $346K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2020-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $328K | – | 0.01 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R03) | Long | ABS-collateralized bond/debt obligation | US | $322K | – | 0.01 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $317K | – | 0.01 |
| CORP CMO (STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-2) | Long | ABS-collateralized bond/debt obligation | US | $310K | – | 0.01 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA7) | Long | ABS-collateralized bond/debt obligation | US | $309K | – | 0.01 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $306K | – | 0.01 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2005-65CB) | Long | ABS-collateralized bond/debt obligation | US | $298K | – | 0.01 |
| CORP CMO (BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM5) | Long | ABS-collateralized bond/debt obligation | US | $274K | – | 0.01 |
| CORP CMO (A AND D MORTGAGE TRUST 2023-NQM4) | Long | ABS-collateralized bond/debt obligation | US | $268K | – | 0.01 |
| CORP CMO (BUNKER HILL LOAN DEPOSITARY TRUST 2020-1) | Long | ABS-collateralized bond/debt obligation | US | $263K | – | 0.01 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $260K | – | 0.01 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R07) | Long | ABS-collateralized bond/debt obligation | US | $230K | – | 0.01 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2005-59) | Long | ABS-collateralized bond/debt obligation | US | $230K | – | 0.01 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $228K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA4) | Long | ABS-collateralized bond/debt obligation | US | $224K | – | 0.01 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R04) | Long | ABS-collateralized bond/debt obligation | US | $220K | – | 0.01 |
| CORP CMO (CROSS 2024-H4 MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $216K | – | 0.01 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R02) | Long | ABS-collateralized bond/debt obligation | US | $216K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2015-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $214K | – | 0.01 |
| CORP CMO (MFA 2023-INV2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $209K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2016-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $197K | – | 0.01 |
| CORP CMO (FINANCE OF AMERICA HECM BUYOUT 2022-HB2) | Long | ABS-collateralized bond/debt obligation | US | $193K | – | 0.01 |
| CORP CMO (AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-1) | Long | ABS-collateralized bond/debt obligation | US | $192K | – | 0.01 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $185K | – | 0.01 |
| CORP CMO (WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2007-HY2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $182K | – | 0.01 |
| CORP CMO (RESIDENTIAL MORTGAGE LOAN TRUST 2020-2) | Long | ABS-collateralized bond/debt obligation | US | $182K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $174K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $170K | – | 0.01 |
| CORP CMO (JP MORGAN MORTGAGE TRUST 2023-HE2) | Long | ABS-collateralized bond/debt obligation | US | $169K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $169K | – | 0.01 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA19) | Long | ABS-collateralized bond/debt obligation | US | $163K | – | 0.01 |
| CORP CMO (TOWD POINT MORTGAGE TRUST 2016-5) | Long | ABS-collateralized bond/debt obligation | US | $162K | – | 0.01 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R01) | Long | ABS-collateralized bond/debt obligation | US | $161K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $159K | – | 0.01 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $157K | – | 0.01 |
| CORP CMO (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-2) | Long | ABS-collateralized bond/debt obligation | US | $153K | – | 0.01 |
| CORP CMO (CSMC 2021-RPL4 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $150K | – | 0.01 |
| CORP CMO (CSMC 2021-RPL7 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $144K | – | 0.01 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $139K | – | 0.01 |
| CORP CMO (CITIGROUP MORTGAGE LOAN TRUST 2022-A) | Long | ABS-collateralized bond/debt obligation | US | $129K | – | 0.00 |
| CORP CMO (WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR11 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $127K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R09) | Long | ABS-collateralized bond/debt obligation | US | $124K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2017-HQA1) | Long | ABS-collateralized bond/debt obligation | US | $117K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R06) | Long | ABS-collateralized bond/debt obligation | US | $111K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2021-DNA7) | Long | ABS-collateralized bond/debt obligation | US | $108K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R08) | Long | ABS-collateralized bond/debt obligation | US | $101K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2021-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $95K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R01) | Long | ABS-collateralized bond/debt obligation | US | $93K | – | 0.00 |
| CORP CMO (WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR9 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $90K | – | 0.00 |
| CORP CMO (CITIGROUP MORTGAGE LOAN TRUST INC) | Long | ABS-collateralized bond/debt obligation | US | $87K | – | 0.00 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $86K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2023-HQA2) | Long | ABS-collateralized bond/debt obligation | US | $77K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $76K | – | 0.00 |
| CORP CMO (MORGAN STANLEY RESECURITIZATION TRUST 2015-R4) | Long | ABS-collateralized bond/debt obligation | US | $69K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2023-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $67K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $55K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R05) | Long | ABS-collateralized bond/debt obligation | US | $54K | – | 0.00 |
| CORP CMO (ARROYO MORTGAGE TRUST 2019-3) | Long | ABS-collateralized bond/debt obligation | US | $52K | – | 0.00 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $50K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2024-R04) | Long | ABS-collateralized bond/debt obligation | US | $50K | – | 0.00 |
| CORP CMO (ARROYO MORTGAGE TRUST 2019-1) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $40K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2021-R03) | Long | ABS-collateralized bond/debt obligation | US | $39K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1) | Long | ABS-collateralized bond/debt obligation | US | $38K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2021-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $37K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2024-R03) | Long | ABS-collateralized bond/debt obligation | US | $37K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2023-R07) | Long | ABS-collateralized bond/debt obligation | US | $29K | – | 0.00 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $27K | – | 0.00 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $25K | – | 0.00 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $23K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $19K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2023-R06) | Long | ABS-collateralized bond/debt obligation | US | $11K | – | 0.00 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R04) | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2021-R03) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| CORP MED TERM NOTE (JEFFERIES FINANCIAL GROUP INC) | Long | Debt | US | $280K | – | 0.01 |
| CORP MED TERM NOTE (BANK OF AMERICA CORP) | Long | Debt | US | $261K | – | 0.01 |
| CORP MED TERM NOTE (PUBLIC SERVICE ELECTRIC AND GAS CO) | Long | Debt | US | $75K | – | 0.00 |
| CORP. NOTE (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $962K | – | 0.04 |
| CORP. NOTE (MICROSOFT CORP) | Long | Debt | US | $885K | – | 0.03 |
| CORP. NOTE (CLOUD SOFTWARE GROUP INC) | Long | Debt | US | $850K | – | 0.03 |
| CORP. NOTE (T-MOBILE USA INC) | Long | Debt | US | $829K | – | 0.03 |
| CORP. NOTE (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $818K | – | 0.03 |
| CORP. NOTE (REPUBLIC SERVICES INC) | Long | Debt | US | $817K | – | 0.03 |
| CORP. NOTE (CELANESE US HOLDINGS LLC) | Long | Debt | US | $816K | – | 0.03 |
| CORP. NOTE (BANCO SANTANDER SA) | Long | Debt | ES | $792K | – | 0.03 |
| CORP. NOTE (KENVUE INC) | Long | Debt | US | $789K | – | 0.03 |
| CORP. NOTE (DEUTSCHE BANK AG/NEW YORK NY) | Long | Debt | US | $785K | – | 0.03 |
| CORP. NOTE (EQUINIX INC) | Long | Debt | US | $775K | – | 0.03 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $738K | – | 0.03 |
| CORP. NOTE (OVINTIV INC) | Long | Debt | US | $723K | – | 0.03 |
| CORP. NOTE (UNITEDHEALTH GROUP INC) | Long | Debt | US | $711K | – | 0.03 |
| CORP. NOTE (FIRST-CITIZENS BANK AND TRUST CO) | Long | Debt | US | $663K | – | 0.03 |
| CORP. NOTE (SOUTHWESTERN ENERGY CO) | Long | Debt | US | $637K | – | 0.02 |
| CORP. NOTE (JEFFERSON CAPITAL HOLDINGS LLC) | Long | Debt | US | $624K | – | 0.02 |
| CORP. NOTE (APPLE INC) | Long | Debt | US | $621K | – | 0.02 |
| CORP. NOTE (WESTLAKE CORP) | Long | Debt | US | $614K | – | 0.02 |
| CORP. NOTE (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $611K | – | 0.02 |
| CORP. NOTE (CANADIAN PACIFIC RAILWAY CO) | Long | Debt | CA | $595K | – | 0.02 |
| CORP. NOTE (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $583K | – | 0.02 |
| CORP. NOTE (WATCO COS LLC / WATCO FINANCE CORP) | Long | Debt | US | $578K | – | 0.02 |
| CORP. NOTE (META PLATFORMS INC) | Long | Debt | US | $575K | – | 0.02 |
| CORP. NOTE (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $569K | – | 0.02 |
| CORP. NOTE (PRA GROUP INC) | Long | Debt | US | $559K | – | 0.02 |
| CORP. NOTE (FIRSTCASH INC) | Long | Debt | US | $555K | – | 0.02 |
| CORP. NOTE (COMMONWEALTH BANK OF AUSTRALIA) | Long | Debt | AU | $549K | – | 0.02 |
| CORP. NOTE (ELECTRICITE DE FRANCE SA) | Long | Debt | FR | $542K | – | 0.02 |
| CORP. NOTE (DR HORTON INC) | Long | Debt | US | $540K | – | 0.02 |
| CORP. NOTE (TENET HEALTHCARE CORP) | Long | Debt | US | $538K | – | 0.02 |
| CORP. NOTE (TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV) | Long | Debt | NL | $534K | – | 0.02 |
| CORP. NOTE (ZOOMINFO TECHNOLOGIES LLC/ZOOMINFO FINANCE CORP) | Long | Debt | US | $531K | – | 0.02 |
| CORP. NOTE (IMOLA MERGER CORP) | Long | Debt | US | $514K | – | 0.02 |
| CORP. NOTE (TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV) | Long | Debt | NL | $510K | – | 0.02 |
| CORP. NOTE (BRISTOL-MYERS SQUIBB CO) | Long | Debt | US | $500K | – | 0.02 |
| CORP. NOTE (CARNIVAL CORP) | Long | Debt | US | $499K | – | 0.02 |
| CORP. NOTE (VZ SECURED FINANCING BV) | Long | Debt | NL | $494K | – | 0.02 |
| CORP. NOTE (KEDRION SPA) | Long | Debt | IT | $494K | – | 0.02 |
| CORP. NOTE (AMGEN INC) | Long | Debt | US | $494K | – | 0.02 |
| CORP. NOTE (WHITE CAP BUYER LLC) | Long | Debt | US | $492K | – | 0.02 |
| CORP. NOTE (BANIJAY ENTERTAINMENT SAS) | Long | Debt | FR | $491K | – | 0.02 |
| CORP. NOTE (AMERICAN TOWER CORP) | Long | Debt | US | $488K | – | 0.02 |
| CORP. NOTE (WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP) | Long | Debt | US | $485K | – | 0.02 |
| CORP. NOTE (MCAFEE CORP) | Long | Debt | US | $485K | – | 0.02 |
| CORP. NOTE (SCIH SALT HOLDINGS INC) | Long | Debt | US | $483K | – | 0.02 |
| CORP. NOTE (ROYAL BANK OF CANADA) | Long | Debt | CA | $478K | – | 0.02 |
| CORP. NOTE (BROADCOM CRP / CAYMN FI) | Long | Debt | US | $478K | – | 0.02 |
| CORP. NOTE (AIRCASTLE LTD) | Long | Debt | US | $471K | – | 0.02 |
| CORP. NOTE (SMBC AVIATION CAPITAL FINANCE DAC) | Long | Debt | IE | $466K | – | 0.02 |
| CORP. NOTE (FAIRFAX FINANCIAL HOLDINGS LTD) | Long | Debt | CA | $460K | – | 0.02 |
| CORP. NOTE (CAESARS ENTERTAINMENT INC) | Long | Debt | US | $458K | – | 0.02 |
| CORP. NOTE (ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER) | Long | Debt | US | $444K | – | 0.02 |
| CORP. NOTE (ENCINO ACQUISITION PARTNERS HOLDINGS LLC) | Long | Debt | US | $443K | – | 0.02 |
| CORP. NOTE (BECTON DICKINSON AND CO) | Long | Debt | US | $442K | – | 0.02 |
| CORP. NOTE (CHESAPEAKE ENERGY CORP) | Long | Debt | US | $441K | – | 0.02 |
| CORP. NOTE (CHS/COMMUNITY HEALTH SYSTEMS INC) | Long | Debt | US | $437K | – | 0.02 |
| CORP. NOTE (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $436K | – | 0.02 |
| CORP. NOTE (CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $436K | – | 0.02 |
| CORP. NOTE (MATCH GROUP HOLDINGS II LLC) | Long | Debt | US | $431K | – | 0.02 |
| CORP. NOTE (FULL HOUSE RESORTS INC) | Long | Debt | US | $431K | – | 0.02 |
| CORP. NOTE (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $427K | – | 0.02 |
| CORP. NOTE (LIGHT AND WONDER INTERNATIONAL INC) | Long | Debt | US | $424K | – | 0.02 |
| CORP. NOTE (BERRY GLOBAL INC) | Long | Debt | US | $423K | – | 0.02 |
| CORP. NOTE (MOODY'S CORP) | Long | Debt | US | $422K | – | 0.02 |
| CORP. NOTE (CAESARS ENTERTAINMENT INC) | Long | Debt | US | $414K | – | 0.02 |
| CORP. NOTE (CLEAR CHANNEL OUTDOOR HOLDINGS INC) | Long | Debt | US | $412K | – | 0.02 |
| CORP. NOTE (ROGERS COMMUNICATIONS INC) | Long | Debt | CA | $410K | – | 0.02 |
| CORP. NOTE (MADISON IAQ LLC) | Long | Debt | US | $409K | – | 0.02 |
| CORP. NOTE (MCGRAW-HILL EDUCATION INC) | Long | Debt | US | $408K | – | 0.02 |
| CORP. NOTE (BENTELER INTERNATIONAL AG) | Long | Debt | AT | $407K | – | 0.02 |
| CORP. NOTE (GREAT LAKES DREDGE AND DOCK CORP) | Long | Debt | US | $406K | – | 0.02 |
| CORP. NOTE (WASTE MANAGEMENT INC) | Long | Debt | US | $402K | – | 0.02 |
| CORP. NOTE (VICI PROPERTIES LP) | Long | Debt | US | $401K | – | 0.02 |
| CORP. NOTE (DEUTSCHE BANK AG) | Long | Debt | DE | $395K | – | 0.02 |
