TROWEPRICE > T. ROWE PRICE SPECTRUM FUNDS II, INC.
T. Rowe Price Spectrum Conservative Allocation Fund
$2.01B
Avg Monthly Net Assets
$1.91B
Total Assets
$17.82M
Total Liabilities
$1.89B
Net Assets
T. Rowe Price Spectrum Conservative Allocation Fund is a Mutual Fund in T. ROWE PRICE SPECTRUM FUNDS II, INC.
from TROWEPRICE,
based in Maryland,
United States of America.
The fund has two share classes
and monthly net assets of $2.01B.
On July 26th, 2024 it reported 1,817 holdings, the largest
being (6.4%), T Rowe Price Multi-Strategy Total Return Fund (5.8%) and T Rowe Price Dynamic Global Bond Fund (5.7%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| T. Rowe Price Spectrum Conservative Allocation Fund | C000005534 | PRSIX | |
| T. Rowe Price Spectrum Conservative Allocation Fund - I Class | C000169940 | PPIPX |
Holdings
From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 10X GENOMICS INC | Long | Equity-common | US | $149K | 7K | 0.01 |
| 1661 INC D/B/A GOAT SER F CVT PFD STOCK | Long | Equity-preferred | US | $15K | 15K | 0.00 |
| 522 FUNDING CLO 2019-5 LTD | Long | ABS-collateralized bond/debt obligation | KY | $440K | – | 0.02 |
| AAON INC | Long | Equity-common | US | $325K | 4K | 0.02 |
| ABB LTD | Long | Equity-common | CH | $2M | 39K | 0.11 |
| ABBVIE INC | Long | Equity-common | US | $1M | 9K | 0.07 |
| ABBVIE INC | Long | Debt | US | $578K | – | 0.03 |
| ABBVIE INC | Long | Debt | US | $495K | – | 0.03 |
| ABBVIE INC | Long | Debt | US | $225K | – | 0.01 |
| ABL SPACE SYSTEMS SER B CVT PFD STOCK PP | Long | Equity-preferred | US | $37K | 1K | 0.00 |
| ACCENTURE PLC | Long | Equity-common | IE | $972K | 3K | 0.05 |
| ADOBE INC | Long | Equity-common | US | $1M | 3K | 0.06 |
| ADVANCED MICRO DEVICES INC | Long | Equity-common | US | $968K | 6K | 0.05 |
| ADYEN NV | Long | Equity-common | NL | $648K | 500 | 0.03 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST | Long | Debt | IE | $580K | – | 0.03 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST | Long | Debt | IE | $191K | – | 0.01 |
| AGCO CORP | Long | Debt | US | $95K | – | 0.01 |
| AGILENT TECHNOLOGIES INC | Long | Equity-common | US | $1M | 9K | 0.06 |
| AGILYSYS INC | Long | Equity-common | US | $169K | 2K | 0.01 |
| AIA GROUP LTD | Long | Equity-common | HK | $1M | 133K | 0.05 |
| AIR LIQUIDE SA | Long | Equity-common | FR | $1M | 7K | 0.08 |
| AKZO NOBEL NV | Long | Equity-common | NL | $731K | 10K | 0.04 |
| ALCON INC | Long | Equity-common | CH | $725K | 8K | 0.04 |
| ALEXANDRIA REAL ESTATE EQUITIES INC | Long | Debt | US | $62K | – | 0.00 |
| ALIBABA GROUP HOLDING LTD | Long | Equity-common | KY | $254K | 3K | 0.01 |
| ALIGN TECHNOLOGY INC | Long | Equity-common | US | $63K | 244 | 0.00 |
| ALIGNMENT HEALTHCARE INC | Long | Equity-common | US | $145K | 18K | 0.01 |
| ALLEGRO MICROSYSTEMS INC | Long | Equity-common | US | $183K | 6K | 0.01 |
| ALLSTATE CORP/THE | Long | Equity-common | US | $3M | 16K | 0.14 |
| ALPHABET INC | Long | Equity-common | US | $15M | 88K | 0.81 |
| ALPHABET INC | Long | Equity-common | US | $2M | 13K | 0.12 |
| ALTAIR ENGINEERING INC | Long | Equity-common | US | $294K | 3K | 0.02 |
| AMADEUS IT GROUP SA | Long | Equity-common | ES | $1M | 15K | 0.06 |
| AMAZON.COM INC | Long | Equity-common | US | $18M | 101K | 0.94 |
| Amcor PLC | Long | Equity-common | JE | $272K | 27K | 0.01 |
| AMEREN CORP | Long | Equity-common | US | $1M | 14K | 0.06 |
| AMERICAN ELECTRIC POWER CO INC | Long | Debt | US | $298K | – | 0.02 |
| AMERICAN EXPRESS CO | Long | Equity-common | US | $3M | 14K | 0.18 |
| AMERICAN TOWER CORP | Long | Debt | US | $450K | – | 0.02 |
| AMERICAN TOWER CORP | Long | Debt | US | $154K | – | 0.01 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-3 | Long | ABS-other | US | $431K | – | 0.02 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-1 | Long | ABS-other | US | $240K | – | 0.01 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 | Long | ABS-other | US | $413K | – | 0.02 |
| AMETEK INC | Long | Equity-common | US | $3M | 16K | 0.14 |
| AMPHENOL CORP | Long | Equity-common | US | $3M | 22K | 0.15 |
| AMPLITUDE INC | Long | Equity-common | US | $208K | 23K | 0.01 |
| AMUR EQUIPMENT FINANCE RECEIVABLES X LLC | Long | ABS-other | US | $239K | – | 0.01 |
| AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC | Long | ABS-other | US | $369K | – | 0.02 |
| ANALOG DEVICES INC | Long | Equity-common | US | $3M | 14K | 0.17 |
| ANGEL OAK MORTGAGE TRUST 2022-1 | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC | Long | Debt | US | $599K | – | 0.03 |
| ANT GRP BALC OWED 2023 BUYB PP (Ant Group Co Ltd) | Long | Equity-preferred | US | $176K | 174K | 0.01 |
| ANTERO RESOURCES CORP | Long | Equity-common | US | $338K | 9K | 0.02 |
| ANTOFAGASTA PLC | Long | Equity-common | GB | $1M | 44K | 0.07 |
| ANZ GROUP HOLDINGS LTD | Long | Equity-common | AU | $682K | 36K | 0.04 |
| AON CORP | Long | Debt | US | $126K | – | 0.01 |
| APELLIS PHARMACEUTICALS INC | Long | Equity-common | US | $91K | 2K | 0.00 |
| API GROUP CORP | Long | Equity-common | US | $189K | 5K | 0.01 |
| APPFOLIO INC | Long | Equity-common | US | $198K | 866 | 0.01 |
| APPLE INC | Long | Equity-common | US | $19M | 98K | 1.00 |
| APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC (Applebee s Funding LLC / IHOP Funding LLC) | Long | ABS-other | US | $222K | – | 0.01 |
| APPLIED MATERIALS INC | Long | Equity-common | US | $3M | 13K | 0.15 |
| ARCELLX INC | Long | Equity-common | US | $134K | 3K | 0.01 |
| ARCOSA INC | Long | Equity-common | US | $222K | 3K | 0.01 |
| ARGENX SE | Long | Equity-common | NL | $1M | 3K | 0.05 |
| ARROWHEAD PHARMACEUTICALS INC | Long | Equity-common | US | $129K | 6K | 0.01 |
| ASAHI KASEI CORP | Long | Equity-common | JP | $482K | 74K | 0.03 |
| ASCENDIS PHARMA A/S | Long | Equity-common | DK | $65K | 479 | 0.00 |
| ASGN INC | Long | Equity-common | US | $115K | 1K | 0.01 |
| ASHTEAD GROUP PLC | Long | Equity-common | GB | $698K | 10K | 0.04 |
| ASML HOLDING NV | Long | Equity-common | NL | $4M | 4K | 0.19 |
| ASML HOLDING NV | Long | Equity-common | NL | $2M | 2K | 0.10 |
| ASSURANT INC | Long | Equity-common | US | $441K | 3K | 0.02 |
| ASTELLAS PHARMA INC | Long | Equity-common | JP | $1M | 107K | 0.06 |
| ASTERA LABS INC | Long | Equity-common | US | $29K | 442 | 0.00 |
| ASTRAZENECA FINANCE LLC | Long | Debt | US | $573K | – | 0.03 |
| ASTRAZENECA PLC | Long | Equity-common | GB | $6M | 72K | 0.30 |
| AT&T INC | Long | Debt | US | $188K | – | 0.01 |
| ATHENE GLOBAL FUNDING | Long | Debt | US | $583K | – | 0.03 |
| ATLASSIAN CORP | Long | Equity-common | US | $309K | 2K | 0.02 |
| ATLASSIAN CORP | Long | Debt | US | $115K | – | 0.01 |
| AURORA INNOVATION INC | Long | Equity-common | US | $91K | 38K | 0.00 |
| AUSTIN FAIRMONT HOTEL TRUST 2019-FAIR | Long | ABS-mortgage backed security | US | $234K | – | 0.01 |
| AUTOLIV INC | Long | Equity-common | US | $1M | 9K | 0.06 |
| AUTOSTRADE PER L'ITALIA SPA (Autostrade per l Italia SpA) | Long | Debt | IT | $421K | – | 0.02 |
| AUTOZONE INC | Long | Equity-common | US | $906K | 327 | 0.05 |
| AXA SA | Long | Equity-common | FR | $3M | 70K | 0.13 |
| AXIS CAPITAL HOLDINGS LTD | Long | Equity-common | BM | $208K | 3K | 0.01 |
| AZENTA INC | Long | Equity-common | US | $48K | 955 | 0.00 |
| AZZ INC | Long | Equity-common | US | $570K | 7K | 0.03 |
| BAE SYSTEMS PLC | Long | Debt | GB | $246K | – | 0.01 |
| BALTIMORE GAS AND ELECTRIC CO | Long | Debt | US | $192K | – | 0.01 |
| BANC OF CALIFORNIA INC | Long | Equity-common | US | $130K | 9K | 0.01 |
| BANCO BILBAO VIZCAYA ARGENTARIA SA | Long | Debt | ES | $601K | – | 0.03 |
| BANK OF AMERICA CORP | Long | Equity-common | US | $3M | 84K | 0.18 |
| BANK OF AMERICA CORP | Long | Debt | US | $2M | – | 0.10 |
| BANK OF AMERICA CORP | Long | Debt | US | $624K | – | 0.03 |
| BANK OF NEW YORK MELLON CORP/THE | Long | Debt | US | $495K | – | 0.03 |
| BANK OF NEW YORK MELLON CORP/THE | Long | Debt | US | $343K | – | 0.02 |
| BANKUNITED INC | Long | Equity-common | US | $62K | 2K | 0.00 |
| BARCLAYS BANK PLC SNR OPCO CDS 06/20/2024 (JP MORGAN CHASE BANK) | Derivative-credit | US | $299.56 | – | 0.00 | |
| BARCLAYS PLC | Long | Debt | GB | $683K | – | 0.04 |
| BARCLAYS PLC | Long | Debt | GB | $325K | – | 0.02 |
| BARCLAYS PLC | Long | Debt | GB | $271K | – | 0.01 |
| BARCLAYS PLC | Long | Debt | GB | $224K | – | 0.01 |
| BARRY CALLEBAUT AG | Long | Equity-common | CH | $594K | 342 | 0.03 |
| BASF SE | Long | Equity-common | DE | $716K | 14K | 0.04 |
| BAT CAPITAL CORP | Long | Debt | US | $528K | – | 0.03 |
| BAT CAPITAL CORP | Long | Debt | US | $228K | – | 0.01 |
| BAT CAPITAL CORP | Long | Debt | US | $218K | – | 0.01 |
| BAT CAPITAL CORP | Long | Debt | US | $125K | – | 0.01 |
| BAT CAPITAL CORP | Long | Debt | US | $83K | – | 0.00 |
| BAYER AG | Long | Equity-common | DE | $584K | 19K | 0.03 |
| BAYER US FINANCE II LLC | Long | Debt | US | $205K | – | 0.01 |
| BAYER US FINANCE LLC | Long | Debt | US | $434K | – | 0.02 |
| BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV4 | Long | ABS-mortgage backed security | US | $371K | – | 0.02 |
| BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC | Long | ABS-other | US | $243K | – | 0.01 |
| BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC | Long | ABS-other | US | $233K | – | 0.01 |
| BBCMS 2019-BWAY MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| BEACON ROOFING SUPPLY INC | Long | Equity-common | US | $405K | 4K | 0.02 |
| BECTON DICKINSON & CO | Long | Debt | US | $219K | – | 0.01 |
| BEIJING ENTERPRISES HOLDINGS LTD | Long | Equity-common | HK | $257K | 73K | 0.01 |
| BELLRING BRANDS INC | Long | Equity-common | US | $537K | 9K | 0.03 |
| BERKSHIRE HATHAWAY INC | Long | Equity-common | US | $5M | 13K | 0.29 |
| BFLD 2019-DPLO | Long | ABS-mortgage backed security | US | $750K | – | 0.04 |
| BHP GROUP LTD | Long | Equity-common | AU | $961K | 32K | 0.05 |
| BHP GROUP LTD | Long | Equity-common | AU | $661K | 22K | 0.04 |
| BILL HOLDINGS INC | Long | Equity-common | US | $168K | 3K | 0.01 |
| BIMBO BAKERIES USA INC | Long | Debt | US | $211K | – | 0.01 |
| BIMBO BAKERIES USA INC | Long | Debt | US | $193K | – | 0.01 |
| BINOM SECURITIZATION TRUST 2021-INV1 | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| BJ'S RESTAURANTS INC (BJ s Restaurants Inc) | Long | Equity-common | US | $199K | 6K | 0.01 |
| BLACK DIAMOND THERAPEUTICS INC | Long | Equity-common | US | $65K | 14K | 0.00 |
| BLACKSTONE PARTNERS OFFSHORE FD-E1 | Long | Equity-common | US | $120M | 49K | 6.37 |
| BLUE FOUNDRY BANCORP | Long | Equity-common | US | $39K | 4K | 0.00 |
| BLUEPRINT MEDICINES CORP | Long | Equity-common | US | $207K | 2K | 0.01 |
| BNP PARIBAS SA | Long | Equity-common | FR | $998K | 14K | 0.05 |
| BNP PARIBAS SA | Long | Debt | FR | $521K | – | 0.03 |
| BOARDWALK PIPELINES LP | Long | Debt | US | $287K | – | 0.02 |
| BOEING CO/THE | Long | Equity-common | US | $728K | 4K | 0.04 |
| BOEING CO/THE | Long | Debt | US | $586K | – | 0.03 |
| BOEING CO/THE | Long | Debt | US | $456K | – | 0.02 |
| BOEING CO/THE | Long | Debt | US | $197K | – | 0.01 |
| BOEING CO/THE | Long | Debt | US | $152K | – | 0.01 |
| BOEING CO/THE | Long | Debt | US | $82K | – | 0.00 |
| BOEING CO/THE | Long | Debt | US | $76K | – | 0.00 |
| BOOKING HOLDINGS INC | Long | Equity-common | US | $3M | 872 | 0.17 |
| BOOZ ALLEN HAMILTON HOLDING CORP | Long | Equity-common | US | $1M | 9K | 0.07 |
| BOOZ ALLEN HAMILTON INC | Long | Debt | US | $185K | – | 0.01 |
| BOSTON BEER CO INC/THE | Long | Equity-common | US | $315K | 1K | 0.02 |
| BOSTON GAS CO | Long | Debt | US | $143K | – | 0.01 |
| BOWHEAD SPECIALTY HOLDINGS INC | Long | Equity-common | US | $29K | 1K | 0.00 |
| BRAZE INC | Long | Equity-common | US | $235K | 6K | 0.01 |
| BRIDGEBIO PHARMA INC | Long | Equity-common | US | $103K | 4K | 0.01 |
| BRIDGEPOINT GROUP PLC | Long | Equity-common | GB | $358K | 123K | 0.02 |
| BRIGHT HORIZONS FAMILY SOLUTIONS INC | Long | Equity-common | US | $377K | 4K | 0.02 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $302K | – | 0.02 |
| BRISTOL-MYERS SQUIBB CO | Long | Equity-common | US | $240K | 6K | 0.01 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $240K | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $182K | – | 0.01 |
| BRIXMOR OPERATING PARTNERSHIP LP | Long | Debt | US | $987K | – | 0.05 |
| BRIXMOR OPERATING PARTNERSHIP LP | Long | Debt | US | $176K | – | 0.01 |
| BROADCOM INC | Long | Equity-common | US | $3M | 2K | 0.13 |
| BROADCOM INC | Long | Debt | US | $359K | – | 0.02 |
