MFS Funds > MFS VARIABLE INSURANCE TRUST II

MFS Global Tactical Allocation Portfolio

Underlying fund

Series ID: S000002661

LEI: LQZ5VNZ5VYP9RGH88M14

SEC CIK: 719269

$394.30M Avg Monthly Net Assets

$377.15M Total Assets

$11.69M Total Liabilities

$365.46M Net Assets

MFS Global Tactical Allocation Portfolio is an Underlying fund in MFS VARIABLE INSURANCE TRUST II from MFS Funds, based in Massachusetts, United States of America. The fund has two share classes and monthly net assets of $394.30M. On August 26th, 2024 it reported 1,049 holdings, the largest being MFS Institutional Money Market Portfolio (3.6%), Japan Government Thirty Year Bonds (1.8%) and Italy Buoni Poliennali Del Tesoro (1.6%). Data provided by Fincoded.

Share Classes

Name	Class/Contract ID	Ticker	Monthly Returns (2 years)
Initial Class	C000007291
Service Class	C000007292

Holdings

From latest NPORT-P, filed August 26th, 2024 for period ending June 30th, 2024. Historic holdings data available from Fincoded.

Name	Profile	Category	Country	Value $USD	# Shares	% of Fund
AA Bond Co Ltd	Long	Debt	JE	$317K	–	0.09
AbbVie Inc	Long	Equity-common	US	$1M	7K	0.34
AbbVie Inc	Long	Debt	US	$182K	–	0.05
AbbVie Inc	Long	Debt	US	$130K	–	0.04
ABN AMRO Bank NV	Long	Equity-common	NL	$537K	33K	0.15
Abu Dhabi Developmental Holding Co PJSC (ABU DHABI DEVELOPMENT HO)	Long	Debt	AE	$406K	–	0.11
Accenture PLC	Long	Equity-common	IE	$671K	2K	0.18
Adani Electricity Mumbai Ltd	Long	Debt	IN	$362K	–	0.10
Aegea Finance Sarl	Long	Debt	LU	$430K	–	0.12
AGCO Corp	Long	Debt	US	$336K	–	0.09
AIB Group PLC	Long	Debt	IE	$619K	–	0.17
AIB Group PLC	Long	Debt	IE	$199K	–	0.05
Air Canada	Long	Equity-common	CA	$199K	15K	0.05
Aker BP ASA	Long	Equity-common	NO	$74K	3K	0.02
Akzo Nobel NV	Long	Equity-common	NL	$322K	5K	0.09
Alexandrite Monnet UK Holdco PLC	Long	Debt	GB	$444K	–	0.12
Algonquin Power & Utilities Corp (ALGONQUIN PWR & UTILITY)	Long	Debt	CA	$125K	–	0.03
Alimentation Couche-Tard Inc	Long	Debt	CA	$106K	–	0.03
Allianz SE	Long	Debt	DE	$327K	–	0.09
Alpha Services and Holdings SA (ALPHA SERV & HLDGS)	Long	Debt	GR	$504K	–	0.14
Alphabet Inc	Long	Equity-common	US	$819K	4K	0.22
Altria Group Inc	Long	Equity-common	US	$454K	10K	0.12
Amadeus IT Group SA	Long	Equity-common	ES	$380K	6K	0.10
Ambev SA	Long	Equity-common	BR	$354K	174K	0.10
American International Group Inc	Long	Debt	US	$389K	–	0.11
American Medical Systems Europe BV (AMERICAN MEDICAL SYST EU)	Long	Debt	NL	$295K	–	0.08
American Tower Corp	Long	Debt	US	$365K	–	0.10
American Tower Corp	Long	Debt	US	$192K	–	0.05
American Transmission Systems Inc	Long	Debt	US	$87K	–	0.02
Anglo American Capital PLC	Long	Debt	GB	$675K	–	0.18
Anheuser-Busch InBev SA/NV	Long	Debt	BE	$242K	–	0.07
Anheuser-Busch InBev SA/NV	Long	Debt	BE	$176K	–	0.05
Anheuser-Busch InBev Worldwide Inc	Long	Debt	US	$330K	–	0.09
Anheuser-Busch InBev Worldwide Inc	Long	Debt	US	$161K	–	0.04
Anhui Conch Cement Co Ltd	Long	Equity-common	CN	$292K	123K	0.08
Aon PLC	Long	Equity-common	IE	$1M	5K	0.40
APA Infrastructure Ltd	Long	Debt	AU	$486K	–	0.13
APA Infrastructure Ltd	Long	Debt	AU	$441K	–	0.12
Aptiv PLC	Long	Equity-common	JE	$748K	11K	0.20
Aptiv PLC / Aptiv Global Financing Ltd (APTIV PLC/APTIV GLOB)	Long	Debt		$434K	–	0.12
Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd (Arbor Realty Collateralized Loan Obligation Ltd)	Long	ABS-collateralized bond/debt obligation	KY	$210K	–	0.06
Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd (Arbor Realty Collateralized Loan Obligation Ltd)	Long	ABS-collateralized bond/debt obligation	KY	$788K	–	0.22
Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd (Arbor Realty Collateralized Loan Obligation Ltd)	Long	ABS-collateralized bond/debt obligation	KY	$752K	–	0.21
Arcadis NV	Long	Debt	NL	$297K	–	0.08
AREIT 2022-CRE6 Trust (AREIT CRE Trust)	Long	ABS-collateralized bond/debt obligation	KY	$284K	–	0.08
AREIT 2022-CRE6 Trust (AREIT CRE Trust)	Long	ABS-collateralized bond/debt obligation	KY	$116K	–	0.03
AREIT 2022-CRE6 Trust (AREIT CRE Trust)	Long	ABS-collateralized bond/debt obligation	KY	$97K	–	0.03
Aristocrat Leisure Ltd	Long	Equity-common	AU	$132K	4K	0.04
Arrow Electronics Inc	Long	Debt	US	$356K	–	0.10
Arthur J Gallagher & Co	Long	Debt	US	$288K	–	0.08
Arthur J Gallagher & Co	Long	Debt	US	$206K	–	0.06
Ashtead Capital Inc	Long	Debt	US	$249K	–	0.07
AUST 10Y BOND FUT SEP24 (ASX Clear (Futures))		Derivative-interest rate	AU	$-110K	–	-0.03
Australia Government Bonds	Long	Debt	AU	$3M	–	0.84
Australia Government Bonds	Long	Debt	AU	$472K	–	0.13
Autostrade per l'Italia SpA	Long	Debt	IT	$247K	–	0.07
Autostrade per l'Italia SpA	Long	Debt	IT	$189K	–	0.05
Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD)	Long	Debt	KY	$255K	–	0.07
Axalta Coating Systems Ltd	Long	Equity-common	BM	$434K	13K	0.12
Bacardi Ltd	Long	Debt	BM	$309K	–	0.08
Bacardi Ltd / Bacardi-Martini BV (BACARDI LTD / MARTINI BV)	Long	Debt		$162K	–	0.04
Banca Popolare di Sondrio SPA (BANCA POPOLARE SONDRIO)	Long	Debt	IT	$160K	–	0.04
BANK 2021-BNK32	Long	ABS-mortgage backed security	US	$45K	–	0.01
BANK 2021-BNK34	Long	ABS-mortgage backed security	US	$140K	–	0.04
BANK 2021-BNK35	Long	ABS-mortgage backed security	US	$149K	–	0.04
BANK 2022-BNK41	Long	ABS-mortgage backed security	US	$520K	–	0.14
BANK 2023-BNK46	Long	ABS-mortgage backed security	US	$788K	–	0.22
Bank Gospodarstwa Krajowego	Long	Debt	PL	$262K	–	0.07
Bank Gospodarstwa Krajowego	Long	Debt	PL	$206K	–	0.06
Bank of America Corp	Long	Equity-common	US	$2M	43K	0.46
Bank of America Corp	Long	Debt	US	$405K	–	0.11
Bank of America Corp	Long	Debt	US	$358K	–	0.10
Bank of New York Mellon Corp/The	Long	Equity-common	US	$705K	12K	0.19
Banque Federative du Credit Mutuel SA (BANQUE FED CRED MUTUEL)	Long	Debt	FR	$213K	–	0.06
BAT International Finance PLC (BAT INTL FINANCE PLC)	Long	Debt	GB	$567K	–	0.16
Bayer AG	Long	Equity-common	DE	$245K	9K	0.07
Bayer US Finance LLC	Long	Debt	US	$214K	–	0.06
BBCMS Mortgage Trust 2020-C7 (Barclays Commercial Mortgage Securities LLC)	Long	ABS-mortgage backed security	US	$56K	–	0.02
BBCMS Mortgage Trust 2021-C9 (Barclays Commercial Mortgage Securities LLC)	Long	ABS-mortgage backed security	US	$507K	–	0.14
BBCMS Trust 2021-C10 (Barclays Commercial Mortgage Securities LLC)	Long	ABS-mortgage backed security	US	$180K	–	0.05
Becton Dickinson & Co	Long	Equity-common	US	$716K	3K	0.20
Becton Dickinson & Co	Long	Debt	US	$312K	–	0.09
Benchmark 2021-B24 Mortgage Trust (BENCHMARK Mortgage Trust)	Long	ABS-mortgage backed security	US	$101K	–	0.03
Benchmark 2021-B26 Mortgage Trust (BENCHMARK Mortgage Trust)	Long	ABS-mortgage backed security	US	$228K	–	0.06
Benchmark 2021-B27 Mortgage Trust (BENCHMARK Mortgage Trust)	Long	ABS-mortgage backed security	US	$382K	–	0.10
Benchmark 2021-B28 Mortgage Trust (BENCHMARK Mortgage Trust)	Long	ABS-mortgage backed security	US	$322K	–	0.09
Berkshire Hathaway Energy Co	Long	Debt	US	$87K	–	0.02
Berkshire Hathaway Energy Co	Long	Debt	US	$63K	–	0.02
Bermuda Government International Bond (GOVT OF BERMUDA)	Long	Debt	BM	$690K	–	0.19
Bermuda Government International Bond (GOVT OF BERMUDA)	Long	Debt	BM	$185K	–	0.05
BIST 30 FUTURES AUG24 (Borsa Istanbul)		Derivative-equity	TR	$-124K	–	-0.03
BMP 2024-MF23 (BMP Trust)	Long	ABS-mortgage backed security	US	$234K	–	0.06
BNP Paribas SA	Long	Equity-common	FR	$1M	18K	0.32
Boeing Co/The	Long	Debt	US	$534K	–	0.15
Boeing Co/The	Long	Debt	US	$90K	–	0.02
Boston Properties LP	Long	Debt	US	$224K	–	0.06
BP Capital Markets America Inc (BP CAP MARKETS AMERICA)	Long	Debt	US	$270K	–	0.07
BP Capital Markets BV	Long	Debt	NL	$266K	–	0.07
BP Capital Markets BV	Long	Debt	NL	$121K	–	0.03
BPCE SA	Long	Debt	FR	$444K	–	0.12
BPCE SA	Long	Debt	FR	$283K	–	0.08
BPER Banca SPA	Long	Debt	IT	$222K	–	0.06
Brazos Securitization LLC (BRAZOS SECURITIZATN LLC)	Long	Debt	US	$246K	–	0.07
Bridgestone Corp	Long	Equity-common	JP	$67K	2K	0.02
Bristol-Myers Squibb Co	Long	Debt	US	$184K	–	0.05
Bristol-Myers Squibb Co	Long	Debt	US	$150K	–	0.04
British American Tobacco PLC	Long	Equity-common	GB	$1M	37K	0.31
Brown & Brown Inc	Long	Debt	US	$272K	–	0.07
Bruce Power LP	Long	Debt	CA	$619K	–	0.17
BSPRT 2021-FL7 Issuer Ltd (BSPRT Issuer, Ltd.)	Long	ABS-collateralized bond/debt obligation	KY	$174K	–	0.05
BSPRT 2021-FL7 Issuer Ltd (BSPRT Issuer, Ltd.)	Long	ABS-collateralized bond/debt obligation	KY	$158K	–	0.04
Bundesobligation	Long	Debt	DE	$3M	–	0.72
Bundesrepublik Deutschland Bundesanleihe (BUNDESREPUB. DEUTSCHLAND)	Long	Debt	DE	$1M	–	0.37
BUPA Finance PLC	Long	Debt	GB	$761K	–	0.21
Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE)	Long	Debt	US	$222K	–	0.06
Business Jet Securities 2024-1 LLC (Business Jet Securities, LLC)	Long	ABS-other	US	$127K	–	0.03
BXMT 2021-FL4 Ltd (BXMT Ltd)	Long	ABS-collateralized bond/debt obligation	US	$2M	–	0.43
BXMT 2021-FL4 Ltd (BXMT Ltd)	Long	ABS-collateralized bond/debt obligation	US	$831K	–	0.23
CAC40 10 EURO FUT JUL24 (Euronext NV)		Derivative-equity	FR	$-11K	–	-0.00
CAN 10YR BOND FUT SEP24 (The Montreal Exchange / Bourse De Montreal)		Derivative-interest rate	CA	$2K	–	0.00
CAN 5YR BOND FUT SEP24 (The Montreal Exchange / Bourse De Montreal)		Derivative-interest rate	CA	$6K	–	0.00
Canada Government Bonds	Long	Debt	CA	$4M	–	1.12
Canada Government Bonds	Long	Debt	CA	$2M	–	0.66
Canada Government Bonds	Long	Debt	CA	$1M	–	0.34
Capgemini SE	Long	Equity-common	FR	$849K	4K	0.23
Carnival Corp	Long	Debt	PA	$236K	–	0.06
CARS-DB4 LP (Capital Automotive Reit)	Long	ABS-other	US	$252K	–	0.07
Cboe Global Markets Inc	Long	Equity-common	US	$466K	3K	0.13
Cellnex Finance Co SA	Long	Debt	ES	$182K	–	0.05
CEZ AS	Long	Debt	CZ	$561K	–	0.15
CF Hippolyta Issuer LLC	Long	ABS-other	US	$187K	–	0.05
CGI Inc	Long	Equity-common	CA	$432K	4K	0.12
Charles Schwab Corp/The	Long	Equity-common	US	$2M	27K	0.54
Charles Schwab Corp/The	Long	Debt	US	$188K	–	0.05
Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP)	Long	Debt	US	$352K	–	0.10
Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP)	Long	Debt	US	$88K	–	0.02
Chesapeake Funding II LLC	Long	ABS-other	US	$210K	–	0.06
China Construction Bank Corp	Long	Equity-common	CN	$261K	353K	0.07
China Government Bond	Long	Debt	CN	$4M	–	1.22
China Government Bond	Long	Debt	CN	$2M	–	0.54
China Pacific Insurance Group Co Ltd	Long	Equity-common	CN	$116K	48K	0.03
Chubb Ltd	Long	Equity-common	CH	$1M	5K	0.33
Chubu Electric Power Co Inc	Long	Equity-common	JP	$82K	7K	0.02
Cie de Saint-Gobain SA	Long	Equity-common	FR	$644K	8K	0.18
Cie Financiere Richemont SA	Long	Equity-common	CH	$745K	5K	0.20
Cie Generale des Etablissements Michelin SCA	Long	Equity-common	FR	$823K	21K	0.23