| CORP. NOTE (BRISTOL-MYERS SQUIBB CO) | Long | Debt | US | $394K | – | 0.02 |
| CORP. NOTE (APOLLO COMMERCIAL REAL ESTATE FINANCE INC) | Long | Debt | US | $394K | – | 0.02 |
| CORP. NOTE (AXALTA COATING SYSTEMS LLC) | Long | Debt | US | $394K | – | 0.02 |
| CORP. NOTE (TTM TECHNOLOGIES INC) | Long | Debt | US | $393K | – | 0.02 |
| CORP. NOTE (CLOUD SOFTWARE GROUP INC) | Long | Debt | US | $393K | – | 0.02 |
| CORP. NOTE (NEPTUNE BIDCO US INC) | Long | Debt | US | $389K | – | 0.02 |
| CORP. NOTE (AMAZON.COM INC) | Long | Debt | US | $386K | – | 0.01 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $384K | – | 0.01 |
| CORP. NOTE (CSC HOLDINGS LLC) | Long | Debt | US | $384K | – | 0.01 |
| CORP. NOTE (ATHENE GLOBAL FUNDING) | Long | Debt | US | $383K | – | 0.01 |
| CORP. NOTE (LGI HOMES INC) | Long | Debt | US | $380K | – | 0.01 |
| CORP. NOTE (SPIRIT AEROSYSTEMS INC) | Long | Debt | US | $375K | – | 0.01 |
| CORP. NOTE (ATHENAHEALTH GROUP INC) | Long | Debt | US | $373K | – | 0.01 |
| CORP. NOTE (EMRLD BORROWER LP / EMERALD CO-ISSUER INC) | Long | Debt | US | $372K | – | 0.01 |
| CORP. NOTE (ALLIED UNIVERSAL HOLDCO LLC) | Long | Debt | US | $371K | – | 0.01 |
| CORP. NOTE (TGNR INTERMEDIATE HOLDINGS LLC) | Long | Debt | US | $370K | – | 0.01 |
| CORP. NOTE (VENTURE GLOBAL LNG INC) | Long | Debt | US | $368K | – | 0.01 |
| CORP. NOTE (HANESBRANDS INC) | Long | Debt | US | $367K | – | 0.01 |
| CORP. NOTE (T-MOBILE USA INC) | Long | Debt | US | $363K | – | 0.01 |
| CORP. NOTE (JAZZ SECURITIES DAC) | Long | Debt | IE | $362K | – | 0.01 |
| CORP. NOTE (MINSUR SA) | Long | Debt | PE | $361K | – | 0.01 |
| CORP. NOTE (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Debt | US | $361K | – | 0.01 |
| CORP. NOTE (HCA INC) | Long | Debt | US | $361K | – | 0.01 |
| CORP. NOTE (HOWMET AEROSPACE INC) | Long | Debt | US | $360K | – | 0.01 |
| CORP. NOTE (UKG INC) | Long | Debt | US | $359K | – | 0.01 |
| CORP. NOTE (CREDIT ACCEPTANCE CORP) | Long | Debt | US | $359K | – | 0.01 |
| CORP. NOTE (ROYALTY PHARMA PLC) | Long | Debt | US | $357K | – | 0.01 |
| CORP. NOTE (SCIH SALT HOLDINGS INC) | Long | Debt | US | $357K | – | 0.01 |
| CORP. NOTE (ABBVIE INC) | Long | Debt | US | $354K | – | 0.01 |
| CORP. NOTE (FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC) | Long | Debt | US | $351K | – | 0.01 |
| CORP. NOTE (ATI INC) | Long | Debt | US | $350K | – | 0.01 |
| CORP. NOTE (OWENS-BROCKWAY GLASS CONTAINER INC) | Long | Debt | US | $349K | – | 0.01 |
| CORP. NOTE (PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC) | Long | Debt | US | $345K | – | 0.01 |
| CORP. NOTE (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $344K | – | 0.01 |
| CORP. NOTE (TENET HEALTHCARE CORP) | Long | Debt | US | $343K | – | 0.01 |
| CORP. NOTE (ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP) | Long | Debt | US | $341K | – | 0.01 |
| CORP. NOTE (ACRISURE LLC / ACRISURE FINANCE INC) | Long | Debt | US | $338K | – | 0.01 |
| CORP. NOTE (PETROLEOS MEXICANOS) | Long | Debt | MX | $336K | – | 0.01 |
| CORP. NOTE (CHART INDUSTRIES INC) | Long | Debt | US | $336K | – | 0.01 |
| CORP. NOTE (ACRISURE LLC / ACRISURE FINANCE INC) | Long | Debt | US | $335K | – | 0.01 |
| CORP. NOTE (CAMELOT RETURN MERGER SUB INC) | Long | Debt | US | $333K | – | 0.01 |
| CORP. NOTE (PERMIAN RESOURCES OPERATING LLC) | Long | Debt | US | $331K | – | 0.01 |
| CORP. NOTE (SIX FLAGS ENTERTAINMENT CORP) | Long | Debt | US | $331K | – | 0.01 |
| CORP. NOTE (VIKING CRUISES LTD) | Long | Debt | US | $330K | – | 0.01 |
| CORP. NOTE (CLEAR CHANNEL OUTDOOR HOLDINGS INC) | Long | Debt | US | $328K | – | 0.01 |
| CORP. NOTE (HUB INTERNATIONAL LTD) | Long | Debt | US | $328K | – | 0.01 |
| CORP. NOTE (EVERGY MISSOURI WEST INC) | Long | Debt | US | $328K | – | 0.01 |
| CORP. NOTE (CIVITAS RESOURCES INC) | Long | Debt | US | $327K | – | 0.01 |
| CORP. NOTE (BWAY HOLDING CO) | Long | Debt | US | $326K | – | 0.01 |
| CORP. NOTE (PINEWOOD FINCO PLC) | Long | Debt | GB | $322K | – | 0.01 |
| CORP. NOTE (JDE PEET'S NV) | Long | Debt | NL | $321K | – | 0.01 |
| CORP. NOTE (TWILIO INC) | Long | Debt | US | $319K | – | 0.01 |
| CORP. NOTE (MCGRAW-HILL EDUCATION INC) | Long | Debt | US | $318K | – | 0.01 |
| CORP. NOTE (LSF11 A5 HOLDCO LLC) | Long | Debt | US | $317K | – | 0.01 |
| CORP. NOTE (BAUSCH HEALTH COS INC) | Long | Debt | CA | $314K | – | 0.01 |
| CORP. NOTE (RINGCENTRAL INC) | Long | Debt | US | $313K | – | 0.01 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $313K | – | 0.01 |
| CORP. NOTE (STATION CASINOS LLC) | Long | Debt | US | $311K | – | 0.01 |
| CORP. NOTE (SITIO ROYALTIES OPERATING PARTNERSHIP LP / SITIO FINANCE CORP) | Long | Debt | US | $310K | – | 0.01 |
| CORP. NOTE (OWENS CORNING) | Long | Debt | US | $310K | – | 0.01 |
| CORP. NOTE (PROTECTIVE LIFE GLOBAL FUNDING) | Long | Debt | US | $309K | – | 0.01 |
| CORP. NOTE (OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP) | Long | Debt | US | $307K | – | 0.01 |
| CORP. NOTE (VENTURE GLOBAL LNG INC) | Long | Debt | US | $307K | – | 0.01 |
| CORP. NOTE (TRIPADVISOR INC) | Long | Debt | US | $306K | – | 0.01 |
| CORP. NOTE (TRONOX INC) | Long | Debt | US | $302K | – | 0.01 |
| CORP. NOTE (KINETIK HOLDINGS LP) | Long | Debt | US | $301K | – | 0.01 |
| CORP. NOTE (BANK OF NOVA SCOTIA/THE) | Long | Debt | CA | $300K | – | 0.01 |
| CORP. NOTE (SOUTHERN CO/THE) | Long | Debt | US | $299K | – | 0.01 |
| CORP. NOTE (AMERICAN BUILDERS AND CONTRACTORS SUPPLY CO INC) | Long | Debt | US | $299K | – | 0.01 |
| CORP. NOTE (CHOBANI LLC / CHOBANI FINANCE CORP INC) | Long | Debt | US | $299K | – | 0.01 |
| CORP. NOTE (HUDBAY MINERALS INC) | Long | Debt | CA | $299K | – | 0.01 |
| CORP. NOTE (SUGARHOUSE HSP GAMING PROP MEZZ LP / SUGARHOUSE HSP GAMING FINANCE CORP) | Long | Debt | US | $298K | – | 0.01 |
| CORP. NOTE (LEVEL 3 FINANCING INC) | Long | Debt | US | $295K | – | 0.01 |
| CORP. NOTE (ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER) | Long | Debt | US | $295K | – | 0.01 |
| CORP. NOTE (LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP) | Long | Debt | US | $294K | – | 0.01 |
| CORP. NOTE (WR GRACE HOLDINGS LLC) | Long | Debt | US | $293K | – | 0.01 |
| CORP. NOTE (HESS MIDSTREAM OPERATIONS LP) | Long | Debt | US | $293K | – | 0.01 |
| CORP. NOTE (SEADRILL FINANCE LTD) | Long | Debt | BM | $293K | – | 0.01 |
| CORP. NOTE (BOISE CASCADE CO) | Long | Debt | US | $292K | – | 0.01 |
| CORP. NOTE (NATIONSTAR MORTGAGE HOLDINGS INC) | Long | Debt | US | $292K | – | 0.01 |
| CORP. NOTE (DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC) | Long | Debt | US | $292K | – | 0.01 |
| CORP. NOTE (SMYRNA READY MIX CONCRETE LLC) | Long | Debt | US | $291K | – | 0.01 |
| CORP. NOTE (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $291K | – | 0.01 |
| CORP. NOTE (BOOST NEWCO BORROWER LLC) | Long | Debt | US | $287K | – | 0.01 |
| CORP. NOTE (PENN ENTERTAINMENT INC) | Long | Debt | US | $285K | – | 0.01 |
| CORP. NOTE (FREEDOM MORTGAGE CORP) | Long | Debt | US | $285K | – | 0.01 |
| CORP. NOTE (ONEMAIN FINANCE CORP) | Long | Debt | US | $283K | – | 0.01 |
| CORP. NOTE (VENTURE GLOBAL LNG INC) | Long | Debt | US | $283K | – | 0.01 |
| CORP. NOTE (LIVE NATION ENTERTAINMENT INC) | Long | Debt | US | $281K | – | 0.01 |
| CORP. NOTE (ROYAL BANK OF CANADA) | Long | Debt | CA | $281K | – | 0.01 |
| CORP. NOTE (MEDLINE BORROWER LP) | Long | Debt | US | $281K | – | 0.01 |
| CORP. NOTE (AIRCASTLE LTD) | Long | Debt | US | $280K | – | 0.01 |
| CORP. NOTE (SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC) | Long | Debt | US | $278K | – | 0.01 |
| CORP. NOTE (GLENCORE FUNDING LLC) | Long | Debt | US | $277K | – | 0.01 |
| CORP. NOTE (BOOKING HOLDINGS INC) | Long | Debt | US | $276K | – | 0.01 |
| CORP. NOTE (HERC HOLDINGS INC) | Long | Debt | US | $276K | – | 0.01 |
| CORP. NOTE (ARETEC GROUP INC) | Long | Debt | US | $275K | – | 0.01 |
| CORP. NOTE (ATI INC) | Long | Debt | US | $274K | – | 0.01 |
| CORP. NOTE (EQUIPMENTSHARE.COM INC) | Long | Debt | US | $273K | – | 0.01 |
| CORP. NOTE (SM ENERGY CO) | Long | Debt | US | $273K | – | 0.01 |
| CORP. NOTE (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $272K | – | 0.01 |
| CORP. NOTE (VIBRANTZ TECHNOLOGIES INC) | Long | Debt | US | $270K | – | 0.01 |
| CORP. NOTE (ARES CAPITAL CORP) | Long | Debt | US | $269K | – | 0.01 |
| CORP. NOTE (CHURCHILL DOWNS INC) | Long | Debt | US | $267K | – | 0.01 |
| CORP. NOTE (ABBVIE INC) | Long | Debt | US | $267K | – | 0.01 |
| CORP. NOTE (CDW LLC / CDW FINANCE CORP) | Long | Debt | US | $266K | – | 0.01 |
| CORP. NOTE (VIATRIS INC) | Long | Debt | US | $266K | – | 0.01 |
| CORP. NOTE (CONNECT FINCO SARL / CONNECT US FINCO LLC) | Long | Debt | LU | $265K | – | 0.01 |
| CORP. NOTE (HERENS HOLDCO SARL) | Long | Debt | LU | $265K | – | 0.01 |
| CORP. NOTE (BIG RIVER STEEL LLC / BRS FINANCE CORP) | Long | Debt | US | $264K | – | 0.01 |
| CORP. NOTE (AVIS BUDGET FINANCE PLC) | Long | Debt | GB | $262K | – | 0.01 |
| CORP. NOTE (KONTOOR BRANDS INC) | Long | Debt | US | $262K | – | 0.01 |
| CORP. NOTE (COTY INC/HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE INTERNATIONAL US LLC) | Long | Debt | US | $261K | – | 0.01 |
| CORP. NOTE (KENVUE INC) | Long | Debt | US | $260K | – | 0.01 |
| CORP. NOTE (GEORGIA POWER CO) | Long | Debt | US | $259K | – | 0.01 |
| CORP. NOTE (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $259K | – | 0.01 |
| CORP. NOTE (ELANCO ANIMAL HEALTH INC) | Long | Debt | US | $258K | – | 0.01 |
| CORP. NOTE (TMS INTERNATIONAL CORP/DE) | Long | Debt | US | $256K | – | 0.01 |
| CORP. NOTE (CHS/COMMUNITY HEALTH SYSTEMS INC) | Long | Debt | US | $255K | – | 0.01 |
| CORP. NOTE (SENSATA TECHNOLOGIES BV) | Long | Debt | US | $255K | – | 0.01 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $255K | – | 0.01 |
| CORP. NOTE (HUMANA INC) | Long | Debt | US | $254K | – | 0.01 |
| CORP. NOTE (BOMBARDIER INC) | Long | Debt | CA | $254K | – | 0.01 |
| CORP. NOTE (PHH MORTGAGE CORP) | Long | Debt | US | $254K | – | 0.01 |
| CORP. NOTE (PENNYMAC FINANCIAL SERVICES INC) | Long | Debt | US | $253K | – | 0.01 |
| CORP. NOTE (LBM ACQUISITION LLC) | Long | Debt | US | $252K | – | 0.01 |
| CORP. NOTE (KAZMUNAYGAS NATIONAL CO JSC) | Long | Debt | KZ | $251K | – | 0.01 |
| CORP. NOTE (FORTRESS INTERMEDIATE 3 INC) | Long | Debt | US | $251K | – | 0.01 |
| CORP. NOTE (LPL HOLDINGS INC) | Long | Debt | US | $251K | – | 0.01 |
| CORP. NOTE (TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV) | Long | Debt | NL | $250K | – | 0.01 |
| CORP. NOTE (CHORD ENERGY CORP) | Long | Debt | US | $250K | – | 0.01 |
| CORP. NOTE (VITAL ENERGY INC) | Long | Debt | US | $249K | – | 0.01 |
| CORP. NOTE (CONSTELLIUM SE) | Long | Debt | FR | $249K | – | 0.01 |
| CORP. NOTE (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $249K | – | 0.01 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $248K | – | 0.01 |
| CORP. NOTE (JONES DESLAURIERS INSURANCE MANAGEMENT INC) | Long | Debt | CA | $247K | – | 0.01 |
| CORP. NOTE (COMSTOCK RESOURCES INC) | Long | Debt | US | $247K | – | 0.01 |
| CORP. NOTE (AVIENT CORP) | Long | Debt | US | $245K | – | 0.01 |
| CORP. NOTE (ALLY FINANCIAL INC) | Long | Debt | US | $244K | – | 0.01 |
| CORP. NOTE (INTERNATIONAL FLAVORS AND FRAGRANCES INC) | Long | Debt | US | $242K | – | 0.01 |
| CORP. NOTE (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $238K | – | 0.01 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $237K | – | 0.01 |
| CORP. NOTE (OLYMPUS WATER US HOLDING CORP) | Long | Debt | US | $237K | – | 0.01 |
| CORP. NOTE (AMERICAN BUILDERS AND CONTRACTORS SUPPLY CO INC) | Long | Debt | US | $237K | – | 0.01 |
| CORP. NOTE (INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC) | Long | Debt | CA | $237K | – | 0.01 |
| CORP. NOTE (BEACON ROOFING SUPPLY INC) | Long | Debt | US | $237K | – | 0.01 |
| CORP. NOTE (NEWS CORP) | Long | Debt | US | $235K | – | 0.01 |
| CORP. NOTE (PARAMOUNT GLOBAL) | Long | Debt | US | $234K | – | 0.01 |
| CORP. NOTE (ARETEC GROUP INC) | Long | Debt | US | $234K | – | 0.01 |
| CORP. NOTE (ARES CAPITAL CORP) | Long | Debt | US | $233K | – | 0.01 |
| CORP. NOTE (FREEDOM MORTGAGE CORP) | Long | Debt | US | $232K | – | 0.01 |
| CORP. NOTE (BWAY HOLDING CO) | Long | Debt | US | $230K | – | 0.01 |
| CORP. NOTE (CROWDSTRIKE HOLDINGS INC) | Long | Debt | US | $230K | – | 0.01 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $230K | – | 0.01 |
| CORP. NOTE (ENCORE CAPITAL GROUP INC) | Long | Debt | US | $229K | – | 0.01 |
| CORP. NOTE (NABORS INDUSTRIES INC) | Long | Debt | US | $229K | – | 0.01 |
| CORP. NOTE (AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD) | Long | Debt | US | $229K | – | 0.01 |
| CORP. NOTE (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $229K | – | 0.01 |
| CORP. NOTE (OLYMPUS WATER US HOLDING CORP) | Long | Debt | US | $227K | – | 0.01 |
| CORP. NOTE (ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC) | Long | Debt | US | $227K | – | 0.01 |
| CORP. NOTE (ROCKET SOFTWARE INC) | Long | Debt | US | $227K | – | 0.01 |
| CORP. NOTE (MIWD HOLDCO II LLC / MIWD FINANCE CORP) | Long | Debt | US | $226K | – | 0.01 |
| CORP. NOTE (ADT SECURITY CORP/THE) | Long | Debt | US | $226K | – | 0.01 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $226K | – | 0.01 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $225K | – | 0.01 |
| CORP. NOTE (GRIFOLS SA) | Long | Debt | ES | $224K | – | 0.01 |
| CORP. NOTE (ATLASSIAN CORP) | Long | Debt | US | $224K | – | 0.01 |
| CORP. NOTE (ARES CAPITAL CORP) | Long | Debt | US | $222K | – | 0.01 |
| CORP. NOTE (WR GRACE HOLDINGS LLC) | Long | Debt | US | $221K | – | 0.01 |
| CORP. NOTE (AEGON FUNDING CO LLC) | Long | Debt | US | $219K | – | 0.01 |
| CORP. NOTE (VENTURE GLOBAL CALCASIEU PASS LLC) | Long | Debt | US | $219K | – | 0.01 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $218K | – | 0.01 |
| CORP. NOTE (ICON INVESTMENTS SIX DAC) | Long | Debt | IE | $217K | – | 0.01 |
| CORP. NOTE (GFL ENVIRONMENTAL INC) | Long | Debt | CA | $217K | – | 0.01 |
| CORP. NOTE (T-MOBILE USA INC) | Long | Debt | US | $217K | – | 0.01 |
| CORP. NOTE (COREBRIDGE FINANCIAL INC) | Long | Debt | US | $216K | – | 0.01 |
| CORP. NOTE (CINEMARK USA INC) | Long | Debt | US | $215K | – | 0.01 |