| BROADCOM INC | Long | Debt | US | $243K | – | 0.01 |
| BROADRIDGE FINANCIAL SOLUTIONS INC | Long | Equity-common | US | $1M | 6K | 0.06 |
| BROOKFIELD CORP | Long | Equity-common | CA | $978K | 22K | 0.05 |
| BRUKER CORP | Long | Equity-common | US | $363K | 6K | 0.02 |
| BT GROUP PLC | Long | Equity-common | GB | $877K | 524K | 0.05 |
| BUNZL PLC | Long | Equity-common | GB | $849K | 23K | 0.04 |
| BURLINGTON STORES INC | Long | Equity-common | US | $249K | 1K | 0.01 |
| BX COMMERCIAL MORTGAGE TRUST 2024-MDHS | Long | ABS-mortgage backed security | US | $946K | – | 0.05 |
| BX TRUST 2021-ARIA | Long | ABS-mortgage backed security | US | $405K | – | 0.02 |
| CABALETTA BIO INC | Long | Equity-common | US | $41K | 4K | 0.00 |
| CACTUS INC | Long | Equity-common | US | $205K | 4K | 0.01 |
| CADENCE BANK | Long | Equity-common | US | $254K | 9K | 0.01 |
| CADRE HOLDINGS INC | Long | Equity-common | US | $89K | 3K | 0.00 |
| CAIXABANK SA | Long | Debt | ES | $512K | – | 0.03 |
| CAIXABANK SA | Long | Debt | ES | $454K | – | 0.02 |
| CAIXABANK SA | Long | Debt | ES | $407K | – | 0.02 |
| CAIXABANK SA | Long | Debt | ES | $249K | – | 0.01 |
| CALERES INC | Long | Equity-common | US | $182K | 5K | 0.01 |
| CALIFORNIA WATER SERVICE GROUP | Long | Equity-common | US | $271K | 5K | 0.01 |
| CANVA COMMON STOCK PP | Long | Equity-common | US | $177K | 166 | 0.01 |
| CANVA SERIES A CVT PFD STOCK PP | Long | Equity-preferred | US | $11K | 10 | 0.00 |
| CAPITAL ONE FINANCIAL CORP | Long | Debt | US | $882K | – | 0.05 |
| CAPITAL ONE FINANCIAL CORP | Long | Debt | US | $236K | – | 0.01 |
| CAPITAL ONE FINANCIAL CORP | Long | Debt | US | $192K | – | 0.01 |
| CAPITAL ONE FINANCIAL CORP | Long | Debt | US | $82K | – | 0.00 |
| CAPITAL ONE FINANCIAL CORP | Long | Debt | US | $81K | – | 0.00 |
| CAPITOL FEDERAL FINANCIAL INC | Long | Equity-common | US | $109K | 21K | 0.01 |
| CARIS LIFE SCIENCES SER C CVT PFD PP (Caris Life Sciences Inc) | Long | Equity-preferred | US | $54K | 15K | 0.00 |
| CARIS LIFE SER D CVT PFD STOCK PP (Caris Life Sciences Inc) | Long | Equity-preferred | US | $29K | 8K | 0.00 |
| CARMAX AUTO OWNER TRUST 2021-1 | Long | ABS-other | US | $1M | – | 0.05 |
| CARMAX AUTO OWNER TRUST 2022-1 | Long | ABS-other | US | $243K | – | 0.01 |
| CARMAX AUTO OWNER TRUST 2024-1 | Long | ABS-other | US | $65K | – | 0.00 |
| CARVANA AUTO RECEIVABLES TRUST 2024-N1 | Long | ABS-other | US | $205K | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST 2024-N1 | Long | ABS-other | US | $170K | – | 0.01 |
| CARVANA CO | Long | Equity-common | US | $966K | 10K | 0.05 |
| CARVANA CO | Long | Debt | US | $178K | – | 0.01 |
| CARVANA CO | Long | Debt | US | $146K | – | 0.01 |
| CARVANA CO | Long | Debt | US | $98K | – | 0.01 |
| CASELLA WASTE SYSTEMS INC | Long | Equity-common | US | $276K | 3K | 0.01 |
| CAVA GROUP INC | Long | Equity-common | US | $212K | 2K | 0.01 |
| CBOE GLOBAL MARKETS INC | Long | Equity-common | US | $481K | 3K | 0.03 |
| CCC INTELLIGENT SOLUTIONS HOLDINGS INC | Long | Equity-common | US | $222K | 20K | 0.01 |
| CELLINK CORP SERIES D CVT PFD STOCK PP | Long | Equity-preferred | US | $6K | 2K | 0.00 |
| CELLNEX FINANCE CO SA | Long | Debt | ES | $183K | – | 0.01 |
| CELLNEX TELECOM SA | Long | Debt | ES | $379K | – | 0.02 |
| CENCORA INC | Long | Equity-common | US | $4M | 18K | 0.21 |
| CENTENE CORP | Long | Debt | US | $653K | – | 0.03 |
| CENTENE CORP | Long | Debt | US | $412K | – | 0.02 |
| CENTENE CORP | Long | Debt | US | $374K | – | 0.02 |
| CENTENE CORP | Long | Debt | US | $81K | – | 0.00 |
| CENTRAL JAPAN RAILWAY CO | Long | Equity-common | JP | $426K | 19K | 0.02 |
| CERTARA INC | Long | Equity-common | US | $179K | 11K | 0.01 |
| CG ONCOLOGY INC | Long | Equity-common | US | $41K | 1K | 0.00 |
| CHALLENGER LTD | Long | Equity-common | AU | $242K | 56K | 0.01 |
| CHAMPIONX CORP | Long | Equity-common | US | $173K | 5K | 0.01 |
| CHARLES SCHWAB CORP/THE | Long | Equity-common | US | $3M | 35K | 0.14 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | Long | Debt | US | $506K | – | 0.03 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | Long | Debt | US | $402K | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | Long | Debt | US | $383K | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | Long | Debt | US | $209K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | Long | Debt | US | $101K | – | 0.01 |
| CHECKR INC | Long | Equity-preferred | US | $30K | 7K | 0.00 |
| CHECKR INC COMMON STOCK PP | Long | Equity-common | US | $21K | 5K | 0.00 |
| CHECKR INC CVT PFD SR D PP | Long | Equity-preferred | US | $42K | 10K | 0.00 |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC | Long | Debt | US | $218K | – | 0.01 |
| CHENIERE ENERGY INC | Long | Debt | US | $377K | – | 0.02 |
| CHENIERE ENERGY INC | Long | Debt | US | $164K | – | 0.01 |
| CHENIERE ENERGY PARTNERS LP | Long | Debt | US | $570K | – | 0.03 |
| CHENIERE ENERGY PARTNERS LP | Long | Debt | US | $303K | – | 0.02 |
| CHENIERE ENERGY PARTNERS LP | Long | Debt | US | $97K | – | 0.01 |
| CHESAPEAKE ENERGY CORP | Long | Equity-common | US | $1M | 13K | 0.06 |
| CHESAPEAKE UTILITIES CORP | Long | Equity-common | US | $494K | 4K | 0.03 |
| CHEVRON CORP | Long | Equity-common | US | $910K | 6K | 0.05 |
| CHIPOTLE MEXICAN GRILL INC | Long | Equity-common | US | $2M | 509 | 0.08 |
| CHUBB LTD | Long | Equity-common | CH | $2M | 8K | 0.11 |
| CIE FINANCIERE RICHEMONT SA | Long | Equity-common | CH | $1M | 7K | 0.06 |
| CIGNA GROUP/THE | Long | Equity-common | US | $1M | 3K | 0.06 |
| CIM TRUST 2021-INV1 | Long | ABS-mortgage backed security | US | $367K | – | 0.02 |
| CINTAS CORP | Long | Equity-common | US | $276K | 407 | 0.01 |
| CITIGROUP INC | Long | Equity-common | US | $2M | 25K | 0.08 |
| CITIGROUP INC | Long | Debt | US | $1M | – | 0.08 |
| CITIGROUP INC | Long | Debt | US | $121K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST 2022-INV1 | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS | Long | Debt | US | $75K | – | 0.00 |
| CLEERLY SER C CVT PFD STK PP | Long | Equity-preferred | US | $31K | 3K | 0.00 |
| CMBX AAA CDSI S15 11/18/2064 MSLN (MORGAN STANLEY & COMPANY LLC) | Derivative-credit | US | $50K | – | 0.00 | |
| CMBX AAA CDSI S15 11/18/2064 MSLN (MORGAN STANLEY & COMPANY LLC) | Derivative-credit | US | $17K | – | 0.00 | |
| CMBX AAA CDSI S15 11/18/2064 MSLN (MORGAN STANLEY & COMPANY LLC) | Derivative-credit | US | $7K | – | 0.00 | |
| CMBX AAA CDSI S15 11/18/2064 MSLN (MORGAN STANLEY & COMPANY LLC) | Derivative-credit | US | $6K | – | 0.00 | |
| CMBX AAA CDSI S15 11/18/2064 MSLN (MORGAN STANLEY & COMPANY LLC) | Derivative-credit | US | $3K | – | 0.00 | |
| CME GROUP INC | Long | Equity-common | US | $868K | 4K | 0.05 |
| CNO FINANCIAL GROUP INC | Long | Debt | US | $186K | – | 0.01 |
| COCA-COLA CO/THE | Long | Equity-common | US | $4M | 64K | 0.21 |
| COCA-COLA CONSOLIDATED INC | Long | Equity-common | US | $7K | 7 | 0.00 |
| COGNEX CORP | Long | Equity-common | US | $112K | 2K | 0.01 |
| COLD STORAGE TRUST 2020-ICE5 | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| COLGATE-PALMOLIVE CO | Long | Equity-common | US | $4M | 43K | 0.21 |
| COLLIERS INTERNATIONAL GROUP INC | Long | Equity-common | CA | $239K | 2K | 0.01 |
| COLT 2020-3 MORTGAGE LOAN TRUST | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| COLUMBIA BANKING SYSTEM INC | Long | Equity-common | US | $236K | 12K | 0.01 |
| COLUMBIA PIPELINES HOLDING CO LLC | Long | Debt | US | $411K | – | 0.02 |
| COMCAST CORP | Long | Equity-common | US | $805K | 20K | 0.04 |
| COMCAST CORP | Long | Debt | US | $274K | – | 0.01 |
| COMM 2016-CR28 MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $268K | – | 0.01 |
| COMPASS GROUP PLC | Long | Equity-common | GB | $2M | 58K | 0.09 |
| CONFLUENT INC | Long | Equity-common | US | $158K | 6K | 0.01 |
| CONOCOPHILLIPS | Long | Equity-common | US | $4M | 32K | 0.20 |
| CONSTELLATION ENERGY CORP | Long | Equity-common | US | $4M | 17K | 0.20 |
| CONSTELLIUM SE | Long | Equity-common | FR | $460K | 21K | 0.02 |
| CONTINENTAL RESOURCES INC/OK | Long | Debt | US | $81K | – | 0.00 |
| COREBRIDGE FINANCIAL INC | Long | Equity-common | US | $551K | 19K | 0.03 |
| COREBRIDGE FINANCIAL INC | Long | Debt | US | $384K | – | 0.02 |
| COREBRIDGE FINANCIAL INC | Long | Debt | US | $84K | – | 0.00 |
| COREBRIDGE GLOBAL FUNDING | Long | Debt | US | $79K | – | 0.00 |
| CORP NACIONAL DEL COBRE DE CHILE | Long | Debt | CL | $338K | – | 0.02 |
| CORP NACIONAL DEL COBRE DE CHILE | Long | Debt | CL | $245K | – | 0.01 |
| CORP NACIONAL DEL COBRE DE CHILE | Long | Debt | CL | $196K | – | 0.01 |
| CORPAY INC | Long | Equity-common | US | $563K | 2K | 0.03 |
| COVESTRO AG | Long | Equity-common | DE | $754K | 14K | 0.04 |
| CRANE CO | Long | Equity-common | US | $270K | 2K | 0.01 |
| CRB GROUP (CRB Group Inc) | Long | Equity-preferred | US | $51K | 699 | 0.00 |
| CRB GROUP INC PP | Long | Equity-common | US | $15K | 199 | 0.00 |
| CRINETICS PHARMACEUTICALS INC | Long | Equity-common | US | $178K | 4K | 0.01 |
| CRISPR THERAPEUTICS AG | Long | Equity-common | CH | $67K | 1K | 0.00 |
| CROSSFIRST BANKSHARES INC | Long | Equity-common | US | $127K | 10K | 0.01 |
| CROWDSTRIKE HOLDINGS INC | Long | Equity-common | US | $341K | 1K | 0.02 |
| CROWN CASTLE INC | Long | Debt | US | $332K | – | 0.02 |
| CROWN CASTLE INC | Long | Debt | US | $211K | – | 0.01 |
| CROWN CASTLE INC | Long | Debt | US | $160K | – | 0.01 |
| CROWN CASTLE INC | Long | Debt | US | $83K | – | 0.00 |
| CROWN CASTLE TOWERS LLC | Long | Debt | US | $680K | – | 0.04 |
| CROWN POINT CLO 7 LTD | Long | ABS-collateralized bond/debt obligation | KY | $464K | – | 0.02 |
| CSW INDUSTRIALS INC | Long | Equity-common | US | $312K | 1K | 0.02 |
| CSX CORP | Long | Equity-common | US | $4M | 115K | 0.21 |
| CTS CORP | Long | Equity-common | US | $266K | 5K | 0.01 |
| CUBESMART | Long | Equity-common | US | $365K | 9K | 0.02 |
| CUMMINS INC | Long | Equity-common | US | $4M | 12K | 0.19 |
| CVC CAPITAL PARTNERS PLC | Long | Equity-common | JE | $533K | 28K | 0.03 |
| CVS HEALTH CORP | Long | Debt | US | $629K | – | 0.03 |
| CVS HEALTH CORP | Long | Debt | US | $409K | – | 0.02 |
| CVS HEALTH CORP | Long | Debt | US | $226K | – | 0.01 |
| CYBERAGENT INC | Long | Equity-common | JP | $430K | 71K | 0.02 |
| CYRUSONE DATA CENTERS ISSUER I LLC | Long | ABS-other | US | $856K | – | 0.05 |
| CYRUSONE DATA CENTERS ISSUER I LLC | Long | ABS-other | US | $315K | – | 0.02 |
| CYRUSONE DATA CENTERS ISSUER I LLC | Long | ABS-other | US | $147K | – | 0.01 |
| CYTOKINETICS INC | Long | Equity-common | US | $317K | 7K | 0.02 |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC | Long | Debt | US | $148K | – | 0.01 |
| DANAHER CORP | Long | Equity-common | US | $2M | 8K | 0.11 |
| DANSKE BANK A/S | Long | Debt | DK | $675K | – | 0.04 |
| DANSKE BANK A/S | Long | Debt | DK | $310K | – | 0.02 |
| DATABRICKS SER G CVY PFD STCK PP | Long | Equity-preferred | US | $116K | 2K | 0.01 |
| DATABRICKS SER H CVT PFD STOCK PP | Long | Equity-preferred | US | $261K | 4K | 0.01 |
| DATABRICKS SER I CVT PFD STOCK PP | Long | Equity-preferred | US | $29K | 401 | 0.00 |
| DATADOG INC | Long | Equity-common | US | $230K | 2K | 0.01 |
| DBCG 2017-BBG MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $360K | – | 0.02 |
| DBS GROUP HOLDINGS LTD | Long | Equity-common | SG | $820K | 31K | 0.04 |
| DCC PLC | Long | Equity-common | IE | $731K | 10K | 0.04 |
| DEERE & CO | Long | Equity-common | US | $2M | 4K | 0.08 |
| DEFINITY FINANCIAL CORP | Long | Equity-common | CA | $403K | 13K | 0.02 |
| DELL EQUIPMENT FINANCE TRUST 2023-3 | Long | ABS-other | US | $111K | – | 0.01 |
| DELL EQUIPMENT FINANCE TRUST 2024-1 | Long | ABS-other | US | $160K | – | 0.01 |
| DENSO CORP | Long | Equity-common | JP | $1M | 67K | 0.06 |
| DESCARTES SYSTEMS GROUP INC/THE | Long | Equity-common | CA | $427K | 5K | 0.02 |
| DEUTSCHE BANK AG/NEW YORK NY | Long | Debt | DE | $287K | – | 0.02 |
| DIAGEO PLC | Long | Equity-common | GB | $1M | 33K | 0.06 |
| DIAMONDBACK ENERGY INC | Long | Equity-common | US | $2M | 13K | 0.13 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $580K | – | 0.03 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $241K | – | 0.01 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $211K | – | 0.01 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $197K | – | 0.01 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $129K | – | 0.01 |
| DIGITALBRIDGE GROUP INC | Long | Equity-common | US | $342K | 25K | 0.02 |
| DIME COMMUNITY BANCSHARES INC | Long | Equity-common | US | $101K | 5K | 0.01 |