Cigna Group/The	Long	Equity-common	US	$2M	7K	0.62
Citycon Oyj	Long	Debt	FI	$347K	–	0.09
Citycon Treasury BV	Long	Debt	NL	$118K	–	0.03
CLP Holdings Ltd	Long	Equity-common	HK	$77K	10K	0.02
CMA CGM SA	Long	Debt	FR	$129K	–	0.04
CME Group Inc	Long	Equity-common	US	$361K	2K	0.10
CNH Equipment Trust 2023-A	Long	ABS-other	US	$75K	–	0.02
CNH Industrial Capital LLC (CNH INDUSTRIAL CAP LLC)	Long	Debt	US	$320K	–	0.09
CNH Industrial NV	Long	Debt	NL	$433K	–	0.12
Coca-Cola Co/The	Long	Debt	US	$201K	–	0.05
Colgate-Palmolive Co	Long	Equity-common	US	$880K	9K	0.24
COLT 2024-1 Mortgage Loan Trust (COLT Funding LLC)	Long	ABS-mortgage backed security	US	$305K	–	0.08
Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO)	Long	Debt	US	$345K	–	0.09
Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO)	Long	Debt	US	$175K	–	0.05
Columbia Sportswear Co	Long	Equity-common	US	$88K	1K	0.02
Comcast Corp	Long	Equity-common	US	$2M	55K	0.59
Commerzbank AG	Long	Debt	DE	$320K	–	0.09
Commerzbank AG	Long	Debt	DE	$109K	–	0.03
Commonwealth Bank of Australia (COMMONWEALTH BANK AUST)	Long	Debt	AU	$610K	–	0.17
ConocoPhillips	Long	Equity-common	US	$1M	13K	0.39
Constellation Brands Inc	Long	Debt	US	$139K	–	0.04
COPT Defense Properties LP (COPT DEFENSE PROP LP)	Long	Debt	US	$282K	–	0.08
COPT Defense Properties LP (COPT DEFENSE PROP LP)	Long	Debt	US	$90K	–	0.02
Corebridge Financial Inc	Long	Equity-common	US	$660K	23K	0.18
Corebridge Financial Inc	Long	Debt	US	$357K	–	0.10
Corp Inmobiliaria Vesta SAB de CV (CORPORACION INMOBILIARIA)	Long	Debt	MX	$223K	–	0.06
Credit Acceptance Auto Loan Trust 2021-3	Long	ABS-other	US	$11K	–	0.00
Credit Agricole SA	Long	Debt	FR	$467K	–	0.13
Credit Mutuel Arkea SA	Long	Debt	FR	$211K	–	0.06
CRH SMW Finance DAC	Long	Debt	IE	$261K	–	0.07
CS100131 MFS (BNP Paribas SA)		Derivative-credit	LU	$32K	–	0.01
CS100133 MFS (Goldman Sachs International)		Derivative-credit	US	$32K	–	0.01
CS100140 MFS (Merrill Lynch International)		Derivative-credit	US	$35K	–	0.01
CTP NV	Long	Debt	NL	$109K	–	0.03
CVS Health Corp	Long	Debt	US	$62K	–	0.02
Danone SA	Long	Equity-common	FR	$426K	7K	0.12
Danske Bank A/S	Long	Debt	DK	$305K	–	0.08
DAX INDEX FUTURE SEP24 (Eurex Deutschland)		Derivative-equity	DE	$-5K	–	-0.00
DB Insurance Co Ltd	Long	Equity-common	KR	$221K	3K	0.06
DBS Group Holdings Ltd	Long	Equity-common	SG	$850K	32K	0.23
Deutsche Bahn Finance GMBH (DEUTSCHE BAHN FIN GMBH)	Long	Debt	DE	$84K	–	0.02
Deutsche Bank AG	Long	Debt	DE	$256K	–	0.07
Deutsche Bank AG	Long	Debt	DE	$216K	–	0.06
Deutsche Bank AG	Long	Debt	DE	$209K	–	0.06
Diageo PLC	Long	Equity-common	GB	$917K	29K	0.25
Diamondback Energy Inc	Long	Debt	US	$343K	–	0.09
Dick's Sporting Goods Inc	Long	Debt	US	$354K	–	0.10
Discovery Communications LLC	Long	Debt	US	$136K	–	0.04
Dominican Republic International Bond	Long	Debt	DO	$184K	–	0.05
Dominican Republic International Bonds	Long	Debt	DO	$671K	–	0.18
Doosan Bobcat Inc	Long	Equity-common	KR	$267K	7K	0.07
DSM BV	Long	Debt	NL	$170K	–	0.05
DT Auto Owner Trust 2023-1	Long	ABS-other	US	$68K	–	0.02
Duke Energy Corp	Long	Equity-common	US	$565K	6K	0.15
Duke Energy Corp	Long	Debt	US	$349K	–	0.10
Duke Energy Florida LLC	Long	Debt	US	$302K	–	0.08
Dun & Bradstreet Holdings Inc	Long	Equity-common	US	$609K	66K	0.17
E-MINI RUSS 2000 SEP24 (Chicago Mercantile Exchange)		Derivative-equity	US	$-13K	–	-0.00
E.ON International Finance BV (E.ON INTL FINANCE BV)	Long	Debt	NL	$518K	–	0.14
E.ON SE	Long	Equity-common	DE	$753K	57K	0.21
easyJet PLC	Long	Debt	GB	$231K	–	0.06
Eaton Corp PLC	Long	Equity-common	IE	$963K	3K	0.26
Edison International	Long	Equity-common	US	$779K	11K	0.21
Element Fleet Management Corp	Long	Debt	CA	$259K	–	0.07
Element Fleet Management Corp	Long	Debt	CA	$181K	–	0.05
Elevance Health Inc	Long	Debt	US	$362K	–	0.10
ELM Trust 2024-ELM	Long	ABS-mortgage backed security	US	$335K	–	0.09
ELM Trust 2024-ELM	Long	ABS-mortgage backed security	US	$100K	–	0.03
Empire District Bondco LLC	Long	Debt	US	$341K	–	0.09
Enbridge Inc	Long	Debt	CA	$328K	–	0.09
Enbridge Inc	Long	Debt	CA	$134K	–	0.04
EnBW International Finance BV (ENBW INTL FINANCE BV)	Long	Debt	NL	$199K	–	0.05
Enel Americas SA	Long	Debt	CL	$821K	–	0.22
Enel Finance International NV (ENEL FINANCE INTL NV)	Long	Debt	NL	$351K	–	0.10
Enel Finance International NV (ENEL FINANCE INTL NV)	Long	Debt	NL	$262K	–	0.07
Enel Finance International NV (ENEL FINANCE INTL NV)	Long	Debt	NL	$149K	–	0.04
Energy Transfer LP	Long	Debt	US	$303K	–	0.08
Energy Transfer LP	Long	Debt	US	$247K	–	0.07
Energy Transfer LP	Long	Debt	US	$134K	–	0.04
Engie SA	Long	Debt	FR	$217K	–	0.06
Engie SA	Long	Debt	FR	$212K	–	0.06
Engie SA	Long	Debt	FR	$107K	–	0.03
Eni SpA	Long	Equity-common	IT	$2M	111K	0.47
Eni SpA	Long	Debt	IT	$244K	–	0.07
EP Infrastructure AS	Long	Debt	CZ	$635K	–	0.17
EP Infrastructure AS	Long	Debt	CZ	$267K	–	0.07
EPH Financing International AS (EPH FIN INTERNATIONAL AS)	Long	Debt	CZ	$539K	–	0.15
EPH Financing International AS (EPH FIN INTERNATIONAL AS)	Long	Debt	CZ	$505K	–	0.14
EPR Properties	Long	Debt	US	$377K	–	0.10
EQI00090 EURO STOXX 50 INDEX (Goldman Sachs & Co. LLC)		Derivative-equity	DE	$30K	–	0.01
Erste Group Bank AG	Long	Equity-common	AT	$187K	4K	0.05
ESB Finance DAC	Long	Debt	IE	$192K	–	0.05
EURO-BOBL FUTURE SEP24 (Eurex Deutschland)		Derivative-interest rate	DE	$63K	–	0.02
EURO-BUND FUTURE SEP24 (Eurex Deutschland)		Derivative-interest rate	DE	$-158K	–	-0.04
EURO-BUXL 30Y BND SEP24 (Eurex Deutschland)		Derivative-interest rate	DE	$-5K	–	-0.00
EURO-SCHATZ FUT SEP24 (Eurex Deutschland)		Derivative-interest rate	DE	$-85K	–	-0.02
Euronet Worldwide Inc	Long	Debt	US	$377K	–	0.10
Euronext NV	Long	Equity-common	NL	$125K	1K	0.03
European Union	Long	Debt		$3M	–	0.82
European Union	Long	Debt		$2M	–	0.49
European Union	Long	Debt		$1M	–	0.40
European Union	Long	Debt		$874K	–	0.24
European Union	Long	Debt		$574K	–	0.16
European Union	Long	Debt		$121K	–	0.03
Eustream AS	Long	Debt	SK	$348K	–	0.10
Eversource Energy	Long	Debt	US	$248K	–	0.07
Exxon Mobil Corp	Long	Equity-common	US	$579K	5K	0.16
Exxon Mobil Corp (EXXON MOBIL CORPORATION)	Long	Debt	US	$291K	–	0.08
Fairfax Financial Holdings Ltd (FAIRFAX FINL HLDGS LTD)	Long	Debt	CA	$546K	–	0.15
Fairfax Financial Holdings Ltd (FAIRFAX FINL HLDGS LTD)	Long	Debt	CA	$322K	–	0.09
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$774K	–	0.21
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$534K	–	0.15
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$500K	–	0.14
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$447K	–	0.12
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$393K	–	0.11
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$379K	–	0.10
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$334K	–	0.09
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$296K	–	0.08
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$294K	–	0.08
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$285K	–	0.08
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$246K	–	0.07
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$219K	–	0.06
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$205K	–	0.06
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$203K	–	0.06
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$195K	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$185K	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$182K	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$170K	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$157K	–	0.04
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$152K	–	0.04
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$147K	–	0.04
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$113K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$111K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$109K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$107K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$103K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$100K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$95K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$93K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$83K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$74K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$74K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$74K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$72K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$70K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$59K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$58K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$52K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$50K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$43K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$41K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$39K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$38K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$35K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$32K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$32K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$30K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$29K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$28K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$26K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$23K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$22K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$22K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$21K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$20K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$20K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$19K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$19K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$18K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$16K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$13K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$7K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1K	–	0.00
Ferrari NV	Long	Debt	NL	$623K	–	0.17
Fidelity National Information Services Inc	Long	Equity-common	US	$486K	6K	0.13
First Abu Dhabi Bank PJSC	Long	Debt	AE	$392K	–	0.11
Fiserv Inc	Long	Equity-common	US	$836K	6K	0.23
Fiserv Inc	Long	Debt	US	$289K	–	0.08
Ford Motor Credit Co LLC	Long	Debt	US	$322K	–	0.09
Ford Motor Credit Co LLC	Long	Debt	US	$232K	–	0.06
FORT CRE 2022-FL3 Issuer LLC (Fortress CBO Investments Ltd)	Long	ABS-collateralized bond/debt obligation	US	$263K	–	0.07