| CORP. NOTE (TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV) | Long | Debt | NL | $215K | – | 0.01 |
| CORP. NOTE (HOME DEPOT INC/THE) | Long | Debt | US | $214K | – | 0.01 |
| CORP. NOTE (LOUISIANA-PACIFIC CORP) | Long | Debt | US | $213K | – | 0.01 |
| CORP. NOTE (HOME DEPOT INC/THE) | Long | Debt | US | $213K | – | 0.01 |
| CORP. NOTE (LLOYDS BANKING GROUP PLC) | Long | Debt | GB | $211K | – | 0.01 |
| CORP. NOTE (RAIN CARBON INC) | Long | Debt | US | $210K | – | 0.01 |
| CORP. NOTE (ARES CAPITAL CORP) | Long | Debt | US | $210K | – | 0.01 |
| CORP. NOTE (CROWN CASTLE INC) | Long | Debt | US | $209K | – | 0.01 |
| CORP. NOTE (ENCORE CAPITAL GROUP INC) | Long | Debt | US | $209K | – | 0.01 |
| CORP. NOTE (ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC) | Long | Debt | IE | $208K | – | 0.01 |
| CORP. NOTE (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Debt | US | $206K | – | 0.01 |
| CORP. NOTE (CARNIVAL HOLDINGS BERMUDA LTD) | Long | Debt | BM | $206K | – | 0.01 |
| CORP. NOTE (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $204K | – | 0.01 |
| CORP. NOTE (CNO FINANCIAL GROUP INC) | Long | Debt | US | $204K | – | 0.01 |
| CORP. NOTE (HESS MIDSTREAM OPERATIONS LP) | Long | Debt | US | $203K | – | 0.01 |
| CORP. NOTE (SIRIUS XM RADIO INC) | Long | Debt | US | $203K | – | 0.01 |
| CORP. NOTE (AT AND T INC) | Long | Debt | US | $203K | – | 0.01 |
| CORP. NOTE (GLENCORE FUNDING LLC) | Long | Debt | US | $202K | – | 0.01 |
| CORP. NOTE (CLARIOS GLOBAL LP / CLARIOS US FINANCE CO) | Long | Debt | US | $202K | – | 0.01 |
| CORP. NOTE (LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP) | Long | Debt | US | $202K | – | 0.01 |
| CORP. NOTE (STANDARD INDUSTRIES INC/NJ) | Long | Debt | US | $201K | – | 0.01 |
| CORP. NOTE (TENET HEALTHCARE CORP) | Long | Debt | US | $200K | – | 0.01 |
| CORP. NOTE (SMBC AVIATION CAPITAL FINANCE DAC) | Long | Debt | IE | $199K | – | 0.01 |
| CORP. NOTE (ZF NORTH AMERICA CAPITAL INC) | Long | Debt | US | $198K | – | 0.01 |
| CORP. NOTE (RITCHIE BROS HOLDINGS INC) | Long | Debt | US | $198K | – | 0.01 |
| CORP. NOTE (ABN AMRO BANK NV) | Long | Debt | NL | $197K | – | 0.01 |
| CORP. NOTE (JOHNSON CONTROLS INTERNATIONAL PLC) | Long | Debt | US | $197K | – | 0.01 |
| CORP. NOTE (CLARIOS GLOBAL LP / CLARIOS US FINANCE CO) | Long | Debt | US | $197K | – | 0.01 |
| CORP. NOTE (BNP PARIBAS SA) | Long | Debt | FR | $195K | – | 0.01 |
| CORP. NOTE (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $194K | – | 0.01 |
| CORP. NOTE (SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC) | Long | Debt | US | $194K | – | 0.01 |
| CORP. NOTE (SANDS CHINA LTD) | Long | Debt | MO | $194K | – | 0.01 |
| CORP. NOTE (SCIL IV LLC / SCIL USA HOLDINGS LLC) | Long | Debt | US | $193K | – | 0.01 |
| CORP. NOTE (BANCO SANTANDER SA) | Long | Debt | ES | $192K | – | 0.01 |
| CORP. NOTE (VIPER ENERGY INC) | Long | Debt | US | $192K | – | 0.01 |
| CORP. NOTE (EQUIPMENTSHARE.COM INC) | Long | Debt | US | $191K | – | 0.01 |
| CORP. NOTE (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $190K | – | 0.01 |
| CORP. NOTE (MATADOR RESOURCES CO) | Long | Debt | US | $190K | – | 0.01 |
| CORP. NOTE (RHP HOTEL PROPERTIES LP / RHP FINANCE CORP) | Long | Debt | US | $190K | – | 0.01 |
| CORP. NOTE (ANZ NEW ZEALAND INT'L LTD/LONDON) | Long | Debt | GB | $190K | – | 0.01 |
| CORP. NOTE (AES CORP/THE) | Long | Debt | US | $189K | – | 0.01 |
| CORP. NOTE (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $188K | – | 0.01 |
| CORP. NOTE (HYATT HOTELS CORP) | Long | Debt | US | $186K | – | 0.01 |
| CORP. NOTE (UNIVISION COMMUNICATIONS INC) | Long | Debt | US | $185K | – | 0.01 |
| CORP. NOTE (GLOBAL PARTNERS LP / GLP FINANCE CORP) | Long | Debt | US | $185K | – | 0.01 |
| CORP. NOTE (BAUSCH + LOMB CORP) | Long | Debt | CA | $184K | – | 0.01 |
| CORP. NOTE (SENSATA TECHNOLOGIES BV) | Long | Debt | US | $184K | – | 0.01 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $183K | – | 0.01 |
| CORP. NOTE (STELLANTIS FINANCE US INC) | Long | Debt | US | $182K | – | 0.01 |
| CORP. NOTE (SPECTRA ENERGY PARTNERS LP) | Long | Debt | US | $182K | – | 0.01 |
| CORP. NOTE (ALTICE FRANCE SA) | Long | Debt | FR | $181K | – | 0.01 |
| CORP. NOTE (ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC) | Long | Debt | US | $181K | – | 0.01 |
| CORP. NOTE (AMEREN CORP) | Long | Debt | US | $178K | – | 0.01 |
| CORP. NOTE (GRAPHIC PACKAGING INTERNATIONAL LLC) | Long | Debt | US | $178K | – | 0.01 |
| CORP. NOTE (PRECISION DRILLING CORP) | Long | Debt | CA | $178K | – | 0.01 |
| CORP. NOTE (STELLANTIS FINANCE US INC) | Long | Debt | US | $178K | – | 0.01 |
| CORP. NOTE (CROCS INC) | Long | Debt | US | $178K | – | 0.01 |
| CORP. NOTE (INGEVITY CORP) | Long | Debt | US | $177K | – | 0.01 |
| CORP. NOTE (NCL CORP LTD) | Long | Debt | US | $177K | – | 0.01 |
| CORP. NOTE (AES CORP/THE) | Long | Debt | US | $176K | – | 0.01 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $176K | – | 0.01 |
| CORP. NOTE (MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC) | Long | Debt | US | $176K | – | 0.01 |
| CORP. NOTE (TRANSOCEAN POSEIDON LTD) | Long | Debt | KY | $175K | – | 0.01 |
| CORP. NOTE (BAUSCH HEALTH COS INC) | Long | Debt | CA | $175K | – | 0.01 |
| CORP. NOTE (OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP) | Long | Debt | US | $174K | – | 0.01 |
| CORP. NOTE (PRECISION DRILLING CORP) | Long | Debt | CA | $174K | – | 0.01 |
| CORP. NOTE (CARNIVAL CORP) | Long | Debt | US | $174K | – | 0.01 |
| CORP. NOTE (ALLY FINANCIAL INC) | Long | Debt | US | $173K | – | 0.01 |
| CORP. NOTE (KINDER MORGAN INC) | Long | Debt | US | $173K | – | 0.01 |
| CORP. NOTE (COTY INC/HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE INTERNATIONAL US LLC) | Long | Debt | US | $173K | – | 0.01 |
| CORP. NOTE (MEDLINE BORROWER LP) | Long | Debt | US | $172K | – | 0.01 |
| CORP. NOTE (AIR LEASE CORP) | Long | Debt | US | $171K | – | 0.01 |
| CORP. NOTE (COMMONWEALTH BANK OF AUSTRALIA) | Long | Debt | AU | $171K | – | 0.01 |
| CORP. NOTE (TEREX CORP) | Long | Debt | US | $171K | – | 0.01 |
| CORP. NOTE (COBRA ACQUISITIONCO LLC) | Long | Debt | US | $169K | – | 0.01 |
| CORP. NOTE (ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC) | Long | Debt | US | $169K | – | 0.01 |
| CORP. NOTE (CHS/COMMUNITY HEALTH SYSTEMS INC) | Long | Debt | US | $168K | – | 0.01 |
| CORP. NOTE (GLENCORE FUNDING LLC) | Long | Debt | US | $167K | – | 0.01 |
| CORP. NOTE (FMC CORP) | Long | Debt | US | $167K | – | 0.01 |
| CORP. NOTE (MERCER INTERNATIONAL INC) | Long | Debt | CA | $167K | – | 0.01 |
| CORP. NOTE (TK ELEVATOR HOLDCO GMBH) | Long | Debt | DE | $167K | – | 0.01 |
| CORP. NOTE (US FOODS INC) | Long | Debt | US | $166K | – | 0.01 |
| CORP. NOTE (AHEAD DB HOLDINGS LLC) | Long | Debt | US | $166K | – | 0.01 |
| CORP. NOTE (TRANSOCEAN TITAN FINANCING LTD) | Long | Debt | KY | $165K | – | 0.01 |
| CORP. NOTE (NEXSTAR MEDIA INC) | Long | Debt | US | $164K | – | 0.01 |
| CORP. NOTE (ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC) | Long | Debt | IE | $164K | – | 0.01 |
| CORP. NOTE (CIVITAS RESOURCES INC) | Long | Debt | US | $162K | – | 0.01 |
| CORP. NOTE (HERC HOLDINGS INC) | Long | Debt | US | $162K | – | 0.01 |
| CORP. NOTE (ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP) | Long | Debt | US | $162K | – | 0.01 |
| CORP. NOTE (GRIFOLS SA) | Long | Debt | ES | $162K | – | 0.01 |
| CORP. NOTE (ASHTEAD CAPITAL INC) | Long | Debt | US | $161K | – | 0.01 |
| CORP. NOTE (CELANESE US HOLDINGS LLC) | Long | Debt | US | $159K | – | 0.01 |
| CORP. NOTE (COREBRIDGE GLOBAL FUNDING) | Long | Debt | US | $159K | – | 0.01 |
| CORP. NOTE (GARDA WORLD SECURITY CORP) | Long | Debt | CA | $159K | – | 0.01 |
| CORP. NOTE (PACTIV EVERGREEN GROUP ISSUER LLC / PACTIV EVERGREEN GROUP ISSUER INC) | Long | Debt | US | $159K | – | 0.01 |
| CORP. NOTE (GARRETT MOTION HOLDINGS INC / GARRETT LX I SARL) | Long | Debt | US | $157K | – | 0.01 |
| CORP. NOTE (NASDAQ INC) | Long | Debt | US | $156K | – | 0.01 |
| CORP. NOTE (CELANESE US HOLDINGS LLC) | Long | Debt | US | $156K | – | 0.01 |
| CORP. NOTE (AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD) | Long | Debt | US | $155K | – | 0.01 |
| CORP. NOTE (COLUMBIA PIPELINES OPERATING CO LLC) | Long | Debt | US | $154K | – | 0.01 |
| CORP. NOTE (AVIS BUDGET FINANCE PLC) | Long | Debt | GB | $152K | – | 0.01 |
| CORP. NOTE (BERRY GLOBAL INC) | Long | Debt | US | $151K | – | 0.01 |
| CORP. NOTE (CLEAN HARBORS INC) | Long | Debt | US | $150K | – | 0.01 |
| CORP. NOTE (ENDO FINANCE HOLDINGS INC) | Long | Debt | US | $150K | – | 0.01 |
| CORP. NOTE (VIASAT INC) | Long | Debt | US | $149K | – | 0.01 |
| CORP. NOTE (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $149K | – | 0.01 |
| CORP. NOTE (OCCIDENTAL PETROLEUM CORP) | Long | Debt | US | $148K | – | 0.01 |
| CORP. NOTE (GEN DIGITAL INC) | Long | Debt | US | $146K | – | 0.01 |
| CORP. NOTE (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $146K | – | 0.01 |
| CORP. NOTE (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $145K | – | 0.01 |
| CORP. NOTE (AES CORP/THE) | Long | Debt | US | $145K | – | 0.01 |
| CORP. NOTE (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $144K | – | 0.01 |
| CORP. NOTE (CLARIOS GLOBAL LP) | Long | Debt | US | $144K | – | 0.01 |
| CORP. NOTE (OSHKOSH CORP) | Long | Debt | US | $143K | – | 0.01 |
| CORP. NOTE (HESS MIDSTREAM OPERATIONS LP) | Long | Debt | US | $142K | – | 0.01 |
| CORP. NOTE (AIR LEASE CORP) | Long | Debt | US | $142K | – | 0.01 |
| CORP. NOTE (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $141K | – | 0.01 |
| CORP. NOTE (HESS MIDSTREAM OPERATIONS LP) | Long | Debt | US | $140K | – | 0.01 |
| CORP. NOTE (VENTURE GLOBAL LNG INC) | Long | Debt | US | $139K | – | 0.01 |
| CORP. NOTE (ALTICE FRANCE SA) | Long | Debt | FR | $137K | – | 0.01 |
| CORP. NOTE (AT AND T INC) | Long | Debt | US | $136K | – | 0.01 |
| CORP. NOTE (JONES DESLAURIERS INSURANCE MANAGEMENT INC) | Long | Debt | CA | $136K | – | 0.01 |
| CORP. NOTE (CHART INDUSTRIES INC) | Long | Debt | US | $135K | – | 0.01 |
| CORP. NOTE (MADISON IAQ LLC) | Long | Debt | US | $135K | – | 0.01 |
| CORP. NOTE (GRAPHIC PACKAGING INTERNATIONAL LLC) | Long | Debt | US | $134K | – | 0.01 |
| CORP. NOTE (MATTEL INC) | Long | Debt | US | $134K | – | 0.01 |
| CORP. NOTE (GRAPHIC PACKAGING INTERNATIONAL LLC) | Long | Debt | US | $134K | – | 0.01 |
| CORP. NOTE (TAYLOR MORRISON COMMUNITIES INC) | Long | Debt | US | $134K | – | 0.01 |
| CORP. NOTE (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $132K | – | 0.01 |
| CORP. NOTE (SIX FLAGS ENTERTAINMENT CORP / SIX FLAGS THEME PARKS INC) | Long | Debt | US | $132K | – | 0.01 |
| CORP. NOTE (ALTICE FRANCE SA) | Long | Debt | FR | $132K | – | 0.01 |
| CORP. NOTE (COMSTOCK RESOURCES INC) | Long | Debt | US | $131K | – | 0.01 |
| CORP. NOTE (IPALCO ENTERPRISES INC) | Long | Debt | US | $130K | – | 0.01 |
| CORP. NOTE (CP ATLAS BUYER INC) | Long | Debt | US | $128K | – | 0.00 |
| CORP. NOTE (EQUINIX INC) | Long | Debt | US | $128K | – | 0.00 |
| CORP. NOTE (OTIS WORLDWIDE CORP) | Long | Debt | US | $127K | – | 0.00 |
| CORP. NOTE (NCL CORP LTD) | Long | Debt | US | $126K | – | 0.00 |
| CORP. NOTE (BUILDERS FIRSTSOURCE INC) | Long | Debt | US | $125K | – | 0.00 |
| CORP. NOTE (OLYMPUS WATER US HOLDING CORP) | Long | Debt | US | $125K | – | 0.00 |
| CORP. NOTE (ROLLER BEARING CO OF AMERICA INC) | Long | Debt | US | $124K | – | 0.00 |
| CORP. NOTE (MERCER INTERNATIONAL INC) | Long | Debt | CA | $124K | – | 0.00 |
| CORP. NOTE (NUTRIEN LTD) | Long | Debt | CA | $123K | – | 0.00 |
| CORP. NOTE (CHS/COMMUNITY HEALTH SYSTEMS INC) | Long | Debt | US | $122K | – | 0.00 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $121K | – | 0.00 |
| CORP. NOTE (LIVE NATION ENTERTAINMENT INC) | Long | Debt | US | $121K | – | 0.00 |
| CORP. NOTE (VIKING CRUISES LTD) | Long | Debt | US | $121K | – | 0.00 |
| CORP. NOTE (ONEMAIN FINANCE CORP) | Long | Debt | US | $120K | – | 0.00 |
| CORP. NOTE (IRB HOLDING CORP) | Long | Debt | US | $120K | – | 0.00 |
| CORP. NOTE (MERCK AND CO INC) | Long | Debt | US | $120K | – | 0.00 |
| CORP. NOTE (WRANGLER HOLDCO CORP) | Long | Debt | US | $119K | – | 0.00 |
| CORP. NOTE (USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP) | Long | Debt | US | $115K | – | 0.00 |
| CORP. NOTE (JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL) | Long | Debt | LU | $114K | – | 0.00 |
| CORP. NOTE (S AND P GLOBAL INC) | Long | Debt | US | $112K | – | 0.00 |
| CORP. NOTE (ANTERO RESOURCES CORP) | Long | Debt | US | $112K | – | 0.00 |
| CORP. NOTE (GE HEALTHCARE TECHNOLOGIES INC) | Long | Debt | US | $111K | – | 0.00 |
| CORP. NOTE (EMRLD BORROWER LP / EMERALD CO-ISSUER INC) | Long | Debt | US | $111K | – | 0.00 |
| CORP. NOTE (USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP) | Long | Debt | US | $111K | – | 0.00 |
| CORP. NOTE (1011778 BC ULC / NEW RED FINANCE INC) | Long | Debt | CA | $110K | – | 0.00 |
| CORP. NOTE (TAYLOR MORRISON COMMUNITIES INC) | Long | Debt | US | $110K | – | 0.00 |
| CORP. NOTE (KLEOPATRA HOLDINGS 2 SCA) | Long | Debt | LU | $109K | – | 0.00 |
| CORP. NOTE (TRANSOCEAN INC) | Long | Debt | US | $109K | – | 0.00 |
| CORP. NOTE (GGAM FINANCE LTD) | Long | Debt | IE | $108K | – | 0.00 |
| CORP. NOTE (KINDER MORGAN INC) | Long | Debt | US | $106K | – | 0.00 |
| CORP. NOTE (AMGEN INC) | Long | Debt | US | $105K | – | 0.00 |
| CORP. NOTE (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $105K | – | 0.00 |
| CORP. NOTE (COMMERCIAL METALS CO) | Long | Debt | US | $105K | – | 0.00 |
| CORP. NOTE (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $102K | – | 0.00 |
| CORP. NOTE (SPIRIT AEROSYSTEMS INC) | Long | Debt | US | $102K | – | 0.00 |
| CORP. NOTE (CONCENTRA ESCROW ISSUER CORP) | Long | Debt | US | $101K | – | 0.00 |
| CORP. NOTE (T-MOBILE USA INC) | Long | Debt | US | $101K | – | 0.00 |
| CORP. NOTE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $101K | – | 0.00 |
| CORP. NOTE (CONSTELLIUM SE) | Long | Debt | FR | $100K | – | 0.00 |
| CORP. NOTE (RITCHIE BROS HOLDINGS INC) | Long | Debt | US | $97K | – | 0.00 |