| DLLST 2024-1 LLC | Long | ABS-other | US | $168K | – | 0.01 |
| DLLST 2024-1 LLC | Long | ABS-other | US | $39K | – | 0.00 |
| DNB BANK ASA | Long | Equity-common | NO | $2M | 90K | 0.09 |
| DOGWOOD ST BANK NON-VOTING COMMON STK PP (Sound Bank) | Long | Equity-common | US | $49K | 3K | 0.00 |
| DOGWOOD STATE BANK PP (Sound Bank) | Long | Equity-common | US | $21K | 1K | 0.00 |
| DOLLAR GENERAL CORP | Long | Equity-common | US | $809K | 6K | 0.04 |
| DOLLAR GENERAL CORP | Long | Debt | US | $51K | – | 0.00 |
| DOLLAR TREE INC | Long | Equity-common | US | $802K | 7K | 0.04 |
| DOORDASH INC | Long | Equity-common | US | $369K | 3K | 0.02 |
| DOUBLEVERIFY HOLDINGS INC | Long | Equity-common | US | $240K | 13K | 0.01 |
| DOVER CORP | Long | Equity-common | US | $2M | 8K | 0.08 |
| DOWLAIS GROUP PLC | Long | Equity-common | GB | $176K | 198K | 0.01 |
| DR ING HC F PORSCHE AG | Long | Equity-preferred | DE | $762K | 9K | 0.04 |
| DRIVEN BRANDS FUNDING LLC | Long | ABS-other | US | $237K | – | 0.01 |
| DRIVEN BRANDS FUNDING LLC | Long | ABS-other | US | $124K | – | 0.01 |
| DRYDEN 86 CLO LTD | Long | ABS-collateralized bond/debt obligation | KY | $490K | – | 0.03 |
| DT MIDSTREAM INC | Long | Equity-common | US | $252K | 4K | 0.01 |
| DTE ENERGY CO | Long | Debt | US | $577K | – | 0.03 |
| DTE ENERGY CO | Long | Debt | US | $79K | – | 0.00 |
| DUKE ENERGY CORP | Long | Debt | US | $260K | – | 0.01 |
| DUOLINGO INC | Long | Equity-common | US | $180K | 942 | 0.01 |
| DUTCH BROS INC | Long | Equity-common | US | $268K | 8K | 0.01 |
| EAST WEST BANCORP INC | Long | Equity-common | US | $759K | 10K | 0.04 |
| EASTERN BANKSHARES INC | Long | Equity-common | US | $153K | 11K | 0.01 |
| EASTGROUP PROPERTIES INC | Long | Equity-common | US | $367K | 2K | 0.02 |
| EDISON INTERNATIONAL | Long | Debt | US | $80K | – | 0.00 |
| ELANCO ANIMAL HEALTH INC | Long | Equity-common | US | $273K | 15K | 0.01 |
| ELARA HGV TIMESHARE ISSUER 2023-A LLC | Long | ABS-other | US | $160K | – | 0.01 |
| ELARA HGV TIMESHARE ISSUER 2023-A LLC | Long | ABS-other | US | $128K | – | 0.01 |
| ELECTRIC POWER DEVELOPMENT CO LTD | Long | Equity-common | JP | $575K | 34K | 0.03 |
| ELECTRONIC ARTS INC | Long | Equity-common | US | $1M | 8K | 0.05 |
| ELEKTA AB | Long | Equity-common | SE | $567K | 69K | 0.03 |
| ELEMENT FLEET MANAGEMENT CORP | Long | Equity-common | CA | $1M | 81K | 0.08 |
| ELEMENT SOLUTIONS INC | Long | Equity-common | US | $511K | 21K | 0.03 |
| ELEVANCE HEALTH INC | Long | Equity-common | US | $7M | 12K | 0.35 |
| ELEVANCE HEALTH INC | Long | Debt | US | $202K | – | 0.01 |
| ELI LILLY & CO | Long | Equity-common | US | $7M | 9K | 0.38 |
| ELI LILLY & CO | Long | Debt | US | $568K | – | 0.03 |
| ELMWOOD CLO 20 LTD | Long | ABS-collateralized bond/debt obligation | KY | $269K | – | 0.01 |
| ENBRIDGE INC | Long | Debt | CA | $307K | – | 0.02 |
| ENBRIDGE INC | Long | Debt | CA | $224K | – | 0.01 |
| ENBRIDGE INC | Long | Debt | CA | $224K | – | 0.01 |
| ENBRIDGE INC | Long | Debt | CA | $136K | – | 0.01 |
| ENCORE CAPITAL GROUP INC | Long | Equity-common | US | $147K | 3K | 0.01 |
| ENERGY TRANSFER LP | Long | Debt | US | $293K | – | 0.02 |
| ENERGY TRANSFER LP | Long | Debt | US | $221K | – | 0.01 |
| ENERGY TRANSFER LP | Long | Debt | US | $170K | – | 0.01 |
| ENERGY TRANSFER LP | Long | Debt | US | $144K | – | 0.01 |
| ENERGY TRANSFER LP | Long | Debt | US | $142K | – | 0.01 |
| ENERPAC TOOL GROUP CORP | Long | Equity-common | US | $259K | 7K | 0.01 |
| ENGIE SA | Long | Equity-common | FR | $2M | 112K | 0.10 |
| ENGIE SA | Long | Debt | FR | $200K | – | 0.01 |
| ENGIE SA | Long | Debt | FR | $199K | – | 0.01 |
| ENI SPA | Long | Debt | IT | $357K | – | 0.02 |
| ENI SPA | Long | Debt | IT | $288K | – | 0.02 |
| ENPRO INC | Long | Equity-common | US | $294K | 2K | 0.02 |
| ENTEGRIS INC | Long | Equity-common | US | $298K | 2K | 0.02 |
| ENTERPRISE FLEET FINANCING 2024-1 LLC | Long | ABS-other | US | $343K | – | 0.02 |
| ENTERPRISE FLEET FINANCING 2024-1 LLC | Long | ABS-other | US | $258K | – | 0.01 |
| ENVESTNET INC | Long | Equity-common | US | $268K | 4K | 0.01 |
| EPIRUS INC SERIERS C-2 CVT PFD STOCK PP | Long | Equity-preferred | US | $81K | 17K | 0.00 |
| EQT CORP | Long | Equity-common | US | $4M | 89K | 0.19 |
| EQUINOR ASA | Long | Equity-common | NO | $2M | 73K | 0.11 |
| EQUITY BANCSHARES INC | Long | Equity-common | US | $139K | 4K | 0.01 |
| EQUITY LIFESTYLE PROPERTIES INC | Long | Equity-common | US | $706K | 11K | 0.04 |
| ERO COPPER CORP | Long | Equity-common | CA | $275K | 13K | 0.01 |
| ESAB CORP | Long | Equity-common | US | $489K | 5K | 0.03 |
| ESCO TECHNOLOGIES INC | Long | Equity-common | US | $200K | 2K | 0.01 |
| ESSILORLUXOTTICA SA | Long | Equity-common | FR | $1M | 4K | 0.05 |
| ETSY INC | Long | Equity-common | US | $127K | 2K | 0.01 |
| EVERSOURCE ENERGY | Long | Debt | US | $563K | – | 0.03 |
| EVERSOURCE ENERGY | Long | Debt | US | $298K | – | 0.02 |
| EVOTEC SE | Long | Equity-common | DE | $185K | 19K | 0.01 |
| EXELON CORP | Long | Debt | US | $218K | – | 0.01 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-3 | Long | ABS-other | US | $503K | – | 0.03 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1 | Long | ABS-other | US | $91K | – | 0.00 |
| EXPRO GROUP HOLDINGS NV | Long | Equity-common | NL | $265K | 12K | 0.01 |
| EXXON MOBIL CORP | Long | Equity-common | US | $2M | 15K | 0.09 |
| EYEPOINT PHARMACEUTICALS INC | Long | Equity-common | US | $25K | 2K | 0.00 |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FANNIE MAE INTEREST STRIP | Long | ABS-mortgage backed security | US | $149.46 | – | 0.00 |
| FANNIE MAE OR FREDDIE MAC | Long | ABS-mortgage backed security | US | $823K | – | 0.04 |
| FANNIE MAE OR FREDDIE MAC | Long | ABS-mortgage backed security | US | $447K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $931K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $888K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $870K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $845K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $805K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $779K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $763K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $715K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $677K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $674K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $643K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $595K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $576K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $525K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $514K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $506K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $500K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $499K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $495K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $493K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $469K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $467K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $461K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $446K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $444K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $443K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $442K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $438K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $430K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $416K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $415K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $409K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $401K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $400K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $398K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $394K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $384K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $375K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $373K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $368K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $362K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $362K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $360K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $344K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $330K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $326K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $323K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $317K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $312K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $295K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $289K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $286K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $281K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $274K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $271K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $271K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $270K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $264K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $263K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $257K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $251K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $245K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $236K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $236K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $235K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $234K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $232K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $232K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $224K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $218K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $195K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $186K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $184K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $181K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $161K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $157K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $148K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $117K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $113K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $963.02 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $932.56 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $829.28 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $715.35 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $612.33 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $595.07 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $473.05 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $270.72 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $253.99 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $160.2 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $85.36 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $72.49 | – | 0.00 |
| FARMERS BUSINESS NETWORK INC CVT SR D PP | Long | Equity-preferred | US | $52.78 | 14 | 0.00 |
| Farmers Business Network Inc PP | Long | Equity-common | US | $20K | 5K | 0.00 |
| FB FINANCIAL CORP | Long | Equity-common | US | $227K | 6K | 0.01 |
| FEDERAL SIGNAL CORP | Long | Equity-common | US | $522K | 6K | 0.03 |
| FEDEX CORP | Long | Equity-common | US | $889K | 4K | 0.05 |
| FERGUSON PLC | Long | Equity-common | JE | $694K | 3K | 0.04 |
| FI TRS USD REC IBOXIG 06/20/24 CHAS (JP MORGAN CHASE BANK) | Derivative-credit | US | $-4K | – | -0.00 | |
| FI TRS USD REC IBOXIG 06/20/24 MSLN (MORGAN STANLEY & COMPANY LLC) | Derivative-credit | US | $3K | – | 0.00 | |
| FI TRS USD REC IBOXIG 06/20/24 MSLN (MORGAN STANLEY & COMPANY LLC) | Derivative-credit | US | $-3K | – | -0.00 | |
| FI TRS USD REC IBOXIG 06/20/24 MSLN (MORGAN STANLEY & COMPANY LLC) | Derivative-credit | US | $-5K | – | -0.00 | |
| FIFTH THIRD BANCORP | Long | Debt | US | $317K | – | 0.02 |
| FIFTH THIRD BANCORP | Long | Debt | US | $147K | – | 0.01 |
| FIFTH THIRD BANCORP | Long | Debt | US | $134K | – | 0.01 |
| FIFTH THIRD BANCORP | Long | Debt | US | $88K | – | 0.00 |
| FIFTH THIRD BANCORP | Long | Debt | US | $46K | – | 0.00 |
| FIRST AMERICAN FINANCIAL CORP | Long | Equity-common | US | $201K | 4K | 0.01 |
| FIRST BANCSHARES INC/THE | Long | Equity-common | US | $147K | 6K | 0.01 |
| FIRSTENERGY CORP | Long | Debt | US | $296K | – | 0.02 |
