Putnam Family of Funds > Putnam Variable Trust
Putnam VT Global Asset Allocation Fund
$97.76M
Avg Monthly Net Assets
$114.04M
Total Assets
$8.79M
Total Liabilities
$105.24M
Net Assets
Putnam VT Global Asset Allocation Fund is an Underlying fund in Putnam Variable Trust
from Putnam Family of Funds,
based in Massachusetts,
United States of America.
The fund has two share classes
and monthly net assets of $97.76M.
On August 26th, 2024 it reported 1,358 holdings, the largest
being PUTNAM SHORT TERM INVESTMENT FUND (15.9%), CHICAGO MERCANTILE EXCHANGE (8.4%) and CHICAGO BOARD OF TRADE (4.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| PUTNAM VT GLO ASSET ALLOC CL IA | C000010887 | ||
| PUTNAM VT GLO ASSET ALLOC CL IB | C000010888 |
Holdings
From latest NPORT-P, filed August 26th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| ASSET BACKED SECURITY (NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2003-4) | Long | ABS-mortgage backed security | US | $23K | – | 0.02 |
| ASSET BACKED SECURITY (LONG BEACH MORTGAGE LOAN TRUST 2004-1) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| ASSET BACKED SECURITY (PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2004-WCW2) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| BANK LOAN NOTE (AADVANTAGE LOYALTY IP LTD) | Long | Debt | KY | $18K | – | 0.02 |
| BANK LOAN NOTE (TK ELEVATOR US NEWCO INC) | Long | Debt | US | $14K | – | 0.01 |
| BANK LOAN NOTE (VERTIV GROUP CORP) | Long | Debt | US | $14K | – | 0.01 |
| BANK LOAN NOTE (HEXION INC) | Long | Debt | US | $14K | – | 0.01 |
| BANK LOAN NOTE (PETSMART LLC) | Long | Debt | US | $14K | – | 0.01 |
| BANK LOAN NOTE (CQP HOLDCO LP) | Long | Debt | US | $13K | – | 0.01 |
| BANK LOAN NOTE (ENDO FINANCE HOLDINGS INC) | Long | Debt | US | $13K | – | 0.01 |
| BANK LOAN NOTE (VM CONSOLIDATED INC) | Long | Debt | US | $13K | – | 0.01 |
| BANK LOAN NOTE (NOURYON USA LLC) | Long | Debt | US | $13K | – | 0.01 |
| BANK LOAN NOTE (CP ATLAS BUYER INC) | Long | Debt | US | $10K | – | 0.01 |
| BANK LOAN NOTE (UNITED AIRLINES INC) | Long | Debt | US | $10K | – | 0.01 |
| BANK LOAN NOTE (FLASH CHARM INC) | Long | Debt | US | $10K | – | 0.01 |
| BANK LOAN NOTE (IRB HOLDING CORP) | Long | Debt | US | $10K | – | 0.01 |
| BANK LOAN NOTE (MATTRESS FIRM INC) | Long | Debt | US | $10K | – | 0.01 |
| BANK LOAN NOTE (GENESYS CLOUD SERVICES HOLDINGS II LLC) | Long | Debt | US | $10K | – | 0.01 |
| BANK LOAN NOTE (VIBRANTZ TECHNOLOGIES INC) | Long | Debt | US | $10K | – | 0.01 |
| BANK LOAN NOTE (WHITE CAP BUYER LLC) | Long | Debt | US | $10K | – | 0.01 |
| BANK LOAN NOTE (PECF USS INTERMEDIATE HOLDING III CORP) | Long | Debt | US | $10K | – | 0.01 |
| BANK LOAN NOTE (CONNECT FINCO SARL) | Long | Debt | LU | $9K | – | 0.01 |
| BANK LOAN NOTE (NEPTUNE BIDCO US INC) | Long | Debt | US | $9K | – | 0.01 |
| BANK LOAN NOTE (KLOCKNER-PENTAPLAST OF AMERICA INC) | Long | Debt | US | $9K | – | 0.01 |
| BANK LOAN NOTE (ROCKET SOFTWARE INC) | Long | Debt | US | $9K | – | 0.01 |
| BANK LOAN NOTE (MICHAELS COS INC/THE) | Long | Debt | US | $9K | – | 0.01 |
| BANK LOAN NOTE (DIRECTV FINANCING LLC) | Long | Debt | US | $7K | – | 0.01 |
| BANK LOAN NOTE (FORTRESS INTERMEDIATE 3 INC) | Long | Debt | US | $5K | – | 0.00 |
| BANK LOAN NOTE (STATION CASINOS LLC) | Long | Debt | US | $5K | – | 0.00 |
| BANK LOAN NOTE (FERTITTA ENTERTAINMENT LLC/NV) | Long | Debt | US | $5K | – | 0.00 |
| BANK LOAN NOTE (NOURYON USA LLC) | Long | Debt | US | $5K | – | 0.00 |
| BANK LOAN NOTE (SCIENTIFIC GAMES HOLDINGS LP) | Long | Debt | US | $5K | – | 0.00 |
| BANK LOAN NOTE (LBM ACQUISITION LLC) | Long | Debt | US | $5K | – | 0.00 |
| BANK LOAN NOTE (CLOUD SOFTWARE GROUP INC) | Long | Debt | US | $5K | – | 0.00 |
| BANK LOAN NOTE (MADISON IAQ LLC) | Long | Debt | US | $5K | – | 0.00 |
| BANK LOAN NOTE (BAUSCH + LOMB CORP) | Long | Debt | CA | $5K | – | 0.00 |
| BANK LOAN NOTE (ASCEND LEARNING LLC) | Long | Debt | US | $5K | – | 0.00 |
| BANK LOAN NOTE (HERENS US HOLDCO CORP) | Long | Debt | US | $5K | – | 0.00 |
| BANK LOAN NOTE (MEDLINE BORROWER LP) | Long | Debt | US | $5K | – | 0.00 |
| BANK LOAN NOTE (CLEAR CHANNEL OUTDOOR HOLDINGS INC) | Long | Debt | US | $3K | – | 0.00 |
| BANK LOAN NOTE (ROBERTSHAW US HOLDING CORP) | Long | Debt | US | $50 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $48K | – | 0.05 |
| COMMERCIAL MORT BACKED SEC IO (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| COMMERCIAL MORT BACKED SEC IO (CSMC TRUST 2016-NXSR) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| COMMERCIAL MORT BACKED SEC IO (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C26) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (LB-UBS COMMERCIAL MORTGAGE TRUST 2006-C6) | Long | ABS-mortgage backed security | US | $884.74 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (COMM 2014-UBS6 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $477.5 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C2) | Long | ABS-mortgage backed security | US | $38.19 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (COMM 2014-LC17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $34.84 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (COMM 2014-CCRE20 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $13.71 | – | 0.00 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (GS MORTGAGE SECURITIES TRUST 2015-GC32) | Long | ABS-mortgage backed security | US | $70K | – | 0.07 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $43K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11) | Long | ABS-mortgage backed security | US | $42K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21) | Long | ABS-mortgage backed security | US | $39K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2018-H3) | Long | ABS-mortgage backed security | US | $33K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $29K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-LC19 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $26K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2012-LC4 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $25K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $23K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-CCRE26 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $21K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C32) | Long | ABS-mortgage backed security | US | $20K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C3) | Long | ABS-mortgage backed security | US | $20K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014 C19) | Long | ABS-mortgage backed security | US | $19K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22) | Long | ABS-mortgage backed security | US | $19K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31) | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (READY CAPITAL MORTGAGE FINANCING 2022-FL9 LLC) | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-LC20) | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC) | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE19 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (READY CAPITAL MORTGAGE FINANCING 2021-FL7 LLC) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2015-UBS8) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2016-C6 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-UBS6 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2016-C7 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C5) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-SG1) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CD 2017-CD6 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-CCRE22 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-UBS2 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-LC21 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BANK 2017-BNK8) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (SHELTER GROWTH CRE ISSUER LTD) | Long | ABS-mortgage backed security | KY | $10K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8) | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-CCRE13 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS5) | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C3) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2011-C3) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (ACRE COMMERCIAL MORTGAGE 2021-FL4 LTD) | Long | ABS-mortgage backed security | KY | $939.42 | – | 0.00 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10) | Long | ABS-mortgage backed security | US | $10.26 | – | 0.00 |
| COMMON STOCK (APPLE INC) | Long | Equity-common | US | $4M | 20K | 4.09 |
| COMMON STOCK (NVIDIA CORP) | Long | Equity-common | US | $4M | 31K | 3.62 |
| COMMON STOCK (MICROSOFT CORP) | Long | Equity-common | US | $3M | 7K | 2.99 |
| COMMON STOCK (AMAZON.COM INC) | Long | Equity-common | US | $3M | 13K | 2.43 |
| COMMON STOCK (ALPHABET INC) | Long | Equity-common | US | $2M | 13K | 2.30 |
| COMMON STOCK (META PLATFORMS INC) | Long | Equity-common | US | $2M | 4K | 1.71 |
| COMMON STOCK (ELI LILLY AND CO) | Long | Equity-common | US | $1M | 2K | 1.35 |
| COMMON STOCK (WALMART INC) | Long | Equity-common | US | $1M | 16K | 1.01 |
| COMMON STOCK (MERCK AND CO INC) | Long | Equity-common | US | $996K | 8K | 0.95 |
| COMMON STOCK (QUALCOMM INC) | Long | Equity-common | US | $915K | 5K | 0.87 |
| COMMON STOCK (ADOBE INC) | Long | Equity-common | US | $893K | 2K | 0.85 |
| COMMON STOCK (NETFLIX INC) | Long | Equity-common | US | $891K | 1K | 0.85 |
| COMMON STOCK (JPMORGAN CHASE AND CO) | Long | Equity-common | US | $842K | 4K | 0.80 |
| COMMON STOCK (COCA-COLA CO/THE) | Long | Equity-common | US | $778K | 12K | 0.74 |
| COMMON STOCK (3M CO) | Long | Equity-common | US | $778K | 8K | 0.74 |
| COMMON STOCK (CITIGROUP INC) | Long | Equity-common | US | $767K | 12K | 0.73 |
| COMMON STOCK (CHENIERE ENERGY INC) | Long | Equity-common | US | $745K | 4K | 0.71 |
| COMMON STOCK (AUTOMATIC DATA PROCESSING INC) | Long | Equity-common | US | $742K | 3K | 0.71 |
| COMMON STOCK (CADENCE DESIGN SYSTEMS INC) | Long | Equity-common | US | $740K | 2K | 0.70 |
| COMMON STOCK (MASTERCARD INC) | Long | Equity-common | US | $694K | 2K | 0.66 |
| COMMON STOCK (COMCAST CORP) | Long | Equity-common | US | $588K | 15K | 0.56 |
| COMMON STOCK (PAYPAL HOLDINGS INC) | Long | Equity-common | US | $582K | 10K | 0.55 |
| COMMON STOCK (UBER TECHNOLOGIES INC) | Long | Equity-common | US | $563K | 8K | 0.54 |
| COMMON STOCK (SIMON PROPERTY GROUP INC) | Long | Equity-common | US | $550K | 4K | 0.52 |