| CORP. NOTE (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $96K | – | 0.00 |
| CORP. NOTE (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $95K | – | 0.00 |
| CORP. NOTE (SEAGATE HDD CAYMAN) | Long | Debt | KY | $94K | – | 0.00 |
| CORP. NOTE (BECTON DICKINSON AND CO) | Long | Debt | US | $92K | – | 0.00 |
| CORP. NOTE (COMMSCOPE LLC) | Long | Debt | US | $92K | – | 0.00 |
| CORP. NOTE (GFL ENVIRONMENTAL INC) | Long | Debt | CA | $92K | – | 0.00 |
| CORP. NOTE (DISH DBS CORP) | Long | Debt | US | $91K | – | 0.00 |
| CORP. NOTE (SM ENERGY CO) | Long | Debt | US | $90K | – | 0.00 |
| CORP. NOTE (SERVICE CORP INTERNATIONAL/US) | Long | Debt | US | $89K | – | 0.00 |
| CORP. NOTE (LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP) | Long | Debt | US | $88K | – | 0.00 |
| CORP. NOTE (BOMBARDIER INC) | Long | Debt | CA | $86K | – | 0.00 |
| CORP. NOTE (CAMPBELL SOUP CO) | Long | Debt | US | $85K | – | 0.00 |
| CORP. NOTE (ENERGY TRANSFER LP) | Long | Debt | US | $84K | – | 0.00 |
| CORP. NOTE (UNITED AIRLINES INC) | Long | Debt | US | $84K | – | 0.00 |
| CORP. NOTE (CARNIVAL CORP) | Long | Debt | US | $83K | – | 0.00 |
| CORP. NOTE (RHP HOTEL PROPERTIES LP / RHP FINANCE CORP) | Long | Debt | US | $83K | – | 0.00 |
| CORP. NOTE (FREEDOM MORTGAGE CORP) | Long | Debt | US | $81K | – | 0.00 |
| CORP. NOTE (PETROLEOS MEXICANOS) | Long | Debt | MX | $80K | – | 0.00 |
| CORP. NOTE (PETROBRAS GLOBAL FINANCE BV) | Long | Debt | NL | $80K | – | 0.00 |
| CORP. NOTE (ATI INC) | Long | Debt | US | $79K | – | 0.00 |
| CORP. NOTE (SOUTHWESTERN ENERGY CO) | Long | Debt | US | $77K | – | 0.00 |
| CORP. NOTE (LEVEL 3 FINANCING INC) | Long | Debt | US | $77K | – | 0.00 |
| CORP. NOTE (ENERGY TRANSFER LP) | Long | Debt | US | $77K | – | 0.00 |
| CORP. NOTE (AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE INC) | Long | Debt | US | $77K | – | 0.00 |
| CORP. NOTE (TRANSOCEAN AQUILA LTD) | Long | Debt | US | $76K | – | 0.00 |
| CORP. NOTE (GARDA WORLD SECURITY CORP) | Long | Debt | CA | $76K | – | 0.00 |
| CORP. NOTE (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $74K | – | 0.00 |
| CORP. NOTE (US FOODS INC) | Long | Debt | US | $73K | – | 0.00 |
| CORP. NOTE (WALT DISNEY CO/THE) | Long | Debt | US | $71K | – | 0.00 |
| CORP. NOTE (WESCO DISTRIBUTION INC) | Long | Debt | US | $71K | – | 0.00 |
| CORP. NOTE (VITAL ENERGY INC) | Long | Debt | US | $70K | – | 0.00 |
| CORP. NOTE (WESCO DISTRIBUTION INC) | Long | Debt | US | $70K | – | 0.00 |
| CORP. NOTE (STATION CASINOS LLC) | Long | Debt | US | $70K | – | 0.00 |
| CORP. NOTE (VIPER ENERGY INC) | Long | Debt | US | $69K | – | 0.00 |
| CORP. NOTE (LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP) | Long | Debt | US | $64K | – | 0.00 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $63K | – | 0.00 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $61K | – | 0.00 |
| CORP. NOTE (RTX CORP) | Long | Debt | US | $59K | – | 0.00 |
| CORP. NOTE (LIGHT AND WONDER INTERNATIONAL INC) | Long | Debt | US | $57K | – | 0.00 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $57K | – | 0.00 |
| CORP. NOTE (MACQUARIE AIRFINANCE HOLDINGS LTD) | Long | Debt | GB | $51K | – | 0.00 |
| CORP. NOTE (CAESARS ENTERTAINMENT INC) | Long | Debt | US | $50K | – | 0.00 |
| CORP. NOTE (EVERSOURCE ENERGY) | Long | Debt | US | $50K | – | 0.00 |
| CORP. NOTE (BOMBARDIER INC) | Long | Debt | CA | $47K | – | 0.00 |
| CORP. NOTE (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $45K | – | 0.00 |
| CORP. NOTE (AMAZON.COM INC) | Long | Debt | US | $45K | – | 0.00 |
| CORP. NOTE (PROLOGIS LP) | Long | Debt | US | $43K | – | 0.00 |
| CORP. NOTE (CIVITAS RESOURCES INC) | Long | Debt | US | $43K | – | 0.00 |
| CORP. NOTE (CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $42K | – | 0.00 |
| CORP. NOTE (BOMBARDIER INC) | Long | Debt | CA | $41K | – | 0.00 |
| CORP. NOTE (GATES CORP/DE) | Long | Debt | US | $41K | – | 0.00 |
| CORP. NOTE (GLOBAL PAYMENTS INC) | Long | Debt | US | $39K | – | 0.00 |
| CORP. NOTE (ATLASSIAN CORP) | Long | Debt | US | $36K | – | 0.00 |
| CORP. NOTE (MACQUARIE AIRFINANCE HOLDINGS LTD) | Long | Debt | GB | $36K | – | 0.00 |
| CORP. NOTE (CLARIOS GLOBAL LP / CLARIOS US FINANCE CO) | Long | Debt | US | $30K | – | 0.00 |
| CORP. NOTE (1375209 BC LTD) | Long | Debt | CA | $24K | – | 0.00 |
| CORP. NOTE (DISH DBS CORP) | Long | Debt | US | $14K | – | 0.00 |
| CORP. NOTE (BERRY GLOBAL INC) | Long | Debt | US | $14K | – | 0.00 |
| CORP. NOTE (BERRY GLOBAL INC) | Long | Debt | US | $12K | – | 0.00 |
| CORP. NOTE (GLENCORE FUNDING LLC) | Long | Debt | US | $10K | – | 0.00 |
| CORP. NOTE (BOMBARDIER INC) | Long | Debt | CA | $3K | – | 0.00 |
| CORP. PIK BOND (INTELLIGENT PACKAGING HOLDCO ISSUER LP) | Long | Debt | CA | $271K | – | 0.01 |
| CORP. PIK BOND (BCPE ULYSSES INTERMEDIATE INC) | Long | Debt | US | $166K | – | 0.01 |
| CORP. PIK BOND (WHITE CAP PARENT LLC) | Long | Debt | US | $115K | – | 0.00 |
| CORPORATE BONDS (CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP) | Long | Debt | US | $1M | – | 0.05 |
| CORPORATE BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $1M | – | 0.05 |
| CORPORATE BONDS (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $1M | – | 0.05 |
| CORPORATE BONDS (BROADCOM CRP / CAYMN FI) | Long | Debt | US | $1M | – | 0.04 |
| CORPORATE BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $1M | – | 0.04 |
| CORPORATE BONDS (APPLE INC) | Long | Debt | US | $817K | – | 0.03 |
| CORPORATE BONDS (OCCIDENTAL PETROLEUM CORP) | Long | Debt | US | $802K | – | 0.03 |
| CORPORATE BONDS (ECOLAB INC) | Long | Debt | US | $710K | – | 0.03 |
| CORPORATE BONDS (CF INDUSTRIES INC) | Long | Debt | US | $710K | – | 0.03 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $686K | – | 0.03 |
| CORPORATE BONDS (INTERPUBLIC GROUP OF COS INC/THE) | Long | Debt | US | $683K | – | 0.03 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $659K | – | 0.03 |
| CORPORATE BONDS (ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC) | Long | Debt | US | $646K | – | 0.02 |
| CORPORATE BONDS (ALLY FINANCIAL INC) | Long | Debt | US | $620K | – | 0.02 |
| CORPORATE BONDS (ENERGY TRANSFER LP) | Long | Debt | US | $575K | – | 0.02 |
| CORPORATE BONDS (BLOCK INC) | Long | Debt | US | $574K | – | 0.02 |
| CORPORATE BONDS (NETFLIX INC) | Long | Debt | US | $558K | – | 0.02 |
| CORPORATE BONDS (NOVARTIS CAPITAL CORP) | Long | Debt | US | $543K | – | 0.02 |
| CORPORATE BONDS (ASHTEAD CAPITAL INC) | Long | Debt | US | $534K | – | 0.02 |
| CORPORATE BONDS (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $516K | – | 0.02 |
| CORPORATE BONDS (NATIONSTAR MORTGAGE HOLDINGS INC) | Long | Debt | US | $512K | – | 0.02 |
| CORPORATE BONDS (ARCELORMITTAL SA) | Long | Debt | LU | $496K | – | 0.02 |
| CORPORATE BONDS (T-MOBILE USA INC) | Long | Debt | US | $490K | – | 0.02 |
| CORPORATE BONDS (AMERICAN ELECTRIC POWER CO INC) | Long | Debt | US | $490K | – | 0.02 |
| CORPORATE BONDS (LEVI STRAUSS AND CO) | Long | Debt | US | $489K | – | 0.02 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $473K | – | 0.02 |
| CORPORATE BONDS (AIR LEASE CORP) | Long | Debt | US | $470K | – | 0.02 |
| CORPORATE BONDS (ROCHE HOLDINGS INC) | Long | Debt | US | $457K | – | 0.02 |
| CORPORATE BONDS (MORGAN STANLEY) | Long | Debt | US | $454K | – | 0.02 |
| CORPORATE BONDS (AMERICAN TOWER CORP) | Long | Debt | US | $452K | – | 0.02 |
| CORPORATE BONDS (TELEFONICA EMISIONES SA) | Long | Debt | ES | $439K | – | 0.02 |
| CORPORATE BONDS (BOYD GAMING CORP) | Long | Debt | US | $435K | – | 0.02 |
| CORPORATE BONDS (NETFLIX INC) | Long | Debt | US | $431K | – | 0.02 |
| CORPORATE BONDS (RTX CORP) | Long | Debt | US | $428K | – | 0.02 |
| CORPORATE BONDS (AIR LEASE CORP) | Long | Debt | US | $421K | – | 0.02 |
| CORPORATE BONDS (DUKE ENERGY CORP) | Long | Debt | US | $420K | – | 0.02 |
| CORPORATE BONDS (CITIGROUP INC) | Long | Debt | US | $419K | – | 0.02 |
| CORPORATE BONDS (TWILIO INC) | Long | Debt | US | $387K | – | 0.01 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $378K | – | 0.01 |
| CORPORATE BONDS (OMNICOM GROUP INC / OMNICOM CAPITAL INC) | Long | Debt | US | $377K | – | 0.01 |
| CORPORATE BONDS (MCDONALD'S CORP) | Long | Debt | US | $375K | – | 0.01 |
| CORPORATE BONDS (PG AND E CORP) | Long | Debt | US | $363K | – | 0.01 |
| CORPORATE BONDS (WESTROCK MWV LLC) | Long | Debt | US | $348K | – | 0.01 |
| CORPORATE BONDS (KINDER MORGAN INC) | Long | Debt | US | $344K | – | 0.01 |
| CORPORATE BONDS (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $344K | – | 0.01 |
| CORPORATE BONDS (STANDARD INDUSTRIES INC/NJ) | Long | Debt | US | $343K | – | 0.01 |
| CORPORATE BONDS (AMERICAN TOWER CORP) | Long | Debt | US | $336K | – | 0.01 |
| CORPORATE BONDS (HYATT HOTELS CORP) | Long | Debt | US | $333K | – | 0.01 |
| CORPORATE BONDS (ARAMARK SERVICES INC) | Long | Debt | US | $332K | – | 0.01 |
| CORPORATE BONDS (GOODYEAR TIRE AND RUBBER CO/THE) | Long | Debt | US | $330K | – | 0.01 |
| CORPORATE BONDS (BATH AND BODY WORKS INC) | Long | Debt | US | $328K | – | 0.01 |
| CORPORATE BONDS (BPCE SA) | Long | Debt | FR | $323K | – | 0.01 |
| CORPORATE BONDS (WYETH LLC) | Long | Debt | US | $321K | – | 0.01 |
| CORPORATE BONDS (ONCOR ELECTRIC DELIVERY) | Long | Debt | US | $314K | – | 0.01 |
| CORPORATE BONDS (SERVICE CORP INTERNATIONAL/US) | Long | Debt | US | $311K | – | 0.01 |
| CORPORATE BONDS (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $310K | – | 0.01 |
| CORPORATE BONDS (MERCK AND CO INC) | Long | Debt | US | $310K | – | 0.01 |
| CORPORATE BONDS (ONEMAIN FINANCE CORP) | Long | Debt | US | $305K | – | 0.01 |
| CORPORATE BONDS (CROWN CASTLE INC) | Long | Debt | US | $303K | – | 0.01 |
| CORPORATE BONDS (WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP) | Long | Debt | US | $295K | – | 0.01 |
| CORPORATE BONDS (ENBRIDGE INC) | Long | Debt | CA | $294K | – | 0.01 |
| CORPORATE BONDS (NUTRIEN LTD) | Long | Debt | CA | $294K | – | 0.01 |
| CORPORATE BONDS (SPRINT CAPITAL CORP) | Long | Debt | US | $287K | – | 0.01 |
| CORPORATE BONDS (GARTNER INC) | Long | Debt | US | $283K | – | 0.01 |
| CORPORATE BONDS (MATCH GROUP HOLDINGS II LLC) | Long | Debt | US | $279K | – | 0.01 |
| CORPORATE BONDS (CF INDUSTRIES INC) | Long | Debt | US | $273K | – | 0.01 |
| CORPORATE BONDS (HUNTSMAN INTERNATIONAL LLC) | Long | Debt | US | $271K | – | 0.01 |
| CORPORATE BONDS (ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC) | Long | Debt | US | $269K | – | 0.01 |
| CORPORATE BONDS (DUKE ENERGY CORP) | Long | Debt | US | $269K | – | 0.01 |
| CORPORATE BONDS (META PLATFORMS INC) | Long | Debt | US | $266K | – | 0.01 |
| CORPORATE BONDS (1011778 BC ULC / NEW RED FINANCE INC) | Long | Debt | CA | $264K | – | 0.01 |
| CORPORATE BONDS (APPLE INC) | Long | Debt | US | $263K | – | 0.01 |
| CORPORATE BONDS (SIRIUS XM RADIO INC) | Long | Debt | US | $261K | – | 0.01 |
| CORPORATE BONDS (CENTENE CORP) | Long | Debt | US | $260K | – | 0.01 |
| CORPORATE BONDS (OCCIDENTAL PETROLEUM CORP) | Long | Debt | US | $259K | – | 0.01 |
| CORPORATE BONDS (SERVICENOW INC) | Long | Debt | US | $256K | – | 0.01 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $255K | – | 0.01 |
| CORPORATE BONDS (WESTLAKE CORP) | Long | Debt | US | $254K | – | 0.01 |
| CORPORATE BONDS (WASTE CONNECTIONS INC) | Long | Debt | CA | $248K | – | 0.01 |
| CORPORATE BONDS (FMG RESOURCES AUGUST 2006 PTY LTD) | Long | Debt | AU | $247K | – | 0.01 |
| CORPORATE BONDS (WALT DISNEY CO/THE) | Long | Debt | US | $245K | – | 0.01 |
| CORPORATE BONDS (SHERWIN-WILLIAMS CO/THE) | Long | Debt | US | $243K | – | 0.01 |
| CORPORATE BONDS (BERKSHIRE HATHAWAY FINANCE CORP) | Long | Debt | US | $241K | – | 0.01 |
| CORPORATE BONDS (CROWN CASTLE INC) | Long | Debt | US | $237K | – | 0.01 |
| CORPORATE BONDS (CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP) | Long | Debt | US | $233K | – | 0.01 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $233K | – | 0.01 |
| CORPORATE BONDS (TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP) | Long | Debt | US | $229K | – | 0.01 |
| CORPORATE BONDS (ERAC USA FINANCE LLC) | Long | Debt | US | $226K | – | 0.01 |
| CORPORATE BONDS (TCI COMMUNICATIONS INC) | Long | Debt | US | $220K | – | 0.01 |
| CORPORATE BONDS (STATION CASINOS LLC) | Long | Debt | US | $218K | – | 0.01 |
| CORPORATE BONDS (ERAC USA FINANCE LLC) | Long | Debt | US | $215K | – | 0.01 |
| CORPORATE BONDS (HOME DEPOT INC/THE) | Long | Debt | US | $210K | – | 0.01 |
| CORPORATE BONDS (MARSH AND MCLENNAN COS INC) | Long | Debt | US | $207K | – | 0.01 |
| CORPORATE BONDS (SALESFORCE INC) | Long | Debt | US | $206K | – | 0.01 |
| CORPORATE BONDS (CITIGROUP INC) | Long | Debt | US | $206K | – | 0.01 |
| CORPORATE BONDS (ZOETIS INC) | Long | Debt | US | $206K | – | 0.01 |
| CORPORATE BONDS (ENBRIDGE INC) | Long | Debt | CA | $205K | – | 0.01 |
| CORPORATE BONDS (TAYLOR MORRISON COMMUNITIES INC) | Long | Debt | US | $201K | – | 0.01 |
| CORPORATE BONDS (UNITEDHEALTH GROUP INC) | Long | Debt | US | $201K | – | 0.01 |
| CORPORATE BONDS (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $200K | – | 0.01 |
| CORPORATE BONDS (SALESFORCE INC) | Long | Debt | US | $198K | – | 0.01 |
| CORPORATE BONDS (CSX CORP) | Long | Debt | US | $197K | – | 0.01 |
| CORPORATE BONDS (AMGEN INC) | Long | Debt | US | $197K | – | 0.01 |
| CORPORATE BONDS (APPLE INC) | Long | Debt | US | $195K | – | 0.01 |
| CORPORATE BONDS (ROGERS COMMUNICATIONS INC) | Long | Debt | CA | $195K | – | 0.01 |
| CORPORATE BONDS (DEVON ENERGY CORP) | Long | Debt | US | $195K | – | 0.01 |
| CORPORATE BONDS (PARAMOUNT GLOBAL) | Long | Debt | US | $191K | – | 0.01 |
| CORPORATE BONDS (META PLATFORMS INC) | Long | Debt | US | $191K | – | 0.01 |
| CORPORATE BONDS (CENTENE CORP) | Long | Debt | US | $188K | – | 0.01 |
| CORPORATE BONDS (ERAC USA FINANCE LLC) | Long | Debt | US | $184K | – | 0.01 |
| CORPORATE BONDS (CALPINE CORP) | Long | Debt | US | $182K | – | 0.01 |
| CORPORATE BONDS (DUKE ENERGY OHIO INC) | Long | Debt | US | $180K | – | 0.01 |
| CORPORATE BONDS (NOVELIS CORP) | Long | Debt | US | $173K | – | 0.01 |
| CORPORATE BONDS (GRAY TELEVISION INC) | Long | Debt | US | $173K | – | 0.01 |