| FIRSTENERGY CORP | Long | Debt | US | $114K | – | 0.01 |
| FIRSTENERGY CORP | Long | Debt | US | $54K | – | 0.00 |
| FIRSTSERVICE CORP | Long | Equity-common | CA | $440K | 3K | 0.02 |
| FISERV INC | Long | Equity-common | US | $3M | 22K | 0.18 |
| FISERV INC | Long | Debt | US | $81K | – | 0.00 |
| FIVE BELOW INC | Long | Equity-common | US | $112K | 809 | 0.01 |
| FIVE STAR BANCORP | Long | Equity-common | US | $138K | 6K | 0.01 |
| FLAGSHIP COMMUNITIES REIT | Long | Equity-common | CA | $112K | 8K | 0.01 |
| FLAGSTAR MORTGAGE TRUST 2020-1NV | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| FLEXE SERIES C CVT PFD STOCK | Long | Equity-preferred | US | $23K | 4K | 0.00 |
| FLEXE SERIES D CVT PFD STOCK PP | Long | Equity-preferred | US | $8K | 1K | 0.00 |
| FLOOR & DECOR HOLDINGS INC | Long | Equity-common | US | $95K | 814 | 0.01 |
| FORD CREDIT AUTO LEASE TRUST 2023-A | Long | ABS-other | US | $344K | – | 0.02 |
| FORD CREDIT AUTO LEASE TRUST 2024-A | Long | ABS-other | US | $109K | – | 0.01 |
| FORD CREDIT AUTO OWNER TRUST 2022-C | Long | ABS-other | US | $199K | – | 0.01 |
| FORD CREDIT AUTO OWNER TRUST 2023-REV1 | Long | ABS-other | US | $887K | – | 0.05 |
| FORD MOTOR CO | Long | Debt | US | $81K | – | 0.00 |
| FORD MOTOR CREDIT CO LLC | Long | Debt | US | $459K | – | 0.02 |
| FORD MOTOR CREDIT CO LLC | Long | Debt | US | $213K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC | Long | Debt | US | $207K | – | 0.01 |
| FORTINET INC | Long | Equity-common | US | $1M | 17K | 0.05 |
| FRANCO-NEVADA CORP | Long | Equity-common | CA | $581K | 5K | 0.03 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $163K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $744.1 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $553.99 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $433.04 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $184.3 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $103.52 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $1.16 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $495.11 | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $932K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $835K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $812K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $680K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $626K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $529K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $490K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $470K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $450K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $417K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $382K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $354K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $348K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $344K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $299K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $287K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $283K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $264K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $262K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $249K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $244K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $236K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $170K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FREDDIE MAC STACR REMIC TRUST 2024-DNA2 | Long | ABS-mortgage backed security | US | $285K | – | 0.02 |
| FREEPORT INDONESIA PT | Long | Debt | ID | $396K | – | 0.02 |
| FREEPORT-MCMORAN INC | Long | Equity-common | US | $1M | 22K | 0.06 |
| FREEPORT-MCMORAN INC | Long | Debt | US | $162K | – | 0.01 |
| FREEPORT-MCMORAN INC | Long | Debt | US | $39K | – | 0.00 |
| FRESENIUS SE & CO KGAA | Long | Equity-common | DE | $783K | 25K | 0.04 |
| FRONTIER COMMUNICATIONS PARENT INC | Long | Equity-common | US | $221K | 8K | 0.01 |
| FTAI AVIATION LTD | Long | Equity-common | KY | $298K | 4K | 0.02 |
| FWD SECURITIZATION TRUST 2020-INV1 | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| GACI FIRST INVESTMENT CO | Long | Debt | KY | $612K | – | 0.03 |
| GACI FIRST INVESTMENT CO | Long | Debt | KY | $404K | – | 0.02 |
| GALTON FUNDING MORTGAGE TRUST 2017-1 | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GALTON FUNDING MORTGAGE TRUST 2018-2 | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GE HEALTHCARE TECHNOLOGIES INC | Long | Equity-common | US | $673K | 9K | 0.04 |
| GE VERNOVA INC | Long | Equity-common | US | $1M | 7K | 0.06 |
| GENERAL DYNAMICS CORP | Long | Equity-common | US | $3M | 11K | 0.18 |
| GENERAL ELECTRIC CO | Long | Equity-common | US | $2M | 14K | 0.13 |
| GENERAL MOTORS FINANCIAL CO INC | Long | Debt | US | $289K | – | 0.02 |
| GENERAL MOTORS FINANCIAL CO INC | Long | Debt | US | $161K | – | 0.01 |
| GENMAB A/S | Long | Equity-common | DK | $518K | 2K | 0.03 |
| GEORGIA POWER CO | Long | Debt | US | $432K | – | 0.02 |
| GEORGIA POWER CO | Long | Debt | US | $283K | – | 0.01 |
| GINNIE MAE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GINNIE MAE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GINNIE MAE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $660K | – | 0.03 |
| GINNIE MAE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $645K | – | 0.03 |
| GINNIE MAE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $479K | – | 0.03 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $24.56 | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $893K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $870K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $789K | – | 0.04 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $774K | – | 0.04 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $711K | – | 0.04 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $537K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $470K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $424K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $396K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $394K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $376K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $369K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $363K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $349K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $336K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $248K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $245K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $236K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $195K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $179K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $149K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $117K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $114K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| GINNIE MAE II POOL | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $280.68 | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $38.84 | – | 0.00 |
| GLP CAPITAL LP / GLP FINANCING II INC | Long | Debt | US | $119K | – | 0.01 |
| GMS INC | Long | Equity-common | US | $207K | 2K | 0.01 |
| GOLDMAN SACHS GROUP INC/THE | Long | Equity-common | US | $3M | 8K | 0.18 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $740K | – | 0.04 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $491K | – | 0.03 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $162K | – | 0.01 |
| GOLUB CAPITAL PARTNERS CLO 60B LTD | Long | ABS-collateralized bond/debt obligation | KY | $280K | – | 0.01 |
| GOOSEHEAD INSURANCE INC | Long | Equity-common | US | $201K | 3K | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $203K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GRACO INC | Long | Equity-common | US | $198K | 2K | 0.01 |
| GRASSHOPPER BANCORP VOTING SHS PP | Long | Equity-common | US | $12K | 4K | 0.00 |
| GRASSHOPPER BANCORP WTS 10/28 PP | Long | Equity-common | US | $248.93 | 803 | 0.00 |
| GREAT PORTLAND ESTATES PLC | Long | Equity-common | GB | $278K | 63K | 0.01 |
| GREAT PORTLAND ESTATES PLC | Long | Equity-common | GB | $51K | 38K | 0.00 |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-INV1 | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR1 | Long | ABS-mortgage backed security | US | $276K | – | 0.01 |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2 | Long | ABS-mortgage backed security | US | $287K | – | 0.02 |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GSK PLC | Long | Equity-common | GB | $470K | 11K | 0.02 |
| GUSTO INC PP | Long | Equity-common | US | $58K | 3K | 0.00 |
| GUSTO INC SER E CVT PFD PP | Long | Equity-preferred | US | $81K | 4K | 0.00 |
| HAEMONETICS CORP | Long | Equity-common | US | $240K | 3K | 0.01 |
| HALLIBURTON CO | Long | Equity-common | US | $4M | 119K | 0.23 |
| HAMAMATSU PHOTONICS KK | Long | Equity-common | JP | $417K | 14K | 0.02 |
| HANOVER INSURANCE GROUP INC/THE | Long | Equity-common | US | $352K | 3K | 0.02 |
| HARBORONE BANCORP INC | Long | Equity-common | US | $64K | 6K | 0.00 |
| HARDEE'S FUNDING LLC (Hardee s Funding LLC) | Long | ABS-other | US | $568K | – | 0.03 |
| HARDEE'S FUNDING LLC (Hardee s Funding LLC) | Long | ABS-other | US | $198K | – | 0.01 |
| HARTFORD FINANCIAL SERVICES GROUP INC/THE | Long | Equity-common | US | $158K | 2K | 0.01 |
| HAUL HUB SER B CVT PFD STOCK PP | Long | Equity-preferred | US | $17K | 2K | 0.00 |
| HAUL HUB SERIES C CVT PFD STOCK PP | Long | Equity-preferred | US | $5K | 777 | 0.00 |
| HB FULLER CO | Long | Equity-common | US | $235K | 3K | 0.01 |
| HCA HEALTHCARE INC | Long | Equity-common | US | $910K | 3K | 0.05 |
| HCA INC | Long | Debt | US | $412K | – | 0.02 |
| HCA INC | Long | Debt | US | $151K | – | 0.01 |
| HDFC BANK LTD | Long | Equity-common | IN | $809K | 44K | 0.04 |
| HEALTHCARE REALTY HOLDINGS LP | Long | Debt | US | $528K | – | 0.03 |
| HEALTHCARE REALTY HOLDINGS LP | Long | Debt | US | $146K | – | 0.01 |
| HEALTHCARE REALTY TRUST INC | Long | Equity-common | US | $190K | 12K | 0.01 |
| HEINEKEN NV | Long | Equity-common | NL | $1M | 13K | 0.07 |
| HESS CORP | Long | Equity-common | US | $231K | 2K | 0.01 |
| HILLEVAX INC | Long | Equity-common | US | $68K | 6K | 0.00 |
| HILTON WORLDWIDE HOLDINGS INC | Long | Equity-common | US | $2M | 8K | 0.08 |
| HOLOGIC INC | Long | Equity-common | US | $516K | 7K | 0.03 |
| HOME BANCSHARES INC/AR | Long | Equity-common | US | $165K | 7K | 0.01 |
| HOME DEPOT INC/THE | Long | Equity-common | US | $701K | 2K | 0.04 |
| HONDA MOTOR CO LTD | Long | Equity-common | JP | $394K | 35K | 0.02 |
| HONEYWELL INTERNATIONAL INC | Long | Equity-common | US | $2M | 11K | 0.12 |
| HONOR TECHNOLOGY SER D CVT PFD PP | Long | Equity-preferred | US | $60K | 35K | 0.00 |
| HPEFS EQUIPMENT TRUST | Long | ABS-other | US | $319K | – | 0.02 |
| HPEFS EQUIPMENT TRUST | Long | ABS-other | US | $102K | – | 0.01 |
| HPEFS EQUIPMENT TRUST 2023-2 | Long | ABS-other | US | $131K | – | 0.01 |
| HPEFS EQUIPMENT TRUST 2023-2 | Long | ABS-other | US | $101K | – | 0.01 |
| HPEFS EQUIPMENT TRUST 2023-2 | Long | ABS-other | US | $101K | – | 0.01 |
| HUMANA INC | Long | Equity-common | US | $589K | 2K | 0.03 |
| HUMANA INC | Long | Debt | US | $340K | – | 0.02 |
| HUMANA INC | Long | Debt | US | $323K | – | 0.02 |
| HUMANA INC | Long | Debt | US | $239K | – | 0.01 |
| HUMANA INC | Long | Debt | US | $135K | – | 0.01 |
| HUNTINGTON NATIONAL BANK/THE | Long | Debt | US | $249K | – | 0.01 |
| HYG US 06/21/24 C77 (ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF) | Derivative-credit | US | $-14K | – | -0.00 | |
| HYG US 06/21/24 P76 (ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF) | Derivative-credit | US | $-23K | – | -0.00 | |
| HYG US 07/19/24 C77 (ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF) | Derivative-credit | US | $-28K | – | -0.00 | |
| HYG US 07/19/24 P76 (ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF) | Derivative-credit | US | $-22K | – | -0.00 | |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A | Long | ABS-other | US | $134K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $176K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $135K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $129K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $79K | – | 0.00 |
| IBOTTA INC | Long | Equity-common | US | $60K | 620 | 0.00 |
| ICE_CDX HY CDSI S42 5Y 06/20/2029 BOFA | Derivative-credit | US | $248K | – | 0.01 | |
| ICE_CDX IG CDSI S42 5Y 06/20/2029 BNPA | Derivative-credit | US | $717K | – | 0.04 | |