Fortescue Ltd	Long	Equity-common	AU	$534K	37K	0.15
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$222K	–	0.06
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$118K	–	0.03
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$101K	–	0.03
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$72K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$62K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$27K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$9K	–	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	$3K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$3K	–	0.00
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$1M	–	0.34
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$387K	–	0.11
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$371K	–	0.10
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$352K	–	0.10
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$341K	–	0.09
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$337K	–	0.09
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$290K	–	0.08
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$279K	–	0.08
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$219K	–	0.06
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$197K	–	0.05
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$148K	–	0.04
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$126K	–	0.03
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$125K	–	0.03
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$118K	–	0.03
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$110K	–	0.03
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$109K	–	0.03
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$105K	–	0.03
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$94K	–	0.03
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$83K	–	0.02
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$55K	–	0.02
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$52K	–	0.01
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$27K	–	0.01
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$1M	–	0.38
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$658K	–	0.18
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$438K	–	0.12
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$271K	–	0.07
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$217K	–	0.06
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$200K	–	0.05
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$148K	–	0.04
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$132K	–	0.04
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$108K	–	0.03
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$103K	–	0.03
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$101K	–	0.03
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$83K	–	0.02
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$78K	–	0.02
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$71K	–	0.02
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$40K	–	0.01
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$38K	–	0.01
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$38K	–	0.01
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$34K	–	0.01
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$32K	–	0.01
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$30K	–	0.01
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$20K	–	0.01
FREMF 2024-K523 Mortgage Trust (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$898K	–	0.25
FS RIALTO (FS Rialto Issuer Ltd)	Long	ABS-collateralized bond/debt obligation	US	$682K	–	0.19
FTSE 100 IDX FUT SEP24 (ICE Futures Europe - Financial Products Division)		Derivative-equity	GB	$6K	–	0.00
FTSE TAIWAN INDEX JUL24 (Singapore Exchange Derivatives Clearing Limited)		Derivative-equity	SG	$94K	–	0.03
FTSE/JSE TOP 40 SEP24 (South African Futures Exchange)		Derivative-equity	ZA	$6K	–	0.00
FTSE/MIB IDX FUT SEP24 (Italian Derivatives Market)		Derivative-equity	IT	$143K	–	0.04
Fujitsu Ltd	Long	Equity-common	JP	$797K	51K	0.22
Galaxy Pipeline Assets Bidco Ltd	Long	Debt	JE	$381K	–	0.10
General Dynamics Corp	Long	Equity-common	US	$1M	5K	0.39
General Mills Inc	Long	Equity-common	US	$1M	16K	0.28
Georgia Power Co	Long	Debt	US	$314K	–	0.09
Gerdau SA	Long	Equity-preferred	BR	$322K	98K	0.09
GFL Environmental Inc	Long	Debt	CA	$168K	–	0.05
Ginnie Mae (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$176K	–	0.05
Ginnie Mae (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$127K	–	0.03
Ginnie Mae (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$99K	–	0.03
Ginnie Mae (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$87K	–	0.02
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$24K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$531K	–	0.15
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$354K	–	0.10
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$273K	–	0.07
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$213K	–	0.06
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$186K	–	0.05
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$155K	–	0.04
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$134K	–	0.04
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$125K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$115K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$48K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$46K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$23K	–	0.01
Glencore Capital Finance DAC (GLENCORE CAP FIN DAC)	Long	Debt	IE	$569K	–	0.16
Glencore PLC	Long	Equity-common	JE	$775K	136K	0.21
Global Aircraft Leasing Co Ltd (GLOBAL AIR LEASE CO LTD)	Long	Debt	KY	$289K	–	0.08
Goldman Sachs Group Inc/The	Long	Equity-common	US	$2M	4K	0.51
Government National Mortgage Association	Long	ABS-mortgage backed security	US	$348K	–	0.10
GreatAmerica Leasing Receivables Funding LLC Series 2023-1 (GREAT AMERICA LEASING RECEIVABLES)	Long	ABS-other	US	$106K	–	0.03
GXO Logistics Inc	Long	Debt	US	$197K	–	0.05
HANG SENG IDX FUT JUL24 (Hong Kong Futures Exchange Ltd.)		Derivative-equity	HK	$-133K	–	-0.04
Harbour Energy PLC	Long	Equity-common	GB	$120K	30K	0.03
Hartford Financial Services Group Inc/The	Long	Equity-common	US	$335K	3K	0.09
HCA Inc	Long	Debt	US	$164K	–	0.04
Heathrow Funding Ltd	Long	Debt	JE	$301K	–	0.08
Heidelberg Materials AG	Long	Equity-common	DE	$565K	5K	0.15
Heidelberg Materials AG	Long	Debt	DE	$391K	–	0.11
Heimstaden Bostad Treasury BV (HEIMSTADEN BOSTAD TRESRY)	Long	Debt	NL	$366K	–	0.10
Heineken NV	Long	Equity-common	NL	$654K	7K	0.18
Heineken NV	Long	Debt	NL	$310K	–	0.08
Hellenic Telecommunications Organization SA	Long	Equity-common	GR	$266K	18K	0.07
Henkel AG & Co KGaA	Long	Equity-preferred	DE	$1M	14K	0.34
Hess Corp	Long	Equity-common	US	$1M	7K	0.27
Highwoods Properties Inc	Long	Equity-common	US	$180K	7K	0.05
Hitachi Ltd	Long	Equity-common	JP	$2M	72K	0.44
Holcim Sterling Finance Netherlands BV	Long	Debt	NL	$178K	–	0.05
Home Depot Inc/The	Long	Equity-common	US	$673K	2K	0.18
Home Depot Inc/The	Long	Debt	US	$147K	–	0.04
Home Depot Inc/The	Long	Debt	US	$131K	–	0.04
Home Depot Inc/The	Long	Debt	US	$86K	–	0.02
Hon Hai Precision Industry Co Ltd	Long	Equity-common	TW	$1M	226K	0.41
Honeywell International Inc	Long	Equity-common	US	$580K	3K	0.16
HSBC Holdings PLC	Long	Debt	GB	$337K	–	0.09
Hungary Government Bond	Long	Debt	HU	$1M	–	0.28
Hungary Government Bond	Long	Debt	HU	$329K	–	0.09
Hungary Government International Bond	Long	Debt	HU	$1M	–	0.35
Hyundai Capital America	Long	Debt	US	$221K	–	0.06
Iberdrola SA	Long	Equity-common	ES	$853K	66K	0.23
IBEX 35 INDX FUTR JUL24 (Meff Financial Derivatives)		Derivative-equity	ES	$9K	–	0.00
Icon Investments Six DAC	Long	Debt	IE	$373K	–	0.10
ICON PLC	Long	Equity-common	IE	$521K	2K	0.14
IFSC NIFTY 50 FUT JUL24 (National Stock Exchange Of India)		Derivative-equity	IN	$-156K	–	-0.04
IHG Finance LLC	Long	Debt	US	$110K	–	0.03
Illinois Tool Works Inc	Long	Debt	US	$308K	–	0.08
Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC)	Long	Debt	GB	$346K	–	0.09
Imperial Brands PLC	Long	Equity-common	GB	$91K	4K	0.02
India Government Bond	Long	Debt	IN	$2M	–	0.41
Indofood CBP Sukses Makmur Tbk PT	Long	Debt	ID	$310K	–	0.08
Informa PLC	Long	Equity-common	GB	$447K	41K	0.12
ING Groep NV	Long	Debt	NL	$213K	–	0.06
Inner Mongolia Yili Industrial Group Co Ltd	Long	Equity-common	CN	$128K	36K	0.04
Intel Corp	Long	Equity-common	US	$651K	21K	0.18
Intel Corp	Long	Debt	US	$258K	–	0.07
International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES)	Long	Debt	US	$215K	–	0.06
International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES)	Long	Debt	US	$203K	–	0.06
International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES)	Long	Debt	US	$135K	–	0.04
Intesa Sanpaolo SpA	Long	Debt	IT	$463K	–	0.13
IOWA ST STUDENT LOAN LIQUIDITY CORP (Iowa Student Loan Liquidity Corp)	Long	Debt	US	$215K	–	0.06
Italy Buoni Poliennali Del Tesoro	Long	Debt	IT	$6M	–	1.56
Italy Buoni Poliennali Del Tesoro	Long	Debt	IT	$1M	–	0.31
Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES)	Long	Debt	IT	$1M	–	0.31
Ivory Coast Government International Bond	Long	Debt	CI	$194K	–	0.05
Japan Government Thirty Year Bonds	Long	Debt	JP	$7M	–	1.79
Japan Government Thirty Year Bonds	Long	Debt	JP	$1M	–	0.40
Japan Government Thirty Year Bonds	Long	Debt	JP	$777K	–	0.21
Japan Government Thirty Year Bonds	Long	Debt	JP	$443K	–	0.12
Japan Government Thirty Year Bonds	Long	Debt	JP	$367K	–	0.10
Japan Government Twenty Year Bonds	Long	Debt	JP	$4M	–	0.99
Japan Government Twenty Year Bonds	Long	Debt	JP	$670K	–	0.18
Japan Tobacco Inc	Long	Equity-common	JP	$309K	11K	0.08
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO)	Long	Debt	LU	$304K	–	0.08
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO)	Long	Debt	LU	$194K	–	0.05
Jefferson Capital Holdings LLC	Long	Debt	US	$268K	–	0.07
Jersey Central Power & Light Co (JERSEY CENTRAL PWR & LT)	Long	Debt	US	$152K	–	0.04
John Deere Bank SA	Long	Debt	LU	$203K	–	0.06
Johnson & Johnson	Long	Equity-common	US	$2M	16K	0.62
Johnson & Johnson	Long	Debt	US	$319K	–	0.09
Johnson Controls International plc	Long	Equity-common	IE	$2M	24K	0.44
Jones Lang LaSalle Inc	Long	Equity-common	US	$197K	962	0.05
JPMorgan Chase & Co	Long	Equity-common	US	$2M	9K	0.50
JPMorgan Chase & Co	Long	Debt	US	$381K	–	0.10
JPMorgan Chase & Co	Long	Debt	US	$280K	–	0.08
JPMorgan Chase & Co	Long	Debt	US	$271K	–	0.07
JPMorgan Chase & Co	Long	Debt	US	$266K	–	0.07