| CORPORATE BONDS (CROWN CORK AND SEAL CO INC) | Long | Debt | US | $170K | – | 0.01 |
| CORPORATE BONDS (VIRGIN MEDIA SECURED FINANCE PLC) | Long | Debt | GB | $170K | – | 0.01 |
| CORPORATE BONDS (META PLATFORMS INC) | Long | Debt | US | $167K | – | 0.01 |
| CORPORATE BONDS (SM ENERGY CO) | Long | Debt | US | $165K | – | 0.01 |
| CORPORATE BONDS (NOVELIS CORP) | Long | Debt | US | $162K | – | 0.01 |
| CORPORATE BONDS (CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $161K | – | 0.01 |
| CORPORATE BONDS (NETFLIX INC) | Long | Debt | US | $160K | – | 0.01 |
| CORPORATE BONDS (COMCAST CORP) | Long | Debt | US | $158K | – | 0.01 |
| CORPORATE BONDS (MARSH AND MCLENNAN COS INC) | Long | Debt | US | $157K | – | 0.01 |
| CORPORATE BONDS (PETROLEOS MEXICANOS) | Long | Debt | MX | $153K | – | 0.01 |
| CORPORATE BONDS (BUILDERS FIRSTSOURCE INC) | Long | Debt | US | $149K | – | 0.01 |
| CORPORATE BONDS (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $147K | – | 0.01 |
| CORPORATE BONDS (COMCAST CORP) | Long | Debt | US | $147K | – | 0.01 |
| CORPORATE BONDS (CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP) | Long | Debt | US | $147K | – | 0.01 |
| CORPORATE BONDS (CELANESE US HOLDINGS LLC) | Long | Debt | US | $147K | – | 0.01 |
| CORPORATE BONDS (KKR GROUP FINANCE CO III LLC) | Long | Debt | US | $144K | – | 0.01 |
| CORPORATE BONDS (UNITED STATES STEEL CORP) | Long | Debt | US | $139K | – | 0.01 |
| CORPORATE BONDS (T-MOBILE USA INC) | Long | Debt | US | $139K | – | 0.01 |
| CORPORATE BONDS (SERVICE CORP INTERNATIONAL/US) | Long | Debt | US | $137K | – | 0.01 |
| CORPORATE BONDS (WESTLAKE CORP) | Long | Debt | US | $137K | – | 0.01 |
| CORPORATE BONDS (MSCI INC) | Long | Debt | US | $136K | – | 0.01 |
| CORPORATE BONDS (OVINTIV INC) | Long | Debt | US | $136K | – | 0.01 |
| CORPORATE BONDS (ELI LILLY AND CO) | Long | Debt | US | $136K | – | 0.01 |
| CORPORATE BONDS (AMERICAN TOWER CORP) | Long | Debt | US | $136K | – | 0.01 |
| CORPORATE BONDS (DEVON ENERGY CORP) | Long | Debt | US | $136K | – | 0.01 |
| CORPORATE BONDS (PUGET SOUND ENERGY INC) | Long | Debt | US | $134K | – | 0.01 |
| CORPORATE BONDS (AMGEN INC) | Long | Debt | US | $132K | – | 0.01 |
| CORPORATE BONDS (KRAFT HEINZ FOODS CO) | Long | Debt | US | $129K | – | 0.01 |
| CORPORATE BONDS (BUILDERS FIRSTSOURCE INC) | Long | Debt | US | $128K | – | 0.00 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $127K | – | 0.00 |
| CORPORATE BONDS (CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $125K | – | 0.00 |
| CORPORATE BONDS (ERAC USA FINANCE LLC) | Long | Debt | US | $123K | – | 0.00 |
| CORPORATE BONDS (NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP) | Long | Debt | US | $122K | – | 0.00 |
| CORPORATE BONDS (T-MOBILE USA INC) | Long | Debt | US | $122K | – | 0.00 |
| CORPORATE BONDS (ERAC USA FINANCE LLC) | Long | Debt | US | $122K | – | 0.00 |
| CORPORATE BONDS (HONEYWELL INTERNATIONAL INC) | Long | Debt | US | $121K | – | 0.00 |
| CORPORATE BONDS (KEURIG DR PEPPER INC) | Long | Debt | US | $120K | – | 0.00 |
| CORPORATE BONDS (WESTROCK MWV LLC) | Long | Debt | US | $120K | – | 0.00 |
| CORPORATE BONDS (WESTPAC BANKING CORP) | Long | Debt | AU | $119K | – | 0.00 |
| CORPORATE BONDS (WASTE CONNECTIONS INC) | Long | Debt | CA | $112K | – | 0.00 |
| CORPORATE BONDS (HCA INC) | Long | Debt | US | $112K | – | 0.00 |
| CORPORATE BONDS (DH EUROPE FINANCE II SARL) | Long | Debt | LU | $112K | – | 0.00 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $111K | – | 0.00 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $111K | – | 0.00 |
| CORPORATE BONDS (EVERGY KANSAS CENTRAL INC) | Long | Debt | US | $109K | – | 0.00 |
| CORPORATE BONDS (DRESDNER FUNDING TRUST I) | Long | Debt | US | $108K | – | 0.00 |
| CORPORATE BONDS (CROWN CASTLE INC) | Long | Debt | US | $108K | – | 0.00 |
| CORPORATE BONDS (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $108K | – | 0.00 |
| CORPORATE BONDS (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $108K | – | 0.00 |
| CORPORATE BONDS (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $107K | – | 0.00 |
| CORPORATE BONDS (HUNTSMAN INTERNATIONAL LLC) | Long | Debt | US | $106K | – | 0.00 |
| CORPORATE BONDS (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $105K | – | 0.00 |
| CORPORATE BONDS (CVS PASS-THROUGH TRUST SERIES 2013) | Long | Debt | US | $104K | – | 0.00 |
| CORPORATE BONDS (COMCAST CORP) | Long | Debt | US | $101K | – | 0.00 |
| CORPORATE BONDS (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $101K | – | 0.00 |
| CORPORATE BONDS (CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP) | Long | Debt | US | $100K | – | 0.00 |
| CORPORATE BONDS (PROLOGIS LP) | Long | Debt | US | $97K | – | 0.00 |
| CORPORATE BONDS (PETROLEOS MEXICANOS) | Long | Debt | MX | $97K | – | 0.00 |
| CORPORATE BONDS (COMMSCOPE TECHNOLOGIES LLC) | Long | Debt | US | $97K | – | 0.00 |
| CORPORATE BONDS (BLACKSTONE HOLDINGS FINANCE CO LLC) | Long | Debt | US | $95K | – | 0.00 |
| CORPORATE BONDS (WESTPAC BANKING CORP) | Long | Debt | AU | $90K | – | 0.00 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $89K | – | 0.00 |
| CORPORATE BONDS (DUKE ENERGY INDIANA LLC) | Long | Debt | US | $86K | – | 0.00 |
| CORPORATE BONDS (COMMERCIAL METALS CO) | Long | Debt | US | $86K | – | 0.00 |
| CORPORATE BONDS (TOLL BROTHERS FINANCE CORP) | Long | Debt | US | $85K | – | 0.00 |
| CORPORATE BONDS (MOTOROLA SOLUTIONS INC) | Long | Debt | US | $80K | – | 0.00 |
| CORPORATE BONDS (AMERICAN TRANSMISSION SYSTEMS INC) | Long | Debt | US | $79K | – | 0.00 |
| CORPORATE BONDS (BERKSHIRE HATHAWAY FINANCE CORP) | Long | Debt | US | $79K | – | 0.00 |
| CORPORATE BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $76K | – | 0.00 |
| CORPORATE BONDS (STANDARD INDUSTRIES INC/NJ) | Long | Debt | US | $76K | – | 0.00 |
| CORPORATE BONDS (HCA INC) | Long | Debt | US | $74K | – | 0.00 |
| CORPORATE BONDS (SEAGATE HDD CAYMAN) | Long | Debt | KY | $74K | – | 0.00 |
| CORPORATE BONDS (NEWS CORP) | Long | Debt | US | $72K | – | 0.00 |
| CORPORATE BONDS (S AND P GLOBAL INC) | Long | Debt | US | $70K | – | 0.00 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $70K | – | 0.00 |
| CORPORATE BONDS (INTERNATIONAL FLAVORS AND FRAGRANCES INC) | Long | Debt | US | $69K | – | 0.00 |
| CORPORATE BONDS (BROADCOM INC) | Long | Debt | US | $63K | – | 0.00 |
| CORPORATE BONDS (COMCAST CORP) | Long | Debt | US | $63K | – | 0.00 |
| CORPORATE BONDS (NUTRIEN LTD) | Long | Debt | CA | $62K | – | 0.00 |
| CORPORATE BONDS (PARAMOUNT GLOBAL) | Long | Debt | US | $59K | – | 0.00 |
| CORPORATE BONDS (RTX CORP) | Long | Debt | US | $59K | – | 0.00 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $59K | – | 0.00 |
| CORPORATE BONDS (SERVICE CORP INTERNATIONAL/US) | Long | Debt | US | $57K | – | 0.00 |
| CORPORATE BONDS (GENERAL MOTORS FINANCIAL CO INC) | Long | Debt | US | $54K | – | 0.00 |
| CORPORATE BONDS (AMGEN INC) | Long | Debt | US | $49K | – | 0.00 |
| CORPORATE BONDS (WASTE CONNECTIONS INC) | Long | Debt | CA | $49K | – | 0.00 |
| CORPORATE BONDS (CALPINE CORP) | Long | Debt | US | $47K | – | 0.00 |
| CORPORATE BONDS (KENVUE INC) | Long | Debt | US | $44K | – | 0.00 |
| CORPORATE BONDS (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $44K | – | 0.00 |
| CORPORATE BONDS (ONCOR ELECTRIC DELIVERY) | Long | Debt | US | $43K | – | 0.00 |
| CORPORATE BONDS (NASDAQ INC) | Long | Debt | US | $40K | – | 0.00 |
| CORPORATE BONDS (WEYERHAEUSER CO) | Long | Debt | US | $34K | – | 0.00 |
| CORPORATE BONDS (INTERNATIONAL FLAVORS AND FRAGRANCES INC) | Long | Debt | US | $31K | – | 0.00 |
| CORPORATE BONDS (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $30K | – | 0.00 |
| CORPORATE BONDS (INTERPUBLIC GROUP OF COS INC/THE) | Long | Debt | US | $27K | – | 0.00 |
| CORPORATE BONDS (CENOVUS ENERGY INC) | Long | Debt | CA | $27K | – | 0.00 |
| CORPORATE BONDS (S AND P GLOBAL INC) | Long | Debt | US | $18K | – | 0.00 |
| CORPORATE BONDS (T-MOBILE USA INC) | Long | Debt | US | $6K | – | 0.00 |
| CORPORATE BONDS (CVS PASS-THROUGH TRUST) | Long | Debt | US | $5K | – | 0.00 |
| CORPORATE STEP UP (DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV) | Long | Debt | NL | $227K | – | 0.01 |
| CORPORATE STEP UP (JOHNSON CONTROLS INTERNATIONAL PLC) | Long | Debt | US | $215K | – | 0.01 |
| Credit Default Swap Basket Index (INTERCONTINENTAL EXCHANGE INC) | Derivative-credit | US | $1M | – | 0.05 | |
| Credit Default Swap Basket Index (INTERCONTINENTAL EXCHANGE INC) | Derivative-credit | US | $637K | – | 0.02 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $7M | – | 0.28 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $7M | – | 0.28 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $7M | – | 0.28 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $7M | – | 0.27 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $7M | – | 0.27 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $7M | – | 0.26 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $7M | – | 0.26 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $7M | – | 0.26 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $6M | – | 0.25 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $6M | – | 0.25 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $6M | – | 0.24 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $6M | – | 0.23 | |
| CURRENCY FORWARDS (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $6M | – | 0.22 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $5M | – | 0.21 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $5M | – | 0.20 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $5M | – | 0.19 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $3M | – | 0.11 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $3M | – | 0.11 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $3M | – | 0.10 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $3M | – | 0.10 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $3M | – | 0.10 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $2M | – | 0.10 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $2M | – | 0.09 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $2M | – | 0.09 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $2M | – | 0.07 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $2M | – | 0.07 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $2M | – | 0.07 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $1M | – | 0.05 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $1M | – | 0.05 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $1M | – | 0.04 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $1M | – | 0.04 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $1M | – | 0.04 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $936K | – | 0.04 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $887K | – | 0.03 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $840K | – | 0.03 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $836K | – | 0.03 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $836K | – | 0.03 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $821K | – | 0.03 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $821K | – | 0.03 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $818K | – | 0.03 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $809K | – | 0.03 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $740K | – | 0.03 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $639K | – | 0.02 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $632K | – | 0.02 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $630K | – | 0.02 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $630K | – | 0.02 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $529K | – | 0.02 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $529K | – | 0.02 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $514K | – | 0.02 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $514K | – | 0.02 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $512K | – | 0.02 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $445K | – | 0.02 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $437K | – | 0.02 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $431K | – | 0.02 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $414K | – | 0.02 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $409K | – | 0.02 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $408K | – | 0.02 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $408K | – | 0.02 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $393K | – | 0.02 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $318K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $317K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $317K | – | 0.01 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $314K | – | 0.01 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $314K | – | 0.01 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $312K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $312K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $312K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $310K | – | 0.01 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $257K | – | 0.01 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $257K | – | 0.01 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $256K | – | 0.01 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $223K | – | 0.01 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $219K | – | 0.01 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $196K | – | 0.01 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $195K | – | 0.01 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $195K | – | 0.01 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $160K | – | 0.01 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $158K | – | 0.01 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $155K | – | 0.01 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $131K | – | 0.01 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $126K | – | 0.00 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $119K | – | 0.00 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $113K | – | 0.00 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $108K | – | 0.00 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $92K | – | 0.00 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $90K | – | 0.00 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $89K | – | 0.00 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $89K | – | 0.00 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $88K | – | 0.00 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $88K | – | 0.00 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $87K | – | 0.00 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $87K | – | 0.00 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $81K | – | 0.00 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $47K | – | 0.00 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $44K | – | 0.00 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $40K | – | 0.00 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $40K | – | 0.00 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $40K | – | 0.00 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $36K | – | 0.00 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $22K | – | 0.00 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $7K | – | 0.00 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $7K | – | 0.00 | |