| ICE_FREEPORT-MCMORAN INC CDS 06/20/2029 BARC | Derivative-credit | US | $8K | – | 0.00 | |
| ICE_MEXICO CDS 06/20/2029 GSIL | Derivative-credit | US | $33K | – | 0.00 | |
| ICON INVESTMENTS SIX DAC | Long | Debt | IE | $203K | – | 0.01 |
| ICON INVESTMENTS SIX DAC | Long | Debt | IE | $202K | – | 0.01 |
| IDACORP INC | Long | Equity-common | US | $199K | 2K | 0.01 |
| IDEX CORP | Long | Equity-common | US | $1M | 7K | 0.08 |
| IGO LTD | Long | Equity-common | AU | $400K | 85K | 0.02 |
| IMMATICS NV | Long | Equity-common | NL | $124K | 11K | 0.01 |
| IMMUNOCORE HOLDINGS PLC | Long | Equity-common | GB | $89K | 2K | 0.00 |
| IMMUNOVANT INC | Long | Equity-common | US | $96K | 4K | 0.01 |
| IMPERIAL FUND MORTGAGE TRUST 2021-NQM2 | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| INDEPENDENCE REALTY TRUST INC | Long | Equity-common | US | $311K | 19K | 0.02 |
| INDIANAPOLIS POWER & LIGHT CO | Long | Debt | US | $122K | – | 0.01 |
| ING GROEP NV | Long | Equity-common | NL | $2M | 131K | 0.12 |
| ING GROEP NV | Long | Debt | NL | $237K | – | 0.01 |
| INGERSOLL RAND INC | Long | Equity-common | US | $1M | 12K | 0.06 |
| INGERSOLL RAND INC | Long | Debt | US | $185K | – | 0.01 |
| INGERSOLL RAND INC | Long | Debt | US | $155K | – | 0.01 |
| INGERSOLL RAND INC | Long | Debt | US | $131K | – | 0.01 |
| INSCRIPTA SERIES E CVT PFD STOCK PP | Long | Equity-preferred | US | $10K | 5K | 0.00 |
| INSIGHT ENTERPRISES INC | Long | Equity-common | US | $321K | 2K | 0.02 |
| INSMED INC | Long | Equity-common | US | $260K | 5K | 0.01 |
| INSTALLED BUILDING PRODUCTS INC | Long | Equity-common | US | $193K | 910 | 0.01 |
| INTAPP INC | Long | Equity-common | US | $320K | 9K | 0.02 |
| INTEL CORP | Long | Equity-common | US | $1M | 36K | 0.06 |
| INTERNATIONAL PAPER CO | Long | Equity-common | US | $3M | 65K | 0.15 |
| INTERPUBLIC GROUP OF COS INC/THE | Long | Debt | US | $190K | – | 0.01 |
| INTESA SANPAOLO SPA | Long | Equity-common | IT | $1M | 295K | 0.06 |
| INTUIT INC | Long | Equity-common | US | $1M | 2K | 0.07 |
| INTUITIVE SURGICAL INC | Long | Equity-common | US | $2M | 5K | 0.12 |
| INVESCO US CLO 2023-1 LTD | Long | ABS-collateralized bond/debt obligation | JE | $453K | – | 0.02 |
| INVITATION HOMES OPERATING PARTNERSHIP LP | Long | Debt | US | $111K | – | 0.01 |
| IONIS PHARMACEUTICALS INC | Long | Equity-common | US | $184K | 5K | 0.01 |
| IPALCO ENTERPRISES INC | Long | Debt | US | $206K | – | 0.01 |
| IQVIA INC | Long | Debt | US | $347K | – | 0.02 |
| JACKSON FINANCIAL INC | Long | Debt | US | $411K | – | 0.02 |
| JAMESTOWN CLO XV LTD | Long | ABS-collateralized bond/debt obligation | KY | $400K | – | 0.02 |
| JFROG LTD | Long | Equity-common | IL | $198K | 6K | 0.01 |
| JOHN BEAN TECHNOLOGIES CORP | Long | Equity-common | US | $206K | 2K | 0.01 |
| JOHNSON & JOHNSON | Long | Equity-common | US | $3M | 23K | 0.18 |
| JOHNSON MATTHEY PLC | Long | Equity-common | GB | $604K | 27K | 0.03 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST 2019-INV3 | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST 2019-INV3 | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST 2020-5 | Long | ABS-mortgage backed security | US | $240K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST 2020-INV1 | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST 2020-LTV1 | Long | ABS-mortgage backed security | US | $247K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST 2020-LTV1 | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST 2020-LTV1 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| JPMORGAN CHASE & CO | Long | Equity-common | US | $8M | 39K | 0.41 |
| JPMORGAN CHASE & CO | Long | Debt | US | $1M | – | 0.06 |
| JPMORGAN CHASE & CO | Long | Debt | US | $696K | – | 0.04 |
| JPMORGAN CHASE & CO | Long | Debt | US | $242K | – | 0.01 |
| JPMORGAN CHASE & CO | Long | Debt | US | $222K | – | 0.01 |
| JPMORGAN CHASE & CO | Long | Debt | US | $218K | – | 0.01 |
| JULIUS BAER GROUP LTD | Long | Equity-common | CH | $942K | 16K | 0.05 |
| KARDIUM INC CB CVT PROM NOTE PP | Long | Debt | CA | $33K | – | 0.00 |
| KARDIUM SERIES D6 CVT PFD STOCK PP | Long | Equity-preferred | US | $38K | 44K | 0.00 |
| KEARNY FINANCIAL CORP/MD | Long | Equity-common | US | $49K | 9K | 0.00 |
| KENVUE INC | Long | Equity-common | US | $4M | 193K | 0.20 |
| KERING SA | Long | Equity-common | FR | $629K | 2K | 0.03 |
| KEURIG DR PEPPER INC | Long | Equity-common | US | $2M | 51K | 0.09 |
| KEYSIGHT TECHNOLOGIES INC | Long | Equity-common | US | $2M | 17K | 0.12 |
| KIMBELL ROYALTY PARTNERS LP | Long | Equity-common | US | $118K | 7K | 0.01 |
| KINDER MORGAN INC | Long | Equity-common | US | $514K | 26K | 0.03 |
| KINGFISHER PLC | Long | Equity-common | GB | $1M | 347K | 0.06 |
| KION GROUP AG | Long | Equity-common | DE | $564K | 12K | 0.03 |
| KIRIN HOLDINGS CO LTD | Long | Equity-common | JP | $381K | 28K | 0.02 |
| KKR CLO 40 LTD | Long | ABS-collateralized bond/debt obligation | JE | $320K | – | 0.02 |
| KLA CORP | Long | Equity-common | US | $2M | 3K | 0.11 |
| KOBOLD METALS SER B-1 CVT PFD STOCK PP | Long | Equity-preferred | US | $128K | 2K | 0.01 |
| KONINKLIJKE PHILIPS NV | Long | Equity-common | NL | $1M | 41K | 0.06 |
| KT CORP | Long | Equity-common | KR | $621K | 23K | 0.03 |
| KUBOTA CREDIT OWNER TRUST 2023-1 | Long | ABS-other | US | $139K | – | 0.01 |
| L'OREAL SA (L Oreal SA) | Long | Equity-common | FR | $1M | 3K | 0.08 |
| L3HARRIS TECHNOLOGIES INC | Long | Equity-common | US | $1M | 6K | 0.07 |
| LAM RESEARCH CORP | Long | Equity-common | US | $959K | 1K | 0.05 |
| LANDSTAR SYSTEM INC | Long | Equity-common | US | $196K | 1K | 0.01 |
| LARGAN PRECISION CO LTD | Long | Equity-common | TW | $283K | 4K | 0.01 |
| LAS VEGAS SANDS CORP | Long | Debt | US | $199K | – | 0.01 |
| LAS VEGAS SANDS CORP | Long | Debt | US | $85K | – | 0.00 |
| LATTICE SEMICONDUCTOR CORP | Long | Equity-common | US | $513K | 7K | 0.03 |
| LEGRAND SA | Long | Equity-common | FR | $1M | 12K | 0.07 |
| LEONARDO DRS INC | Long | Equity-common | US | $259K | 11K | 0.01 |
| LESLIE'S INC (Leslie s Inc) | Long | Equity-common | US | $93K | 16K | 0.00 |
| LIBERTY ENERGY INC | Long | Equity-common | US | $214K | 9K | 0.01 |
| LIBERTY MEDIA CORP-LIBERTY LIVE | Long | Equity-common | US | $303K | 8K | 0.02 |
| LINDE PLC | Long | Equity-common | IE | $3M | 8K | 0.18 |
| LIVE OAK BANCSHARES INC | Long | Equity-common | US | $246K | 7K | 0.01 |
| LOAR HOLDINGS INC | Long | Equity-common | US | $61K | 1K | 0.00 |
| LOUISIANA-PACIFIC CORP | Long | Equity-common | US | $246K | 3K | 0.01 |
| LOWE'S COS INC (Lowe s Cos Inc) | Long | Debt | US | $193K | – | 0.01 |
| LOWE'S COS INC (Lowe s Cos Inc) | Long | Debt | US | $148K | – | 0.01 |
| LOWE'S COS INC (Lowe s Cos Inc) | Long | Debt | US | $92K | – | 0.00 |
| LPL FINANCIAL HOLDINGS INC | Long | Equity-common | US | $1M | 5K | 0.08 |
| LSEG US FIN CORP | Long | Debt | US | $267K | – | 0.01 |
| LSEGA FINANCING PLC | Long | Debt | GB | $314K | – | 0.02 |
| LSEGA FINANCING PLC | Long | Debt | GB | $148K | – | 0.01 |
| LULULEMON ATHLETICA INC | Long | Equity-common | US | $288K | 924 | 0.02 |
| LY CORP | Long | Equity-common | JP | $337K | 142K | 0.02 |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC | Long | Equity-common | US | $424K | 4K | 0.02 |
| MACQUARIE GROUP LTD | Long | Equity-common | AU | $754K | 6K | 0.04 |
| MADISON PARK FUNDING LXI LTD | Long | ABS-collateralized bond/debt obligation | JE | $327K | – | 0.02 |
| MADISON PARK FUNDING XXXIII LTD | Long | ABS-collateralized bond/debt obligation | KY | $436K | – | 0.02 |
| MAGNA INTERNATIONAL INC | Long | Equity-common | CA | $768K | 17K | 0.04 |
| MAGNOLIA OIL & GAS CORP | Long | Equity-common | US | $354K | 14K | 0.02 |
| MANDATUM OYJ | Long | Equity-common | FI | $106K | 24K | 0.01 |
| MANHATTAN ASSOCIATES INC | Long | Equity-common | US | $141K | 640 | 0.01 |
| MARQ TRUST 2024-HOU | Long | ABS-mortgage backed security | US | $180K | – | 0.01 |
| MARS INC | Long | Debt | US | $405K | – | 0.02 |
| MARSH & MCLENNAN COS INC | Long | Equity-common | US | $2M | 10K | 0.12 |
| MARSH & MCLENNAN COS INC | Long | Debt | US | $507K | – | 0.03 |
| MARTIN MARIETTA MATERIALS INC | Long | Equity-common | US | $2M | 3K | 0.09 |
| MASIMO CORP | Long | Equity-common | US | $451K | 4K | 0.02 |
| MASTERCARD INC | Long | Equity-common | US | $3M | 8K | 0.18 |
| MATADOR RESOURCES CO | Long | Equity-common | US | $186K | 3K | 0.01 |
| MATCH GROUP INC | Long | Equity-common | US | $64K | 2K | 0.00 |
| MATTEL INC | Long | Debt | US | $407K | – | 0.02 |
| MCDONALD'S CORP (McDonald s Corp) | Long | Equity-common | US | $2M | 9K | 0.13 |
| MED COMMERCIAL MORTGAGE TRUST 2024-MOB | Long | ABS-mortgage backed security | US | $265K | – | 0.01 |
| MELROSE INDUSTRIES PLC | Long | Equity-common | GB | $1M | 152K | 0.06 |
| MERCK & CO INC | Long | Equity-common | US | $4M | 29K | 0.20 |
| MERUS NV | Long | Equity-common | NL | $80K | 2K | 0.00 |
| META PLATFORMS INC | Long | Equity-common | US | $9M | 20K | 0.49 |
| META PLATFORMS INC | Long | Debt | US | $586K | – | 0.03 |
| METLIFE INC | Long | Equity-common | US | $3M | 43K | 0.16 |
| METROPOLITAN LIFE GLOBAL FUNDING I | Long | Debt | US | $235K | – | 0.01 |
| MEXICO GOVERNMENT INTERNATIONAL BOND | Long | Debt | MX | $415K | – | 0.02 |
| MEXICO GOVERNMENT INTERNATIONAL BOND | Long | Debt | MX | $394K | – | 0.02 |
| MFA 2022-INV2 TRUST | Long | ABS-mortgage backed security | US | $403K | – | 0.02 |
| MICRON TECHNOLOGY INC | Long | Equity-common | US | $3M | 23K | 0.15 |
| MICRON TECHNOLOGY INC | Long | Debt | US | $307K | – | 0.02 |
| MICRON TECHNOLOGY INC | Long | Debt | US | $226K | – | 0.01 |
| MICROSOFT CORP | Long | Equity-common | US | $31M | 75K | 1.64 |
| MIDAMERICAN ENERGY CO | Long | Debt | US | $169K | – | 0.01 |
| MIDDLESEX WATER CO | Long | Equity-common | US | $103K | 2K | 0.01 |
| MIDOCEAN CREDIT CLO XI LTD | Long | ABS-collateralized bond/debt obligation | JE | $411K | – | 0.02 |
| MIRION TECHNOLOGIES INC | Long | Equity-common | US | $426K | 39K | 0.02 |
| MITSUBISHI CORP | Long | Equity-common | JP | $827K | 39K | 0.04 |
| MITSUBISHI ELECTRIC CORP | Long | Equity-common | JP | $2M | 93K | 0.09 |
| MITSUBISHI HC CAPITAL INC | Long | Equity-common | JP | $467K | 70K | 0.02 |
| MITSUBISHI UFJ FINANCIAL GROUP INC | Long | Equity-common | JP | $1M | 125K | 0.07 |
| MITSUI FUDOSAN CO LTD | Long | Equity-common | JP | $1M | 151K | 0.07 |
| MMAF EQUIPMENT FINANCE LLC 2021-A | Long | ABS-other | US | $124K | – | 0.01 |
| MMAF EQUIPMENT FINANCE LLC 2024-A | Long | ABS-other | US | $578K | – | 0.03 |
| MODINE MANUFACTURING CO | Long | Equity-common | US | $125K | 1K | 0.01 |
| MOLINA HEALTHCARE INC | Long | Equity-common | US | $2M | 5K | 0.08 |
| MONCLER SPA | Long | Equity-common | IT | $931K | 14K | 0.05 |
| MONDELEZ INTERNATIONAL INC | Long | Equity-common | US | $996K | 15K | 0.05 |
| MONGODB INC | Long | Equity-common | US | $417K | 2K | 0.02 |
| MONOLITHIC POWER SYSTEMS INC | Long | Equity-common | US | $875K | 1K | 0.05 |
| MOONLAKE IMMUNOTHERAPEUTICS | Long | Equity-common | KY | $58K | 1K | 0.00 |
| MORGAN STANLEY | Long | Debt | US | $1M | – | 0.06 |
| MORGAN STANLEY | Long | Equity-common | US | $622K | 6K | 0.03 |
| MORGAN STANLEY | Long | Debt | US | $382K | – | 0.02 |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| MOSAIC CO/THE | Long | Equity-common | US | $517K | 17K | 0.03 |
| MOTOROLA SOLUTIONS INC | Long | Debt | US | $178K | – | 0.01 |
| MOTOROLA SOLUTIONS INC | Long | Debt | US | $148K | – | 0.01 |
| MSC INDUSTRIAL DIRECT CO INC | Long | Equity-common | US | $136K | 2K | 0.01 |
| MSCI EAFE JUN24 | Derivative-equity | US | $-3K | – | -0.00 | |
| MSCI EAFE JUN24 | Derivative-equity | US | $-37K | – | -0.00 | |
| MSCI INC | Long | Equity-common | US | $107K | 217 | 0.01 |
| MUELLER WATER PRODUCTS INC | Long | Equity-common | US | $250K | 13K | 0.01 |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN | Long | Equity-common | DE | $3M | 6K | 0.15 |
| MURATA MANUFACTURING CO LTD | Long | Equity-common | JP | $785K | 42K | 0.04 |
| MVW 2023-1 LLC | Long | ABS-other | US | $557K | – | 0.03 |
| MVW 2023-2 LLC | Long | ABS-other | US | $134K | – | 0.01 |
| MVW 2023-2 LLC | Long | ABS-other | US | $102K | – | 0.01 |
| NAPCO SECURITY TECHNOLOGIES INC | Long | Equity-common | US | $240K | 5K | 0.01 |
| NATIONAL BANK OF CANADA | Long | Equity-common | CA | $2M | 19K | 0.09 |
| NATIONAL GRID PLC | Long | Equity-common | GB | $1M | 89K | 0.05 |
| NATIONAL GRID PLC | Long | Equity-common | GB | $65K | 26K | 0.00 |