JPN 10Y BOND(OSE) SEP24 (Osaka Exchange)		Derivative-interest rate	JP	$-17K	–	-0.00
Julius Baer Group Ltd	Long	Equity-common	CH	$639K	11K	0.17
KB Financial Group Inc	Long	Equity-common	KR	$226K	4K	0.06
KBC Group NV	Long	Debt	BE	$320K	–	0.09
KBC Group NV	Long	Debt	BE	$126K	–	0.03
KDDI Corp	Long	Equity-common	JP	$1M	42K	0.30
Kenvue Inc	Long	Equity-common	US	$941K	52K	0.26
Kenvue Inc	Long	Debt	US	$351K	–	0.10
Kimberly-Clark Corp	Long	Equity-common	US	$1M	9K	0.36
Kingdom of Belgium Government Bond (BELGIUM KINGDOM)	Long	Debt	BE	$1M	–	0.31
Kingdom of Belgium Government Bonds	Long	Debt	BE	$300K	–	0.08
Kirin Holdings Co Ltd	Long	Equity-common	JP	$364K	28K	0.10
Koninklijke KPN NV	Long	Equity-common	NL	$182K	48K	0.05
Korea Treasury Bond	Long	Debt	KR	$6M	–	1.52
Korea Treasury Bond	Long	Debt	KR	$5M	–	1.41
Korea Treasury Bond	Long	Debt	KR	$636K	–	0.17
KOSPI2 INX FUT SEP24 (Korea Exchange (Futures Market))		Derivative-equity	KR	$439K	–	0.12
Kraft Heinz Foods Co	Long	Debt	US	$322K	–	0.09
Kubota Corp	Long	Equity-common	JP	$444K	32K	0.12
KUO SAB De CV (GRUPO KUO SAB DE CV)	Long	Debt	MX	$296K	–	0.08
Kyocera Corp	Long	Equity-common	JP	$629K	55K	0.17
L3Harris Technologies Inc	Long	Equity-common	US	$558K	2K	0.15
La Banque Postale SA	Long	Debt	FR	$211K	–	0.06
Lam Research Corp	Long	Equity-common	US	$637K	598	0.17
Las Vegas Sands Corp	Long	Debt	US	$223K	–	0.06
Lear Corp	Long	Equity-common	US	$479K	4K	0.13
Legrand SA	Long	Equity-common	FR	$501K	5K	0.14
Lincoln National Corp	Long	Debt	US	$356K	–	0.10
LKQ Corp	Long	Equity-common	US	$791K	19K	0.22
LKQ Corp	Long	Debt	US	$182K	–	0.05
Lloyds Banking Group PLC	Long	Debt	GB	$192K	–	0.05
Lloyds Banking Group PLC	Long	Debt	GB	$167K	–	0.05
Logicor Financing Sarl	Long	Debt	LU	$258K	–	0.07
LONG GILT FUTURE SEP24 (ICE Futures Europe - Financial Products Division)		Derivative-interest rate	GB	$-139K	–	-0.04
Long: BM11503 IRS USD R V 12MSOFR SM11503_FLO CCPOIS / Short: BM11503 IRS USD P F 3.45800 SM11503_FIX CCPOIS (LCH Limited)		Derivative-interest rate	US	$114K	–	0.03
Long: BM11619 IRS USD R V 00MSOFR SM11619_FLO CCPOIS / Short: BM11619 IRS USD P F 3.75835 SM11619_FIX CCPOIS (LCH Limited)		Derivative-interest rate	US	$352K	–	0.10
Long: BM11620 IRS USD R V 00MSOFR SM11620_FLO CCPOIS / Short: BM11620 IRS USD P F 3.54544 SM11620_FIX CCPOIS (LCH Limited)		Derivative-interest rate	US	$388K	–	0.11
Long: SM11139 CDS EUR R F 5.00000 SM11139_FEE CORPORATE / Short: SM11139 CDS EUR P V 03MEVENT SM11139_PRO CORPORATE (Barclays Bank PLC)		Derivative-credit	US	$94K	–	0.03
Long: SM11504 IRS USD R F 3.41200 SM11504_FIX CCPOIS / Short: SM11504 IRS USD P V 12MSOFR SM11504_FLO CCPOIS (LCH Limited)		Derivative-interest rate	US	$-326K	–	-0.09
Long: SM11617 IRS USD R F 4.30780 SM11617_FIX CCPOIS / Short: SM11617 IRS USD P V 00MSOFR SM11617_FLO CCPOIS (LCH Limited)		Derivative-interest rate	US	$-216K	–	-0.06
Long: SM11618 IRS USD R F 3.85490 SM11618_FIX CCPOIS / Short: SM11618 IRS USD P V 00MSOFR SM11618_FLO CCPOIS (LCH Limited)		Derivative-interest rate	US	$-305K	–	-0.08
Low Income Investment Fund	Long	Debt	US	$365K	–	0.10
Low Income Investment Fund	Long	Debt	US	$145K	–	0.04
LPL Holdings Inc	Long	Debt	US	$586K	–	0.16
Lseg US Fin Corp	Long	Debt	US	$199K	–	0.05
LUKOIL PJSC	Long	Equity-common	RU	$0	1K	–
LXP Industrial Trust	Long	Debt	US	$163K	–	0.04
M&T Bank Corp	Long	Equity-common	US	$226K	1K	0.06
M&T Bank Corp (M&T BANK CORPORATION)	Long	Debt	US	$133K	–	0.04
Macquarie Airfinance Holdings Ltd (MACQUARIE AIRFINANCE HLD)	Long	Debt	GB	$189K	–	0.05
Macquarie Group Ltd	Long	Debt	AU	$262K	–	0.07
Magyar Export-Import Bank Zrt	Long	Debt	HU	$409K	–	0.11
Manufacturers & Traders Trust Co (MANUF & TRADERS TRUST CO)	Long	Debt	US	$353K	–	0.10
Manulife Financial Corp	Long	Equity-common	CA	$1M	46K	0.33
Marriott International Inc/MD	Long	Debt	US	$315K	–	0.09
Masco Corp	Long	Equity-common	US	$2M	24K	0.44
MASSACHUSETTS ST EDUCTNL FING AUTH (Massachusetts Educational Financing Authority)	Long	Debt	US	$551K	–	0.15
MASSACHUSETTS ST EDUCTNL FING AUTH (Massachusetts Educational Financing Authority)	Long	Debt	US	$526K	–	0.14
MASSACHUSETTS ST HSG FIN AGY HSG REVENUE (Massachusetts Housing Finance Agency)	Long	Debt	US	$499K	–	0.14
Mastercard Inc	Long	Debt	US	$170K	–	0.05
McKesson Corp	Long	Equity-common	US	$617K	1K	0.17
Medtronic Inc	Long	Debt	US	$108K	–	0.03
Medtronic PLC	Long	Equity-common	IE	$1M	18K	0.38
Melco Resorts Finance Ltd	Long	Debt	KY	$198K	–	0.05
Mercury Chile Holdco LLC	Long	Debt	US	$412K	–	0.11
MetLife Inc	Long	Equity-common	US	$480K	7K	0.13
MEX BOLSA IDX FUT SEP24 (Mercado Mexicano De Derivados)		Derivative-equity	MX	$44K	–	0.01
Mexican Bonos (MEX BONOS DESARR FIX RT)	Long	Debt	MX	$1M	–	0.28
MF1 2021-FL6 Ltd (MF1 Multifamily Housing Mortgage Loan Trust)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.28
MF1 2021-FL6 Ltd (MF1 Multifamily Housing Mortgage Loan Trust)	Long	ABS-collateralized bond/debt obligation	KY	$583K	–	0.16
MF1 2022-FL8 Ltd (MF1 Multifamily Housing Mortgage Loan Trust)	Long	ABS-collateralized bond/debt obligation	KY	$276K	–	0.08
MF1 2022-FL8 Ltd (MF1 Multifamily Housing Mortgage Loan Trust)	Long	ABS-collateralized bond/debt obligation	KY	$240K	–	0.07
MF1 2024-FL14 LLC (MF1 Multifamily Housing Mortgage Loan Trust)	Long	ABS-collateralized bond/debt obligation	US	$700K	–	0.19
MF1 2024-FL14 LLC (MF1 Multifamily Housing Mortgage Loan Trust)	Long	ABS-collateralized bond/debt obligation	US	$209K	–	0.06
MF1 Multifamily Housing Mortgage Loan Trust	Long	ABS-collateralized bond/debt obligation	KY	$197K	–	0.05
MFS Institutional Money Market Portfolio	Long	Short-term investment vehicle	US	$13M	13M	3.61
MICHIGAN ST FIN AUTH REVENUE (Michigan Finance Authority)	Long	Debt	US	$390K	–	0.11
Microsoft Corp	Long	Equity-common	US	$1M	3K	0.40
Microsoft Corp	Long	Debt	US	$267K	–	0.07
MINI BOVESPA FUT AUG24 (B3 SA - Brasil, Bolsa, Balcao)		Derivative-equity	BR	$55K	–	0.02
MINNESOTA ST HSG FIN AGY (Minnesota Housing Finance Agency)	Long	Debt	US	$407K	–	0.11
Mitsubishi Electric Corp	Long	Equity-common	JP	$606K	38K	0.17
Mitsubishi UFJ Financial Group Inc	Long	Equity-common	JP	$1M	133K	0.39
Morgan Stanley	Long	Debt	US	$339K	–	0.09
Morgan Stanley	Long	Debt	US	$245K	–	0.07
Morgan Stanley	Long	Debt	US	$240K	–	0.07
Morgan Stanley	Long	Debt	US	$188K	–	0.05
Morgan Stanley Capital I Trust 2021-L5	Long	ABS-mortgage backed security	US	$130K	–	0.04
Morgan Stanley Capital I Trust 2021-L6	Long	ABS-mortgage backed security	US	$247K	–	0.07
MSCI SING IX ETS JUL24 (Singapore Exchange Derivatives Clearing Limited)		Derivative-equity	SG	$21K	–	0.01
National Bank of Greece SA (NATIONAL BANK GREECE SA)	Long	Debt	GR	$216K	–	0.06
NATIONAL FIN AUTH NH UTL REV (New Hampshire Business Finance Authority)	Long	Debt	US	$292K	–	0.08
National Grid PLC	Long	Equity-common	GB	$973K	87K	0.27
NatWest Group PLC	Long	Equity-common	GB	$2M	463K	0.50
NatWest Group PLC	Long	Debt	GB	$202K	–	0.06
NBK SPC Ltd	Long	Debt	AE	$256K	–	0.07
NBN Co Ltd	Long	Debt	AU	$450K	–	0.12
NBN Co Ltd	Long	Debt	AU	$333K	–	0.09
NEC Corp	Long	Equity-common	JP	$253K	3K	0.07
Neste Oyj	Long	Debt	FI	$118K	–	0.03
Next PLC	Long	Equity-common	GB	$340K	3K	0.09
Nitto Denko Corp	Long	Equity-common	JP	$127K	2K	0.03
NNN REIT Inc	Long	Equity-common	US	$105K	2K	0.03
Nomad Foods Ltd	Long	Equity-common	VG	$102K	6K	0.03
Northern Star Resources Ltd	Long	Debt	AU	$361K	–	0.10
Northern Trust Corp	Long	Equity-common	US	$1M	16K	0.37
Novatek Microelectronics Corp	Long	Equity-common	TW	$317K	17K	0.09
Nutrien Ltd	Long	Equity-common	CA	$275K	5K	0.08
nVent Finance Sarl	Long	Debt	LU	$313K	–	0.09
NVIDIA Corp	Long	Equity-common	US	$493K	4K	0.13
NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA)	Long	Debt		$141K	–	0.04
NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA)	Long	Debt		$70K	–	0.02
NXP Semiconductors NV	Long	Equity-common	NL	$1M	5K	0.39
NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery (HOSPITAL SPECIAL SURGERY)	Long	Debt	US	$411K	–	0.11
OBX 2024-NQM1 Trust (Onslow Bay Financial LLC)	Long	ABS-mortgage backed security	US	$335K	–	0.09
OBX 2024-NQM2 Trust (Onslow Bay Financial LLC)	Long	ABS-mortgage backed security	US	$577K	–	0.16
OBX 2024-NQM3 Trust (Onslow Bay Financial LLC)	Long	ABS-mortgage backed security	US	$134K	–	0.04
OBX 2024-NQM5 Trust (Onslow Bay Financial LLC)	Long	ABS-mortgage backed security	US	$113K	–	0.03
Occidental Petroleum Corp	Long	Debt	US	$462K	–	0.13
OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE (Oklahoma Development Finance Authority)	Long	Debt	US	$259K	–	0.07
Omnicom Group Inc	Long	Equity-common	US	$2M	18K	0.45
OMXS30 IND FUTURE JUL24 (Nasdaq Stockholm AB)		Derivative-equity	SE	$64K	–	0.02
Oncor Electric Delivery Co LLC	Long	Debt	US	$255K	–	0.07
Ontario Teachers' Cadillac Fairview Properties Trust (CADILLAC FAIRVIEW PRP TR)	Long	Debt	CA	$260K	–	0.07
Oracle Corp	Long	Debt	US	$202K	–	0.06
Organon & Co	Long	Equity-common	US	$815K	39K	0.22
P3 Group Sarl	Long	Debt	LU	$266K	–	0.07
Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC)	Long	Debt	US	$186K	–	0.05
Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC)	Long	Debt	US	$183K	–	0.05
Panther Escrow Issuer LLC	Long	Debt	US	$222K	–	0.06
Paraguay Government International Bond (REPUBLIC OF PARAGUAY)	Long	Debt	PY	$201K	–	0.05
PDD Holdings Inc	Long	Equity-common	KY	$97K	731	0.03
PepsiCo Inc	Long	Equity-common	US	$379K	2K	0.10
Pernod Ricard SA	Long	Equity-common	FR	$336K	2K	0.09
Pernod Ricard SA	Long	Debt	FR	$317K	–	0.09
PetroChina Co Ltd	Long	Equity-common	CN	$870K	860K	0.24
Pfizer Inc	Long	Equity-common	US	$2M	56K	0.43
PG&E Corp	Long	Equity-common	US	$1M	63K	0.30
PG&E Corp	Long	Debt	US	$98K	–	0.03
Philip Morris International Inc	Long	Equity-common	US	$913K	9K	0.25
Phillips 66	Long	Equity-common	US	$1M	8K	0.30
Pioneer Natural Resources Co	Long	Debt	US	$276K	–	0.08
Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE)	Long	Debt	US	$524K	–	0.14
Pluxee NV	Long	Debt	NL	$211K	–	0.06
Pluxee NV	Long	Equity-common	NL	$161K	6K	0.04
PNC Financial Services Group Inc/The	Long	Debt	US	$236K	–	0.06
PNC Financial Services Group Inc/The	Long	Debt	US	$198K	–	0.05
Popular Inc	Long	Equity-common	PR	$122K	1K	0.03
PostNL NV	Long	Debt	NL	$108K	–	0.03
PPG Industries Inc	Long	Equity-common	US	$862K	7K	0.24
PPL Electric Utilities Corp	Long	Debt	US	$401K	–	0.11
Province of Alberta Canada	Long	Debt	CA	$271K	–	0.07
Province of British Columbia Canada (BRITISH COLUMBIA PROV OF)	Long	Debt	CA	$353K	–	0.10
Province of British Columbia Canada (BRITISH COLUMBIA PROV OF)	Long	Debt	CA	$170K	–	0.05
PURCHASED AUD / SOLD USD (HSBC Bank USA NA)		Derivative-foreign exchange	AU	$27K	–	0.01