| DISC. CP (BPCE SA) | Long | Short-term investment vehicle | FR | $13M | – | 0.50 |
| DISC. CP (NRW BANK) | Long | Short-term investment vehicle | DE | $12M | – | 0.48 |
| DISC. CP (SHEFFIELD RECEIVABLES CO LLC) | Long | ABS-asset backed commercial paper | US | $12M | – | 0.47 |
| DISC. CP (GOTHAM FUNDING CORP) | Long | ABS-asset backed commercial paper | US | $12M | – | 0.46 |
| DISC. CP (CHARIOT FUNDING LLC) | Long | ABS-asset backed commercial paper | US | $6M | – | 0.25 |
| EQUITY INDEX FUTURE (ICE FUTURES U.S., INC.) | Derivative-equity | US | $22M | – | 0.84 | |
| EQUITY INDEX FUTURE (CHICAGO MERCANTILE EXCHANGE) | Derivative-equity | US | $18M | – | 0.69 | |
| EQUITY INDEX FUTURE (CHICAGO MERCANTILE EXCHANGE) | Derivative-equity | US | $723K | – | 0.03 | |
| EQUITY OTC INDEX OPTION (CITIBANK N.A.) | Derivative-equity | US | $421K | – | 0.02 | |
| EQUITY OTC INDEX OPTION (CITIBANK N.A.) | Derivative-equity | US | $123K | – | 0.00 | |
| EXCHANGE TRADED FUND (ISHARES CORE MSCI EMERGING MARKETS ETF) | Long | Equity-common | US | $3M | 50K | 0.10 |
| FHLMC CMO IO (FNMA) | Long | ABS-mortgage backed security | US | $895K | – | 0.03 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $701K | – | 0.03 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $641K | – | 0.02 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $640K | – | 0.02 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $611K | – | 0.02 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $600K | – | 0.02 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $370K | – | 0.01 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $341K | – | 0.01 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $253K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $984K | – | 0.04 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $964K | – | 0.04 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $950K | – | 0.04 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $916K | – | 0.04 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $887K | – | 0.03 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $853K | – | 0.03 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $846K | – | 0.03 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $738K | – | 0.03 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $713K | – | 0.03 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $584K | – | 0.02 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $480K | – | 0.02 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $419K | – | 0.02 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $349K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $274K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $253K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $372.38 | – | 0.00 |
| FN40 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FN40 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $885K | – | 0.03 |
| FN40 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $382K | – | 0.01 |
| FN7BL (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| FNBL (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $243K | – | 0.01 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $786K | – | 0.03 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $587K | – | 0.02 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $486K | – | 0.02 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $461K | – | 0.02 |
| FNMA CMO IO (FANNIE MAE TRUST 2002-W8) | Long | ABS-mortgage backed security | US | $834.12 | – | 0.00 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $115.81 | – | 0.00 |
| FNMA CMO PO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $20M | – | 0.76 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $12M | – | 0.45 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $11M | – | 0.42 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $9M | – | 0.34 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $4M | – | 0.15 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $966K | – | 0.04 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $957K | – | 0.04 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $942K | – | 0.04 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $675K | – | 0.03 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $505K | – | 0.02 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $422K | – | 0.02 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $304K | – | 0.01 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $928K | – | 0.04 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $895K | – | 0.03 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $326K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $268K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $241K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $149K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $27K | – | 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 | $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 | $19K | – | 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 | $15K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $14K | – | 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 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GII30P (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $680K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $483K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $466K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $224K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $8M | – | 0.30 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $7M | – | 0.26 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| GOVERNMENT BOND (REPUBLIC OF INDONESIA) | Long | Debt | ID | $675K | – | 0.03 |
| GOVERNMENT BOND (REPUBLIC OF CHILE) | Long | Debt | CL | $671K | – | 0.03 |
| GOVERNMENT BOND (UNITED MEXICAN STATES) | Long | Debt | MX | $666K | – | 0.03 |
| GOVERNMENT BOND (DOMINICAN REPUBLIC) | Long | Debt | DO | $611K | – | 0.02 |
| GOVERNMENT BOND (ROMANIA) | Long | Debt | RO | $601K | – | 0.02 |
| GOVERNMENT BOND (REPUBLIC OF PANAMA) | Long | Debt | PA | $566K | – | 0.02 |
| GOVERNMENT BOND (REPUBLIC OF INDONESIA) | Long | Debt | ID | $548K | – | 0.02 |
| GOVERNMENT BOND (REPUBLIC OF KAZAKHSTAN) | Long | Debt | KZ | $523K | – | 0.02 |
| GOVERNMENT BOND (UNITED MEXICAN STATES) | Long | Debt | MX | $459K | – | 0.02 |
| GOVERNMENT BOND (ORIENTAL REPUBLIC OF URUGUAY) | Long | Debt | UY | $442K | – | 0.02 |
| GOVERNMENT BOND (FEDERATIVE REPUBLIC OF BRAZIL) | Long | Debt | BR | $377K | – | 0.01 |
| GOVERNMENT BOND (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $370K | – | 0.01 |
| GOVERNMENT BOND (REPUBLIC OF COTE D'IVOIRE) | Long | Debt | CI | $347K | – | 0.01 |
| GOVERNMENT BOND (REPUBLIC OF SOUTH AFRICA) | Long | Debt | ZA | $345K | – | 0.01 |
| GOVERNMENT BOND (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $332K | – | 0.01 |
| GOVERNMENT BOND (FEDERATIVE REPUBLIC OF BRAZIL) | Long | Debt | BR | $309K | – | 0.01 |
| GOVERNMENT BOND (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $291K | – | 0.01 |
| GOVERNMENT BOND (DOMINICAN REPUBLIC) | Long | Debt | DO | $268K | – | 0.01 |
| GOVERNMENT BOND (REPUBLIC OF BENIN) | Long | Debt | BJ | $252K | – | 0.01 |
| GOVERNMENT BOND (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $241K | – | 0.01 |
| GOVERNMENT BOND (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $224K | – | 0.01 |
| GOVERNMENT BOND (REPUBLIC OF COTE D'IVOIRE) | Long | Debt | CI | $199K | – | 0.01 |
| GOVERNMENT BOND (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $174K | – | 0.01 |
| GOVERNMENT BOND (ORIENTAL REPUBLIC OF URUGUAY) | Long | Debt | UY | $106K | – | 0.00 |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $47M | – | 1.83 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $45M | – | 1.74 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $34M | – | 1.31 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $21M | – | 0.80 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $18M | – | 0.71 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $3M | – | 0.10 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $752K | – | 0.03 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $681K | – | 0.03 | |
| GOVT CMO (FREDDIE MAC STRIPS) | Long | ABS-mortgage backed security | US | $384K | – | 0.01 |
| GOVT CMO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $384K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $378K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $225K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $193K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $133K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $67K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $101K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $74K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $68K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $64K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $58K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $45K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $41K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $41K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $37K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $35K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $34K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $31K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $30K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $30K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $28K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $28K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $22K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $21K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $20K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $18K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $13K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $13K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | 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 | $11K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $8K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $6K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $5K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $5K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $4K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CREDIT SUISSE INTERNATIONAL) | Derivative-credit | US | $4K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $4K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $3K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | 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 (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $1K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $1K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $1K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $1K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $941.35 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (BANK OF AMERICA N.A.) | Derivative-credit | US | $59.3 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $59.3 | – | 0.00 | |
| ORDINARY SHARES (TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD) | Long | Equity-common | TW | $15M | 488K | 0.56 |
| ORDINARY SHARES (ASML HOLDING NV) | Long | Equity-common | NL | $12M | 12K | 0.47 |
| ORDINARY SHARES (NOVO NORDISK A/S) | Long | Equity-common | DK | $11M | 75K | 0.41 |
| ORDINARY SHARES (ASTRAZENECA PLC) | Long | Equity-common | GB | $9M | 57K | 0.34 |
| ORDINARY SHARES (TENCENT HOLDINGS LTD) | Long | Equity-common | CN | $7M | 147K | 0.27 |
| ORDINARY SHARES (HOYA CORP) | Long | Equity-common | JP | $6M | 49K | 0.22 |
| ORDINARY SHARES (AXA SA) | Long | Equity-common | FR | $6M | 170K | 0.22 |
| ORDINARY SHARES (BP PLC) | Long | Equity-common | GB | $6M | 923K | 0.22 |
| ORDINARY SHARES (NOVARTIS AG) | Long | Equity-common | CH | $5M | 51K | 0.21 |
| ORDINARY SHARES (GSK PLC) | Long | Equity-common | GB | $5M | 253K | 0.19 |
| ORDINARY SHARES (SAMSUNG ELECTRONICS CO LTD) | Long | Equity-common | KR | $5M | 82K | 0.19 |
| ORDINARY SHARES (SHELL PLC) | Long | Equity-common | GB | $5M | 131K | 0.18 |
| ORDINARY SHARES (CRH PLC) | Long | Equity-common | US | $5M | 64K | 0.18 |
| ORDINARY SHARES (VINCI SA) | Long | Equity-common | FR | $5M | 45K | 0.18 |
| ORDINARY SHARES (PRYSMIAN SPA) | Long | Equity-common | IT | $5M | 74K | 0.18 |
| ORDINARY SHARES (NXP SEMICONDUCTORS NV) | Long | Equity-common | NL | $5M | 17K | 0.18 |
| ORDINARY SHARES (HON HAI PRECISION INDUSTRY CO LTD) | Long | Equity-common | TW | $4M | 617K | 0.16 |
| ORDINARY SHARES (LONZA GROUP AG) | Long | Equity-common | CH | $4M | 7K | 0.15 |
| ORDINARY SHARES (ICICI BANK LTD) | Long | Equity-common | IN | $4M | 260K | 0.14 |
| ORDINARY SHARES (BHP GROUP LTD) | Long | Equity-common | AU | $4M | 130K | 0.14 |