| COMMON STOCK (METLIFE INC) | Long | Equity-common | US | $549K | 8K | 0.52 |
| COMMON STOCK (COLGATE-PALMOLIVE CO) | Long | Equity-common | US | $514K | 5K | 0.49 |
| COMMON STOCK (TESLA INC) | Long | Equity-common | US | $512K | 3K | 0.49 |
| COMMON STOCK (UNION PACIFIC CORP) | Long | Equity-common | US | $468K | 2K | 0.44 |
| COMMON STOCK (ABBVIE INC) | Long | Equity-common | US | $438K | 3K | 0.42 |
| COMMON STOCK (ARCHER-DANIELS-MIDLAND CO) | Long | Equity-common | US | $435K | 7K | 0.41 |
| COMMON STOCK (BOOKING HOLDINGS INC) | Long | Equity-common | US | $432K | 109 | 0.41 |
| COMMON STOCK (VEEVA SYSTEMS INC) | Long | Equity-common | US | $414K | 2K | 0.39 |
| COMMON STOCK (BANK OF NEW YORK MELLON CORP/THE) | Long | Equity-common | US | $398K | 7K | 0.38 |
| COMMON STOCK (CIGNA GROUP/THE) | Long | Equity-common | US | $397K | 1K | 0.38 |
| COMMON STOCK (EXPEDIA GROUP INC) | Long | Equity-common | US | $379K | 3K | 0.36 |
| COMMON STOCK (VERTIV HOLDINGS CO) | Long | Equity-common | US | $373K | 4K | 0.35 |
| COMMON STOCK (VERIZON COMMUNICATIONS INC) | Long | Equity-common | US | $372K | 9K | 0.35 |
| COMMON STOCK (EXELON CORP) | Long | Equity-common | US | $369K | 11K | 0.35 |
| COMMON STOCK (BROADCOM INC) | Long | Equity-common | US | $358K | 223 | 0.34 |
| COMMON STOCK (MARATHON PETROLEUM CORP) | Long | Equity-common | US | $354K | 2K | 0.34 |
| COMMON STOCK (KLA CORP) | Long | Equity-common | US | $341K | 414 | 0.32 |
| COMMON STOCK (AT AND T INC) | Long | Equity-common | US | $341K | 18K | 0.32 |
| COMMON STOCK (BECTON DICKINSON AND CO) | Long | Equity-common | US | $302K | 1K | 0.29 |
| COMMON STOCK (VISTRA CORP) | Long | Equity-common | US | $270K | 3K | 0.26 |
| COMMON STOCK (NORTHERN TRUST CORP) | Long | Equity-common | US | $269K | 3K | 0.26 |
| COMMON STOCK (EQUITABLE HOLDINGS INC) | Long | Equity-common | US | $263K | 6K | 0.25 |
| COMMON STOCK (ABBOTT LABORATORIES) | Long | Equity-common | US | $261K | 3K | 0.25 |
| COMMON STOCK (AMETEK INC) | Long | Equity-common | US | $258K | 2K | 0.24 |
| COMMON STOCK (SALESFORCE INC) | Long | Equity-common | US | $236K | 918 | 0.22 |
| COMMON STOCK (BRISTOL-MYERS SQUIBB CO) | Long | Equity-common | US | $210K | 5K | 0.20 |
| COMMON STOCK (HOME DEPOT INC/THE) | Long | Equity-common | US | $202K | 587 | 0.19 |
| COMMON STOCK (ROSS STORES INC) | Long | Equity-common | US | $194K | 1K | 0.18 |
| COMMON STOCK (INCYTE CORP) | Long | Equity-common | US | $189K | 3K | 0.18 |
| COMMON STOCK (EXXON MOBIL CORP) | Long | Equity-common | US | $188K | 2K | 0.18 |
| COMMON STOCK (BANK OF AMERICA CORP) | Long | Equity-common | US | $187K | 5K | 0.18 |
| COMMON STOCK (MOTOROLA SOLUTIONS INC) | Long | Equity-common | US | $185K | 480 | 0.18 |
| COMMON STOCK (BERKSHIRE HATHAWAY INC) | Long | Equity-common | US | $181K | 444 | 0.17 |
| COMMON STOCK (TRIMBLE INC) | Long | Equity-common | US | $178K | 3K | 0.17 |
| COMMON STOCK (LOCKHEED MARTIN CORP) | Long | Equity-common | US | $177K | 378 | 0.17 |
| COMMON STOCK (CISCO SYSTEMS INC) | Long | Equity-common | US | $170K | 4K | 0.16 |
| COMMON STOCK (PG AND E CORP) | Long | Equity-common | US | $157K | 9K | 0.15 |
| COMMON STOCK (GOLDMAN SACHS GROUP INC/THE) | Long | Equity-common | US | $150K | 332 | 0.14 |
| COMMON STOCK (PHILIP MORRIS INTERNATIONAL INC) | Long | Equity-common | US | $148K | 1K | 0.14 |
| COMMON STOCK (BUILDERS FIRSTSOURCE INC) | Long | Equity-common | US | $148K | 1K | 0.14 |
| COMMON STOCK (TJX COS INC/THE) | Long | Equity-common | US | $147K | 1K | 0.14 |
| COMMON STOCK (VERTEX PHARMACEUTICALS INC) | Long | Equity-common | US | $146K | 311 | 0.14 |
| COMMON STOCK (DOCUSIGN INC) | Long | Equity-common | US | $140K | 3K | 0.13 |
| COMMON STOCK (APPLIED MATERIALS INC) | Long | Equity-common | US | $133K | 565 | 0.13 |
| COMMON STOCK (REINSURANCE GROUP OF AMERICA INC) | Long | Equity-common | US | $122K | 594 | 0.12 |
| COMMON STOCK (EXELIXIS INC) | Long | Equity-common | US | $114K | 5K | 0.11 |
| COMMON STOCK (GLOBAL PAYMENTS INC) | Long | Equity-common | US | $114K | 1K | 0.11 |
| COMMON STOCK (BOEING CO/THE) | Long | Equity-common | US | $104K | 573 | 0.10 |
| COMMON STOCK (ALNYLAM PHARMACEUTICALS INC) | Long | Equity-common | US | $90K | 372 | 0.09 |
| COMMON STOCK (BLOCK INC) | Long | Equity-common | US | $85K | 1K | 0.08 |
| COMMON STOCK (SCHLUMBERGER NV) | Long | Equity-common | US | $84K | 2K | 0.08 |
| COMMON STOCK (WEYERHAEUSER CO) | Long | Equity-common | US | $83K | 3K | 0.08 |
| COMMON STOCK (TRADE DESK INC/THE) | Long | Equity-common | US | $76K | 783 | 0.07 |
| COMMON STOCK (O'REILLY AUTOMOTIVE INC) | Long | Equity-common | US | $75K | 71 | 0.07 |
| COMMON STOCK (LAM RESEARCH CORP) | Long | Equity-common | US | $72K | 68 | 0.07 |
| COMMON STOCK (MONSTER BEVERAGE CORP) | Long | Equity-common | US | $71K | 1K | 0.07 |
| COMMON STOCK (ARISTA NETWORKS INC) | Long | Equity-common | US | $70K | 201 | 0.07 |
| COMMON STOCK (ATLASSIAN CORP) | Long | Equity-common | US | $69K | 391 | 0.07 |
| COMMON STOCK (NETAPP INC) | Long | Equity-common | US | $69K | 536 | 0.07 |
| COMMON STOCK (FEDEX CORP) | Long | Equity-common | US | $69K | 230 | 0.07 |
| COMMON STOCK (ELEVANCE HEALTH INC) | Long | Equity-common | US | $69K | 127 | 0.07 |
| COMMON STOCK (CROWDSTRIKE HOLDINGS INC) | Long | Equity-common | US | $68K | 178 | 0.06 |
| COMMON STOCK (REGENERON PHARMACEUTICALS INC) | Long | Equity-common | US | $67K | 64 | 0.06 |
| COMMON STOCK (ECOLAB INC) | Long | Equity-common | US | $67K | 281 | 0.06 |
| COMMON STOCK (SYNCHRONY FINANCIAL) | Long | Equity-common | US | $66K | 1K | 0.06 |
| COMMON STOCK (NORTHROP GRUMMAN CORP) | Long | Equity-common | US | $66K | 151 | 0.06 |
| COMMON STOCK (AUTODESK INC) | Long | Equity-common | US | $66K | 265 | 0.06 |
| COMMON STOCK (HCA HEALTHCARE INC) | Long | Equity-common | US | $66K | 204 | 0.06 |
| COMMON STOCK (WORKDAY INC) | Long | Equity-common | US | $65K | 289 | 0.06 |
| COMMON STOCK (CHEVRON CORP) | Long | Equity-common | US | $65K | 413 | 0.06 |
| COMMON STOCK (VALERO ENERGY CORP) | Long | Equity-common | US | $65K | 412 | 0.06 |
| COMMON STOCK (QORVO INC) | Long | Equity-common | US | $64K | 554 | 0.06 |
| COMMON STOCK (KIMBERLY-CLARK CORP) | Long | Equity-common | US | $64K | 465 | 0.06 |
| COMMON STOCK (TARGA RESOURCES CORP) | Long | Equity-common | US | $64K | 499 | 0.06 |
| COMMON STOCK (MONOLITHIC POWER SYSTEMS INC) | Long | Equity-common | US | $64K | 78 | 0.06 |
| COMMON STOCK (PROCTER AND GAMBLE CO/THE) | Long | Equity-common | US | $64K | 386 | 0.06 |
| COMMON STOCK (AMERIPRISE FINANCIAL INC) | Long | Equity-common | US | $64K | 149 | 0.06 |
| COMMON STOCK (CATERPILLAR INC) | Long | Equity-common | US | $63K | 190 | 0.06 |
| COMMON STOCK (SERVICENOW INC) | Long | Equity-common | US | $63K | 80 | 0.06 |
| COMMON STOCK (AMERICAN EXPRESS CO) | Long | Equity-common | US | $63K | 271 | 0.06 |
| COMMON STOCK (NEUROCRINE BIOSCIENCES INC) | Long | Equity-common | US | $63K | 455 | 0.06 |
| COMMON STOCK (GUIDEWIRE SOFTWARE INC) | Long | Equity-common | US | $62K | 453 | 0.06 |
| COMMON STOCK (MANHATTAN ASSOCIATES INC) | Long | Equity-common | US | $62K | 253 | 0.06 |
| COMMON STOCK (AUTOZONE INC) | Long | Equity-common | US | $62K | 21 | 0.06 |
| COMMON STOCK (MCKESSON CORP) | Long | Equity-common | US | $62K | 106 | 0.06 |
| COMMON STOCK (BAKER HUGHES CO) | Long | Equity-common | US | $62K | 2K | 0.06 |
| COMMON STOCK (UNITEDHEALTH GROUP INC) | Long | Equity-common | US | $62K | 121 | 0.06 |
| COMMON STOCK (DOORDASH INC) | Long | Equity-common | US | $62K | 566 | 0.06 |
| COMMON STOCK (AMGEN INC) | Long | Equity-common | US | $62K | 197 | 0.06 |
| COMMON STOCK (F5 INC) | Long | Equity-common | US | $61K | 357 | 0.06 |
| COMMON STOCK (BRIXMOR PROPERTY GROUP INC) | Long | Equity-common | US | $61K | 3K | 0.06 |
| COMMON STOCK (LINDE PLC) | Long | Equity-common | US | $61K | 140 | 0.06 |
| COMMON STOCK (WEBSTER FINANCIAL CORP) | Long | Equity-common | US | $61K | 1K | 0.06 |
| COMMON STOCK (ZIONS FIRST NATIONAL BANK) | Long | Equity-common | US | $61K | 1K | 0.06 |
| COMMON STOCK (MSA SAFETY INC) | Long | Equity-common | US | $61K | 326 | 0.06 |
| COMMON STOCK (ROCKWELL AUTOMATION INC) | Long | Equity-common | US | $61K | 222 | 0.06 |
| COMMON STOCK (CITIZENS FINANCIAL GROUP INC) | Long | Equity-common | US | $61K | 2K | 0.06 |
| COMMON STOCK (EBAY INC) | Long | Equity-common | US | $61K | 1K | 0.06 |
| COMMON STOCK (INSULET CORP) | Long | Equity-common | US | $61K | 301 | 0.06 |
| COMMON STOCK (FORTIVE CORP) | Long | Equity-common | US | $61K | 819 | 0.06 |
| COMMON STOCK (CAPITAL ONE FINANCIAL CORP) | Long | Equity-common | US | $61K | 438 | 0.06 |
| COMMON STOCK (EDWARDS LIFESCIENCES CORP) | Long | Equity-common | US | $60K | 654 | 0.06 |
| COMMON STOCK (HONEYWELL INTERNATIONAL INC) | Long | Equity-common | US | $60K | 282 | 0.06 |
| COMMON STOCK (AVALONBAY COMMUNITIES INC) | Long | Equity-common | US | $60K | 291 | 0.06 |
| COMMON STOCK (CONSTELLATION ENERGY CORP) | Long | Equity-common | US | $60K | 300 | 0.06 |
| COMMON STOCK (BOSTON SCIENTIFIC CORP) | Long | Equity-common | US | $60K | 780 | 0.06 |
| COMMON STOCK (DECKERS OUTDOOR CORP) | Long | Equity-common | US | $60K | 62 | 0.06 |
| COMMON STOCK (LAS VEGAS SANDS CORP) | Long | Equity-common | US | $60K | 1K | 0.06 |
| COMMON STOCK (A O SMITH CORP) | Long | Equity-common | US | $60K | 733 | 0.06 |
| COMMON STOCK (BOSTON BEER CO INC/THE) | Long | Equity-common | US | $60K | 196 | 0.06 |
| COMMON STOCK (MID-AMERICA APARTMENT COMMUNITIES INC) | Long | Equity-common | US | $60K | 419 | 0.06 |
| COMMON STOCK (EQUITY RESIDENTIAL TR) | Long | Equity-common | US | $60K | 861 | 0.06 |
| COMMON STOCK (CBRE GROUP INC) | Long | Equity-common | US | $60K | 669 | 0.06 |
| COMMON STOCK (TERADATA CORP) | Long | Equity-common | US | $60K | 2K | 0.06 |
| COMMON STOCK (PUBLIC STORAGE) | Long | Equity-common | US | $60K | 207 | 0.06 |
| COMMON STOCK (CLOROX CO/THE) | Long | Equity-common | US | $60K | 436 | 0.06 |
| COMMON STOCK (STEEL DYNAMICS INC) | Long | Equity-common | US | $59K | 459 | 0.06 |
| COMMON STOCK (HILTON WORLDWIDE HOLDINGS INC) | Long | Equity-common | US | $59K | 272 | 0.06 |
| COMMON STOCK (STARBUCKS CORP) | Long | Equity-common | US | $59K | 760 | 0.06 |
| COMMON STOCK (FORD MOTOR CO) | Long | Equity-common | US | $59K | 5K | 0.06 |
| COMMON STOCK (SMARTSHEET INC) | Long | Equity-common | US | $59K | 1K | 0.06 |
| COMMON STOCK (FIRST INDUSTRIAL REALTY TRUST INC) | Long | Equity-common | US | $59K | 1K | 0.06 |
| COMMON STOCK (MORGAN STANLEY) | Long | Equity-common | US | $59K | 607 | 0.06 |