PURCHASED AUD / SOLD USD (Merrill Lynch International)		Derivative-foreign exchange	AU	$25K	–	0.01
PURCHASED AUD / SOLD USD (HSBC Bank USA NA)		Derivative-foreign exchange	AU	$17K	–	0.00
PURCHASED AUD / SOLD USD (HSBC Bank USA NA)		Derivative-foreign exchange	AU	$12K	–	0.00
PURCHASED AUD / SOLD USD (Goldman Sachs International)		Derivative-foreign exchange	AU	$1K	–	0.00
PURCHASED AUD / SOLD USD (Citibank NA)		Derivative-foreign exchange	AU	$570.16	–	0.00
PURCHASED AUD / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	AU	$526.71	–	0.00
PURCHASED BRL / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	BR	$-50K	–	-0.01
PURCHASED BRL / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	BR	$-54K	–	-0.01
PURCHASED CAD / SOLD USD (HSBC Bank USA NA)		Derivative-foreign exchange	CA	$9K	–	0.00
PURCHASED CAD / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange	CA	$6K	–	0.00
PURCHASED CAD / SOLD USD (Goldman Sachs International)		Derivative-foreign exchange	CA	$-2K	–	-0.00
PURCHASED CHF / SOLD USD (HSBC Bank USA NA)		Derivative-foreign exchange	CH	$4K	–	0.00
PURCHASED CHF / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange	CH	$-3K	–	-0.00
PURCHASED CLP / SOLD USD (Barclays Bank PLC)		Derivative-foreign exchange	CL	$1K	–	0.00
PURCHASED CNH / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange	CN	$-2K	–	-0.00
PURCHASED CNH / SOLD USD (HSBC Bank USA NA)		Derivative-foreign exchange	CN	$-2K	–	-0.00
PURCHASED CNH / SOLD USD (Merrill Lynch International)		Derivative-foreign exchange	CN	$-2K	–	-0.00
PURCHASED CNH / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange	CN	$-3K	–	-0.00
PURCHASED CNH / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange	CN	$-94K	–	-0.03
PURCHASED COP / SOLD USD (Goldman Sachs International)		Derivative-foreign exchange	CO	$-19K	–	-0.01
PURCHASED CZK / SOLD USD (Deutsche Bank AG)		Derivative-foreign exchange	CZ	$22K	–	0.01
PURCHASED CZK / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange	CZ	$4K	–	0.00
PURCHASED CZK / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange	CZ	$4K	–	0.00
PURCHASED CZK / SOLD USD (Goldman Sachs International)		Derivative-foreign exchange	CZ	$-6K	–	-0.00
PURCHASED CZK / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange	CZ	$-42K	–	-0.01
PURCHASED DKK / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange	DK	$-4K	–	-0.00
PURCHASED EUR / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange		$5K	–	0.00
PURCHASED EUR / SOLD USD (NatWest Markets PLC)		Derivative-foreign exchange		$4K	–	0.00
PURCHASED EUR / SOLD USD (NatWest Markets PLC)		Derivative-foreign exchange		$1K	–	0.00
PURCHASED EUR / SOLD USD (Deutsche Bank AG)		Derivative-foreign exchange		$1K	–	0.00
PURCHASED EUR / SOLD USD (Barclays Bank PLC)		Derivative-foreign exchange		$1K	–	0.00
PURCHASED EUR / SOLD USD (Morgan Stanley Capital Services LLC)		Derivative-foreign exchange		$1K	–	0.00
PURCHASED EUR / SOLD USD (Morgan Stanley Capital Services LLC)		Derivative-foreign exchange		$221.51	–	0.00
PURCHASED EUR / SOLD USD (HSBC Bank USA NA)		Derivative-foreign exchange		$200.95	–	0.00
PURCHASED EUR / SOLD USD (Merrill Lynch International)		Derivative-foreign exchange		$100.15	–	0.00
PURCHASED EUR / SOLD USD (Morgan Stanley Capital Services LLC)		Derivative-foreign exchange		$61.29	–	0.00
PURCHASED EUR / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange		$25.63	–	0.00
PURCHASED EUR / SOLD USD (HSBC Bank USA NA)		Derivative-foreign exchange		$1.88	–	0.00
PURCHASED EUR / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange		$-2.43	–	-0.00
PURCHASED EUR / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange		$-55.78	–	-0.00
PURCHASED EUR / SOLD USD (HSBC Bank USA NA)		Derivative-foreign exchange		$-1K	–	-0.00
PURCHASED EUR / SOLD USD (Morgan Stanley Capital Services LLC)		Derivative-foreign exchange		$-1K	–	-0.00
PURCHASED EUR / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange		$-2K	–	-0.00
PURCHASED EUR / SOLD USD (Morgan Stanley Capital Services LLC)		Derivative-foreign exchange		$-2K	–	-0.00
PURCHASED EUR / SOLD USD (Deutsche Bank AG)		Derivative-foreign exchange		$-3K	–	-0.00
PURCHASED EUR / SOLD USD (HSBC Bank USA NA)		Derivative-foreign exchange		$-3K	–	-0.00
PURCHASED EUR / SOLD USD (HSBC Bank USA NA)		Derivative-foreign exchange		$-3K	–	-0.00
PURCHASED EUR / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange		$-4K	–	-0.00
PURCHASED EUR / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange		$-5K	–	-0.00
PURCHASED EUR / SOLD USD (Goldman Sachs International)		Derivative-foreign exchange		$-5K	–	-0.00
PURCHASED EUR / SOLD USD (UBS AG)		Derivative-foreign exchange		$-7K	–	-0.00
PURCHASED EUR / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange		$-7K	–	-0.00
PURCHASED EUR / SOLD USD (Morgan Stanley Capital Services LLC)		Derivative-foreign exchange		$-7K	–	-0.00
PURCHASED EUR / SOLD USD (Citibank NA)		Derivative-foreign exchange		$-7K	–	-0.00
PURCHASED EUR / SOLD USD (HSBC Bank USA NA)		Derivative-foreign exchange		$-8K	–	-0.00
PURCHASED EUR / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange		$-8K	–	-0.00
PURCHASED EUR / SOLD USD (HSBC Bank USA NA)		Derivative-foreign exchange		$-9K	–	-0.00
PURCHASED EUR / SOLD USD (UBS AG)		Derivative-foreign exchange		$-12K	–	-0.00
PURCHASED EUR / SOLD USD (Citibank NA)		Derivative-foreign exchange		$-12K	–	-0.00
PURCHASED EUR / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange		$-12K	–	-0.00
PURCHASED EUR / SOLD USD (HSBC Bank USA NA)		Derivative-foreign exchange		$-14K	–	-0.00
PURCHASED EUR / SOLD USD (Goldman Sachs International)		Derivative-foreign exchange		$-16K	–	-0.00
PURCHASED EUR / SOLD USD (HSBC Bank USA NA)		Derivative-foreign exchange		$-22K	–	-0.01
PURCHASED EUR / SOLD USD (HSBC Bank USA NA)		Derivative-foreign exchange		$-42K	–	-0.01
PURCHASED GBP / SOLD USD (Brown Brothers Harriman & Co.)		Derivative-foreign exchange	GB	$29K	–	0.01
PURCHASED GBP / SOLD USD (Barclays Bank PLC)		Derivative-foreign exchange	GB	$11K	–	0.00
PURCHASED GBP / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange	GB	$4K	–	0.00
PURCHASED GBP / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange	GB	$2K	–	0.00
PURCHASED GBP / SOLD USD (Barclays Bank PLC)		Derivative-foreign exchange	GB	$-3K	–	-0.00
PURCHASED GBP / SOLD USD (Barclays Bank PLC)		Derivative-foreign exchange	GB	$-3K	–	-0.00
PURCHASED GBP / SOLD USD (UBS AG)		Derivative-foreign exchange	GB	$-3K	–	-0.00
PURCHASED GBP / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange	GB	$-10K	–	-0.00
PURCHASED GBP / SOLD USD (Merrill Lynch International)		Derivative-foreign exchange	GB	$-16K	–	-0.00
PURCHASED HUF / SOLD USD (Morgan Stanley Capital Services LLC)		Derivative-foreign exchange	HU	$-2K	–	-0.00
PURCHASED IDR / SOLD USD (Citibank NA)		Derivative-foreign exchange	ID	$-5K	–	-0.00
PURCHASED IDR / SOLD USD (Citibank NA)		Derivative-foreign exchange	ID	$-9K	–	-0.00
PURCHASED IDR / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	ID	$-27K	–	-0.01
PURCHASED JPY / SOLD USD (HSBC Bank USA NA)		Derivative-foreign exchange	JP	$-88.7	–	-0.00
PURCHASED JPY / SOLD USD (Brown Brothers Harriman & Co.)		Derivative-foreign exchange	JP	$-4K	–	-0.00
PURCHASED JPY / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	JP	$-10K	–	-0.00
PURCHASED JPY / SOLD USD (Merrill Lynch International)		Derivative-foreign exchange	JP	$-822K	–	-0.23
PURCHASED KRW / SOLD USD (Citibank NA)		Derivative-foreign exchange	KR	$7K	–	0.00
PURCHASED MXN / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange	MX	$-3K	–	-0.00
PURCHASED MXN / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange	MX	$-4K	–	-0.00
PURCHASED MXN / SOLD USD (Barclays Bank PLC)		Derivative-foreign exchange	MX	$-94K	–	-0.03
PURCHASED MXN / SOLD USD (Barclays Bank PLC)		Derivative-foreign exchange	MX	$-115K	–	-0.03
PURCHASED NOK / SOLD USD (HSBC Bank USA NA)		Derivative-foreign exchange	NO	$56K	–	0.02
PURCHASED NOK / SOLD USD (HSBC Bank USA NA)		Derivative-foreign exchange	NO	$37K	–	0.01
PURCHASED NOK / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange	NO	$11K	–	0.00
PURCHASED NOK / SOLD USD (Merrill Lynch International)		Derivative-foreign exchange	NO	$-381.55	–	-0.00
PURCHASED NOK / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange	NO	$-9K	–	-0.00
PURCHASED NOK / SOLD USD (UBS AG)		Derivative-foreign exchange	NO	$-20K	–	-0.01
PURCHASED NZD / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	NZ	$18K	–	0.00
PURCHASED NZD / SOLD USD (Deutsche Bank AG)		Derivative-foreign exchange	NZ	$2K	–	0.00
PURCHASED NZD / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange	NZ	$-1K	–	-0.00
PURCHASED NZD / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange	NZ	$-3K	–	-0.00
PURCHASED NZD / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange	NZ	$-142K	–	-0.04
PURCHASED PEN / SOLD USD (Goldman Sachs International)		Derivative-foreign exchange	PE	$-6K	–	-0.00
PURCHASED PLN / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange	PL	$-15K	–	-0.00
PURCHASED SEK / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange	SE	$87K	–	0.02
PURCHASED SEK / SOLD USD (Deutsche Bank AG)		Derivative-foreign exchange	SE	$11K	–	0.00
PURCHASED SGD / SOLD USD (State Street Bank & Trust Co.)		Derivative-foreign exchange	SG	$-6K	–	-0.00
PURCHASED THB / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	TH	$-4K	–	-0.00
PURCHASED USD / SOLD AUD (Merrill Lynch International)		Derivative-foreign exchange	US	$3K	–	0.00
PURCHASED USD / SOLD AUD (Goldman Sachs International)		Derivative-foreign exchange	US	$-21K	–	-0.01
PURCHASED USD / SOLD AUD (HSBC Bank USA NA)		Derivative-foreign exchange	US	$-85K	–	-0.02
PURCHASED USD / SOLD BRL (Citibank NA)		Derivative-foreign exchange	US	$82K	–	0.02
PURCHASED USD / SOLD BRL (Morgan Stanley Capital Services LLC)		Derivative-foreign exchange	US	$33K	–	0.01
PURCHASED USD / SOLD BRL (Goldman Sachs International)		Derivative-foreign exchange	US	$32K	–	0.01
PURCHASED USD / SOLD CAD (UBS AG)		Derivative-foreign exchange	US	$18K	–	0.00
PURCHASED USD / SOLD CAD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$3K	–	0.00
PURCHASED USD / SOLD CAD (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$2K	–	0.00
PURCHASED USD / SOLD CAD (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$2K	–	0.00
PURCHASED USD / SOLD CAD (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$855.21	–	0.00
PURCHASED USD / SOLD CAD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$779.5	–	0.00