| ORDINARY SHARES (RENESAS ELECTRONICS CORP) | Long | Equity-common | JP | $4M | 196K | 0.14 |
| ORDINARY SHARES (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Equity-common | JP | $4M | 327K | 0.14 |
| ORDINARY SHARES (COMPASS GROUP PLC) | Long | Equity-common | GB | $3M | 128K | 0.14 |
| ORDINARY SHARES (ABB LIMITED) | Long | Equity-common | CH | $3M | 62K | 0.13 |
| ORDINARY SHARES (SIEMENS AG) | Long | Equity-common | DE | $3M | 18K | 0.13 |
| ORDINARY SHARES (UNIVERSAL MUSIC GROUP NV) | Long | Equity-common | NL | $3M | 112K | 0.13 |
| ORDINARY SHARES (NINTENDO CO LTD) | Long | Equity-common | JP | $3M | 62K | 0.13 |
| ORDINARY SHARES (CANADIAN PACIFIC KANSAS CITY LTD) | Long | Equity-common | CA | $3M | 41K | 0.13 |
| ORDINARY SHARES (MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN) | Long | Equity-common | DE | $3M | 6K | 0.12 |
| ORDINARY SHARES (CANADIAN NATIONAL RAILWAY CO) | Long | Equity-common | CA | $3M | 27K | 0.12 |
| ORDINARY SHARES (INDUSTRIA DE DISENO TEXTIL SA) | Long | Equity-common | ES | $3M | 63K | 0.12 |
| ORDINARY SHARES (INVESTOR AB) | Long | Equity-common | SE | $3M | 111K | 0.12 |
| ORDINARY SHARES (HSBC HOLDINGS PLC) | Long | Equity-common | GB | $3M | 354K | 0.12 |
| ORDINARY SHARES (SHIN-ETSU CHEMICAL CO LTD) | Long | Equity-common | JP | $3M | 78K | 0.12 |
| ORDINARY SHARES (TESCO PLC) | Long | Equity-common | GB | $3M | 784K | 0.12 |
| ORDINARY SHARES (RECRUIT HOLDINGS CO LTD) | Long | Equity-common | JP | $3M | 56K | 0.12 |
| ORDINARY SHARES (EURONEXT) | Long | Equity-common | NL | $3M | 33K | 0.12 |
| ORDINARY SHARES (HERMES INTERNATIONAL SCA) | Long | Equity-common | FR | $3M | 1K | 0.12 |
| ORDINARY SHARES (SANOFI SA) | Long | Equity-common | FR | $3M | 31K | 0.12 |
| ORDINARY SHARES (CK HUTCHISON HOLDINGS LTD) | Long | Equity-common | HK | $3M | 618K | 0.11 |
| ORDINARY SHARES (3I GROUP PLC) | Long | Equity-common | GB | $3M | 75K | 0.11 |
| ORDINARY SHARES (LLOYDS BANKING GROUP PLC) | Long | Equity-common | GB | $3M | 4M | 0.11 |
| ORDINARY SHARES (AIA GROUP LTD) | Long | Equity-common | HK | $3M | 419K | 0.11 |
| ORDINARY SHARES (HOLCIM AG) | Long | Equity-common | CH | $3M | 32K | 0.11 |
| ORDINARY SHARES (EXPERIAN PLC) | Long | Equity-common | IE | $3M | 61K | 0.11 |
| ORDINARY SHARES (MITSUI AND CO LTD) | Long | Equity-common | JP | $3M | 123K | 0.11 |
| ORDINARY SHARES (MITSUBISHI CORP) | Long | Equity-common | JP | $3M | 142K | 0.11 |
| ORDINARY SHARES (THALES SA) | Long | Equity-common | FR | $3M | 17K | 0.11 |
| ORDINARY SHARES (SPOTIFY TECHNOLOGY SA) | Long | Equity-common | SE | $3M | 9K | 0.11 |
| ORDINARY SHARES (KDDI CORP) | Long | Equity-common | JP | $3M | 103K | 0.11 |
| ORDINARY SHARES (BANCO SANTANDER SA) | Long | Equity-common | ES | $3M | 583K | 0.10 |
| ORDINARY SHARES (BANCO BILBAO VIZCAYA ARGENTARIA SA) | Long | Equity-common | ES | $3M | 270K | 0.10 |
| ORDINARY SHARES (MITSUBISHI ELECTRIC CORP) | Long | Equity-common | JP | $3M | 168K | 0.10 |
| ORDINARY SHARES (IMPERIAL BRANDS PLC) | Long | Equity-common | GB | $3M | 104K | 0.10 |
| ORDINARY SHARES (EQUINOR ASA) | Long | Equity-common | NO | $3M | 93K | 0.10 |
| ORDINARY SHARES (BANK OF CHINA LTD) | Long | Equity-common | CN | $3M | 5M | 0.10 |
| ORDINARY SHARES (NORDEA BANK ABP) | Long | Equity-common | FI | $3M | 219K | 0.10 |
| ORDINARY SHARES (ARISTOCRAT LEISURE LTD) | Long | Equity-common | AU | $3M | 79K | 0.10 |
| ORDINARY SHARES (NESTLE SA) | Long | Equity-common | CH | $3M | 25K | 0.10 |
| ORDINARY SHARES (CIE DE SAINT-GOBAIN SA) | Long | Equity-common | FR | $2M | 32K | 0.10 |
| ORDINARY SHARES (NIPPON SANSO HOLDINGS CORP) | Long | Equity-common | JP | $2M | 81K | 0.09 |
| ORDINARY SHARES (PUBLICIS GROUPE SA) | Long | Equity-common | FR | $2M | 23K | 0.09 |
| ORDINARY SHARES (BANK OF IRELAND GROUP PLC) | Long | Equity-common | IE | $2M | 230K | 0.09 |
| ORDINARY SHARES (SK HYNIX INC) | Long | Equity-common | KR | $2M | 14K | 0.09 |
| ORDINARY SHARES (DISCO CORP) | Long | Equity-common | JP | $2M | 6K | 0.09 |
| ORDINARY SHARES (LULULEMON ATHLETICA INC) | Long | Equity-common | CA | $2M | 8K | 0.09 |
| ORDINARY SHARES (UNICREDIT SPA) | Long | Equity-common | IT | $2M | 62K | 0.09 |
| ORDINARY SHARES (UNILEVER PLC) | Long | Equity-common | GB | $2M | 42K | 0.09 |
| ORDINARY SHARES (SUBARU CORP) | Long | Equity-common | JP | $2M | 109K | 0.09 |
| ORDINARY SHARES (WOLTERS KLUWER NV) | Long | Equity-common | NL | $2M | 14K | 0.09 |
| ORDINARY SHARES (DBS GROUP HOLDINGS LTD) | Long | Equity-common | SG | $2M | 86K | 0.09 |
| ORDINARY SHARES (NOMURA HOLDINGS INC) | Long | Equity-common | JP | $2M | 386K | 0.09 |
| ORDINARY SHARES (E.ON SE) | Long | Equity-common | DE | $2M | 168K | 0.09 |
| ORDINARY SHARES (L'OREAL SA) | Long | Equity-common | FR | $2M | 5K | 0.09 |
| ORDINARY SHARES (HEIDELBERGCEMENT AG) | Long | Equity-common | DE | $2M | 21K | 0.08 |
| ORDINARY SHARES (FORTESCUE LTD) | Long | Equity-common | AU | $2M | 153K | 0.08 |
| ORDINARY SHARES (VOLVO AB) | Long | Equity-common | SE | $2M | 85K | 0.08 |
| ORDINARY SHARES (RIO TINTO PLC) | Long | Equity-common | GB | $2M | 33K | 0.08 |
| ORDINARY SHARES (OVERSEA-CHINESE BANKING CORP LTD) | Long | Equity-common | SG | $2M | 204K | 0.08 |
| ORDINARY SHARES (PETROCHINA CO LTD) | Long | Equity-common | CN | $2M | 2M | 0.08 |
| ORDINARY SHARES (ZURICH INSURANCE GROUP AG) | Long | Equity-common | CH | $2M | 4K | 0.08 |
| ORDINARY SHARES (DEUTSCHE BOERSE AG) | Long | Equity-common | DE | $2M | 10K | 0.08 |
| ORDINARY SHARES (ENEL SPA) | Long | Equity-common | IT | $2M | 300K | 0.08 |
| ORDINARY SHARES (PERSIMMON PLC) | Long | Equity-common | GB | $2M | 123K | 0.08 |
| ORDINARY SHARES (TATA CONSULTANCY SERVICES LTD) | Long | Equity-common | IN | $2M | 44K | 0.08 |
| ORDINARY SHARES (ASAHI GROUP HOLDINGS LTD) | Long | Equity-common | JP | $2M | 58K | 0.08 |
| ORDINARY SHARES (KONINKLIJKE AHOLD DELHAIZE NV) | Long | Equity-common | NL | $2M | 69K | 0.08 |
| ORDINARY SHARES (HITACHI LTD) | Long | Equity-common | JP | $2M | 90K | 0.08 |
| ORDINARY SHARES (PANDORA A/S) | Long | Equity-common | DK | $2M | 13K | 0.08 |
| ORDINARY SHARES (LONDON STOCK EXCHANGE GROUP PLC) | Long | Equity-common | GB | $2M | 17K | 0.08 |
| ORDINARY SHARES (AUTO TRADER GROUP PLC) | Long | Equity-common | GB | $2M | 200K | 0.08 |
| ORDINARY SHARES (KEYENCE CORP) | Long | Equity-common | JP | $2M | 4K | 0.08 |
| ORDINARY SHARES (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Equity-common | JP | $2M | 29K | 0.08 |
| ORDINARY SHARES (COCA-COLA EUROPACIFIC PARTNERS PLC) | Long | Equity-common | GB | $2M | 26K | 0.07 |
| ORDINARY SHARES (ARCELORMITTAL SA) | Long | Equity-common | LU | $2M | 83K | 0.07 |
| ORDINARY SHARES (JAPAN EXCHANGE GROUP INC) | Long | Equity-common | JP | $2M | 80K | 0.07 |
| ORDINARY SHARES (COCA-COLA HBC AG) | Long | Equity-common | IT | $2M | 55K | 0.07 |
| ORDINARY SHARES (ITOCHU CORP) | Long | Equity-common | JP | $2M | 38K | 0.07 |
| ORDINARY SHARES (QANTAS AIRWAYS LTD) | Long | Equity-common | AU | $2M | 467K | 0.07 |
| ORDINARY SHARES (INTERCONTINENTAL HOTELS GROUP) | Long | Equity-common | GB | $2M | 17K | 0.07 |
| ORDINARY SHARES (SANDOZ GROUP AG) | Long | Equity-common | CH | $2M | 49K | 0.07 |
| ORDINARY SHARES (STMICROELECTRONICS NV) | Long | Equity-common | CH | $2M | 44K | 0.07 |
| ORDINARY SHARES (ACCOR SA) | Long | Equity-common | FR | $2M | 40K | 0.06 |
| ORDINARY SHARES (KIA CORP) | Long | Equity-common | KR | $2M | 18K | 0.06 |
| ORDINARY SHARES (ALLIANZ SE) | Long | Equity-common | DE | $2M | 6K | 0.06 |
| ORDINARY SHARES (CHUGAI PHARMACEUTICAL CO LTD) | Long | Equity-common | JP | $2M | 45K | 0.06 |
| ORDINARY SHARES (FAST RETAILING CO LTD) | Long | Equity-common | JP | $2M | 6K | 0.06 |
| ORDINARY SHARES (AIRBUS SE) | Long | Equity-common | FR | $2M | 12K | 0.06 |
| ORDINARY SHARES (INDIAN HOTELS CO LTD/THE) | Long | Equity-common | IN | $2M | 212K | 0.06 |
| ORDINARY SHARES (SHENZHOU INTERNATIONAL GROUP HOLDINGS LTD) | Long | Equity-common | CN | $2M | 161K | 0.06 |
| ORDINARY SHARES (PHOENIX MILLS LTD/THE) | Long | Equity-common | IN | $2M | 36K | 0.06 |
| ORDINARY SHARES (ASSOCIATED BRITISH FOODS PLC) | Long | Equity-common | GB | $2M | 50K | 0.06 |
| ORDINARY SHARES (MEDIATEK INC) | Long | Equity-common | TW | $2M | 36K | 0.06 |
| ORDINARY SHARES (CENTRICA PLC) | Long | Equity-common | GB | $2M | 902K | 0.06 |
| ORDINARY SHARES (SONY GROUP CORP) | Long | Equity-common | JP | $2M | 18K | 0.06 |
| ORDINARY SHARES (ERSTE GROUP BANK AG) | Long | Equity-common | AT | $1M | 32K | 0.06 |
| ORDINARY SHARES (DEUTSCHE POST AG) | Long | Equity-common | DE | $1M | 37K | 0.06 |
| ORDINARY SHARES (ULTRATECH CEMENT LTD) | Long | Equity-common | IN | $1M | 11K | 0.06 |
| ORDINARY SHARES (ABU DHABI ISLAMIC BANK PJSC) | Long | Equity-common | AE | $1M | 452K | 0.06 |
| ORDINARY SHARES (PROSUS NV) | Long | Equity-common | NL | $1M | 40K | 0.05 |
| ORDINARY SHARES (INTERNATIONAL CONTAINER TERMINAL SERVICES INC) | Long | Equity-common | PH | $1M | 238K | 0.05 |
| ORDINARY SHARES (INTESA SANPAOLO SPA) | Long | Equity-common | IT | $1M | 380K | 0.05 |
| ORDINARY SHARES (HD HYUNDAI ELECTRIC CO LTD) | Long | Equity-common | KR | $1M | 6K | 0.05 |
| ORDINARY SHARES (MARUBENI CORP) | Long | Equity-common | JP | $1M | 72K | 0.05 |
| ORDINARY SHARES (KANSAI ELECTRIC POWER CO INC/THE) | Long | Equity-common | JP | $1M | 79K | 0.05 |
| ORDINARY SHARES (TELSTRA GROUP LTD) | Long | Equity-common | AU | $1M | 547K | 0.05 |
| ORDINARY SHARES (FRESENIUS SE AND CO KGAA) | Long | Equity-common | DE | $1M | 44K | 0.05 |
| ORDINARY SHARES (KEI INDUSTRIES LTD) | Long | Equity-common | IN | $1M | 25K | 0.05 |
| ORDINARY SHARES (PRADA SPA) | Long | Equity-common | IT | $1M | 174K | 0.05 |
| ORDINARY SHARES (NTPC LTD) | Long | Equity-common | IN | $1M | 288K | 0.05 |
| ORDINARY SHARES (SOFTBANK GROUP CORP) | Long | Equity-common | JP | $1M | 20K | 0.05 |
| ORDINARY SHARES (KLEPIERRE SA) | Long | Equity-common | FR | $1M | 48K | 0.05 |
| ORDINARY SHARES (STELLANTIS NV) | Long | Equity-common | NL | $1M | 65K | 0.05 |
| ORDINARY SHARES (FUJIFILM HOLDINGS CORP) | Long | Equity-common | JP | $1M | 53K | 0.05 |
| ORDINARY SHARES (NEXT PLC) | Long | Equity-common | GB | $1M | 11K | 0.05 |
| ORDINARY SHARES (BANK HAPOALIM BM) | Long | Equity-common | IL | $1M | 139K | 0.05 |
| ORDINARY SHARES (DANONE SA) | Long | Equity-common | FR | $1M | 20K | 0.05 |
| ORDINARY SHARES (NISSIN FOODS HOLDINGS CO LTD) | Long | Equity-common | JP | $1M | 48K | 0.05 |
| ORDINARY SHARES (ATLAS COPCO AB) | Long | Equity-common | SE | $1M | 64K | 0.05 |
| ORDINARY SHARES (TOKYO GAS CO., LTD) | Long | Equity-common | JP | $1M | 56K | 0.05 |
| ORDINARY SHARES (ZIJIN MINING GROUP CO LTD) | Long | Equity-common | CN | $1M | 570K | 0.05 |
| ORDINARY SHARES (AENA SME SA) | Long | Equity-common | ES | $1M | 6K | 0.05 |
| ORDINARY SHARES (GLENCORE PLC) | Long | Equity-common | CH | $1M | 207K | 0.05 |
| ORDINARY SHARES (ALINMA BANK) | Long | Equity-common | SA | $1M | 140K | 0.05 |
| ORDINARY SHARES (TOPPAN HOLDINGS INC) | Long | Equity-common | JP | $1M | 42K | 0.05 |
| ORDINARY SHARES (NKT A/S) | Long | Equity-common | DK | $1M | 13K | 0.04 |
| ORDINARY SHARES (BANCO DO BRASIL SA) | Long | Equity-common | BR | $1M | 242K | 0.04 |
| ORDINARY SHARES (GRUPO FINANCIERO BANORTE SAB DE CV) | Long | Equity-common | MX | $1M | 148K | 0.04 |
| ORDINARY SHARES (LARSEN AND TOUBRO LTD) | Long | Equity-common | IN | $1M | 27K | 0.04 |
| ORDINARY SHARES (MERCK KGAA) | Long | Equity-common | DE | $1M | 7K | 0.04 |
| ORDINARY SHARES (PRUDENTIAL PLC) | Long | Equity-common | HK | $1M | 123K | 0.04 |
| ORDINARY SHARES (CENOVUS ENERGY INC) | Long | Equity-common | CA | $1M | 55K | 0.04 |
| ORDINARY SHARES (REC LTD) | Long | Equity-common | IN | $1M | 170K | 0.04 |
| ORDINARY SHARES (APOLLO HOSPITALS ENTERPRISE LTD) | Long | Equity-common | IN | $1M | 14K | 0.04 |
| ORDINARY SHARES (ALIBABA GROUP HOLDING LTD) | Long | Equity-common | CN | $1M | 113K | 0.04 |
| ORDINARY SHARES (TIM SA/BRAZIL) | Long | Equity-common | BR | $1M | 357K | 0.04 |
| ORDINARY SHARES (TOYOTA MOTOR CORP) | Long | Equity-common | JP | $1M | 49K | 0.04 |
| ORDINARY SHARES (BANK CENTRAL ASIA TBK PT) | Long | Equity-common | ID | $1M | 2M | 0.04 |
| ORDINARY SHARES (BANK MANDIRI PERSERO PT) | Long | Equity-common | ID | $994K | 3M | 0.04 |
| ORDINARY SHARES (BYD CO LTD) | Long | Equity-common | CN | $965K | 33K | 0.04 |
| ORDINARY SHARES (SCHINDLER HOLDING AG) | Long | Equity-common | CH | $942K | 4K | 0.04 |
| ORDINARY SHARES (SINBON ELECTRONICS CO LTD) | Long | Equity-common | TW | $934K | 104K | 0.04 |
| ORDINARY SHARES (NOVATEK MICROELECTRONICS CORP) | Long | Equity-common | TW | $912K | 49K | 0.04 |
| ORDINARY SHARES (SHOPRITE HOLDINGS LTD) | Long | Equity-common | ZA | $905K | 58K | 0.04 |
| ORDINARY SHARES (MERCADOLIBRE INC) | Long | Equity-common | UY | $904K | 550 | 0.03 |
| ORDINARY SHARES (GOODMAN GROUP) | Long | Equity-common | AU | $904K | 39K | 0.03 |
| ORDINARY SHARES (NN GROUP NV) | Long | Equity-common | NL | $899K | 19K | 0.03 |
| ORDINARY SHARES (MIZRAHI TEFAHOT BANK LTD) | Long | Equity-common | IL | $885K | 26K | 0.03 |
| ORDINARY SHARES (DEMANT A/S) | Long | Equity-common | DK | $878K | 20K | 0.03 |
| ORDINARY SHARES (SUN PHARMACEUTICAL INDUSTRIES LTD) | Long | Equity-common | IN | $876K | 48K | 0.03 |
| ORDINARY SHARES (HDFC ASSET MANAGEMENT CO LTD) | Long | Equity-common | IN | $867K | 18K | 0.03 |
| ORDINARY SHARES (NU HOLDINGS LTD/CAYMAN ISLANDS) | Long | Equity-common | BR | $854K | 66K | 0.03 |
| ORDINARY SHARES (SHELL PLC) | Long | Equity-common | GB | $846K | 24K | 0.03 |
| ORDINARY SHARES (GEA GROUP AG) | Long | Equity-common | DE | $845K | 20K | 0.03 |
| ORDINARY SHARES (ACCENTURE PLC) | Long | Equity-common | IE | $837K | 3K | 0.03 |
| ORDINARY SHARES (TECHNIPFMC PLC) | Long | Equity-common | GB | $834K | 32K | 0.03 |
| ORDINARY SHARES (WILLIS TOWERS WATSON PLC) | Long | Equity-common | GB | $824K | 3K | 0.03 |
| ORDINARY SHARES (COPA HOLDINGS SA) | Long | Equity-common | PA | $809K | 8K | 0.03 |
| ORDINARY SHARES (ZOMATO LTD) | Long | Equity-common | IN | $788K | 329K | 0.03 |
| ORDINARY SHARES (ARKEMA SA) | Long | Equity-common | FR | $786K | 9K | 0.03 |