| COMMON STOCK (CUMMINS ENGINE COMPANY, INC.) | Long | Equity-common | US | $59K | 213 | 0.06 |
| COMMON STOCK (JEFFERIES FINANCIAL GROUP INC) | Long | Equity-common | US | $59K | 1K | 0.06 |
| COMMON STOCK (IDEXX LABORATORIES INC) | Long | Equity-common | US | $59K | 121 | 0.06 |
| COMMON STOCK (DTE ENERGY CO) | Long | Equity-common | US | $59K | 531 | 0.06 |
| COMMON STOCK (ALLY FINANCIAL INC) | Long | Equity-common | US | $59K | 1K | 0.06 |
| COMMON STOCK (JOHNSON AND JOHNSON) | Long | Equity-common | US | $59K | 403 | 0.06 |
| COMMON STOCK (CONOCOPHILLIPS) | Long | Equity-common | US | $59K | 514 | 0.06 |
| COMMON STOCK (DEERE AND CO) | Long | Equity-common | US | $59K | 157 | 0.06 |
| COMMON STOCK (CVS HEALTH CORP) | Long | Equity-common | US | $59K | 993 | 0.06 |
| COMMON STOCK (ROKU INC) | Long | Equity-common | US | $59K | 978 | 0.06 |
| COMMON STOCK (EASTMAN CHEMICAL CO) | Long | Equity-common | US | $58K | 597 | 0.06 |
| COMMON STOCK (EDISON INTERNATIONAL) | Long | Equity-common | US | $58K | 814 | 0.06 |
| COMMON STOCK (ALLSTATE CORP/THE) | Long | Equity-common | US | $58K | 366 | 0.06 |
| COMMON STOCK (CARDINAL HEALTH INC) | Long | Equity-common | US | $58K | 594 | 0.06 |
| COMMON STOCK (ROBERT HALF INC) | Long | Equity-common | US | $58K | 912 | 0.06 |
| COMMON STOCK (GODADDY INC) | Long | Equity-common | US | $58K | 417 | 0.06 |
| COMMON STOCK (LYONDELLBASELL INDUSTRIES NV) | Long | Equity-common | US | $58K | 609 | 0.06 |
| COMMON STOCK (PINTEREST INC) | Long | Equity-common | US | $58K | 1K | 0.06 |
| COMMON STOCK (XCEL ENERGY INC) | Long | Equity-common | US | $58K | 1K | 0.06 |
| COMMON STOCK (CME GROUP INC) | Long | Equity-common | US | $58K | 295 | 0.06 |
| COMMON STOCK (PAYCOM SOFTWARE INC) | Long | Equity-common | US | $58K | 405 | 0.06 |
| COMMON STOCK (GENTEX CORP) | Long | Equity-common | US | $58K | 2K | 0.05 |
| COMMON STOCK (STRYKER CORP) | Long | Equity-common | US | $58K | 170 | 0.05 |
| COMMON STOCK (PROCORE TECHNOLOGIES INC) | Long | Equity-common | US | $58K | 872 | 0.05 |
| COMMON STOCK (CF INDUSTRIES HOLDINGS INC) | Long | Equity-common | US | $58K | 780 | 0.05 |
| COMMON STOCK (MEDTRONIC PLC) | Long | Equity-common | IE | $58K | 734 | 0.05 |
| COMMON STOCK (PRINCIPAL FINANCIAL GROUP INC) | Long | Equity-common | US | $58K | 736 | 0.05 |
| COMMON STOCK (DANAHER CORP) | Long | Equity-common | US | $58K | 231 | 0.05 |
| COMMON STOCK (NUCOR CORP) | Long | Equity-common | US | $58K | 365 | 0.05 |
| COMMON STOCK (CROWN CASTLE INC) | Long | Equity-common | US | $58K | 590 | 0.05 |
| COMMON STOCK (DUKE ENERGY CORP) | Long | Equity-common | US | $58K | 575 | 0.05 |
| COMMON STOCK (TENET HEALTHCARE CORP) | Long | Equity-common | US | $58K | 433 | 0.05 |
| COMMON STOCK (MOSAIC CO/THE) | Long | Equity-common | US | $58K | 2K | 0.05 |
| COMMON STOCK (SS AND C TECHNOLOGIES HOLDINGS INC) | Long | Equity-common | US | $58K | 919 | 0.05 |
| COMMON STOCK (AMERICAN TOWER CORP) | Long | Equity-common | US | $58K | 296 | 0.05 |
| COMMON STOCK (COTERRA ENERGY INC) | Long | Equity-common | US | $58K | 2K | 0.05 |
| COMMON STOCK (DROPBOX INC) | Long | Equity-common | US | $57K | 3K | 0.05 |
| COMMON STOCK (DEVON ENERGY CORP) | Long | Equity-common | US | $57K | 1K | 0.05 |
| COMMON STOCK (FREEPORT-MCMORAN INC) | Long | Equity-common | US | $57K | 1K | 0.05 |
| COMMON STOCK (LINCOLN ELECTRIC HOLDINGS INC) | Long | Equity-common | US | $57K | 304 | 0.05 |
| COMMON STOCK (UNITED PARCEL SERVICE INC) | Long | Equity-common | US | $57K | 419 | 0.05 |
| COMMON STOCK (ULTRAGENYX PHARMACEUTICAL INC) | Long | Equity-common | US | $57K | 1K | 0.05 |
| COMMON STOCK (MEDPACE HOLDINGS INC) | Long | Equity-common | US | $57K | 139 | 0.05 |
| COMMON STOCK (LOEWS CORP) | Long | Equity-common | US | $57K | 765 | 0.05 |
| COMMON STOCK (ENTERGY CORP) | Long | Equity-common | US | $57K | 534 | 0.05 |
| COMMON STOCK (AMERICAN ELECTRIC POWER CO INC) | Long | Equity-common | US | $57K | 650 | 0.05 |
| COMMON STOCK (SEI INVESTMENTS CO) | Long | Equity-common | US | $57K | 881 | 0.05 |
| COMMON STOCK (COREBRIDGE FINANCIAL INC) | Long | Equity-common | US | $57K | 2K | 0.05 |
| COMMON STOCK (CROCS INC) | Long | Equity-common | US | $57K | 390 | 0.05 |
| COMMON STOCK (CRANE CO) | Long | Equity-common | US | $57K | 392 | 0.05 |
| COMMON STOCK (FORTUNE BRANDS INNOVATIONS INC) | Long | Equity-common | US | $57K | 875 | 0.05 |
| COMMON STOCK (KEYSIGHT TECHNOLOGIES INC) | Long | Equity-common | US | $57K | 415 | 0.05 |
| COMMON STOCK (AMDOCS LTD) | Long | Equity-common | US | $57K | 719 | 0.05 |
| COMMON STOCK (WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) | Long | Equity-common | US | $57K | 359 | 0.05 |
| COMMON STOCK (HUNTINGTON BANCSHARES INC/OH) | Long | Equity-common | US | $57K | 4K | 0.05 |
| COMMON STOCK (INTERCONTINENTAL EXCHANGE INC) | Long | Equity-common | US | $57K | 414 | 0.05 |
| COMMON STOCK (PUBLIC SERVICE ENTERPRISE GROUP INC) | Long | Equity-common | US | $57K | 768 | 0.05 |
| COMMON STOCK (MGIC INVESTMENT CORP) | Long | Equity-common | US | $57K | 3K | 0.05 |
| COMMON STOCK (HUNTSMAN CORP) | Long | Equity-common | US | $56K | 2K | 0.05 |
| COMMON STOCK (UNUM GROUP) | Long | Equity-common | US | $56K | 1K | 0.05 |
| COMMON STOCK (OWENS CORNING) | Long | Equity-common | US | $56K | 325 | 0.05 |
| COMMON STOCK (GENERAL ELECTRIC CO) | Long | Equity-common | US | $56K | 355 | 0.05 |
| COMMON STOCK (PACKAGING CORP OF AMERICA) | Long | Equity-common | US | $56K | 309 | 0.05 |
| COMMON STOCK (SHERWIN-WILLIAMS CO/THE) | Long | Equity-common | US | $56K | 189 | 0.05 |
| COMMON STOCK (EVERSOURCE ENERGY) | Long | Equity-common | US | $56K | 993 | 0.05 |
| COMMON STOCK (PROGRESSIVE CORP/THE) | Long | Equity-common | US | $56K | 271 | 0.05 |
| COMMON STOCK (SOLVENTUM CORP) | Long | Equity-common | US | $56K | 1K | 0.05 |
| COMMON STOCK (COSTCO WHOLESALE CORP) | Long | Equity-common | US | $56K | 66 | 0.05 |
| COMMON STOCK (HOLOGIC INC) | Long | Equity-common | US | $56K | 755 | 0.05 |
| COMMON STOCK (FLOWSERVE CORP) | Long | Equity-common | US | $56K | 1K | 0.05 |
| COMMON STOCK (PPG INDUSTRIES INC) | Long | Equity-common | US | $56K | 444 | 0.05 |
| COMMON STOCK (DONALDSON CO INC) | Long | Equity-common | US | $56K | 779 | 0.05 |
| COMMON STOCK (MOHAWK INDUSTRIES INC) | Long | Equity-common | US | $56K | 490 | 0.05 |
| COMMON STOCK (AMERICAN FINANCIAL GROUP INC/OH) | Long | Equity-common | US | $56K | 452 | 0.05 |
| COMMON STOCK (MCDONALD'S CORP) | Long | Equity-common | US | $56K | 218 | 0.05 |
| COMMON STOCK (CSX CORP) | Long | Equity-common | US | $56K | 2K | 0.05 |
| COMMON STOCK (DOW INC) | Long | Equity-common | US | $55K | 1K | 0.05 |
| COMMON STOCK (STATE STREET CORP) | Long | Equity-common | US | $55K | 749 | 0.05 |
| COMMON STOCK (ZOOM VIDEO COMMUNICATIONS INC) | Long | Equity-common | US | $55K | 936 | 0.05 |
| COMMON STOCK (AMERICAN INTERNATIONAL GROUP INC) | Long | Equity-common | US | $55K | 745 | 0.05 |
| COMMON STOCK (VERISIGN INC) | Long | Equity-common | US | $55K | 311 | 0.05 |
| COMMON STOCK (HOST HOTELS AND RESORTS INC) | Long | Equity-common | US | $55K | 3K | 0.05 |
| COMMON STOCK (VIRTU FINANCIAL INC) | Long | Equity-common | US | $55K | 2K | 0.05 |
| COMMON STOCK (DOMINION ENERGY INC) | Long | Equity-common | US | $55K | 1K | 0.05 |
| COMMON STOCK (BLACKROCK INC) | Long | Equity-common | US | $55K | 70 | 0.05 |
| COMMON STOCK (TRAVELERS COS INC/THE) | Long | Equity-common | US | $55K | 271 | 0.05 |
| COMMON STOCK (LPL FINANCIAL HOLDINGS INC) | Long | Equity-common | US | $55K | 197 | 0.05 |
| COMMON STOCK (EPR PROPERTIES) | Long | Equity-common | US | $55K | 1K | 0.05 |
| COMMON STOCK (NORFOLK SOUTHERN CORP) | Long | Equity-common | US | $55K | 255 | 0.05 |
| COMMON STOCK (CURTISS-WRIGHT CORP) | Long | Equity-common | US | $55K | 202 | 0.05 |
| COMMON STOCK (SNOWFLAKE INC) | Long | Equity-common | US | $55K | 404 | 0.05 |
| COMMON STOCK (VERALTO CORP) | Long | Equity-common | US | $55K | 571 | 0.05 |
| COMMON STOCK (HF SINCLAIR CORP) | Long | Equity-common | US | $54K | 1K | 0.05 |
| COMMON STOCK (ULTA BEAUTY INC) | Long | Equity-common | US | $54K | 141 | 0.05 |
| COMMON STOCK (SYSCO CORP) | Long | Equity-common | US | $54K | 762 | 0.05 |
| COMMON STOCK (WESTERN UNION CO/THE) | Long | Equity-common | US | $54K | 4K | 0.05 |
| COMMON STOCK (TEXTRON INC) | Long | Equity-common | US | $54K | 633 | 0.05 |
| COMMON STOCK (GLOBE LIFE INC) | Long | Equity-common | US | $54K | 659 | 0.05 |
| COMMON STOCK (PACCAR INC) | Long | Equity-common | US | $54K | 526 | 0.05 |
| COMMON STOCK (APTARGROUP INC) | Long | Equity-common | US | $54K | 384 | 0.05 |
| COMMON STOCK (AFFILIATED MANAGERS GROUP INC) | Long | Equity-common | US | $54K | 346 | 0.05 |
| COMMON STOCK (ALCOA CORP) | Long | Equity-common | US | $54K | 1K | 0.05 |
| COMMON STOCK (NATIONAL FUEL GAS CO) | Long | Equity-common | US | $54K | 996 | 0.05 |
| COMMON STOCK (DOLLAR TREE INC) | Long | Equity-common | US | $54K | 505 | 0.05 |
| COMMON STOCK (ETSY INC) | Long | Equity-common | US | $54K | 913 | 0.05 |
| COMMON STOCK (BIO-RAD LABORATORIES INC) | Long | Equity-common | US | $54K | 197 | 0.05 |
| COMMON STOCK (MARSH AND MCLENNAN COS INC) | Long | Equity-common | US | $54K | 255 | 0.05 |
| COMMON STOCK (MOLSON COORS BEVERAGE CO) | Long | Equity-common | US | $54K | 1K | 0.05 |
| COMMON STOCK (LENNAR CORP) | Long | Equity-common | US | $53K | 356 | 0.05 |
| COMMON STOCK (WELLS FARGO AND CO) | Long | Equity-common | US | $53K | 898 | 0.05 |
| COMMON STOCK (CHIPOTLE MEXICAN GRILL INC) | Long | Equity-common | US | $53K | 850 | 0.05 |
| COMMON STOCK (LEIDOS HOLDINGS INC) | Long | Equity-common | US | $53K | 364 | 0.05 |
| COMMON STOCK (MAPLEBEAR INC) | Long | Equity-common | US | $53K | 2K | 0.05 |
| COMMON STOCK (NEXTERA ENERGY INC) | Long | Equity-common | US | $53K | 747 | 0.05 |
| COMMON STOCK (AXALTA COATING SYSTEMS LTD) | Long | Equity-common | US | $53K | 2K | 0.05 |
| COMMON STOCK (PARK HOTELS AND RESORTS INC) | Long | Equity-common | US | $53K | 4K | 0.05 |
| COMMON STOCK (THERMO FISHER SCIENTIFIC INC) | Long | Equity-common | US | $53K | 95 | 0.05 |
| COMMON STOCK (TOLL BROTHERS INC) | Long | Equity-common | US | $53K | 456 | 0.05 |
| COMMON STOCK (EURONET WORLDWIDE INC) | Long | Equity-common | US | $52K | 505 | 0.05 |
| COMMON STOCK (CROWN HOLDINGS INC) | Long | Equity-common | US | $52K | 702 | 0.05 |
| COMMON STOCK (PEGASYSTEMS INC) | Long | Equity-common | US | $52K | 858 | 0.05 |
| COMMON STOCK (LOUISIANA-PACIFIC CORP) | Long | Equity-common | US | $52K | 630 | 0.05 |