PURCHASED USD / SOLD CAD (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$588.08	–	0.00
PURCHASED USD / SOLD CAD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$-12.76	–	-0.00
PURCHASED USD / SOLD CAD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$-274.68	–	-0.00
PURCHASED USD / SOLD CAD (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$-343.09	–	-0.00
PURCHASED USD / SOLD CAD (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$-971.66	–	-0.00
PURCHASED USD / SOLD CAD (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$-3K	–	-0.00
PURCHASED USD / SOLD CAD (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$-8K	–	-0.00
PURCHASED USD / SOLD CAD (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$-12K	–	-0.00
PURCHASED USD / SOLD CAD (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$-15K	–	-0.00
PURCHASED USD / SOLD CHF (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$-2K	–	-0.00
PURCHASED USD / SOLD CHF (HSBC Bank USA NA)		Derivative-foreign exchange	US	$-3K	–	-0.00
PURCHASED USD / SOLD CHF (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$-41K	–	-0.01
PURCHASED USD / SOLD CNH (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$8K	–	0.00
PURCHASED USD / SOLD CNY (BNP Paribas SA)		Derivative-foreign exchange	US	$308K	–	0.08
PURCHASED USD / SOLD CNY (BNP Paribas SA)		Derivative-foreign exchange	US	$5K	–	0.00
PURCHASED USD / SOLD COP (Citibank NA)		Derivative-foreign exchange	US	$22K	–	0.01
PURCHASED USD / SOLD CZK (Morgan Stanley Capital Services LLC)		Derivative-foreign exchange	US	$9K	–	0.00
PURCHASED USD / SOLD CZK (Goldman Sachs International)		Derivative-foreign exchange	US	$2K	–	0.00
PURCHASED USD / SOLD CZK (Barclays Bank PLC)		Derivative-foreign exchange	US	$-48K	–	-0.01
PURCHASED USD / SOLD DKK (HSBC Bank USA NA)		Derivative-foreign exchange	US	$8K	–	0.00
PURCHASED USD / SOLD EUR (Morgan Stanley Capital Services LLC)		Derivative-foreign exchange	US	$726K	–	0.20
PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$13K	–	0.00
PURCHASED USD / SOLD EUR (Citibank NA)		Derivative-foreign exchange	US	$13K	–	0.00
PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$11K	–	0.00
PURCHASED USD / SOLD EUR (Goldman Sachs International)		Derivative-foreign exchange	US	$11K	–	0.00
PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$10K	–	0.00
PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$9K	–	0.00
PURCHASED USD / SOLD EUR (HSBC Bank USA NA)		Derivative-foreign exchange	US	$8K	–	0.00
PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$7K	–	0.00
PURCHASED USD / SOLD EUR (Brown Brothers Harriman & Co.)		Derivative-foreign exchange	US	$7K	–	0.00
PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$7K	–	0.00
PURCHASED USD / SOLD EUR (Morgan Stanley Capital Services LLC)		Derivative-foreign exchange	US	$6K	–	0.00
PURCHASED USD / SOLD EUR (NatWest Markets PLC)		Derivative-foreign exchange	US	$6K	–	0.00
PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$6K	–	0.00
PURCHASED USD / SOLD EUR (Barclays Bank PLC)		Derivative-foreign exchange	US	$6K	–	0.00
PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$5K	–	0.00
PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$5K	–	0.00
PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$4K	–	0.00
PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$4K	–	0.00
PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$4K	–	0.00
PURCHASED USD / SOLD EUR (HSBC Bank USA NA)		Derivative-foreign exchange	US	$4K	–	0.00
PURCHASED USD / SOLD EUR (HSBC Bank USA NA)		Derivative-foreign exchange	US	$4K	–	0.00
PURCHASED USD / SOLD EUR (Brown Brothers Harriman & Co.)		Derivative-foreign exchange	US	$4K	–	0.00
PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$3K	–	0.00
PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$3K	–	0.00
PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$2K	–	0.00
PURCHASED USD / SOLD EUR (UBS AG)		Derivative-foreign exchange	US	$2K	–	0.00
PURCHASED USD / SOLD EUR (Morgan Stanley Capital Services LLC)		Derivative-foreign exchange	US	$2K	–	0.00
PURCHASED USD / SOLD EUR (UBS AG)		Derivative-foreign exchange	US	$2K	–	0.00
PURCHASED USD / SOLD EUR (Morgan Stanley Capital Services LLC)		Derivative-foreign exchange	US	$2K	–	0.00
PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$2K	–	0.00
PURCHASED USD / SOLD EUR (Citibank NA)		Derivative-foreign exchange	US	$2K	–	0.00
PURCHASED USD / SOLD EUR (HSBC Bank USA NA)		Derivative-foreign exchange	US	$1K	–	0.00
PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$1K	–	0.00
PURCHASED USD / SOLD EUR (HSBC Bank USA NA)		Derivative-foreign exchange	US	$1K	–	0.00
PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$1K	–	0.00
PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$1K	–	0.00
PURCHASED USD / SOLD EUR (HSBC Bank USA NA)		Derivative-foreign exchange	US	$880.69	–	0.00
PURCHASED USD / SOLD EUR (HSBC Bank USA NA)		Derivative-foreign exchange	US	$856.47	–	0.00
PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$783.02	–	0.00
PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$749.89	–	0.00
PURCHASED USD / SOLD EUR (Brown Brothers Harriman & Co.)		Derivative-foreign exchange	US	$692.99	–	0.00
PURCHASED USD / SOLD EUR (HSBC Bank USA NA)		Derivative-foreign exchange	US	$572.02	–	0.00
PURCHASED USD / SOLD EUR (Brown Brothers Harriman & Co.)		Derivative-foreign exchange	US	$377.52	–	0.00
PURCHASED USD / SOLD EUR (BNP Paribas SA)		Derivative-foreign exchange	US	$359.18	–	0.00
PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$335.66	–	0.00
PURCHASED USD / SOLD EUR (HSBC Bank USA NA)		Derivative-foreign exchange	US	$215.27	–	0.00
PURCHASED USD / SOLD EUR (Barclays Bank PLC)		Derivative-foreign exchange	US	$90.28	–	0.00
PURCHASED USD / SOLD EUR (Brown Brothers Harriman & Co.)		Derivative-foreign exchange	US	$-44.54	–	-0.00
PURCHASED USD / SOLD EUR (Barclays Bank PLC)		Derivative-foreign exchange	US	$-77.62	–	-0.00
PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$-271.24	–	-0.00
PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$-327.21	–	-0.00
PURCHASED USD / SOLD EUR (NatWest Markets PLC)		Derivative-foreign exchange	US	$-633.45	–	-0.00
PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$-774.85	–	-0.00
PURCHASED USD / SOLD EUR (HSBC Bank USA NA)		Derivative-foreign exchange	US	$-2K	–	-0.00
PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$-2K	–	-0.00
PURCHASED USD / SOLD EUR (HSBC Bank USA NA)		Derivative-foreign exchange	US	$-2K	–	-0.00
PURCHASED USD / SOLD EUR (Morgan Stanley Capital Services LLC)		Derivative-foreign exchange	US	$-37K	–	-0.01
PURCHASED USD / SOLD GBP (Barclays Bank PLC)		Derivative-foreign exchange	US	$12K	–	0.00
PURCHASED USD / SOLD GBP (Barclays Bank PLC)		Derivative-foreign exchange	US	$3K	–	0.00
PURCHASED USD / SOLD GBP (HSBC Bank USA NA)		Derivative-foreign exchange	US	$2K	–	0.00
PURCHASED USD / SOLD GBP (Barclays Bank PLC)		Derivative-foreign exchange	US	$749.28	–	0.00
PURCHASED USD / SOLD GBP (Brown Brothers Harriman & Co.)		Derivative-foreign exchange	US	$-2K	–	-0.00
PURCHASED USD / SOLD GBP (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$-6K	–	-0.00
PURCHASED USD / SOLD GBP (HSBC Bank USA NA)		Derivative-foreign exchange	US	$-11K	–	-0.00
PURCHASED USD / SOLD GBP (Barclays Bank PLC)		Derivative-foreign exchange	US	$-20K	–	-0.01
PURCHASED USD / SOLD GBP (HSBC Bank USA NA)		Derivative-foreign exchange	US	$-26K	–	-0.01
PURCHASED USD / SOLD HUF (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$389.94	–	0.00
PURCHASED USD / SOLD HUF (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$-5K	–	-0.00
PURCHASED USD / SOLD IDR (Citibank NA)		Derivative-foreign exchange	US	$26K	–	0.01
PURCHASED USD / SOLD IDR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$-2K	–	-0.00
PURCHASED USD / SOLD ILS (Goldman Sachs International)		Derivative-foreign exchange	US	$9K	–	0.00
PURCHASED USD / SOLD JPY (Morgan Stanley Capital Services LLC)		Derivative-foreign exchange	US	$1M	–	0.31
PURCHASED USD / SOLD JPY (Citibank NA)		Derivative-foreign exchange	US	$113K	–	0.03
PURCHASED USD / SOLD JPY (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$69K	–	0.02
PURCHASED USD / SOLD JPY (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$54K	–	0.01
PURCHASED USD / SOLD JPY (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$50K	–	0.01
PURCHASED USD / SOLD JPY (UBS AG)		Derivative-foreign exchange	US	$14K	–	0.00
PURCHASED USD / SOLD JPY (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$11K	–	0.00
PURCHASED USD / SOLD JPY (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$7K	–	0.00
PURCHASED USD / SOLD JPY (BNP Paribas SA)		Derivative-foreign exchange	US	$7K	–	0.00
PURCHASED USD / SOLD JPY (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$6K	–	0.00
PURCHASED USD / SOLD JPY (Deutsche Bank AG)		Derivative-foreign exchange	US	$4K	–	0.00
PURCHASED USD / SOLD JPY (UBS AG)		Derivative-foreign exchange	US	$4K	–	0.00
PURCHASED USD / SOLD JPY (BNP Paribas SA)		Derivative-foreign exchange	US	$1K	–	0.00
PURCHASED USD / SOLD JPY (HSBC Bank USA NA)		Derivative-foreign exchange	US	$120.44	–	0.00
PURCHASED USD / SOLD KRW (Citibank NA)		Derivative-foreign exchange	US	$53K	–	0.01
PURCHASED USD / SOLD KRW (Citibank NA)		Derivative-foreign exchange	US	$33K	–	0.01
PURCHASED USD / SOLD KRW (Citibank NA)		Derivative-foreign exchange	US	$33K	–	0.01
PURCHASED USD / SOLD KRW (Citibank NA)		Derivative-foreign exchange	US	$3K	–	0.00
PURCHASED USD / SOLD MXN (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$283K	–	0.08
PURCHASED USD / SOLD MXN (Barclays Bank PLC)		Derivative-foreign exchange	US	$55K	–	0.02
PURCHASED USD / SOLD MXN (Deutsche Bank AG)		Derivative-foreign exchange	US	$32K	–	0.01
PURCHASED USD / SOLD NZD (Morgan Stanley Capital Services LLC)		Derivative-foreign exchange	US	$35K	–	0.01
PURCHASED USD / SOLD NZD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$19K	–	0.01
PURCHASED USD / SOLD NZD (Barclays Bank PLC)		Derivative-foreign exchange	US	$6K	–	0.00
PURCHASED USD / SOLD NZD (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$-2K	–	-0.00
PURCHASED USD / SOLD PLN (HSBC Bank USA NA)		Derivative-foreign exchange	US	$10K	–	0.00
PURCHASED USD / SOLD PLN (UBS AG)		Derivative-foreign exchange	US	$-130.23	–	-0.00
PURCHASED USD / SOLD RON (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$3K	–	0.00
PURCHASED USD / SOLD SEK (UBS AG)		Derivative-foreign exchange	US	$69K	–	0.02
PURCHASED USD / SOLD SEK (Goldman Sachs International)		Derivative-foreign exchange	US	$16K	–	0.00