| NATIONAL RESILIENCE SER B CVT PFD STOCK | Long | Equity-preferred | US | $270K | 4K | 0.01 |
| NATIONAL RESILIENCE SER C CVT PFD STOCK | Long | Equity-preferred | US | $126K | 2K | 0.01 |
| NAVER CORP | Long | Equity-common | KR | $571K | 5K | 0.03 |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2018-B | Long | ABS-other | US | $104K | – | 0.01 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C | Long | ABS-other | US | $375K | – | 0.02 |
| NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST | Long | ABS-other | US | $245K | – | 0.01 |
| NEOGEN CORP | Long | Equity-common | US | $219K | 17K | 0.01 |
| NEOGENOMICS INC | Long | Equity-common | US | $286K | 21K | 0.02 |
| NESTLE SA | Long | Equity-common | CH | $4M | 39K | 0.22 |
| NETFLIX INC | Long | Equity-common | US | $4M | 7K | 0.22 |
| NETFLIX INC | Long | Debt | US | $738K | – | 0.04 |
| NEUMORA THERAPEUTICS INC | Long | Equity-common | US | $61K | 6K | 0.00 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV2 | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| NEXT PLC | Long | Equity-common | GB | $1M | 10K | 0.06 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC | Long | Debt | US | $205K | – | 0.01 |
| NEXTERA ENERGY INC | Long | Equity-common | US | $1M | 17K | 0.07 |
| NIAGARA MOHAWK POWER CORP | Long | Debt | US | $226K | – | 0.01 |
| NIKE INC | Long | Equity-common | US | $291K | 3K | 0.02 |
| NIPPON TELEGRAPH & TELEPHONE CORP | Long | Equity-common | JP | $2M | 2M | 0.10 |
| NISOURCE INC | Long | Debt | US | $85K | – | 0.00 |
| NISSAN AUTO LEASE TRUST 2024-A | Long | ABS-other | US | $144K | – | 0.01 |
| NOBLE CORP PLC | Long | Equity-common | GB | $132K | 3K | 0.01 |
| NORFOLK SOUTHERN CORP | Long | Equity-common | US | $810K | 4K | 0.04 |
| NORTHWOODS CAPITAL XIV-B LTD | Long | ABS-collateralized bond/debt obligation | KY | $426K | – | 0.02 |
| NORWEGIAN CRUISE LINE HOLDINGS LTD | Long | Equity-common | BM | $387K | 23K | 0.02 |
| NOVANTA INC | Long | Equity-common | CA | $198K | 1K | 0.01 |
| NOVARTIS AG | Long | Equity-common | CH | $2M | 22K | 0.12 |
| NOVO NORDISK A/S | Long | Equity-common | DK | $3M | 22K | 0.16 |
| NOVOCURE LTD | Long | Equity-common | JE | $70K | 3K | 0.00 |
| NRG ENERGY INC | Long | Debt | US | $183K | – | 0.01 |
| NTT DATA GROUP CORP | Long | Equity-common | JP | $2M | 98K | 0.08 |
| NURIX THERAPEUTICS INC | Long | Equity-common | US | $46K | 3K | 0.00 |
| NURO SERIES C CVT PFD STOCK | Long | Equity-preferred | US | $32K | 8K | 0.00 |
| NURO SERIES D CVT PFD STOCK PP | Long | Equity-preferred | US | $9K | 2K | 0.00 |
| NUTRIEN LTD | Long | Equity-common | CA | $266K | 5K | 0.01 |
| NV5 GLOBAL INC | Long | Equity-common | US | $121K | 1K | 0.01 |
| NVIDIA CORP | Long | Equity-common | US | $27M | 25K | 1.43 |
| NXP SEMICONDUCTORS NV | Long | Equity-common | NL | $4M | 16K | 0.23 |
| O'REILLY AUTOMOTIVE INC (O Reilly Automotive Inc) | Long | Equity-common | US | $996K | 1K | 0.05 |
| OAKTREE CLO 2022-2 LTD | Long | ABS-collateralized bond/debt obligation | KY | $610K | – | 0.03 |
| OBX 2020-EXP1 TRUST | Long | ABS-mortgage backed security | US | $179K | – | 0.01 |
| OBX 2023-NQM9 TRUST | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| OCCIDENTAL PETROLEUM CORP | Long | Debt | US | $1M | – | 0.06 |
| OCCIDENTAL PETROLEUM CORP | Long | Debt | US | $356K | – | 0.02 |
| OCCIDENTAL PETROLEUM CORP | Long | Debt | US | $347K | – | 0.02 |
| OCCIDENTAL PETROLEUM CORP | Long | Debt | US | $118K | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP | Long | Debt | US | $78K | – | 0.00 |
| OCP CLO 2014-7 LTD | Long | ABS-collateralized bond/debt obligation | KY | $475K | – | 0.03 |
| OCP CLO 2014-7 LTD | Long | ABS-collateralized bond/debt obligation | KY | $350K | – | 0.02 |
| OCTAGON INVESTMENT PARTNERS 49 LTD | Long | ABS-collateralized bond/debt obligation | KY | $653K | – | 0.03 |
| OCTANE RECEIVABLES TRUST 2023-1 | Long | ABS-other | US | $79K | – | 0.00 |
| OCTANE RECEIVABLES TRUST 2023-3 | Long | ABS-other | US | $141K | – | 0.01 |
| OCTANE RECEIVABLES TRUST 2023-3 | Long | ABS-other | US | $101K | – | 0.01 |
| OCTANE RECEIVABLES TRUST 2024-1 | Long | ABS-other | US | $245K | – | 0.01 |
| OGE ENERGY CORP | Long | Equity-common | US | $205K | 6K | 0.01 |
| OLD DOMINION FREIGHT LINE INC | Long | Equity-common | US | $2M | 11K | 0.10 |
| OLLIE'S BARGAIN OUTLET HOLDINGS INC (Ollie s Bargain Outlet Holdings Inc) | Long | Equity-common | US | $208K | 3K | 0.01 |
| OMRON CORP | Long | Equity-common | JP | $265K | 8K | 0.01 |
| ONEOK INC | Long | Debt | US | $244K | – | 0.01 |
| ONEOK INC | Long | Debt | US | $241K | – | 0.01 |
| ONEOK INC | Long | Debt | US | $81K | – | 0.00 |
| ONEX CORP | Long | Equity-common | CA | $185K | 3K | 0.01 |
| ONTO INNOVATION INC | Long | Equity-common | US | $600K | 3K | 0.03 |
| ORACLE CORP | Long | Debt | US | $405K | – | 0.02 |
| ORIGIN BANCORP INC | Long | Equity-common | US | $164K | 5K | 0.01 |
| OSCAR HEALTH INC | Long | Equity-common | US | $336K | 17K | 0.02 |
| OTSUKA HOLDINGS CO LTD | Long | Equity-common | JP | $417K | 10K | 0.02 |
| OVINTIV INC | Long | Debt | US | $167K | – | 0.01 |
| OWENS CORNING | Long | Debt | US | $211K | – | 0.01 |
| OWENS CORNING | Long | Debt | US | $206K | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO | Long | Debt | US | $463K | – | 0.02 |
| PACIFIC GAS AND ELECTRIC CO | Long | Debt | US | $367K | – | 0.02 |
| PACIFIC GAS AND ELECTRIC CO | Long | Debt | US | $348K | – | 0.02 |
| PACIFIC GAS AND ELECTRIC CO | Long | Debt | US | $324K | – | 0.02 |
| PACIFIC GAS AND ELECTRIC CO | Long | Debt | US | $254K | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO | Long | Debt | US | $153K | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO | Long | Debt | US | $151K | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO | Long | Debt | US | $140K | – | 0.01 |
| PACIFIC PREMIER BANCORP INC | Long | Equity-common | US | $137K | 6K | 0.01 |
| PACIFICORP | Long | Debt | US | $347K | – | 0.02 |
| PALMER SQUARE CLO 2020-3 LTD | Long | ABS-collateralized bond/debt obligation | JE | $404K | – | 0.02 |
| PALOMINO FUNDING TRUST I | Long | Debt | US | $971K | – | 0.05 |
| PANAMA GOVERNMENT INTERNATIONAL BOND | Long | Debt | PA | $761K | – | 0.04 |
| PANASONIC HOLDINGS CORP | Long | Equity-common | JP | $766K | 87K | 0.04 |
| PAPA JOHN'S INTERNATIONAL INC (Papa John s International Inc) | Long | Equity-common | US | $221K | 5K | 0.01 |
| PAR TECHNOLOGY CORP | Long | Equity-common | US | $615K | 14K | 0.03 |
| PAR TECHNOLOGY CORP LOCKUP SHS PP | Long | Equity-common | US | $83K | 2K | 0.00 |
| PARSONS CORP | Long | Equity-common | US | $453K | 6K | 0.02 |
| PAX LABS CLASS A COMMON PP (PAX Labs Inc) | Long | Equity-common | US | $12K | 30K | 0.00 |
| PAYCOR HCM INC | Long | Equity-common | US | $177K | 14K | 0.01 |
| PAYLOCITY HOLDING CORP | Long | Equity-common | US | $163K | 1K | 0.01 |
| PENNYMAC FINANCIAL SERVICES INC | Long | Equity-common | US | $588K | 6K | 0.03 |
| PENUMBRA INC | Long | Equity-common | US | $92K | 484 | 0.00 |
| PERSIMMON PLC | Long | Equity-common | GB | $572K | 31K | 0.03 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $1M | – | 0.05 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD | Long | Debt | SG | $394K | – | 0.02 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD | Long | Debt | SG | $263K | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC | Long | Debt | US | $283K | – | 0.01 |
| PHILLIPS 66 | Long | Equity-common | US | $316K | 2K | 0.02 |
| PILBARA MINERALS LTD | Long | Equity-common | AU | $602K | 237K | 0.03 |
| PINNACLE FINANCIAL PARTNERS INC | Long | Equity-common | US | $322K | 4K | 0.02 |
| PNC FINANCIAL SERVICES GROUP INC/THE | Long | Debt | US | $341K | – | 0.02 |
| PNC FINANCIAL SERVICES GROUP INC/THE | Long | Equity-common | US | $301K | 2K | 0.02 |
| PNC FINANCIAL SERVICES GROUP INC/THE | Long | Debt | US | $124K | – | 0.01 |
| PNM RESOURCES INC | Long | Equity-common | US | $278K | 7K | 0.01 |
| POPULAR INC | Long | Equity-common | PR | $202K | 2K | 0.01 |
| POST HOLDINGS INC | Long | Equity-common | US | $303K | 3K | 0.02 |
| POST ROAD EQUIPMENT FINANCE 2024-1 LLC | Long | ABS-other | US | $120K | – | 0.01 |
| POWER INTEGRATIONS INC | Long | Equity-common | US | $309K | 4K | 0.02 |
| PRA GROUP INC | Long | Equity-common | US | $72K | 3K | 0.00 |
| PRIME MEDICINE INC | Long | Equity-common | US | $36K | 6K | 0.00 |
| PRIVIA HEALTH GROUP INC | Long | Equity-common | US | $247K | 14K | 0.01 |
| PROCEPT BIOROBOTICS CORP | Long | Equity-common | US | $326K | 5K | 0.02 |
| PROCTER & GAMBLE CO/THE | Long | Equity-common | US | $4M | 27K | 0.24 |
| PROGRESS RESIDENTIAL 2020-SFR3 TRUST | Long | ABS-other | US | $94K | – | 0.00 |
| PROGRESSIVE CORP/THE | Long | Equity-common | US | $3M | 13K | 0.14 |
| PROLOGIS INC | Long | Equity-common | US | $420K | 4K | 0.02 |
| PROSPERITY BANCSHARES INC | Long | Equity-common | US | $230K | 4K | 0.01 |
| PRYSMIAN SPA | Long | Equity-common | IT | $2M | 26K | 0.09 |
| PUBLIC STORAGE | Long | Equity-common | US | $2M | 8K | 0.12 |
| PUIG BRANDS SA | Long | Equity-common | ES | $431K | 15K | 0.02 |
| QUAKER CHEMICAL CORP | Long | Equity-common | US | $23K | 126 | 0.00 |
| QUALCOMM INC | Long | Equity-common | US | $2M | 11K | 0.12 |
| QUIDELORTHO CORP | Long | Equity-common | US | $210K | 5K | 0.01 |
| RADNET INC | Long | Equity-common | US | $92K | 2K | 0.00 |
| RAIZEN FUELS FINANCE SA | Long | Debt | LU | $203K | – | 0.01 |
| RAIZEN FUELS FINANCE SA | Long | Debt | LU | $202K | – | 0.01 |
| RANGE RESOURCES CORP | Long | Equity-common | US | $3M | 71K | 0.14 |
| RBC BEARINGS INC | Long | Equity-common | US | $556K | 2K | 0.03 |
| RECRUIT HOLDINGS CO LTD | Long | Equity-common | JP | $1M | 22K | 0.06 |
| RED ROCK RESORTS INC | Long | Equity-common | US | $186K | 4K | 0.01 |
| REDDIT INC | Long | Equity-common | US | $70K | 1K | 0.00 |
| REDWOOD MATERIALS SER C CVT STOCK PP | Long | Equity-preferred | US | $56K | 1K | 0.00 |
| RENESAS ELECTRONICS CORP | Long | Equity-common | JP | $645K | 35K | 0.03 |
| RENTOKIL INITIAL PLC | Long | Equity-common | GB | $253K | 48K | 0.01 |
| REPLIGEN CORP | Long | Equity-common | US | $196K | 1K | 0.01 |
| REPUBLIC SERVICES INC | Long | Equity-common | US | $2M | 9K | 0.09 |
| REVVITY INC | Long | Equity-common | US | $918K | 8K | 0.05 |
| REVVITY INC | Long | Debt | US | $303K | – | 0.02 |
| REVVITY INC | Long | Debt | US | $194K | – | 0.01 |
| REVVITY INC | Long | Debt | US | $154K | – | 0.01 |
| REXFORD INDUSTRIAL REALTY INC | Long | Equity-common | US | $206K | 5K | 0.01 |
| RH | Long | Equity-common | US | $205K | 754 | 0.01 |
| RLI CORP | Long | Equity-common | US | $176K | 1K | 0.01 |
| ROCHE HOLDING AG | Long | Equity-common | CH | $2M | 8K | 0.10 |
| ROCKWELL AUTOMATION INC | Long | Equity-common | US | $2M | 6K | 0.08 |
| ROGERS COMMUNICATIONS INC | Long | Debt | CA | $905K | – | 0.05 |
| ROGERS COMMUNICATIONS INC | Long | Debt | CA | $510K | – | 0.03 |
| ROGERS COMMUNICATIONS INC | Long | Debt | CA | $460K | – | 0.02 |
| ROGERS COMMUNICATIONS INC | Long | Debt | CA | $243K | – | 0.01 |
| ROGERS COMMUNICATIONS INC | Long | Debt | CA | $28K | – | 0.00 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND | Long | Debt | RO | $456K | – | 0.02 |
| ROPER TECHNOLOGIES INC | Long | Equity-common | US | $914K | 2K | 0.05 |
| ROSS STORES INC | Long | Equity-common | US | $810K | 6K | 0.04 |
| ROSS STORES INC | Long | Debt | US | $389K | – | 0.02 |
| ROYAL GOLD INC | Long | Equity-common | US | $230K | 2K | 0.01 |
| RR 28 LTD | Long | ABS-collateralized bond/debt obligation | KY | $594K | – | 0.03 |
| RUSH ENTERPRISES INC | Long | Equity-common | US | $175K | 4K | 0.01 |
| S&P GLOBAL INC | Long | Equity-common | US | $662K | 2K | 0.04 |
| S&P500 EMINI FUT JUN24 (CME E-MINI STANDARD & POOR'S 500 INDEX FUTURE) | Derivative-equity | US | $120K | – | 0.01 | |
| S&P500 EMINI FUT JUN24 (CME E-MINI STANDARD & POOR'S 500 INDEX FUTURE) | Derivative-equity | US | $41K | – | 0.00 | |
| S&P500 EMINI FUT JUN24 (CME E-MINI STANDARD & POOR'S 500 INDEX FUTURE) | Derivative-equity | US | $19K | – | 0.00 | |
| SABINE PASS LIQUEFACTION LLC | Long | Debt | US | $87K | – | 0.00 |
| SAFRAN SA | Long | Equity-common | FR | $2M | 7K | 0.08 |
| SAIA INC | Long | Equity-common | US | $480K | 1K | 0.03 |
| SAMPO OYJ | Long | Equity-common | FI | $1M | 28K | 0.06 |
| SAMSONITE INTERNATIONAL SA | Long | Equity-common | LU | $461K | 145K | 0.02 |
| SAMSUNG ELECTRONICS CO LTD | Long | Equity-common | KR | $2M | 39K | 0.11 |