| COMMON STOCK (EATON CORP PLC) | Long | Equity-common | US | $51K | 164 | 0.05 |
| COMMON STOCK (UGI CORP) | Long | Equity-common | US | $51K | 2K | 0.05 |
| COMMON STOCK (TD SYNNEX CORP) | Long | Equity-common | US | $50K | 435 | 0.05 |
| COMMON STOCK (ROBLOX CORP) | Long | Equity-common | US | $49K | 1K | 0.05 |
| COMMON STOCK (TARGET CORP) | Long | Equity-common | US | $49K | 332 | 0.05 |
| COMMON STOCK (IRIDIUM COMMUNICATIONS INC) | Long | Equity-common | US | $49K | 2K | 0.05 |
| COMMON STOCK (DEXCOM INC) | Long | Equity-common | US | $48K | 427 | 0.05 |
| COMMON STOCK (ELANCO ANIMAL HEALTH INC) | Long | Equity-common | US | $45K | 3K | 0.04 |
| COMMON STOCK (PARKER-HANNIFIN CORP) | Long | Equity-common | US | $44K | 87 | 0.04 |
| COMMON STOCK (ENPHASE ENERGY INC) | Long | Equity-common | US | $43K | 434 | 0.04 |
| COMMON STOCK (10X GENOMICS INC) | Long | Equity-common | US | $42K | 2K | 0.04 |
| COMMON STOCK (ONEMAIN HOLDINGS INC) | Long | Equity-common | US | $31K | 642 | 0.03 |
| COMMON STOCK (CLEVELAND-CLIFFS INC) | Long | Equity-common | US | $30K | 2K | 0.03 |
| COMMON STOCK (WEST PHARMACEUTICAL SERVICES INC) | Long | Equity-common | US | $30K | 91 | 0.03 |
| COMMON STOCK (ITT INC) | Long | Equity-common | US | $29K | 228 | 0.03 |
| COMMON STOCK (WASTE MANAGEMENT INC) | Long | Equity-common | US | $29K | 136 | 0.03 |
| COMMON STOCK (TELADOC HEALTH INC) | Long | Equity-common | US | $28K | 3K | 0.03 |
| COMMON STOCK (GRACO INC) | Long | Equity-common | US | $26K | 331 | 0.02 |
| CONV. NOTE (UBER TECHNOLOGIES INC) | Long | Debt | US | $12K | – | 0.01 |
| CONV. NOTE (ANYWHERE REAL ESTATE GROUP LLC / REALOGY CO-ISSUER CORP) | Long | Debt | US | $9K | – | 0.01 |
| CONV. NOTE (CHEFS' WAREHOUSE INC/THE) | Long | Debt | US | $6K | – | 0.01 |
| CONV. NOTE (NABORS INDUSTRIES INC) | Long | Debt | US | $4K | – | 0.00 |
| CONVERTIBLE PREF (APOLLO GLOBAL MANAGEMENT INC) | Long | Equity-preferred | US | $10K | 156 | 0.01 |
| CORP CMO (VISIO 2020-1 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $107K | – | 0.10 |
| CORP CMO (A AND D MORTGAGE TRUST 2023-NQM4) | Long | ABS-collateralized bond/debt obligation | US | $75K | – | 0.07 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $75K | – | 0.07 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $71K | – | 0.07 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2020-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $62K | – | 0.06 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $59K | – | 0.06 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $57K | – | 0.05 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA10) | Long | ABS-collateralized bond/debt obligation | US | $52K | – | 0.05 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $48K | – | 0.05 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $46K | – | 0.04 |
| CORP CMO (RMF BUYOUT ISSUANCE TRUST 2020-HB1) | Long | ABS-collateralized bond/debt obligation | US | $46K | – | 0.04 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2016-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $45K | – | 0.04 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $45K | – | 0.04 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA7) | Long | ABS-collateralized bond/debt obligation | US | $33K | – | 0.03 |
| CORP CMO (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-2) | Long | ABS-collateralized bond/debt obligation | US | $32K | – | 0.03 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $31K | – | 0.03 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.03 |
| CORP CMO (VERUS SECURITIZATION TRUST 2020-5) | Long | ABS-collateralized bond/debt obligation | US | $27K | – | 0.03 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2021-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $23K | – | 0.02 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $20K | – | 0.02 |
| CORP CMO (ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2) | Long | ABS-collateralized bond/debt obligation | US | $20K | – | 0.02 |
| CORP CMO (WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR9 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.01 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.01 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.01 |
| CORP CMO (CITIGROUP MORTGAGE LOAN TRUST INC) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| CORP MED TERM NOTE (PUBLIC SERVICE ELECTRIC AND GAS CO) | Long | Debt | US | $25K | – | 0.02 |
| CORP MED TERM NOTE (JEFFERIES FINANCIAL GROUP INC) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (AMERICAN TOWER CORP) | Long | Debt | US | $117K | – | 0.11 |
| CORP. NOTE (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $80K | – | 0.08 |
| CORP. NOTE (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $76K | – | 0.07 |
| CORP. NOTE (T-MOBILE USA INC) | Long | Debt | US | $75K | – | 0.07 |
| CORP. NOTE (COMMONWEALTH BANK OF AUSTRALIA) | Long | Debt | AU | $71K | – | 0.07 |
| CORP. NOTE (BROADCOM CRP / CAYMN FI) | Long | Debt | US | $71K | – | 0.07 |
| CORP. NOTE (REPUBLIC SERVICES INC) | Long | Debt | US | $60K | – | 0.06 |
| CORP. NOTE (AIR LEASE CORP) | Long | Debt | US | $57K | – | 0.05 |
| CORP. NOTE (DR HORTON INC) | Long | Debt | US | $55K | – | 0.05 |
| CORP. NOTE (CELANESE US HOLDINGS LLC) | Long | Debt | US | $54K | – | 0.05 |
| CORP. NOTE (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $51K | – | 0.05 |
| CORP. NOTE (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $50K | – | 0.05 |
| CORP. NOTE (KENVUE INC) | Long | Debt | US | $49K | – | 0.05 |
| CORP. NOTE (AMGEN INC) | Long | Debt | US | $47K | – | 0.04 |
| CORP. NOTE (OVINTIV INC) | Long | Debt | US | $47K | – | 0.04 |
| CORP. NOTE (ROYAL BANK OF CANADA) | Long | Debt | CA | $44K | – | 0.04 |
| CORP. NOTE (BECTON DICKINSON AND CO) | Long | Debt | US | $44K | – | 0.04 |
| CORP. NOTE (BERRY GLOBAL INC) | Long | Debt | US | $41K | – | 0.04 |
| CORP. NOTE (MOODY'S CORP) | Long | Debt | US | $41K | – | 0.04 |
| CORP. NOTE (META PLATFORMS INC) | Long | Debt | US | $40K | – | 0.04 |
| CORP. NOTE (HCA INC) | Long | Debt | US | $40K | – | 0.04 |
| CORP. NOTE (CLOUD SOFTWARE GROUP INC) | Long | Debt | US | $38K | – | 0.04 |
| CORP. NOTE (APPLE INC) | Long | Debt | US | $38K | – | 0.04 |
| CORP. NOTE (ENERGY TRANSFER LP) | Long | Debt | US | $36K | – | 0.03 |
| CORP. NOTE (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $35K | – | 0.03 |
| CORP. NOTE (ATHENE GLOBAL FUNDING) | Long | Debt | US | $35K | – | 0.03 |
| CORP. NOTE (BMW US CAPITAL LLC) | Long | Debt | US | $34K | – | 0.03 |
| CORP. NOTE (WASTE MANAGEMENT INC) | Long | Debt | US | $33K | – | 0.03 |
| CORP. NOTE (ROYAL BANK OF CANADA) | Long | Debt | CA | $30K | – | 0.03 |
| CORP. NOTE (AMGEN INC) | Long | Debt | US | $30K | – | 0.03 |
| CORP. NOTE (EVERGY MISSOURI WEST INC) | Long | Debt | US | $30K | – | 0.03 |
| CORP. NOTE (CARNIVAL CORP) | Long | Debt | US | $30K | – | 0.03 |
| CORP. NOTE (VICI PROPERTIES LP) | Long | Debt | US | $29K | – | 0.03 |
| CORP. NOTE (WESTLAKE CORP) | Long | Debt | US | $29K | – | 0.03 |
| CORP. NOTE (GLENCORE FUNDING LLC) | Long | Debt | US | $29K | – | 0.03 |
| CORP. NOTE (SPECTRA ENERGY PARTNERS LP) | Long | Debt | US | $29K | – | 0.03 |
| CORP. NOTE (FIRST-CITIZENS BANK AND TRUST CO) | Long | Debt | US | $27K | – | 0.03 |
| CORP. NOTE (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $26K | – | 0.02 |
| CORP. NOTE (WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP) | Long | Debt | US | $26K | – | 0.02 |
| CORP. NOTE (JEFFERSON CAPITAL HOLDINGS LLC) | Long | Debt | US | $26K | – | 0.02 |
| CORP. NOTE (KENVUE INC) | Long | Debt | US | $26K | – | 0.02 |
| CORP. NOTE (HUMANA INC) | Long | Debt | US | $25K | – | 0.02 |
| CORP. NOTE (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $25K | – | 0.02 |
| CORP. NOTE (FIRSTCASH INC) | Long | Debt | US | $25K | – | 0.02 |
| CORP. NOTE (PRA GROUP INC) | Long | Debt | US | $25K | – | 0.02 |
| CORP. NOTE (WATCO COS LLC / WATCO FINANCE CORP) | Long | Debt | US | $25K | – | 0.02 |
| CORP. NOTE (AIRCASTLE LTD) | Long | Debt | US | $25K | – | 0.02 |
| CORP. NOTE (ROGERS COMMUNICATIONS INC) | Long | Debt | CA | $25K | – | 0.02 |
| CORP. NOTE (BOOKING HOLDINGS INC) | Long | Debt | US | $25K | – | 0.02 |
| CORP. NOTE (HOWMET AEROSPACE INC) | Long | Debt | US | $25K | – | 0.02 |
| CORP. NOTE (TENET HEALTHCARE CORP) | Long | Debt | US | $24K | – | 0.02 |
| CORP. NOTE (ALLY FINANCIAL INC) | Long | Debt | US | $24K | – | 0.02 |
| CORP. NOTE (SOUTHWESTERN ENERGY CO) | Long | Debt | US | $24K | – | 0.02 |
| CORP. NOTE (ARES CAPITAL CORP) | Long | Debt | US | $24K | – | 0.02 |
| CORP. NOTE (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $24K | – | 0.02 |
| CORP. NOTE (ARES CAPITAL CORP) | Long | Debt | US | $24K | – | 0.02 |
| CORP. NOTE (IPALCO ENTERPRISES INC) | Long | Debt | US | $23K | – | 0.02 |
| CORP. NOTE (MCAFEE CORP) | Long | Debt | US | $23K | – | 0.02 |
| CORP. NOTE (CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $23K | – | 0.02 |
| CORP. NOTE (VIATRIS INC) | Long | Debt | US | $23K | – | 0.02 |
| CORP. NOTE (ZOOMINFO TECHNOLOGIES LLC/ZOOMINFO FINANCE CORP) | Long | Debt | US | $23K | – | 0.02 |
| CORP. NOTE (AES CORP/THE) | Long | Debt | US | $22K | – | 0.02 |
| CORP. NOTE (HYATT HOTELS CORP) | Long | Debt | US | $22K | – | 0.02 |
| CORP. NOTE (ARES CAPITAL CORP) | Long | Debt | US | $22K | – | 0.02 |
| CORP. NOTE (CROWN CASTLE INC) | Long | Debt | US | $21K | – | 0.02 |
| CORP. NOTE (BERRY GLOBAL INC) | Long | Debt | US | $21K | – | 0.02 |
| CORP. NOTE (MATCH GROUP HOLDINGS II LLC) | Long | Debt | US | $21K | – | 0.02 |
| CORP. NOTE (AES CORP/THE) | Long | Debt | US | $21K | – | 0.02 |
| CORP. NOTE (CAESARS ENTERTAINMENT INC) | Long | Debt | US | $20K | – | 0.02 |
| CORP. NOTE (ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER) | Long | Debt | US | $20K | – | 0.02 |
| CORP. NOTE (EMRLD BORROWER LP / EMERALD CO-ISSUER INC) | Long | Debt | US | $20K | – | 0.02 |
| CORP. NOTE (CLEAR CHANNEL OUTDOOR HOLDINGS INC) | Long | Debt | US | $20K | – | 0.02 |
| CORP. NOTE (CHESAPEAKE ENERGY CORP) | Long | Debt | US | $20K | – | 0.02 |
| CORP. NOTE (BRISTOL-MYERS SQUIBB CO) | Long | Debt | US | $20K | – | 0.02 |
| CORP. NOTE (ABBVIE INC) | Long | Debt | US | $20K | – | 0.02 |
| CORP. NOTE (HOME DEPOT INC/THE) | Long | Debt | US | $20K | – | 0.02 |
| CORP. NOTE (ROYALTY PHARMA PLC) | Long | Debt | US | $20K | – | 0.02 |
| CORP. NOTE (HOME DEPOT INC/THE) | Long | Debt | US | $20K | – | 0.02 |
| CORP. NOTE (FMC CORP) | Long | Debt | US | $20K | – | 0.02 |