PURCHASED USD / SOLD SEK (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$-2K	–	-0.00
PURCHASED USD / SOLD SEK (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$-31K	–	-0.01
PURCHASED USD / SOLD SGD (State Street Bank & Trust Co.)		Derivative-foreign exchange	US	$5K	–	0.00
PURCHASED USD / SOLD THB (Barclays Bank PLC)		Derivative-foreign exchange	US	$2K	–	0.00
PVH Corp	Long	Equity-common	US	$200K	2K	0.05
QatarEnergy	Long	Debt	QA	$176K	–	0.05
QBE Insurance Group Ltd	Long	Debt	AU	$270K	–	0.07
Quebecor Inc	Long	Equity-common	CA	$257K	12K	0.07
RAC Bond Co PLC	Long	Debt	GB	$385K	–	0.11
Raizen Fuels Finance SA	Long	Debt	LU	$330K	–	0.09
Reckitt Benckiser Group PLC	Long	Equity-common	GB	$535K	10K	0.15
Regal Rexnord Corp	Long	Debt	US	$565K	–	0.15
Regal Rexnord Corp	Long	Equity-common	US	$510K	4K	0.14
Regal Rexnord Corp	Long	Debt	US	$97K	–	0.03
RELX PLC	Long	Equity-common	GB	$402K	9K	0.11
RenaissanceRe Holdings Ltd	Long	Debt	BM	$311K	–	0.09
Republic of Poland Government International Bond	Long	Debt	PL	$530K	–	0.15
Richemont International Holding SA	Long	Debt	LU	$360K	–	0.10
Rio Tinto PLC	Long	Equity-common	GB	$1M	18K	0.33
Roche Finance Europe BV	Long	Debt	NL	$188K	–	0.05
Roche Holding AG	Long	Equity-common	CH	$2M	9K	0.68
Romanian Government International Bond	Long	Debt	RO	$294K	–	0.08
Romanian Government International Bond	Long	Debt	RO	$240K	–	0.07
Ross Stores Inc	Long	Equity-common	US	$215K	1K	0.06
Ryman Hospitality Properties Inc	Long	Equity-common	US	$278K	3K	0.08
S+P 500 INDEX (Exchange traded)		Derivative-equity	US	$262K	–	0.07
S+P 500 INDEX (Exchange traded)		Derivative-equity	US	$69K	–	0.02
S+P 500 INDEX (Exchange traded)		Derivative-equity	US	$29K	–	0.01
S+P 500 INDEX (Exchange traded)		Derivative-equity	US	$20K	–	0.01
S+P 500 INDEX (Exchange traded)		Derivative-equity	US	$8K	–	0.00
S+P 500 INDEX (Exchange traded)		Derivative-equity	US	$-99K	–	-0.03
S+P/TSX 60 IX FUT SEP24 (The Montreal Exchange / Bourse De Montreal)		Derivative-equity	CA	$113K	–	0.03
S+P500 EMINI FUT SEP24 (Chicago Mercantile Exchange)		Derivative-equity	US	$-29K	–	-0.01
Samhallsbyggnadsbolaget i Norden AB	Long	Debt	SE	$459K	–	0.13
Samhallsbyggnadsbolaget i Norden AB	Long	Debt	SE	$386K	–	0.11
Sammons Financial Group Inc	Long	Debt	US	$375K	–	0.10
Samsung Electronics Co Ltd	Long	Equity-common	KR	$2M	28K	0.46
Samsung Fire & Marine Insurance Co Ltd	Long	Equity-common	KR	$283K	1K	0.08
Sands China Ltd	Long	Debt	KY	$392K	–	0.11
Sanofi SA	Long	Equity-common	FR	$635K	7K	0.17
Santen Pharmaceutical Co Ltd	Long	Equity-common	JP	$91K	9K	0.02
Santos Finance Ltd	Long	Debt	AU	$462K	–	0.13
Sberbank of Russia PJSC	Long	Equity-common	RU	$0	137K	–
Schneider Electric SE	Long	Equity-common	FR	$2M	7K	0.45
SCSK Corp	Long	Equity-common	JP	$108K	5K	0.03
Secom Co Ltd	Long	Equity-common	JP	$699K	12K	0.19
Serbia International Bond (REPUBLIC OF SERBIA)	Long	Debt	RS	$258K	–	0.07
Serbia International Bond (REPUBLIC OF SERBIA)	Long	Debt	RS	$197K	–	0.05
SES SA	Long	Debt	LU	$348K	–	0.10
Shimamura Co Ltd	Long	Equity-common	JP	$105K	2K	0.03
Sodexo SA	Long	Equity-common	FR	$697K	8K	0.19
Spain Government Bond (BONOS Y OBLIG DEL ESTADO)	Long	Debt	ES	$3M	–	0.81
Spain Government Bond (BONOS Y OBLIG DEL ESTADO)	Long	Debt	ES	$385K	–	0.11
Spain Government Bonds	Long	Debt	ES	$3M	–	0.81
Spain Government Bonds	Long	Debt	ES	$2M	–	0.64
SPI 200 FUTURES SEP24 (ASX Clear (Futures))		Derivative-equity	AU	$-134K	–	-0.04
Stanley Black & Decker Inc	Long	Equity-common	US	$285K	4K	0.08
Stellantis NV	Long	Equity-common	NL	$271K	14K	0.07
Store Capital LLC	Long	Debt	US	$415K	–	0.11
Store Capital LLC	Long	Debt	US	$56K	–	0.02
STWD 2021-FL2 Ltd (Starwood Commercial Mortgage Trust)	Long	ABS-collateralized bond/debt obligation	KY	$673K	–	0.18
STWD 2021-FL2 Ltd (Starwood Commercial Mortgage Trust)	Long	ABS-collateralized bond/debt obligation	KY	$507K	–	0.14
Suncor Energy Inc	Long	Equity-common	CA	$1M	34K	0.35
Swisscom Finance BV	Long	Debt	NL	$408K	–	0.11
T-Mobile US Inc	Long	Equity-common	US	$1M	6K	0.31
T-Mobile USA Inc	Long	Debt	US	$137K	–	0.04
T-Mobile USA Inc	Long	Debt	US	$135K	–	0.04
Taiwan Semiconductor Manufacturing Co Ltd	Long	Equity-common	TW	$296K	2K	0.08
Tapestry Inc	Long	Debt	US	$203K	–	0.06
Targa Resources Corp	Long	Debt	US	$234K	–	0.06
Targa Resources Corp	Long	Debt	US	$122K	–	0.03
Target Corp	Long	Equity-common	US	$547K	4K	0.15
TDC Net A/S (TDC NET AS)	Long	Debt	DK	$130K	–	0.04
Techtronic Industries Co Ltd	Long	Equity-common	HK	$497K	44K	0.14
TELUS Corp	Long	Debt	CA	$429K	–	0.12
Tesco Corporate Treasury Services PLC (TESCO CORP TREASURY SERV)	Long	Debt	GB	$195K	–	0.05
Tesco PLC	Long	Equity-common	GB	$2M	452K	0.48
Thales SA	Long	Debt	FR	$331K	–	0.09
Thermo Fisher Scientific Finance I BV (THERMO FISHER SC FNCE I)	Long	Debt	NL	$263K	–	0.07
Toledo Hospital/The	Long	Debt	US	$310K	–	0.08
TOPIX INDX FUTR SEP24 (Osaka Exchange)		Derivative-equity	JP	$88K	–	0.02
Toronto-Dominion Bank/The	Long	Debt	CA	$306K	–	0.08
TotalEnergies SE	Long	Equity-common	FR	$1M	17K	0.32
Toyota Industries Corp	Long	Equity-common	JP	$245K	3K	0.07
Toyota Tsusho Corp	Long	Equity-common	JP	$535K	27K	0.15
TransDigm Inc	Long	Debt	US	$261K	–	0.07
Transurban Finance Co Pty Ltd	Long	Debt	AU	$158K	–	0.04
Transurban Finance Co. Pty. Ltd.	Long	Debt	AU	$197K	–	0.05
Travelers Cos Inc/The	Long	Equity-common	US	$128K	631	0.04
TriNet Group Inc	Long	Equity-common	US	$123K	1K	0.03
Triton Container International Ltd	Long	Debt	BM	$273K	–	0.07
TRTX 2021-FL4 Issuer Ltd (TPG Real Estate Finance)	Long	ABS-collateralized bond/debt obligation	KY	$343K	–	0.09
Truist Financial Corp	Long	Equity-common	US	$779K	20K	0.21
Truist Financial Corp	Long	Debt	US	$222K	–	0.06
Truist Financial Corp	Long	Debt	US	$187K	–	0.05
Trustees of the University of Pennsylvania/The (UNIVERSITY OF PENNSYLVAN)	Long	Debt	US	$249K	–	0.07
U.K. Gilts	Long	Debt	GB	$2M	–	0.41
U.K. Gilts	Long	Debt	GB	$1M	–	0.41
U.K. Gilts	Long	Debt	GB	$520K	–	0.14
U.K. Gilts	Long	Debt	GB	$259K	–	0.07
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$887K	–	0.24
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$725K	–	0.20
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$177K	–	0.05
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$90K	–	0.02
U.S. Treasury Inflation-Indexed Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.47
Ubisoft Entertainment SA	Long	Debt	FR	$826K	–	0.23
UBS Group AG	Long	Equity-common	CH	$2M	81K	0.65
UBS Group AG	Long	Debt	CH	$695K	–	0.19
UBS Group AG	Long	Debt	CH	$303K	–	0.08
UniCredit SpA	Long	Debt	IT	$645K	–	0.18
UniCredit SpA	Long	Debt	IT	$566K	–	0.15
UniCredit SpA	Long	Debt	IT	$325K	–	0.09
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Long	ABS-mortgage backed security	US	$919K	–	0.25
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Long	ABS-mortgage backed security	US	$575K	–	0.16
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Long	ABS-mortgage backed security	US	$528K	–	0.14
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Long	ABS-mortgage backed security	US	$490K	–	0.13
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Long	ABS-mortgage backed security	US	$457K	–	0.13
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Long	ABS-mortgage backed security	US	$395K	–	0.11
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Long	ABS-mortgage backed security	US	$332K	–	0.09
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Long	ABS-mortgage backed security	US	$319K	–	0.09
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Long	ABS-mortgage backed security	US	$293K	–	0.08
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Long	ABS-mortgage backed security	US	$236K	–	0.06
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Long	ABS-mortgage backed security	US	$177K	–	0.05
Union Pacific Corp	Long	Equity-common	US	$889K	4K	0.24
United Parcel Service Inc	Long	Debt	US	$391K	–	0.11
United States Small Business Administration (Small Business Administration Participation Certs)	Long	ABS-other	US	$7K	–	0.00
United Utilities Water Finance PLC (UNITED UTILITIES WAT FIN)	Long	Debt	GB	$229K	–	0.06
UnitedHealth Group Inc	Long	Debt	US	$219K	–	0.06
Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY)	Long	Debt	UY	$963K	–	0.26
Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY)	Long	Debt	UY	$565K	–	0.15
US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade)		Derivative-interest rate	US	$13K	–	0.00
US 10YR ULTRA FUT SEP24 (Chicago Board of Trade)		Derivative-interest rate	US	$-49K	–	-0.01
US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade)		Derivative-interest rate	US	$-3K	–	-0.00
US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade)		Derivative-interest rate	US	$-2K	–	-0.00
US LONG BOND(CBT) SEP24 (Chicago Board of Trade)		Derivative-interest rate	US	$78K	–	0.02
US ULTRA BOND CBT SEP24 (Chicago Board of Trade)		Derivative-interest rate	US	$9K	–	0.00
Vale Overseas Ltd (VALE OVERSEAS LIMITED)	Long	Debt	KY	$220K	–	0.06
Vale SA	Long	Equity-common	BR	$331K	30K	0.09
Valero Energy Corp	Long	Equity-common	US	$579K	4K	0.16
Venture Global Calcasieu Pass LLC	Long	Debt	US	$219K	–	0.06
Venture Global LNG Inc	Long	Debt	US	$128K	–	0.04
Veralto Corp.	Long	Debt	US	$278K	–	0.08
Verisk Analytics Inc	Long	Equity-common	US	$188K	698	0.05
Verus Securitization Trust 2024-1	Long	ABS-mortgage backed security	US	$326K	–	0.09
Verus Securitization Trust 2024-4	Long	ABS-mortgage backed security	US	$119K	–	0.03
VGP NV	Long	Debt	BE	$183K	–	0.05
Videotron Ltd	Long	Debt	CA	$360K	–	0.10
Viterra Finance BV	Long	Debt	NL	$193K	–	0.05
Vodafone Group PLC	Long	Debt	GB	$275K	–	0.08
Volkswagen Financial Services AG (VOLKSWAGEN FIN SERV AG)	Long	Debt	DE	$214K	–	0.06
Volkswagen Leasing GmbH	Long	Debt	DE	$258K	–	0.07
Warnermedia Holdings Inc	Long	Debt	US	$134K	–	0.04
Waste Management Inc	Long	Debt	US	$299K	–	0.08
WEA Finance LLC	Long	Debt	US	$437K	–	0.12
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$310K	–	0.08
Wells Fargo Commercial Mortgage Trust 2021-C60	Long	ABS-mortgage backed security	US	$352K	–	0.10
Westinghouse Air Brake Technologies Corp	Long	Debt	US	$179K	–	0.05
Westinghouse Air Brake Technologies Corp	Long	Debt	US	$176K	–	0.05
Westlake Automobile Receivables Trust 2023-1	Long	ABS-other	US	$33K	–	0.01
WH Group Ltd	Long	Equity-common	KY	$78K	119K	0.02
Willis Towers Watson PLC	Long	Equity-common	IE	$1M	4K	0.28
Wolters Kluwer NV	Long	Equity-common	NL	$420K	3K	0.11
Wolters Kluwer NV	Long	Debt	NL	$159K	–	0.04
Xcel Energy Inc	Long	Debt	US	$388K	–	0.11
Xcel Energy Inc	Long	Equity-common	US	$113K	2K	0.03