| SANA BIOTECHNOLOGY INC | Long | Equity-common | US | $39K | 5K | 0.00 |
| SANDVIK AB | Long | Equity-common | SE | $1M | 46K | 0.05 |
| SANOFI SA | Long | Equity-common | FR | $2M | 23K | 0.12 |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B | Long | ABS-other | US | $249K | – | 0.01 |
| SANTANDER BANK NA - SBCLN | Long | ABS-other | US | $29K | – | 0.00 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4 | Long | ABS-other | US | $273K | – | 0.01 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5 | Long | ABS-other | US | $380K | – | 0.02 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-6 | Long | ABS-other | US | $843K | – | 0.04 |
| SANTANDER HOLDINGS USA INC | Long | Debt | US | $496K | – | 0.03 |
| SANTANDER HOLDINGS USA INC | Long | Debt | US | $100K | – | 0.01 |
| SANTANDER UK GROUP HOLDINGS PLC | Long | Debt | GB | $1M | – | 0.06 |
| SAP SE | Long | Equity-common | DE | $2M | 11K | 0.11 |
| SARTORIUS FINANCE BV | Long | Debt | NL | $454K | – | 0.02 |
| SAUDI GOVERNMENT INTERNATIONAL BOND | Long | Debt | SA | $300K | – | 0.02 |
| SAVERS VALUE VILLAGE INC | Long | Equity-common | US | $72K | 5K | 0.00 |
| SBA TOWER TRUST | Long | Debt | US | $500K | – | 0.03 |
| SBA TOWER TRUST | Long | Debt | US | $367K | – | 0.02 |
| SBA TOWER TRUST | Long | Debt | US | $133K | – | 0.01 |
| SBNA AUTO LEASE TRUST 2024-A | Long | ABS-other | US | $160K | – | 0.01 |
| SBNA AUTO LEASE TRUST 2024-A | Long | ABS-other | US | $149K | – | 0.01 |
| SCENTRE GROUP | Long | Equity-common | AU | $914K | 433K | 0.05 |
| SCHLUMBERGER NV | Long | Equity-common | CW | $4M | 81K | 0.20 |
| SCHOLAR ROCK WTS 12.25 PP (Scholar Rock Holding Corp) | Long | Equity-common | US | $3K | 740 | 0.00 |
| SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY | Long | ABS-mortgage backed security | US | $556K | – | 0.03 |
| SEA LTD | Long | Equity-common | KY | $377K | 6K | 0.02 |
| SEALED AIR CORP | Long | Equity-common | US | $221K | 6K | 0.01 |
| SEB FUNDING LLC | Long | ABS-other | US | $594K | – | 0.03 |
| SECURITYSCORECARD SER E CVT PFD STOCK PP (SecurityScorecard Inc) | Long | Equity-preferred | US | $45K | 9K | 0.00 |
| SEISMIC SOFTWARE SER E CVT PFD STOCK PP (Seismic Software Inc) | Long | Equity-preferred | US | $53K | 9K | 0.00 |
| SEISMIC SOFTWARE SER F CVT PFD STOCK PP (Seismic Software Inc) | Long | Equity-preferred | US | $4K | 705 | 0.00 |
| SELECTIVE INSURANCE GROUP INC | Long | Equity-common | US | $537K | 5K | 0.03 |
| SEMPRA | Long | Debt | US | $126K | – | 0.01 |
| SEMPRA | Long | Debt | US | $80K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST 2013-4 | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| SEQUOIA MORTGAGE TRUST 2017-5 | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| SEQUOIA MORTGAGE TRUST 2017-CH2 | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST 2018-CH1 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST 2018-CH2 | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| SERVICE CORP INTERNATIONAL/US | Long | Equity-common | US | $219K | 3K | 0.01 |
| SERVICEMASTER FUNDING LLC | Long | ABS-other | US | $439K | – | 0.02 |
| SERVICENOW INC | Long | Equity-common | US | $3M | 4K | 0.15 |
| SERVICETITAN INC PP | Long | Equity-common | US | $16K | 198 | 0.00 |
| SERVICETITAN INC SR A-1 CVT PFD STOCK PP | Long | Equity-preferred | US | $236.55 | 3 | 0.00 |
| SERVICETITAN INC SR D CVT PFD STOCK PP | Long | Equity-preferred | US | $121K | 2K | 0.01 |
| SERVICETITAN INC SR F CVT PFD STOCK PP | Long | Equity-preferred | US | $6K | 75 | 0.00 |
| SEVEN & I HOLDINGS CO LTD | Long | Equity-common | JP | $1M | 88K | 0.06 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 | Long | ABS-other | US | $114K | – | 0.01 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 | Long | ABS-other | US | $59K | – | 0.00 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2 | Long | ABS-other | US | $304K | – | 0.02 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2 | Long | ABS-other | US | $65K | – | 0.00 |
| SG RESIDENTIAL MORTGAGE TRUST 2019-3 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| SHAKE SHACK INC | Long | Equity-common | US | $203K | 2K | 0.01 |
| SHELL PLC | Long | Equity-common | GB | $2M | 22K | 0.09 |
| SHERWIN-WILLIAMS CO/THE | Long | Equity-common | US | $567K | 2K | 0.03 |
| SHIONOGI & CO LTD | Long | Equity-common | JP | $342K | 8K | 0.02 |
| SHOPIFY INC | Long | Equity-common | CA | $688K | 12K | 0.04 |
| SIEMENS AG | Long | Equity-common | DE | $5M | 27K | 0.28 |
| SIEMENS HEALTHINEERS AG | Long | Equity-common | DE | $1M | 23K | 0.07 |
| SILA NANO SER F CVT PFD STOCK PP | Long | Equity-preferred | US | $39K | 2K | 0.00 |
| SIMPLY GOOD FOODS CO/THE | Long | Equity-common | US | $250K | 7K | 0.01 |
| SITEONE LANDSCAPE SUPPLY INC | Long | Equity-common | US | $468K | 3K | 0.02 |
| SKECHERS USA INC | Long | Equity-common | US | $239K | 3K | 0.01 |
| SKYLINE CHAMPION CORP | Long | Equity-common | US | $304K | 4K | 0.02 |
| SM ENERGY CO | Long | Equity-common | US | $157K | 3K | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-A | Long | ABS-other | US | $416K | – | 0.02 |
| SMC CORP | Long | Equity-common | JP | $404K | 800 | 0.02 |
| SNOWFLAKE INC | Long | Equity-common | US | $190K | 1K | 0.01 |
| SOCIETE GENERALE SA | Long | Debt | FR | $849K | – | 0.04 |
| SOCIETE GENERALE SA | Long | Debt | FR | $416K | – | 0.02 |
| SOCURE INC PP | Long | Equity-common | US | $6K | 1K | 0.00 |
| SOCURE SERIES A CVT PFD STOCK PP | Long | Equity-preferred | US | $8K | 1K | 0.00 |
| SOCURE SERIES A-1 CVT PFD STOCK PP | Long | Equity-preferred | US | $6K | 1K | 0.00 |
| SOCURE SERIES B CVT PFD STOCK PP | Long | Equity-preferred | US | $112.5 | 18 | 0.00 |
| SOCURE SERIES E CVT PFD STOCK PP | Long | Equity-preferred | US | $15K | 2K | 0.00 |
| SOLVENTUM CORP | Long | Debt | US | $481K | – | 0.03 |
| SOLVENTUM CORP | Long | Debt | US | $408K | – | 0.02 |
| SOLVENTUM CORP | Long | Debt | US | $406K | – | 0.02 |
| SOLVENTUM CORP | Long | Debt | US | $398K | – | 0.02 |
| SONY GROUP CORP | Long | Equity-common | JP | $1M | 17K | 0.07 |
| SOTERA HEALTH CO | Long | Equity-common | US | $130K | 12K | 0.01 |
| SOUTH32 LTD | Long | Equity-common | AU | $579K | 219K | 0.03 |
| SOUTHERN CALIFORNIA EDISON CO | Long | Debt | US | $219K | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO | Long | Debt | US | $105K | – | 0.01 |
| SOUTHERN CO/THE | Long | Debt | US | $652K | – | 0.03 |
| SOUTHERN CO/THE | Long | Debt | US | $523K | – | 0.03 |
| SOUTHERN COPPER CORP | Long | Equity-common | US | $2M | 15K | 0.09 |
| SOUTHSTATE CORP | Long | Equity-common | US | $346K | 4K | 0.02 |
| SOUTHWESTERN ENERGY CO | Long | Equity-common | US | $466K | 62K | 0.02 |
| SPIRAX GROUP PLC (Spirax-Sarco Engineering PLC) | Long | Equity-common | GB | $149K | 1K | 0.01 |
| SPRINT CAPITAL CORP | Long | Debt | US | $568K | – | 0.03 |
| SPRINT CAPITAL CORP | Long | Debt | US | $471K | – | 0.02 |
| SPX TECHNOLOGIES INC | Long | Equity-common | US | $544K | 4K | 0.03 |
| SPX US 06/21/24 C5150 (S&P 500 INDEX) | Derivative-equity | US | $-2M | – | -0.10 | |
| STANDARD CHARTERED PLC | Long | Equity-common | GB | $892K | 90K | 0.05 |
| STANDARD CHARTERED PLC | Long | Debt | GB | $655K | – | 0.03 |
| STANDARD CHARTERED PLC | Long | Debt | GB | $256K | – | 0.01 |
| STANLEY BLACK & DECKER INC | Long | Debt | US | $99K | – | 0.01 |
| STANLEY ELECTRIC CO LTD | Long | Equity-common | JP | $359K | 20K | 0.02 |
| STATE OF ILLINOIS | Long | Debt | US | $83K | – | 0.00 |
| STEPSTONE GROUP INC | Long | Equity-common | US | $229K | 5K | 0.01 |
| STERICYCLE INC | Long | Equity-common | US | $260K | 5K | 0.01 |
| STEVANATO GROUP SPA | Long | Equity-common | IT | $211K | 10K | 0.01 |
| STIFEL FINANCIAL CORP | Long | Equity-common | US | $200K | 2K | 0.01 |
| STORA ENSO OYJ | Long | Equity-common | FI | $737K | 50K | 0.04 |
| STOREBRAND ASA | Long | Equity-common | NO | $1M | 95K | 0.05 |
| STRATEGIC EDUCATION INC | Long | Equity-common | US | $339K | 3K | 0.02 |
| STRUCTURE THERAPEUTICS INC | Long | Equity-common | KY | $59K | 2K | 0.00 |
| STRYKER CORP | Long | Equity-common | US | $809K | 2K | 0.04 |
| SUMITOMO CORP | Long | Equity-common | JP | $1M | 47K | 0.06 |
| SUMITOMO MITSUI TRUST HOLDINGS INC | Long | Equity-common | JP | $516K | 22K | 0.03 |
| SUN LIFE FINANCIAL INC | Long | Equity-common | CA | $1M | 22K | 0.06 |
| SUTTER HEALTH | Long | Debt | US | $134K | – | 0.01 |
| SUZUKI MOTOR CORP | Long | Equity-common | JP | $773K | 65K | 0.04 |
| SVENSKA HANDELSBANKEN AB | Long | Equity-common | SE | $1M | 107K | 0.05 |
| SWAPTION_IRS_USD_OTC_E_PAYER_K_3.8_EFF_2024-02-08_MAT_2024-08-08 BARC (BARCLAYS) | Derivative-interest rate | US | $87K | – | 0.00 | |
| SWAPTION_IRS_USD_OTC_E_PAYER_K_3.8_EFF_2024-02-08_MAT_2024-08-08 MSLN (MORGAN STANLEY & COMPANY LLC) | Derivative-interest rate | US | $77K | – | 0.00 | |
| SWAPTION_IRS_USD_OTC_E_PAYER_K_3.8_EFF_2024-02-09_MAT_2024-08-09 BARC (BARCLAYS) | Derivative-interest rate | US | $155K | – | 0.01 | |
| SWAPTION_IRS_USD_OTC_E_PAYER_K_3.8_EFF_2024-02-09_MAT_2024-08-09 GSIL (GOLDMAN SACHS & CO) | Derivative-interest rate | US | $77K | – | 0.00 | |
| SWAPTION_IRS_USD_OTC_E_PAYER_K_3.8_EFF_2024-02-09_MAT_2024-08-09 MSLN (MORGAN STANLEY & COMPANY LLC) | Derivative-interest rate | US | $155K | – | 0.01 | |
| SWAPTION_IRS_USD_OTC_E_PAYER_K_4.2_EFF_2024-02-08_MAT_2024-08-08 BARC (BARCLAYS) | Derivative-interest rate | US | $-214K | – | -0.01 | |
| SWAPTION_IRS_USD_OTC_E_PAYER_K_4.2_EFF_2024-02-08_MAT_2024-08-08 MSLN (MORGAN STANLEY & COMPANY LLC) | Derivative-interest rate | US | $-195K | – | -0.01 | |
| SWAPTION_IRS_USD_OTC_E_PAYER_K_4.2_EFF_2024-02-09_MAT_2024-08-09 BARC (BARCLAYS) | Derivative-interest rate | US | $-379K | – | -0.02 | |
| SWAPTION_IRS_USD_OTC_E_PAYER_K_4.2_EFF_2024-02-09_MAT_2024-08-09 GSIL (GOLDMAN SACHS & CO) | Derivative-interest rate | US | $-187K | – | -0.01 | |
| SWAPTION_IRS_USD_OTC_E_PAYER_K_4.2_EFF_2024-02-09_MAT_2024-08-09 MSLN (MORGAN STANLEY & COMPANY LLC) | Derivative-interest rate | US | $-379K | – | -0.02 | |
| SYMPHONY CLO XVI LTD | Long | ABS-collateralized bond/debt obligation | KY | $859K | – | 0.05 |
| SYMPHONY CLO XXXI LTD | Long | ABS-collateralized bond/debt obligation | BM | $379K | – | 0.02 |
| SYNDAX PHARMACEUTICALS INC | Long | Equity-common | US | $40K | 2K | 0.00 |
| SYNOPSYS INC | Long | Equity-common | US | $2M | 3K | 0.09 |
| T ROWE PR DYN GLBL BND-I (T Rowe Price Dynamic Global Bond Fund) | Long | Equity-common | US | $108M | 14M | 5.70 |
| T ROWE PR INST EM MRK BND (T Rowe Price Institutional Emerging Markets Bond Fund) | Long | Equity-common | US | $99M | 15M | 5.25 |
| T ROWE PR INST FLTNG RT-INST (T Rowe Price Institutional Floating Rate Fund) | Long | Equity-common | US | $39M | 4M | 2.09 |
| T ROWE PR INST HI YLD-INST (T Rowe Price Institutional High Yield Fund) | Long | Equity-common | US | $91M | 12M | 4.80 |
| T ROWE PR INTL BD USD HG-I (T Rowe Price International Bond Fund - USD Hedged) | Long | Equity-common | US | $104M | 12M | 5.52 |
| T ROWE PR LTD DUR INFL-I (T Rowe Price Limited Duration Inflation Focused Bond Fund) | Long | Equity-common | US | $5M | 972K | 0.24 |
| T ROWE PR US TRS LNG TRM-I (T Rowe Price US Treasury Long-Term Index Fund) | Long | Equity-common | US | $30M | 4M | 1.57 |
| T ROWE PRICE INFLATION PROTECTED BOND FUND INC | Long | Equity-common | US | $7M | 641K | 0.35 |
| T ROWE PRICE INSTITUTIONAL EMERGING MARKETS FUND | Long | Equity-common | US | $51M | 2M | 2.73 |
| T ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND | Long | Equity-common | US | $110M | 11M | 5.84 |
| T ROWE PRICE REAL ASSETS FUND INC | Long | Equity-common | US | $54M | 4M | 2.84 |
| T-MOBILE US INC | Long | Equity-common | US | $4M | 26K | 0.24 |
| T-MOBILE USA INC | Long | Debt | US | $910K | – | 0.05 |
| T-MOBILE USA INC | Long | Debt | US | $181K | – | 0.01 |
| T. Rowe Price Government Reserve Fund \u2013 Collateral | Long | Short-term investment vehicle | US | $4M | 4M | 0.23 |
| T. Rowe Price Treasury Reserve Fund | Long | Short-term investment vehicle | US | $46M | 46M | 2.45 |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD | Long | Equity-common | TW | $4M | 151K | 0.20 |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD | Long | Equity-common | TW | $610K | 4K | 0.03 |
| TALEN ENERGY CORP | Long | Equity-common | US | $201K | 2K | 0.01 |
| TANGO THERAPEUTICS INC | Long | Equity-common | US | $42K | 6K | 0.00 |
| TARGA RESOURCES CORP | Long | Debt | US | $163K | – | 0.01 |
| TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP | Long | Debt | US | $590K | – | 0.03 |
| TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP | Long | Debt | US | $104K | – | 0.01 |
| TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP | Long | Debt | US | $83K | – | 0.00 |
| TARGET CORP | Long | Equity-common | US | $1M | 7K | 0.05 |
| TE CONNECTIVITY LTD | Long | Equity-common | CH | $4M | 24K | 0.19 |
| TECHNIPFMC PLC | Long | Equity-common | GB | $417K | 16K | 0.02 |
| TECHNOPRO HOLDINGS INC | Long | Equity-common | JP | $491K | 30K | 0.03 |
| TELEDYNE TECHNOLOGIES INC | Long | Equity-common | US | $443K | 1K | 0.02 |
| TELEFLEX INC | Long | Equity-common | US | $125K | 600 | 0.01 |
| TELEFONAKTIEBOLAGET LM ERICSSON | Long | Equity-common | SE | $929K | 151K | 0.05 |
| TELEPERFORMANCE SE | Long | Equity-common | FR | $481K | 4K | 0.03 |
| TENCENT HOLDINGS LTD | Long | Equity-common | KY | $329K | 7K | 0.02 |
| TENET HEALTHCARE CORP | Long | Equity-common | US | $1M | 11K | 0.08 |
| TERRENO REALTY CORP | Long | Equity-common | US | $323K | 6K | 0.02 |
| TESLA INC | Long | Equity-common | US | $2M | 11K | 0.10 |
| TETRA TECH INC | Long | Equity-common | US | $218K | 1K | 0.01 |
| TEXAS CAPITAL BANCSHARES INC | Long | Equity-common | US | $195K | 3K | 0.01 |
| TEXAS INSTRUMENTS INC | Long | Equity-common | US | $3M | 14K | 0.14 |
| THEMIS SOL (CLIO) SR AA CVT PFD STOCK PP | Long | Equity-preferred | US | $7K | 220 | 0.00 |
| THEMIS SOL (CLIO) SR AB CVT PFD STOCK PP | Long | Equity-preferred | US | $680 | 20 | 0.00 |
| THEMIS SOL (CLIO) SR B CVT PFD STOCK PP | Long | Equity-preferred | US | $680 | 20 | 0.00 |
| THEMIS SOL (CLIO) SR E CVT PFD STOCK PP | Long | Equity-preferred | US | $93K | 3K | 0.00 |
| THEMIS SOLUTION INC PP | Long | Equity-common | US | $33K | 960 | 0.00 |
| THERMO FISHER SCIENTIFIC INC | Long | Equity-common | US | $6M | 11K | 0.32 |
| THERMON GROUP HOLDINGS INC | Long | Equity-common | US | $243K | 7K | 0.01 |
| THK CO LTD | Long | Equity-common | JP | $372K | 19K | 0.02 |
| TJX COS INC/THE | Long | Equity-common | US | $2M | 19K | 0.10 |
| TMX GROUP LTD | Long | Equity-common | CA | $239K | 9K | 0.01 |
| TOAST INC | Long | Equity-common | US | $179K | 7K | 0.01 |
| TOKIO MARINE HOLDINGS INC | Long | Equity-common | JP | $2M | 54K | 0.10 |
| TOKYO ELECTRON LTD | Long | Equity-common | JP | $1M | 6K | 0.07 |
| TORO CO/THE | Long | Equity-common | US | $167K | 2K | 0.01 |
| TOTALENERGIES SE | Long | Equity-common | FR | $3M | 37K | 0.14 |
| TOWD POINT MORTGAGE TRUST 2019-HY3 | Long | ABS-mortgage backed security | US | $205K | – | 0.01 |
| TOYOTA MOTOR CORP | Long | Equity-common | JP | $2M | 102K | 0.12 |
| TRACTOR SUPPLY CO | Long | Equity-common | US | $2M | 6K | 0.09 |
| TRANSCAT INC | Long | Equity-common | US | $59K | 467 | 0.00 |
| TRANSDIGM GROUP INC | Long | Equity-common | US | $433K | 322 | 0.02 |
| TRAVELERS COS INC/THE | Long | Equity-common | US | $2M | 12K | 0.13 |
| TRICON RESIDENTIAL 2024-SFR2 TRUST | Long | ABS-other | US | $512K | – | 0.03 |
| TYN4P 107.75 PIT (US 10YR FUT OPTN Jul24P 107.75) | Derivative-interest rate | US | $24K | – | 0.00 | |
| UBS GROUP AG | Long | Debt | CH | $885K | – | 0.05 |
| UBS GROUP AG | Long | Debt | CH | $418K | – | 0.02 |
| UBS GROUP AG | Long | Debt | CH | $317K | – | 0.02 |
| UBS GROUP AG | Long | Debt | CH | $214K | – | 0.01 |
| UMICORE SA | Long | Equity-common | BE | $434K | 22K | 0.02 |
| UNILEVER PLC | Long | Equity-common | GB | $3M | 54K | 0.16 |
| UNION PACIFIC CORP | Long | Equity-common | US | $2M | 7K | 0.09 |
| UNITED OVERSEAS BANK LTD | Long | Equity-common | SG | $1M | 53K | 0.06 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS | Long | Debt | US | $11M | – | 0.58 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS | Long | Debt | US | $4M | – | 0.22 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $15M | – | 0.79 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $12M | – | 0.63 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $11M | – | 0.59 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $9M | – | 0.45 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $8M | – | 0.42 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $8M | – | 0.40 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $7M | – | 0.38 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $6M | – | 0.29 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $4M | – | 0.24 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $4M | – | 0.21 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $3M | – | 0.14 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $3M | – | 0.13 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $2M | – | 0.11 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $1M | – | 0.08 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $957K | – | 0.05 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $408K | – | 0.02 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $272K | – | 0.01 |
| UNITEDHEALTH GROUP INC | Long | Equity-common | US | $9M | 18K | 0.48 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $499K | – | 0.03 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $400K | – | 0.02 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $385K | – | 0.02 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $351K | – | 0.02 |
| US 10YR ULTRA FUT SEP24 | Derivative-interest rate | US | $47K | – | 0.00 | |
| US 2YR NOTE (CBT) SEP24 | Derivative-interest rate | US | $-31K | – | -0.00 | |
| US 5YR NOTE (CBT) SEP24 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| US BANCORP | Long | Debt | US | $632K | – | 0.03 |
| US BANCORP | Long | Debt | US | $169K | – | 0.01 |
| US BANK NA | Long | ABS-other | US | $195K | – | 0.01 |
| US PHYSICAL THERAPY INC | Long | Equity-common | US | $211K | 2K | 0.01 |
| US ULTRA BOND CBT SEP24 | Derivative-interest rate | US | $-18K | – | -0.00 | |
| US ULTRA BOND CBT SEP24 | Derivative-interest rate | US | $-127K | – | -0.01 | |
| USD/EUR FWD 20240823 UBSWGB2L (UBS SECURITIES LLC) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| UTZ BRANDS INC | Long | Equity-common | US | $218K | 12K | 0.01 |
| UWM MORTGAGE TRUST 2021-INV2 | Long | ABS-mortgage backed security | US | $289K | – | 0.02 |
| VARONIS SYSTEMS INC | Long | Equity-common | US | $190K | 4K | 0.01 |
| VAXCYTE INC | Long | Equity-common | US | $334K | 5K | 0.02 |
| VERALTO CORP | Long | Equity-common | US | $117K | 1K | 0.01 |
| VERDANT RECEIVABLES 2024-1 LLC | Long | ABS-other | US | $125K | – | 0.01 |
| VERITEX HOLDINGS INC | Long | Equity-common | US | $4K | 187 | 0.00 |
| VERIZON MASTER TRUST | Long | ABS-other | US | $246K | – | 0.01 |
| VERRA MOBILITY CORP | Long | Equity-common | US | $304K | 11K | 0.02 |
| VERTEX PHARMACEUTICALS INC | Long | Equity-common | US | $1M | 3K | 0.06 |
| VERUS SECURITIZATION TRUST 2020-INV1 | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2021-5 | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| VERVE THERAPEUTICS INC | Long | Equity-common | US | $29K | 6K | 0.00 |
| VF CORP | Long | Debt | US | $310K | – | 0.02 |
| VIMEO INC | Long | Equity-common | US | $125K | 32K | 0.01 |
| VIPER ENERGY INC | Long | Equity-common | US | $166K | 4K | 0.01 |
| VISA INC | Long | Equity-common | US | $9M | 32K | 0.46 |
| VISTRA OPERATIONS CO LLC | Long | Debt | US | $186K | – | 0.01 |
| VISTRA OPERATIONS CO LLC | Long | Debt | US | $130K | – | 0.01 |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC | Long | Debt | US | $332K | – | 0.02 |
| VONTIER CORP | Long | Equity-common | US | $192K | 5K | 0.01 |
| VSE CORP | Long | Equity-common | US | $234K | 3K | 0.01 |
| WALMART INC | Long | Equity-common | US | $4M | 56K | 0.20 |
| WALT DISNEY CO/THE | Long | Debt | US | $171K | – | 0.01 |
| WARBY PARKER INC | Long | Equity-common | US | $171K | 10K | 0.01 |
| WARNERMEDIA HOLDINGS INC | Long | Debt | US | $576K | – | 0.03 |
| WB COMMERCIAL MORTGAGE TRUST 2024-HQ | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| WEATHERFORD INTERNATIONAL PLC | Long | Equity-common | IE | $414K | 3K | 0.02 |
| WELCIA HOLDINGS CO LTD | Long | Equity-common | JP | $179K | 13K | 0.01 |
| WELLFLEET CLO 2017-2A LTD | Long | ABS-collateralized bond/debt obligation | KY | $45K | – | 0.00 |
| WELLS FARGO & CO | Long | Debt | US | $2M | – | 0.12 |
| WELLS FARGO & CO | Long | Equity-common | US | $1M | 18K | 0.06 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-SAVE | Long | ABS-mortgage backed security | US | $260K | – | 0.01 |
| WEST FRASER TIMBER CO LTD | Long | Equity-common | CA | $202K | 3K | 0.01 |
| WESTERN ALLIANCE BANCORP | Long | Equity-common | US | $244K | 4K | 0.01 |
| WESTERN MIDSTREAM OPERATING LP | Long | Debt | US | $82K | – | 0.00 |
| WESTERN MIDSTREAM OPERATING LP | Long | Debt | US | $82K | – | 0.00 |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP | Long | Equity-common | US | $4M | 22K | 0.20 |
| WESTLAKE CORP | Long | Debt | US | $504K | – | 0.03 |
| WEYERHAEUSER CO | Long | Equity-common | US | $984K | 33K | 0.05 |
| WHEATON PRECIOUS METALS CORP | Long | Equity-common | CA | $697K | 13K | 0.04 |
| WHITE MOUNTAINS INSURANCE GROUP LTD | Long | Equity-common | BM | $248K | 137 | 0.01 |
| WILLIAMS COS INC/THE | Long | Equity-common | US | $520K | 13K | 0.03 |
| WILLSCOT MOBILE MINI HOLDINGS CORP | Long | Equity-common | US | $277K | 7K | 0.01 |
| WILMAR INTERNATIONAL LTD | Long | Equity-common | SG | $730K | 318K | 0.04 |
| WORKIVA INC | Long | Equity-common | US | $339K | 4K | 0.02 |
| WORLDWIDE PLAZA TRUST 2017-WWP | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| WORLEY LTD | Long | Equity-common | AU | $744K | 76K | 0.04 |
| WPP PLC | Long | Equity-common | JE | $1M | 110K | 0.06 |
| WYNDHAM HOTELS & RESORTS INC | Long | Equity-common | US | $244K | 3K | 0.01 |
| XCEL ENERGY INC | Long | Equity-common | US | $889K | 16K | 0.05 |
| XCEL ENERGY INC | Long | Debt | US | $426K | – | 0.02 |
| XENON PHARMACEUTICALS INC | Long | Equity-common | CA | $81K | 2K | 0.00 |
| ZENTALIS PHARMACEUTICALS INC | Long | Equity-common | US | $60K | 5K | 0.00 |
| ZOETIS INC | Long | Equity-common | US | $627K | 4K | 0.03 |
| ZURICH INSURANCE GROUP AG | Long | Equity-common | CH | $2M | 3K | 0.08 |
| ZURN ELKAY WATER SOLUTIONS CORP | Long | Equity-common | US | $195K | 6K | 0.01 |
Address
T. ROWE PRICE SPECTRUM FUNDS II, INC.
100 East Pratt Street
Baltimore
Maryland
21202
United States of America
Websites
Directors
Bruce W. Duncan
David Oestreicher
Eric L. Veiel
Kellye L. Walker
Mark J. Parrell
Melody Bianchetto
Paul F. McBride
Robert J. Gerrard, Jr.
Teresa Bryce Bazemore
Transfer Agents
T. Rowe Price Retirement Plan Services, Inc.
T. Rowe Price Services, Inc.
Pricing Services
Bloomberg Finance L.P.
ICE Data Services, Inc.
London Stock Exchange Group PLC
S&P Global Inc.
Custodians
BNP Paribas
Banco Nacional de Mexico, S.A. (Banamex)
Banco Santander - Chile
Bank Handlowy w Warszawie Spolka Akcyjna
Bank Leumi le-Israel B.M.
Citibank Anonim Sirketi
Citibank N.A., Egypt
Cititrust Colombia S A Sociedad Fiduciaria
Clearstream Banking S.A. (Luxembourg)
Commercial Bank "J.P. Morgan Bank International" OOO
DBS Bank Ltd.
Deutsche Bank AG, Hungary branch
Deutsche Bank Aktiengesellschaft
EUROCLEAR BANK SA/NV
FirstRand Bank Limited
HSBC Bank Malaysia Berhad
HSBC Bank Middle East Ltd. (UAE)
Islandsbanki hf
J.P. Morgan Bank Luxembourg S.A.
J.P. Morgan S.A. - Distribuidora de Titulos e Valores Mobiliarios
JPMorgan Chase Bank, London
JPMorgan Chase Bank, N.A. - Dublin Branch
JPMorgan Chase Bank, N.A. - Hong Kong Branch
JPMorgan Chase Bank, N.A. - Mumbai Branch
JPMorgan Chase Bank, N.A.
JPMorgan Chase Bank, N.A. - New Zealand Branch
JPMorgan Chase Bank, N.A. - Sydney Branch
JPMorgan Chase Bank, N.A. - Taipei Branch
Mizuho Bank, Ltd.
Royal Bank of Canada
Santander Securities Services, S.A.
Skandinaviska Enskilda Banken AB, Helsinki Branch
Skandinaviska Enskilda Banken AB, Oslo Branch
Skandinaviska Enskilda Banken AB, Stockholm
Standard Chartered Bank (Thai) Public Company Limited
Standard Chartered Bank Korea Limited
State Street Bank and Trust Company
The Hongkong and Shanghai Banking Corporation Limited - Colombo Branch
The Hongkong and Shanghai Banking Corporation Limited - Manila Branch
UniCredit Bank Austria AG
UniCredit Bank Czech Republic and Slovakia, a.s.
Shareholder Servicing Agents
T. Rowe Price Retirement Plan Services, Inc.
T. Rowe Price Services, Inc.
Admins
T. Rowe Price Associates, Inc.
Brokers
BMO Capital Markets Corp.
BOFA SECURITIES, INC.
Citigroup Inc.
Cowen and Company, LLC
GOLDMAN SACHS & CO. LLC
J.P. MORGAN SECURITIES LLC
JEFFERIES LLC
MORGAN STANLEY & CO. LLC
RBC Capital Markets, LLC
Virtu ITG Hong Kong Limited