| CORP. NOTE (ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC) | Long | Debt | US | $19K | – | 0.02 |
| CORP. NOTE (WHITE CAP BUYER LLC) | Long | Debt | US | $19K | – | 0.02 |
| CORP. NOTE (INTERNATIONAL FLAVORS AND FRAGRANCES INC) | Long | Debt | US | $19K | – | 0.02 |
| CORP. NOTE (PETROLEOS MEXICANOS) | Long | Debt | MX | $19K | – | 0.02 |
| CORP. NOTE (FULL HOUSE RESORTS INC) | Long | Debt | US | $19K | – | 0.02 |
| CORP. NOTE (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $19K | – | 0.02 |
| CORP. NOTE (COREBRIDGE FINANCIAL INC) | Long | Debt | US | $19K | – | 0.02 |
| CORP. NOTE (IMOLA MERGER CORP) | Long | Debt | US | $19K | – | 0.02 |
| CORP. NOTE (SCIH SALT HOLDINGS INC) | Long | Debt | US | $19K | – | 0.02 |
| CORP. NOTE (ATHENAHEALTH GROUP INC) | Long | Debt | US | $18K | – | 0.02 |
| CORP. NOTE (CAESARS ENTERTAINMENT INC) | Long | Debt | US | $18K | – | 0.02 |
| CORP. NOTE (TTM TECHNOLOGIES INC) | Long | Debt | US | $18K | – | 0.02 |
| CORP. NOTE (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $18K | – | 0.02 |
| CORP. NOTE (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $18K | – | 0.02 |
| CORP. NOTE (GREAT LAKES DREDGE AND DOCK CORP) | Long | Debt | US | $18K | – | 0.02 |
| CORP. NOTE (LPL HOLDINGS INC) | Long | Debt | US | $17K | – | 0.02 |
| CORP. NOTE (APOLLO COMMERCIAL REAL ESTATE FINANCE INC) | Long | Debt | US | $17K | – | 0.02 |
| CORP. NOTE (SPIRIT AEROSYSTEMS INC) | Long | Debt | US | $17K | – | 0.02 |
| CORP. NOTE (CHS/COMMUNITY HEALTH SYSTEMS INC) | Long | Debt | US | $16K | – | 0.02 |
| CORP. NOTE (VENTURE GLOBAL LNG INC) | Long | Debt | US | $16K | – | 0.02 |
| CORP. NOTE (VENTURE GLOBAL LNG INC) | Long | Debt | US | $16K | – | 0.02 |
| CORP. NOTE (VIKING CRUISES LTD) | Long | Debt | US | $16K | – | 0.02 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $16K | – | 0.02 |
| CORP. NOTE (ATLASSIAN CORP) | Long | Debt | US | $16K | – | 0.02 |
| CORP. NOTE (CREDIT ACCEPTANCE CORP) | Long | Debt | US | $16K | – | 0.02 |
| CORP. NOTE (RINGCENTRAL INC) | Long | Debt | US | $16K | – | 0.01 |
| CORP. NOTE (LGI HOMES INC) | Long | Debt | US | $16K | – | 0.01 |
| CORP. NOTE (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $16K | – | 0.01 |
| CORP. NOTE (OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP) | Long | Debt | US | $16K | – | 0.01 |
| CORP. NOTE (SITIO ROYALTIES OPERATING PARTNERSHIP LP / SITIO FINANCE CORP) | Long | Debt | US | $16K | – | 0.01 |
| CORP. NOTE (CHART INDUSTRIES INC) | Long | Debt | US | $16K | – | 0.01 |
| CORP. NOTE (EQUIPMENTSHARE.COM INC) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (HUB INTERNATIONAL LTD) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (LIGHT AND WONDER INTERNATIONAL INC) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (BWAY HOLDING CO) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (ENCINO ACQUISITION PARTNERS HOLDINGS LLC) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (AIRCASTLE LTD) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (SIX FLAGS ENTERTAINMENT CORP) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (SOUTHERN CO/THE) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (UKG INC) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (AIR LEASE CORP) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (ONEMAIN FINANCE CORP) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (WR GRACE HOLDINGS LLC) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (ACRISURE LLC / ACRISURE FINANCE INC) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (NATIONSTAR MORTGAGE HOLDINGS INC) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (CLARIOS GLOBAL LP / CLARIOS US FINANCE CO) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (MUTUAL OF OMAHA COS GLOBAL FUNDING) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (ALLIED UNIVERSAL HOLDCO LLC) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (BANK OF NOVA SCOTIA/THE) | Long | Debt | CA | $15K | – | 0.01 |
| CORP. NOTE (ACRISURE LLC / ACRISURE FINANCE INC) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (OWENS-BROCKWAY GLASS CONTAINER INC) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (GEORGIA POWER CO) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (COREBRIDGE GLOBAL FUNDING) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (HUDBAY MINERALS INC) | Long | Debt | CA | $15K | – | 0.01 |
| CORP. NOTE (SUGARHOUSE HSP GAMING PROP MEZZ LP / SUGARHOUSE HSP GAMING FINANCE CORP) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (TENET HEALTHCARE CORP) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (LEVEL 3 FINANCING INC) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (ATI INC) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (KINETIK HOLDINGS LP) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (GLENCORE FUNDING LLC) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (CAMELOT RETURN MERGER SUB INC) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (PHH MORTGAGE CORP) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (MCGRAW-HILL EDUCATION INC) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (CLOUD SOFTWARE GROUP INC) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (AT AND T INC) | Long | Debt | US | $14K | – | 0.01 |
| CORP. NOTE (ARETEC GROUP INC) | Long | Debt | US | $14K | – | 0.01 |
| CORP. NOTE (NEPTUNE BIDCO US INC) | Long | Debt | US | $14K | – | 0.01 |
| CORP. NOTE (COTY INC/HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE INTERNATIONAL US LLC) | Long | Debt | US | $14K | – | 0.01 |
| CORP. NOTE (LSF11 A5 HOLDCO LLC) | Long | Debt | US | $14K | – | 0.01 |
| CORP. NOTE (STATION CASINOS LLC) | Long | Debt | US | $14K | – | 0.01 |
| CORP. NOTE (SCIH SALT HOLDINGS INC) | Long | Debt | US | $14K | – | 0.01 |
| CORP. NOTE (TGNR INTERMEDIATE HOLDINGS LLC) | Long | Debt | US | $14K | – | 0.01 |
| CORP. NOTE (ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER) | Long | Debt | US | $14K | – | 0.01 |
| CORP. NOTE (AMERICAN BUILDERS AND CONTRACTORS SUPPLY CO INC) | Long | Debt | US | $14K | – | 0.01 |
| CORP. NOTE (MADISON IAQ LLC) | Long | Debt | US | $14K | – | 0.01 |
| CORP. NOTE (BOISE CASCADE CO) | Long | Debt | US | $14K | – | 0.01 |
| CORP. NOTE (T-MOBILE USA INC) | Long | Debt | US | $14K | – | 0.01 |
| CORP. NOTE (MEDLINE BORROWER LP) | Long | Debt | US | $14K | – | 0.01 |
| CORP. NOTE (CELANESE US HOLDINGS LLC) | Long | Debt | US | $14K | – | 0.01 |
| CORP. NOTE (KONTOOR BRANDS INC) | Long | Debt | US | $14K | – | 0.01 |
| CORP. NOTE (CDW LLC / CDW FINANCE CORP) | Long | Debt | US | $14K | – | 0.01 |
| CORP. NOTE (TRONOX INC) | Long | Debt | US | $14K | – | 0.01 |
| CORP. NOTE (PARAMOUNT GLOBAL) | Long | Debt | US | $14K | – | 0.01 |
| CORP. NOTE (TWILIO INC) | Long | Debt | US | $13K | – | 0.01 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $13K | – | 0.01 |
| CORP. NOTE (FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC) | Long | Debt | US | $13K | – | 0.01 |
| CORP. NOTE (OTIS WORLDWIDE CORP) | Long | Debt | US | $13K | – | 0.01 |
| CORP. NOTE (CLEAR CHANNEL OUTDOOR HOLDINGS INC) | Long | Debt | US | $13K | – | 0.01 |
| CORP. NOTE (BIG RIVER STEEL LLC / BRS FINANCE CORP) | Long | Debt | US | $13K | – | 0.01 |
| CORP. NOTE (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $13K | – | 0.01 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $12K | – | 0.01 |
| CORP. NOTE (COBRA ACQUISITIONCO LLC) | Long | Debt | US | $12K | – | 0.01 |
| CORP. NOTE (CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $11K | – | 0.01 |
| CORP. NOTE (ARETEC GROUP INC) | Long | Debt | US | $11K | – | 0.01 |
| CORP. NOTE (BOMBARDIER INC) | Long | Debt | CA | $11K | – | 0.01 |
| CORP. NOTE (RAIN CARBON INC) | Long | Debt | US | $11K | – | 0.01 |
| CORP. NOTE (JONES DESLAURIERS INSURANCE MANAGEMENT INC) | Long | Debt | CA | $11K | – | 0.01 |
| CORP. NOTE (FREEDOM MORTGAGE CORP) | Long | Debt | US | $11K | – | 0.01 |
| CORP. NOTE (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $11K | – | 0.01 |
| CORP. NOTE (OCCIDENTAL PETROLEUM CORP) | Long | Debt | US | $11K | – | 0.01 |
| CORP. NOTE (CIVITAS RESOURCES INC) | Long | Debt | US | $11K | – | 0.01 |
| CORP. NOTE (SMYRNA READY MIX CONCRETE LLC) | Long | Debt | US | $11K | – | 0.01 |
| CORP. NOTE (HANESBRANDS INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (NCL CORP LTD) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (CHS/COMMUNITY HEALTH SYSTEMS INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (NCL CORP LTD) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (VENTURE GLOBAL LNG INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (VIPER ENERGY INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (EQUIPMENTSHARE.COM INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (ATI INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (PENNYMAC FINANCIAL SERVICES INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (CHOBANI LLC / CHOBANI FINANCE CORP INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (CELANESE US HOLDINGS LLC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (GLOBAL PARTNERS LP / GLP FINANCE CORP) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (FORTRESS INTERMEDIATE 3 INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (COLUMBIA PIPELINES OPERATING CO LLC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (BAUSCH + LOMB CORP) | Long | Debt | CA | $10K | – | 0.01 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (AVIENT CORP) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (ENCORE CAPITAL GROUP INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (NABORS INDUSTRIES INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (VITAL ENERGY INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (ELANCO ANIMAL HEALTH INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (GEN DIGITAL INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (NASDAQ INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (TRIPADVISOR INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (BWAY HOLDING CO) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (MATADOR RESOURCES CO) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (CHORD ENERGY CORP) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (PETROBRAS GLOBAL FINANCE BV) | Long | Debt | NL | $10K | – | 0.01 |
| CORP. NOTE (GLENCORE FUNDING LLC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (HESS MIDSTREAM OPERATIONS LP) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (SM ENERGY CO) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (AMEREN CORP) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (PRECISION DRILLING CORP) | Long | Debt | CA | $10K | – | 0.01 |