Address

MFS VARIABLE INSURANCE TRUST II

111 HUNTINGTON AVENUE

BOSTON

Massachusetts

02199

United States of America

Websites

www.mfs.com

Directors

Laurie J. Thomsen

Peter D. Jones

John P. Kavanaugh

Michael W. Roberge

Maryanne L. Roepke

Clarence Otis, Jr.

Maureen R. Goldfarb

James W. Kilman, Jr.

Steven E. Buller

John A. Caroselli

Transfer Agents

MFS Service Center, Inc.

Pricing Services

London Stock Exchange Group PLC

ICE Data Services, Inc.

Custodians

The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)

Cititrust Colombia S A Sociedad Fiduciaria

BNP Paribas

The Goldman Sachs Group, Inc.

Standard Chartered Bank (Hong Kong) Limited

Skandinaviska Enskilda Banken A/S

Standard Chartered Bank (Makati City, Metro Manila, PH, Branch)

Skandinaviska Enskilda Banken AB

UniCredit Bank Czech Republic and Slovakia, a.s.

Citibank Europe Public Limited Company

Citibank, Anonim Sirketi

Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex

Deutsche Bank Aktiengesellschaft

Standard Chartered Bank (Jakarta, Jakarta, ID, Branch)

UniCredit Bank Hungary Zrt.

Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)

UniCredit Bank Czech Republic and Slovakia, a.s. (Bratislava, Bratislavsky, SK, Branch)

UniCredit Bank Austria AG

Euroclear Bank

Standard Chartered Bank (Johannesburg, Gauteng, ZA, Branch)

Bank Handlowy w Warszawie Spolka Akcyjna

Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)

Bank Hapoalim B.M.

The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)

Landsbankinn hf.

Standard Chartered Bank Malaysia Berhad

Royal Bank of Canada

Standard Chartered Bank (Thai) Public Company Limited

State Street Bank and Trust Company (Edinburgh, GB, Branch)

UBS Switzerland AG

BNP Paribas (Athens, Attica, GR, Branch)

State Street Trust Company Canada

State Street Bank International GmbH

Banco de Chile

Citibank, National Association (Singapore, SG, Branch)

The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)

Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)

Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)

Citibank, National Association (Mumbai, Maharashtra, IN, Branch)

AS SEB Pank

Citibank del Peru S.A.

Joint Stock Company 'Commercial Bank CitiBank'

State Street Bank and Trust Company

Intesa Sanpaolo S.p.A.

Shareholder Servicing Agents

MFS Service Center, Inc.

Admins

Massachusetts Financial Services Company

Brokers

BofA Securities, Inc.