| ORDINARY SHARES (ALLEGION PLC) | Long | Equity-common | IE | $774K | 7K | 0.03 |
| ORDINARY SHARES (EVEREST GROUP LTD) | Long | Equity-common | BM | $774K | 2K | 0.03 |
| ORDINARY SHARES (GARMIN LTD) | Long | Equity-common | CH | $770K | 5K | 0.03 |
| ORDINARY SHARES (TOTAL S.A.) | Long | Equity-common | FR | $766K | 11K | 0.03 |
| ORDINARY SHARES (CHUBB LTD) | Long | Equity-common | CH | $750K | 3K | 0.03 |
| ORDINARY SHARES (NVENT ELECTRIC PLC) | Long | Equity-common | GB | $748K | 10K | 0.03 |
| ORDINARY SHARES (CHINA RESOURCES GAS GROUP LTD) | Long | Equity-common | HK | $744K | 212K | 0.03 |
| ORDINARY SHARES (AXIS CAPITAL HOLDINGS LTD) | Long | Equity-common | BM | $734K | 10K | 0.03 |
| ORDINARY SHARES (BAE SYSTEMS PLC) | Long | Equity-common | GB | $726K | 43K | 0.03 |
| ORDINARY SHARES (JARDINE MATHESON HOLDINGS LTD) | Long | Equity-common | HK | $725K | 21K | 0.03 |
| ORDINARY SHARES (QIAGEN NV) | Long | Equity-common | NL | $713K | 17K | 0.03 |
| ORDINARY SHARES (MERITZ FINANCIAL GROUP INC) | Long | Equity-common | KR | $713K | 12K | 0.03 |
| ORDINARY SHARES (ONO PHARMACEUTICAL CO LTD) | Long | Equity-common | JP | $700K | 51K | 0.03 |
| ORDINARY SHARES (KINGSPAN GROUP PLC) | Long | Equity-common | IE | $700K | 8K | 0.03 |
| ORDINARY SHARES (MAKEMYTRIP LTD) | Long | Equity-common | IN | $699K | 8K | 0.03 |
| ORDINARY SHARES (SHIONOGI AND CO., LTD) | Long | Equity-common | JP | $692K | 18K | 0.03 |
| ORDINARY SHARES (HANSOL CHEMICAL CO LTD) | Long | Equity-common | KR | $679K | 5K | 0.03 |
| ORDINARY SHARES (LVMH MOET HENNESSY LOUIS VUITTON SA) | Long | Equity-common | FR | $678K | 883 | 0.03 |
| ORDINARY SHARES (DINO POLSKA SA) | Long | Equity-common | PL | $664K | 7K | 0.03 |
| ORDINARY SHARES (SCORPIO TANKERS INC) | Long | Equity-common | MC | $661K | 8K | 0.03 |
| ORDINARY SHARES (LEGRAND SA) | Long | Equity-common | FR | $657K | 7K | 0.03 |
| ORDINARY SHARES (IPSEN SA) | Long | Equity-common | FR | $647K | 5K | 0.03 |
| ORDINARY SHARES (REPSOL SA) | Long | Equity-common | ES | $644K | 41K | 0.02 |
| ORDINARY SHARES (DCC PLC) | Long | Equity-common | IE | $641K | 9K | 0.02 |
| ORDINARY SHARES (SMITHS GROUP PLC) | Long | Equity-common | GB | $630K | 29K | 0.02 |
| ORDINARY SHARES (EXOR NV) | Long | Equity-common | NL | $627K | 6K | 0.02 |
| ORDINARY SHARES (ASIA VITAL COMPONENTS CO LTD) | Long | Equity-common | TW | $618K | 26K | 0.02 |
| ORDINARY SHARES (WH GROUP LTD) | Long | Equity-common | HK | $616K | 936K | 0.02 |
| ORDINARY SHARES (ROCKWOOL A/S) | Long | Equity-common | DK | $608K | 1K | 0.02 |
| ORDINARY SHARES (ENEOS HOLDINGS INC) | Long | Equity-common | JP | $599K | 116K | 0.02 |
| ORDINARY SHARES (SQUARE ENIX HOLDINGS CO LTD) | Long | Equity-common | JP | $598K | 20K | 0.02 |
| ORDINARY SHARES (HENKEL AG AND CO KGAA) | Long | Equity-common | DE | $589K | 7K | 0.02 |
| ORDINARY SHARES (AURIZON HOLDINGS LTD) | Long | Equity-common | AU | $588K | 242K | 0.02 |
| ORDINARY SHARES (AIB GROUP PLC) | Long | Equity-common | IE | $574K | 109K | 0.02 |
| ORDINARY SHARES (ELITE MATERIAL CO LTD) | Long | Equity-common | TW | $566K | 39K | 0.02 |
| ORDINARY SHARES (DASSAULT AVIATION SA) | Long | Equity-common | FR | $562K | 3K | 0.02 |
| ORDINARY SHARES (TEEKAY TANKERS LTD) | Long | Equity-common | CA | $550K | 8K | 0.02 |
| ORDINARY SHARES (NATIONAL AUSTRALIA BANK LTD) | Long | Equity-common | AU | $545K | 23K | 0.02 |
| ORDINARY SHARES (MAHINDRA AND MAHINDRA LTD) | Long | Equity-common | IN | $545K | 16K | 0.02 |
| ORDINARY SHARES (SUMBER ALFARIA TRIJAYA TBK PT) | Long | Equity-common | ID | $527K | 3M | 0.02 |
| ORDINARY SHARES (CONSTELLIUM SE) | Long | Equity-common | FR | $525K | 28K | 0.02 |
| ORDINARY SHARES (M3 INC) | Long | Equity-common | JP | $519K | 54K | 0.02 |
| ORDINARY SHARES (CHECK POINT SOFTWARE TECHNOLOGIES LTD) | Long | Equity-common | IL | $512K | 3K | 0.02 |
| ORDINARY SHARES (ENI SPA) | Long | Equity-common | IT | $509K | 33K | 0.02 |
| ORDINARY SHARES (INPEX CORP) | Long | Equity-common | JP | $507K | 34K | 0.02 |
| ORDINARY SHARES (DAIMLER TRUCK HOLDING AG) | Long | Equity-common | DE | $502K | 13K | 0.02 |
| ORDINARY SHARES (TIS INC) | Long | Equity-common | JP | $499K | 26K | 0.02 |
| ORDINARY SHARES (LA FRANCAISE DES JEUX SAEM) | Long | Equity-common | FR | $496K | 15K | 0.02 |
| ORDINARY SHARES (RATIONAL AG) | Long | Equity-common | DE | $495K | 594 | 0.02 |
| ORDINARY SHARES (VAT GROUP AG) | Long | Equity-common | CH | $491K | 872 | 0.02 |
| ORDINARY SHARES (RWE AG) | Long | Equity-common | DE | $488K | 14K | 0.02 |
| ORDINARY SHARES (STONECO LTD) | Long | Equity-common | BR | $485K | 40K | 0.02 |
| ORDINARY SHARES (JUMBO SA) | Long | Equity-common | GR | $475K | 17K | 0.02 |
| ORDINARY SHARES (ALSEA SAB DE CV) | Long | Equity-common | MX | $474K | 136K | 0.02 |
| ORDINARY SHARES (ROCHE HOLDING AG) | Long | Equity-common | CH | $466K | 2K | 0.02 |
| ORDINARY SHARES (BENEFIT SYSTEMS SA) | Long | Equity-common | PL | $465K | 646 | 0.02 |
| ORDINARY SHARES (LIVANOVA PLC) | Long | Equity-common | GB | $455K | 8K | 0.02 |
| ORDINARY SHARES (DEXERIALS CORP) | Long | Equity-common | JP | $453K | 10K | 0.02 |
| ORDINARY SHARES (SEKISUI CHEMICAL CO LTD) | Long | Equity-common | JP | $447K | 32K | 0.02 |
| ORDINARY SHARES (OSAKA GAS CO LTD) | Long | Equity-common | JP | $439K | 20K | 0.02 |
| ORDINARY SHARES (SONIC HEALTHCARE LTD) | Long | Equity-common | AU | $416K | 24K | 0.02 |
| ORDINARY SHARES (QBE INSURANCE GROUP LTD) | Long | Equity-common | AU | $404K | 35K | 0.02 |
| ORDINARY SHARES (KALYAN JEWELLERS INDIA LTD) | Long | Equity-common | IN | $402K | 67K | 0.02 |
| ORDINARY SHARES (CIMPRESS PLC) | Long | Equity-common | IE | $392K | 4K | 0.02 |
| ORDINARY SHARES (CARLSBERG AS) | Long | Equity-common | DK | $390K | 3K | 0.02 |
| ORDINARY SHARES (TAYLOR WIMPEY PLC) | Long | Equity-common | GB | $384K | 215K | 0.01 |
| ORDINARY SHARES (SAP SE) | Long | Equity-common | DE | $370K | 2K | 0.01 |
| ORDINARY SHARES (TALANX AG) | Long | Equity-common | DE | $369K | 5K | 0.01 |
| ORDINARY SHARES (EURAZEO SE) | Long | Equity-common | FR | $311K | 4K | 0.01 |
| ORDINARY SHARES (DOLE PLC) | Long | Equity-common | IE | $298K | 24K | 0.01 |
| ORDINARY SHARES (BHP GROUP LTD) | Long | Equity-common | AU | $275K | 10K | 0.01 |
| ORDINARY SHARES (NEXON CO LTD) | Long | Equity-common | JP | $269K | 15K | 0.01 |
| ORDINARY SHARES (RECKITT BENCKISER GROUP PLC) | Long | Equity-common | GB | $268K | 5K | 0.01 |
| ORDINARY SHARES (NORTHERN STAR RESOURCES LTD) | Long | Equity-common | AU | $268K | 31K | 0.01 |
| ORDINARY SHARES (TEEKAY CORP) | Long | Equity-common | BM | $260K | 29K | 0.01 |
| ORDINARY SHARES (OLYMPUS CORP) | Long | Equity-common | JP | $256K | 16K | 0.01 |
| ORDINARY SHARES (BANK OF NT BUTTERFIELD AND SON LTD/THE) | Long | Equity-common | BM | $253K | 7K | 0.01 |
| ORDINARY SHARES (HOSHIZAKI CORP) | Long | Equity-common | JP | $248K | 8K | 0.01 |
| ORDINARY SHARES (COMMONWEALTH BANK OF AUSTRALIA) | Long | Equity-common | AU | $217K | 3K | 0.01 |
| ORDINARY SHARES (AERCAP HOLDINGS NV) | Long | Equity-common | IE | $205K | 2K | 0.01 |
| ORDINARY SHARES (HAMILTON INSURANCE GROUP LTD) | Long | Equity-common | BM | $197K | 12K | 0.01 |
| ORDINARY SHARES (PANASONIC HOLDINGS CORP) | Long | Equity-common | JP | $191K | 23K | 0.01 |
| ORDINARY SHARES (KAWASAKI KISEN KAISHA LTD) | Long | Equity-common | JP | $187K | 13K | 0.01 |
| ORDINARY SHARES (DAIICHI SANKYO CO LTD) | Long | Equity-common | JP | $182K | 5K | 0.01 |
| ORDINARY SHARES (YARA INTERNATIONAL ASA) | Long | Equity-common | NO | $171K | 6K | 0.01 |
| ORDINARY SHARES (GOLAR LNG LTD) | Long | Equity-common | BM | $163K | 5K | 0.01 |
| ORDINARY SHARES (ORION SA) | Long | Equity-common | US | $156K | 7K | 0.01 |
| ORDINARY SHARES (DANSKE BANK A/S) | Long | Equity-common | DK | $153K | 5K | 0.01 |
| ORDINARY SHARES (JERONIMO MARTINS SGPS SA) | Long | Equity-common | PT | $138K | 7K | 0.01 |
| ORDINARY SHARES (SEMBCORP INDUSTRIES LTD) | Long | Equity-common | SG | $138K | 39K | 0.01 |
| ORDINARY SHARES (CLP HOLDINGS LTD) | Long | Equity-common | HK | $137K | 17K | 0.01 |
| ORDINARY SHARES (COSTAMARE INC) | Long | Equity-common | MC | $134K | 8K | 0.01 |
| ORDINARY SHARES (FIDELIS INSURANCE HOLDINGS LTD) | Long | Equity-common | BM | $129K | 8K | 0.00 |
| ORDINARY SHARES (EUROFINS SCIENTIFIC SE) | Long | Equity-common | LU | $125K | 3K | 0.00 |
| ORDINARY SHARES (ENSTAR GROUP LTD) | Long | Equity-common | BM | $112K | 367 | 0.00 |
| ORDINARY SHARES (PAGSEGURO DIGITAL LTD) | Long | Equity-common | BR | $101K | 9K | 0.00 |
| ORDINARY SHARES (JAMES RIVER GROUP HOLDINGS LTD) | Long | Equity-common | BM | $95K | 12K | 0.00 |
| PERPETUAL BONDS (ENERGY TRANSFER LP) | Long | Debt | US | $1M | – | 0.05 |
| PERPETUAL BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $555K | – | 0.02 |
| PERPETUAL BONDS (DP WORLD SALAAM) | Long | Debt | KY | $427K | – | 0.02 |
| PERPETUAL BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $296K | – | 0.01 |
| PERPETUAL BONDS (NRG ENERGY INC) | Long | Debt | US | $290K | – | 0.01 |
| PERPETUAL BONDS (CITIGROUP INC) | Long | Debt | US | $263K | – | 0.01 |
| PERPETUAL BONDS (ELECTRICITE DE FRANCE SA) | Long | Debt | FR | $218K | – | 0.01 |
| PERPETUAL BONDS (CEMEX SAB DE CV) | Long | Debt | MX | $214K | – | 0.01 |
| PERPETUAL BONDS (UBS GROUP AG) | Long | Debt | CH | $204K | – | 0.01 |
| PERPETUAL BONDS (AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD/UNITED KINGDOM) | Long | Debt | GB | $201K | – | 0.01 |
| PERPETUAL BONDS (VISTRA CORP) | Long | Debt | US | $183K | – | 0.01 |
| PERPETUAL BONDS (VISTRA CORP) | Long | Debt | US | $136K | – | 0.01 |
| PERPETUAL BONDS (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $61K | – | 0.00 |
| PERPETUAL BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $42K | – | 0.00 |
| PREFERRED (SAMSUNG ELECTRONICS CO LTD) | Long | Equity-preferred | KR | $4M | 95K | 0.17 |
| RIGHTS (ASTRAZENECA PLC) | Long | Equity-common | GB | $11K | 4K | 0.00 |
| RIGHTS (ASTRAZENECA PLC) | Long | Equity-common | GB | $2K | 6K | 0.00 |
| SHORT TERM INV FUND (PUTNAM SHORT TERM INVESTMENT FUND) | Long | Short-term investment vehicle | US | $156M | 156M | 6.04 |
| SHORT TERM INV FUND (State Street Institutional U.S. Government Money Market Fund, Premier Class) | Long | Short-term investment vehicle | US | $2M | 2M | 0.07 |
| Total Return Swap (GOLDMAN SACHS INTERNATIONAL) | Derivative-equity | US | $107M | – | 4.13 | |
| Total Return Swap (GOLDMAN SACHS INTERNATIONAL) | Derivative-equity | US | $94M | – | 3.64 | |
| Total Return Swap (BARCLAYS BANK PLC) | Derivative-equity | US | $83M | – | 3.22 | |
| Total Return Swap (BARCLAYS BANK PLC) | Derivative-equity | US | $82M | – | 3.19 | |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $2M | – | 0.09 |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $2M | – | 0.06 |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $1M | – | 0.05 |
| U.S. T. NOTE (UNITED STATES OF AMERICA) | Long | Debt | US | $143K | – | 0.01 |
| U.S. T. NOTE (UNITED STATES OF AMERICA) | Long | Debt | US | $85K | – | 0.00 |
| VAR.RT. CORP. BONDS (WELLS FARGO AND CO) | Long | Debt | US | $2M | – | 0.06 |
| VAR.RT. CORP. BONDS (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $1M | – | 0.06 |
| VAR.RT. CORP. BONDS (CITIGROUP INC) | Long | Debt | US | $1M | – | 0.05 |
| VAR.RT. CORP. BONDS (MORGAN STANLEY) | Long | Debt | US | $1M | – | 0.05 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $1M | – | 0.05 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $978K | – | 0.04 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $753K | – | 0.03 |
| VAR.RT. CORP. BONDS (CAPITAL ONE FINANCIAL CORP) | Long | Debt | US | $723K | – | 0.03 |
| VAR.RT. CORP. BONDS (PNC FINANCIAL SERVICES GROUP INC/THE) | Long | Debt | US | $671K | – | 0.03 |
| VAR.RT. CORP. BONDS (BANCO SANTANDER SA) | Long | Debt | ES | $667K | – | 0.03 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $613K | – | 0.02 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $580K | – | 0.02 |
| VAR.RT. CORP. BONDS (UBS GROUP AG) | Long | Debt | CH | $565K | – | 0.02 |
| VAR.RT. CORP. BONDS (BPCE SA) | Long | Debt | FR | $535K | – | 0.02 |
| VAR.RT. CORP. BONDS (US BANCORP) | Long | Debt | US | $496K | – | 0.02 |
| VAR.RT. CORP. BONDS (MORGAN STANLEY) | Long | Debt | US | $473K | – | 0.02 |
| VAR.RT. CORP. BONDS (TORONTO-DOMINION BANK/THE) | Long | Debt | CA | $414K | – | 0.02 |
| VAR.RT. CORP. BONDS (UBS GROUP AG) | Long | Debt | CH | $384K | – | 0.01 |
| VAR.RT. CORP. BONDS (CITIGROUP INC) | Long | Debt | US | $312K | – | 0.01 |
| VAR.RT. CORP. BONDS (TRUIST FINANCIAL CORP) | Long | Debt | US | $305K | – | 0.01 |
| VAR.RT. CORP. BONDS (UBS GROUP AG) | Long | Debt | CH | $287K | – | 0.01 |
| VAR.RT. CORP. BONDS (HUNTINGTON BANCSHARES INC/OH) | Long | Debt | US | $274K | – | 0.01 |
| VAR.RT. CORP. BONDS (UBS GROUP AG) | Long | Debt | CH | $269K | – | 0.01 |
| VAR.RT. CORP. BONDS (NATWEST GROUP PLC) | Long | Debt | GB | $266K | – | 0.01 |
| VAR.RT. CORP. BONDS (AMERICAN EXPRESS CO) | Long | Debt | US | $264K | – | 0.01 |
| VAR.RT. CORP. BONDS (TRUIST BANK) | Long | Debt | US | $245K | – | 0.01 |
| VAR.RT. CORP. BONDS (ING GROEP NV) | Long | Debt | NL | $243K | – | 0.01 |
| VAR.RT. CORP. BONDS (WELLS FARGO AND CO) | Long | Debt | US | $237K | – | 0.01 |
| VAR.RT. CORP. BONDS (TRUIST FINANCIAL CORP) | Long | Debt | US | $234K | – | 0.01 |
| VAR.RT. CORP. BONDS (WELLS FARGO AND CO) | Long | Debt | US | $216K | – | 0.01 |
| VAR.RT. CORP. BONDS (CAIXABANK SA) | Long | Debt | ES | $199K | – | 0.01 |
| VAR.RT. CORP. BONDS (BANCO SANTANDER SA) | Long | Debt | ES | $183K | – | 0.01 |
| VAR.RT. CORP. BONDS (DEUTSCHE BANK AG/NEW YORK NY) | Long | Debt | US | $179K | – | 0.01 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $164K | – | 0.01 |
| VAR.RT. CORP. BONDS (BNP PARIBAS SA) | Long | Debt | FR | $163K | – | 0.01 |
| VAR.RT. CORP. BONDS (MORGAN STANLEY) | Long | Debt | US | $117K | – | 0.00 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $107K | – | 0.00 |
| VAR.RT. CORP. BONDS (CITIGROUP INC) | Long | Debt | US | $15K | – | 0.00 |
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.