| CORP. NOTE (PERMIAN RESOURCES OPERATING LLC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (LIVE NATION ENTERTAINMENT INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (HERC HOLDINGS INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (FAIRFAX FINANCIAL HOLDINGS LTD) | Long | Debt | CA | $10K | – | 0.01 |
| CORP. NOTE (ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (UNIVISION COMMUNICATIONS INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (CHURCHILL DOWNS INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (CNO FINANCIAL GROUP INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (HESS MIDSTREAM OPERATIONS LP) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC) | Long | Debt | CA | $10K | – | 0.01 |
| CORP. NOTE (SOUTHWESTERN ENERGY CO) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (FREEDOM MORTGAGE CORP) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (PENN ENTERTAINMENT INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (MCGRAW-HILL EDUCATION INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (CINEMARK USA INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (MEDLINE BORROWER LP) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (DISH DBS CORP) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (TEREX CORP) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (GFL ENVIRONMENTAL INC) | Long | Debt | CA | $9K | – | 0.01 |
| CORP. NOTE (DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (MADISON IAQ LLC) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (TENET HEALTHCARE CORP) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (CHS/COMMUNITY HEALTH SYSTEMS INC) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (COMSTOCK RESOURCES INC) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (MIWD HOLDCO II LLC / MIWD FINANCE CORP) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (ADT SECURITY CORP/THE) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (KINDER MORGAN INC) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (WR GRACE HOLDINGS LLC) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (NEWS CORP) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (VIBRANTZ TECHNOLOGIES INC) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (TMS INTERNATIONAL CORP/DE) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (CROCS INC) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (OWENS CORNING) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (BEACON ROOFING SUPPLY INC) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (VENTURE GLOBAL CALCASIEU PASS LLC) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (LOUISIANA-PACIFIC CORP) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (INGEVITY CORP) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (SIRIUS XM RADIO INC) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (CROWDSTRIKE HOLDINGS INC) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (CLARIOS GLOBAL LP) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (AMERICAN BUILDERS AND CONTRACTORS SUPPLY CO INC) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (NEXSTAR MEDIA INC) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (LBM ACQUISITION LLC) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (MERCER INTERNATIONAL INC) | Long | Debt | CA | $9K | – | 0.01 |
| CORP. NOTE (OSHKOSH CORP) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (ROCKET SOFTWARE INC) | Long | Debt | US | $9K | – | 0.01 |
| CORP. NOTE (GARDA WORLD SECURITY CORP) | Long | Debt | CA | $8K | – | 0.01 |
| CORP. NOTE (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $8K | – | 0.01 |
| CORP. NOTE (BAUSCH HEALTH COS INC) | Long | Debt | CA | $7K | – | 0.01 |
| CORP. NOTE (CHS/COMMUNITY HEALTH SYSTEMS INC) | Long | Debt | US | $7K | – | 0.01 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $7K | – | 0.01 |
| CORP. NOTE (PRECISION DRILLING CORP) | Long | Debt | CA | $7K | – | 0.01 |
| CORP. NOTE (TRANSOCEAN POSEIDON LTD) | Long | Debt | KY | $7K | – | 0.01 |
| CORP. NOTE (BECTON DICKINSON AND CO) | Long | Debt | US | $7K | – | 0.01 |
| CORP. NOTE (VIASAT INC) | Long | Debt | US | $7K | – | 0.01 |
| CORP. NOTE (AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD) | Long | Debt | US | $7K | – | 0.01 |
| CORP. NOTE (T-MOBILE USA INC) | Long | Debt | US | $7K | – | 0.01 |
| CORP. NOTE (AT AND T INC) | Long | Debt | US | $6K | – | 0.01 |
| CORP. NOTE (JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL) | Long | Debt | LU | $6K | – | 0.01 |
| CORP. NOTE (ENERGY TRANSFER LP) | Long | Debt | US | $6K | – | 0.01 |
| CORP. NOTE (JOHNSON CONTROLS INTERNATIONAL PLC) | Long | Debt | US | $6K | – | 0.01 |
| CORP. NOTE (GLOBAL PAYMENTS INC) | Long | Debt | US | $6K | – | 0.01 |
| CORP. NOTE (CARNIVAL CORP) | Long | Debt | US | $5K | – | 0.01 |
| CORP. NOTE (CHART INDUSTRIES INC) | Long | Debt | US | $5K | – | 0.01 |
| CORP. NOTE (CARNIVAL HOLDINGS BERMUDA LTD) | Long | Debt | BM | $5K | – | 0.01 |
| CORP. NOTE (SPIRIT AEROSYSTEMS INC) | Long | Debt | US | $5K | – | 0.01 |
| CORP. NOTE (MERCER INTERNATIONAL INC) | Long | Debt | CA | $5K | – | 0.01 |
| CORP. NOTE (FREEDOM MORTGAGE CORP) | Long | Debt | US | $5K | – | 0.01 |
| CORP. NOTE (CIVITAS RESOURCES INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (JONES DESLAURIERS INSURANCE MANAGEMENT INC) | Long | Debt | CA | $5K | – | 0.00 |
| CORP. NOTE (RITCHIE BROS HOLDINGS INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (US FOODS INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (CARNIVAL CORP) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (RHP HOTEL PROPERTIES LP / RHP FINANCE CORP) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (GGAM FINANCE LTD) | Long | Debt | IE | $5K | – | 0.00 |
| CORP. NOTE (ENDO FINANCE HOLDINGS INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (TRANSOCEAN TITAN FINANCING LTD) | Long | Debt | KY | $5K | – | 0.00 |
| CORP. NOTE (VENTURE GLOBAL LNG INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (GFL ENVIRONMENTAL INC) | Long | Debt | CA | $5K | – | 0.00 |
| CORP. NOTE (RITCHIE BROS HOLDINGS INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (ARES CAPITAL CORP) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (SIX FLAGS ENTERTAINMENT CORP / SIX FLAGS THEME PARKS INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (TRANSOCEAN AQUILA LTD) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (GARDA WORLD SECURITY CORP) | Long | Debt | CA | $5K | – | 0.00 |
| CORP. NOTE (COTY INC/HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE INTERNATIONAL US LLC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (HERC HOLDINGS INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (BOMBARDIER INC) | Long | Debt | CA | $5K | – | 0.00 |
| CORP. NOTE (HESS MIDSTREAM OPERATIONS LP) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (GARRETT MOTION HOLDINGS INC / GARRETT LX I SARL) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (CONCENTRA ESCROW ISSUER CORP) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (CLARIOS GLOBAL LP / CLARIOS US FINANCE CO) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (WESCO DISTRIBUTION INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (VITAL ENERGY INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (LIVE NATION ENTERTAINMENT INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (VIKING CRUISES LTD) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (1011778 BC ULC / NEW RED FINANCE INC) | Long | Debt | CA | $5K | – | 0.00 |
| CORP. NOTE (WESCO DISTRIBUTION INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (ONEMAIN FINANCE CORP) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (EVERSOURCE ENERGY) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (CLEAN HARBORS INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (BUILDERS FIRSTSOURCE INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (CAMPBELL SOUP CO) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (IRB HOLDING CORP) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (RHP HOTEL PROPERTIES LP / RHP FINANCE CORP) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (TAYLOR MORRISON COMMUNITIES INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (WRANGLER HOLDCO CORP) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (STATION CASINOS LLC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (TAYLOR MORRISON COMMUNITIES INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (RTX CORP) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (KINDER MORGAN INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (VIPER ENERGY INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (COMSTOCK RESOURCES INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (HESS MIDSTREAM OPERATIONS LP) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (MATTEL INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (US FOODS INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (AHEAD DB HOLDINGS LLC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (TRANSOCEAN INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (ATI INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (PACTIV EVERGREEN GROUP ISSUER LLC / PACTIV EVERGREEN GROUP ISSUER INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (UNITED AIRLINES INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (ROLLER BEARING CO OF AMERICA INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (COMMERCIAL METALS CO) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (GRAPHIC PACKAGING INTERNATIONAL LLC) | Long | Debt | US | $4K | – | 0.00 |
| CORP. NOTE (INTERNATIONAL FLAVORS AND FRAGRANCES INC) | Long | Debt | US | $4K | – | 0.00 |
| CORP. NOTE (GRAPHIC PACKAGING INTERNATIONAL LLC) | Long | Debt | US | $4K | – | 0.00 |
| CORP. NOTE (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $4K | – | 0.00 |
| CORP. NOTE (COMMSCOPE LLC) | Long | Debt | US | $4K | – | 0.00 |
| CORP. NOTE (SEAGATE HDD CAYMAN) | Long | Debt | KY | $4K | – | 0.00 |
| CORP. NOTE (CP ATLAS BUYER INC) | Long | Debt | US | $4K | – | 0.00 |
| CORP. NOTE (BAUSCH HEALTH COS INC) | Long | Debt | CA | $4K | – | 0.00 |
| CORP. NOTE (ANTERO RESOURCES CORP) | Long | Debt | US | $4K | – | 0.00 |
| CORP. NOTE (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $4K | – | 0.00 |
| CORP. NOTE (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $4K | – | 0.00 |
| CORP. NOTE (ATLASSIAN CORP) | Long | Debt | US | $4K | – | 0.00 |
| CORP. NOTE (DISH DBS CORP) | Long | Debt | US | $4K | – | 0.00 |
| CORP. NOTE (LEVEL 3 FINANCING INC) | Long | Debt | US | $4K | – | 0.00 |
| CORP. NOTE (BERRY GLOBAL INC) | Long | Debt | US | $2K | – | 0.00 |
| CORP. NOTE (1375209 BC LTD) | Long | Debt | CA | $961.58 | – | 0.00 |
| CORP. PIK BOND (INTELLIGENT PACKAGING HOLDCO ISSUER LP) | Long | Debt | CA | $14K | – | 0.01 |
| CORP. PIK BOND (WHITE CAP PARENT LLC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. PIK BOND (BCPE ULYSSES INTERMEDIATE INC) | Long | Debt | US | $5K | – | 0.00 |
| CORPORATE BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $203K | – | 0.19 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $90K | – | 0.09 |
| CORPORATE BONDS (BROADCOM CRP / CAYMN FI) | Long | Debt | US | $85K | – | 0.08 |
| CORPORATE BONDS (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $74K | – | 0.07 |
| CORPORATE BONDS (APPLE INC) | Long | Debt | US | $71K | – | 0.07 |
| CORPORATE BONDS (TCI COMMUNICATIONS INC) | Long | Debt | US | $70K | – | 0.07 |
| CORPORATE BONDS (CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $67K | – | 0.06 |
| CORPORATE BONDS (NOVARTIS CAPITAL CORP) | Long | Debt | US | $67K | – | 0.06 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $67K | – | 0.06 |
| CORPORATE BONDS (OMNICOM GROUP INC / OMNICOM CAPITAL INC) | Long | Debt | US | $63K | – | 0.06 |
| CORPORATE BONDS (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $60K | – | 0.06 |
| CORPORATE BONDS (ERAC USA FINANCE LLC) | Long | Debt | US | $60K | – | 0.06 |
| CORPORATE BONDS (ONCOR ELECTRIC DELIVERY) | Long | Debt | US | $58K | – | 0.06 |
| CORPORATE BONDS (CSX CORP) | Long | Debt | US | $58K | – | 0.05 |
| CORPORATE BONDS (ERAC USA FINANCE LLC) | Long | Debt | US | $57K | – | 0.05 |
| CORPORATE BONDS (ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC) | Long | Debt | US | $56K | – | 0.05 |
| CORPORATE BONDS (DUKE ENERGY CORP) | Long | Debt | US | $54K | – | 0.05 |
| CORPORATE BONDS (NETFLIX INC) | Long | Debt | US | $54K | – | 0.05 |
| CORPORATE BONDS (AMERICAN ELECTRIC POWER CO INC) | Long | Debt | US | $53K | – | 0.05 |
| CORPORATE BONDS (CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP) | Long | Debt | US | $52K | – | 0.05 |
| CORPORATE BONDS (DUKE ENERGY CORP) | Long | Debt | US | $52K | – | 0.05 |
| CORPORATE BONDS (WALT DISNEY CO/THE) | Long | Debt | US | $51K | – | 0.05 |
| CORPORATE BONDS (T-MOBILE USA INC) | Long | Debt | US | $49K | – | 0.05 |
| CORPORATE BONDS (CITIGROUP INC) | Long | Debt | US | $49K | – | 0.05 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $48K | – | 0.05 |
| CORPORATE BONDS (HYATT HOTELS CORP) | Long | Debt | US | $46K | – | 0.04 |
| CORPORATE BONDS (INTERPUBLIC GROUP OF COS INC/THE) | Long | Debt | US | $46K | – | 0.04 |
| CORPORATE BONDS (CF INDUSTRIES INC) | Long | Debt | US | $44K | – | 0.04 |
| CORPORATE BONDS (HONEYWELL INTERNATIONAL INC) | Long | Debt | US | $43K | – | 0.04 |
| CORPORATE BONDS (MERCK AND CO INC) | Long | Debt | US | $39K | – | 0.04 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $39K | – | 0.04 |
| CORPORATE BONDS (MORGAN STANLEY) | Long | Debt | US | $39K | – | 0.04 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $38K | – | 0.04 |
| CORPORATE BONDS (ALLY FINANCIAL INC) | Long | Debt | US | $38K | – | 0.04 |
| CORPORATE BONDS (MCDONALD'S CORP) | Long | Debt | US | $37K | – | 0.04 |
| CORPORATE BONDS (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $37K | – | 0.04 |
| CORPORATE BONDS (OCCIDENTAL PETROLEUM CORP) | Long | Debt | US | $35K | – | 0.03 |
| CORPORATE BONDS (BLOCK INC) | Long | Debt | US | $35K | – | 0.03 |
| CORPORATE BONDS (WESTROCK MWV LLC) | Long | Debt | US | $34K | – | 0.03 |
| CORPORATE BONDS (SHERWIN-WILLIAMS CO/THE) | Long | Debt | US | $33K | – | 0.03 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $33K | – | 0.03 |
| CORPORATE BONDS (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $33K | – | 0.03 |
| CORPORATE BONDS (CROWN CASTLE INC) | Long | Debt | US | $32K | – | 0.03 |
| CORPORATE BONDS (CVS PASS-THROUGH TRUST SERIES 2013) | Long | Debt | US | $30K | – | 0.03 |
| CORPORATE BONDS (ENBRIDGE INC) | Long | Debt | CA | $29K | – | 0.03 |
| CORPORATE BONDS (COMMONWEALTH EDISON CO) | Long | Debt | US | $29K | – | 0.03 |
| CORPORATE BONDS (WASTE CONNECTIONS INC) | Long | Debt | CA | $28K | – | 0.03 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $28K | – | 0.03 |
| CORPORATE BONDS (ENERGY TRANSFER LP) | Long | Debt | US | $28K | – | 0.03 |
| CORPORATE BONDS (OCCIDENTAL PETROLEUM CORP) | Long | Debt | US | $28K | – | 0.03 |
| CORPORATE BONDS (KKR GROUP FINANCE CO III LLC) | Long | Debt | US | $27K | – | 0.03 |
| CORPORATE BONDS (S AND P GLOBAL INC) | Long | Debt | US | $27K | – | 0.03 |
| CORPORATE BONDS (BERKSHIRE HATHAWAY FINANCE CORP) | Long | Debt | US | $25K | – | 0.02 |
| CORPORATE BONDS (WESTLAKE CORP) | Long | Debt | US | $25K | – | 0.02 |
| CORPORATE BONDS (META PLATFORMS INC) | Long | Debt | US | $25K | – | 0.02 |
| CORPORATE BONDS (SERVICENOW INC) | Long | Debt | US | $24K | – | 0.02 |
| CORPORATE BONDS (NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP) | Long | Debt | US | $24K | – | 0.02 |
| CORPORATE BONDS (CROWN CASTLE INC) | Long | Debt | US | $24K | – | 0.02 |
| CORPORATE BONDS (APPLE INC) | Long | Debt | US | $23K | – | 0.02 |
| CORPORATE BONDS (AIR LEASE CORP) | Long | Debt | US | $22K | – | 0.02 |
| CORPORATE BONDS (AMGEN INC) | Long | Debt | US | $22K | – | 0.02 |
| CORPORATE BONDS (NUTRIEN LTD) | Long | Debt | CA | $22K | – | 0.02 |
| CORPORATE BONDS (SPRINT CAPITAL CORP) | Long | Debt | US | $22K | – | 0.02 |
| CORPORATE BONDS (TWILIO INC) | Long | Debt | US | $22K | – | 0.02 |
| CORPORATE BONDS (LEVI STRAUSS AND CO) | Long | Debt | US | $22K | – | 0.02 |
| CORPORATE BONDS (HCA INC) | Long | Debt | US | $21K | – | 0.02 |
| CORPORATE BONDS (MARSH AND MCLENNAN COS INC) | Long | Debt | US | $21K | – | 0.02 |
| CORPORATE BONDS (ARCELORMITTAL SA) | Long | Debt | LU | $21K | – | 0.02 |
| CORPORATE BONDS (HOME DEPOT INC/THE) | Long | Debt | US | $20K | – | 0.02 |
| CORPORATE BONDS (SALESFORCE INC) | Long | Debt | US | $19K | – | 0.02 |
| CORPORATE BONDS (TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP) | Long | Debt | US | $19K | – | 0.02 |
| CORPORATE BONDS (SALESFORCE INC) | Long | Debt | US | $19K | – | 0.02 |
| CORPORATE BONDS (NUTRIEN LTD) | Long | Debt | CA | $18K | – | 0.02 |
| CORPORATE BONDS (KRAFT HEINZ FOODS CO) | Long | Debt | US | $18K | – | 0.02 |
| CORPORATE BONDS (RTX CORP) | Long | Debt | US | $18K | – | 0.02 |
| CORPORATE BONDS (BOYD GAMING CORP) | Long | Debt | US | $18K | – | 0.02 |
| CORPORATE BONDS (META PLATFORMS INC) | Long | Debt | US | $18K | – | 0.02 |
| CORPORATE BONDS (WESTPAC BANKING CORP) | Long | Debt | AU | $18K | – | 0.02 |
| CORPORATE BONDS (SENSATA TECHNOLOGIES INC) | Long | Debt | US | $17K | – | 0.02 |
| CORPORATE BONDS (META PLATFORMS INC) | Long | Debt | US | $17K | – | 0.02 |
| CORPORATE BONDS (KEURIG DR PEPPER INC) | Long | Debt | US | $17K | – | 0.02 |
| CORPORATE BONDS (KINDER MORGAN INC) | Long | Debt | US | $17K | – | 0.02 |
| CORPORATE BONDS (ARAMARK SERVICES INC) | Long | Debt | US | $16K | – | 0.02 |
| CORPORATE BONDS (APPLE INC) | Long | Debt | US | $16K | – | 0.02 |
| CORPORATE BONDS (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $16K | – | 0.02 |
| CORPORATE BONDS (CELANESE US HOLDINGS LLC) | Long | Debt | US | $15K | – | 0.01 |
| CORPORATE BONDS (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $15K | – | 0.01 |
| CORPORATE BONDS (BATH AND BODY WORKS INC) | Long | Debt | US | $15K | – | 0.01 |
| CORPORATE BONDS (MATCH GROUP HOLDINGS II LLC) | Long | Debt | US | $15K | – | 0.01 |
| CORPORATE BONDS (EVERGY KANSAS CENTRAL INC) | Long | Debt | US | $15K | – | 0.01 |
| CORPORATE BONDS (T-MOBILE USA INC) | Long | Debt | US | $15K | – | 0.01 |
| CORPORATE BONDS (SERVICE CORP INTERNATIONAL/US) | Long | Debt | US | $15K | – | 0.01 |
| CORPORATE BONDS (PUGET SOUND ENERGY INC) | Long | Debt | US | $14K | – | 0.01 |
| CORPORATE BONDS (PG AND E CORP) | Long | Debt | US | $14K | – | 0.01 |
| CORPORATE BONDS (NATIONSTAR MORTGAGE HOLDINGS INC) | Long | Debt | US | $14K | – | 0.01 |
| CORPORATE BONDS (ONEMAIN FINANCE CORP) | Long | Debt | US | $14K | – | 0.01 |
| CORPORATE BONDS (ELI LILLY AND CO) | Long | Debt | US | $14K | – | 0.01 |
| CORPORATE BONDS (NOVELIS CORP) | Long | Debt | US | $14K | – | 0.01 |
| CORPORATE BONDS (WESTLAKE CORP) | Long | Debt | US | $14K | – | 0.01 |
| CORPORATE BONDS (GOODYEAR TIRE AND RUBBER CO/THE) | Long | Debt | US | $14K | – | 0.01 |
| CORPORATE BONDS (GARTNER INC) | Long | Debt | US | $13K | – | 0.01 |
| CORPORATE BONDS (COMCAST CORP) | Long | Debt | US | $13K | – | 0.01 |
| CORPORATE BONDS (1011778 BC ULC / NEW RED FINANCE INC) | Long | Debt | CA | $13K | – | 0.01 |
| CORPORATE BONDS (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $13K | – | 0.01 |
| CORPORATE BONDS (ENBRIDGE INC) | Long | Debt | CA | $12K | – | 0.01 |
| CORPORATE BONDS (CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP) | Long | Debt | US | $12K | – | 0.01 |
| CORPORATE BONDS (HUNTSMAN INTERNATIONAL LLC) | Long | Debt | US | $12K | – | 0.01 |
| CORPORATE BONDS (SIRIUS XM RADIO INC) | Long | Debt | US | $12K | – | 0.01 |
| CORPORATE BONDS (CROWN CASTLE INC) | Long | Debt | US | $12K | – | 0.01 |
| CORPORATE BONDS (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $12K | – | 0.01 |
| CORPORATE BONDS (WESTROCK MWV LLC) | Long | Debt | US | $11K | – | 0.01 |
| CORPORATE BONDS (PARAMOUNT GLOBAL) | Long | Debt | US | $11K | – | 0.01 |
| CORPORATE BONDS (DH EUROPE FINANCE II SARL) | Long | Debt | LU | $11K | – | 0.01 |
| CORPORATE BONDS (MSCI INC) | Long | Debt | US | $11K | – | 0.01 |
| CORPORATE BONDS (CROWN CORK AND SEAL CO INC) | Long | Debt | US | $10K | – | 0.01 |
| CORPORATE BONDS (NETFLIX INC) | Long | Debt | US | $10K | – | 0.01 |
| CORPORATE BONDS (SM ENERGY CO) | Long | Debt | US | $10K | – | 0.01 |
| CORPORATE BONDS (UNITED STATES STEEL CORP) | Long | Debt | US | $10K | – | 0.01 |
| CORPORATE BONDS (GENERAL MOTORS FINANCIAL CO INC) | Long | Debt | US | $10K | – | 0.01 |
| CORPORATE BONDS (FMG RESOURCES AUGUST 2006 PTY LTD) | Long | Debt | AU | $10K | – | 0.01 |
| CORPORATE BONDS (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $10K | – | 0.01 |
| CORPORATE BONDS (AMGEN INC) | Long | Debt | US | $10K | – | 0.01 |
| CORPORATE BONDS (WASTE CONNECTIONS INC) | Long | Debt | CA | $10K | – | 0.01 |
| CORPORATE BONDS (TAYLOR MORRISON COMMUNITIES INC) | Long | Debt | US | $10K | – | 0.01 |
| CORPORATE BONDS (WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP) | Long | Debt | US | $10K | – | 0.01 |
| CORPORATE BONDS (CENTENE CORP) | Long | Debt | US | $9K | – | 0.01 |
| CORPORATE BONDS (STANDARD INDUSTRIES INC/NJ) | Long | Debt | US | $9K | – | 0.01 |
| CORPORATE BONDS (MOTOROLA SOLUTIONS INC) | Long | Debt | US | $9K | – | 0.01 |
| CORPORATE BONDS (TOLL BROTHERS FINANCE CORP) | Long | Debt | US | $9K | – | 0.01 |
| CORPORATE BONDS (T-MOBILE USA INC) | Long | Debt | US | $9K | – | 0.01 |
| CORPORATE BONDS (PROLOGIS LP) | Long | Debt | US | $9K | – | 0.01 |
| CORPORATE BONDS (CITIGROUP INC) | Long | Debt | US | $9K | – | 0.01 |
| CORPORATE BONDS (CENTENE CORP) | Long | Debt | US | $9K | – | 0.01 |
| CORPORATE BONDS (GRAY TELEVISION INC) | Long | Debt | US | $9K | – | 0.01 |
| CORPORATE BONDS (INTERPUBLIC GROUP OF COS INC/THE) | Long | Debt | US | $8K | – | 0.01 |
| CORPORATE BONDS (INTERNATIONAL FLAVORS AND FRAGRANCES INC) | Long | Debt | US | $8K | – | 0.01 |
| CORPORATE BONDS (AMERICAN TRANSMISSION SYSTEMS INC) | Long | Debt | US | $8K | – | 0.01 |
| CORPORATE BONDS (CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP) | Long | Debt | US | $8K | – | 0.01 |
| CORPORATE BONDS (BLACKSTONE HOLDINGS FINANCE CO LLC) | Long | Debt | US | $8K | – | 0.01 |
| CORPORATE BONDS (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $8K | – | 0.01 |
| CORPORATE BONDS (ZOETIS INC) | Long | Debt | US | $8K | – | 0.01 |
| CORPORATE BONDS (CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $7K | – | 0.01 |
| CORPORATE BONDS (CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP) | Long | Debt | US | $7K | – | 0.01 |
| CORPORATE BONDS (S AND P GLOBAL INC) | Long | Debt | US | $7K | – | 0.01 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $7K | – | 0.01 |
| CORPORATE BONDS (BERKSHIRE HATHAWAY FINANCE CORP) | Long | Debt | US | $6K | – | 0.01 |
| CORPORATE BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $6K | – | 0.01 |
| CORPORATE BONDS (SERVICE CORP INTERNATIONAL/US) | Long | Debt | US | $6K | – | 0.01 |
| CORPORATE BONDS (DEVON ENERGY CORP) | Long | Debt | US | $6K | – | 0.01 |
| CORPORATE BONDS (SEAGATE HDD CAYMAN) | Long | Debt | KY | $6K | – | 0.01 |
| CORPORATE BONDS (DEVON ENERGY CORP) | Long | Debt | US | $6K | – | 0.01 |
| CORPORATE BONDS (COMCAST CORP) | Long | Debt | US | $5K | – | 0.01 |
| CORPORATE BONDS (OVINTIV INC) | Long | Debt | US | $5K | – | 0.01 |
| CORPORATE BONDS (DUKE ENERGY INDIANA LLC) | Long | Debt | US | $5K | – | 0.01 |
| CORPORATE BONDS (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $5K | – | 0.00 |
| CORPORATE BONDS (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $5K | – | 0.00 |
| CORPORATE BONDS (NASDAQ INC) | Long | Debt | US | $5K | – | 0.00 |
| CORPORATE BONDS (BUILDERS FIRSTSOURCE INC) | Long | Debt | US | $5K | – | 0.00 |
| CORPORATE BONDS (RTX CORP) | Long | Debt | US | $5K | – | 0.00 |
| CORPORATE BONDS (ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC) | Long | Debt | US | $5K | – | 0.00 |
| CORPORATE BONDS (KENVUE INC) | Long | Debt | US | $5K | – | 0.00 |
| CORPORATE BONDS (CALPINE CORP) | Long | Debt | US | $5K | – | 0.00 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $5K | – | 0.00 |
| CORPORATE BONDS (COMMERCIAL METALS CO) | Long | Debt | US | $5K | – | 0.00 |
| CORPORATE BONDS (STATION CASINOS LLC) | Long | Debt | US | $4K | – | 0.00 |
| CORPORATE BONDS (PARAMOUNT GLOBAL) | Long | Debt | US | $4K | – | 0.00 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $4K | – | 0.00 |
| CORPORATE BONDS (BUILDERS FIRSTSOURCE INC) | Long | Debt | US | $4K | – | 0.00 |
| CORPORATE BONDS (AMERICAN TOWER CORP) | Long | Debt | US | $4K | – | 0.00 |
| CORPORATE BONDS (STANDARD INDUSTRIES INC/NJ) | Long | Debt | US | $4K | – | 0.00 |
| CORPORATE BONDS (CALPINE CORP) | Long | Debt | US | $4K | – | 0.00 |
| CORPORATE BONDS (NEWS CORP) | Long | Debt | US | $4K | – | 0.00 |
| CORPORATE BONDS (INTERNATIONAL FLAVORS AND FRAGRANCES INC) | Long | Debt | US | $3K | – | 0.00 |
| CORPORATE BONDS (AIR LEASE CORP) | Long | Debt | US | $3K | – | 0.00 |
| CORPORATE BONDS (COMMSCOPE TECHNOLOGIES LLC) | Long | Debt | US | $2K | – | 0.00 |
| CORPORATE BONDS (CENOVUS ENERGY INC) | Long | Debt | CA | $2K | – | 0.00 |
| CORPORATE BONDS (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $2K | – | 0.00 |
| CORPORATE BONDS (WASTE CONNECTIONS INC) | Long | Debt | CA | $2K | – | 0.00 |
| CORPORATE BONDS (CVS PASS-THROUGH TRUST) | Long | Debt | US | $2K | – | 0.00 |
| CORPORATE STEP UP (DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV) | Long | Debt | NL | $85K | – | 0.08 |
| CORPORATE STEP UP (JOHNSON CONTROLS INTERNATIONAL PLC) | Long | Debt | US | $56K | – | 0.05 |
| Credit Default Swap Basket Index (INTERCONTINENTAL EXCHANGE INC) | Derivative-credit | US | $102K | – | 0.10 | |
| Credit Default Swap Basket Index (INTERCONTINENTAL EXCHANGE INC) | Derivative-credit | US | $78K | – | 0.07 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $236K | – | 0.22 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $236K | – | 0.22 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $195K | – | 0.19 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $179K | – | 0.17 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $161K | – | 0.15 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $161K | – | 0.15 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $157K | – | 0.15 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $149K | – | 0.14 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $111K | – | 0.11 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $105K | – | 0.10 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $96K | – | 0.09 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $92K | – | 0.09 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $92K | – | 0.09 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $92K | – | 0.09 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $80K | – | 0.08 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $66K | – | 0.06 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $56K | – | 0.05 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $56K | – | 0.05 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $56K | – | 0.05 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $54K | – | 0.05 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $52K | – | 0.05 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $51K | – | 0.05 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $41K | – | 0.04 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $40K | – | 0.04 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $36K | – | 0.03 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $28K | – | 0.03 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $28K | – | 0.03 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $28K | – | 0.03 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $25K | – | 0.02 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $25K | – | 0.02 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $25K | – | 0.02 | |
| CURRENCY FORWARDS (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $21K | – | 0.02 | |
| CURRENCY FORWARDS (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $21K | – | 0.02 | |
| CURRENCY FORWARDS (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $21K | – | 0.02 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $19K | – | 0.02 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $18K | – | 0.02 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $12K | – | 0.01 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $12K | – | 0.01 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $12K | – | 0.01 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $12K | – | 0.01 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $9K | – | 0.01 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $9K | – | 0.01 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $7K | – | 0.01 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $6K | – | 0.01 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $6K | – | 0.01 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $609.1 | – | 0.00 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $609.1 | – | 0.00 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $73.28 | – | 0.00 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $73.12 | – | 0.00 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $73.12 | – | 0.00 | |
| EQUITY INDEX FUTURE (CHICAGO MERCANTILE EXCHANGE) | Derivative-equity | US | $9M | – | 8.39 | |
| EQUITY INDEX FUTURE (CHICAGO MERCANTILE EXCHANGE) | Derivative-equity | US | $3M | – | 2.85 | |
| EQUITY INDEX FUTURE (CHICAGO MERCANTILE EXCHANGE) | Derivative-equity | US | $276K | – | 0.26 | |
| EQUITY OTC INDEX OPTION (CITIBANK N.A.) | Derivative-equity | US | $18K | – | 0.02 | |
| EQUITY OTC INDEX OPTION (CITIBANK N.A.) | Derivative-equity | US | $5K | – | 0.01 | |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $856K | – | 0.81 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $666K | – | 0.63 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $188K | – | 0.18 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $61K | – | 0.06 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $40K | – | 0.04 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $33K | – | 0.03 |
| FN40 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $29K | – | 0.03 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 2.33 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $1M | – | 0.97 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $986K | – | 0.94 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $966K | – | 0.92 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $903K | – | 0.86 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $885K | – | 0.84 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $496K | – | 0.47 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $25K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $392K | – | 0.37 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $303K | – | 0.29 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $109K | – | 0.10 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $80K | – | 0.08 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $35K | – | 0.03 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $33K | – | 0.03 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $33K | – | 0.03 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $32K | – | 0.03 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $27K | – | 0.03 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $21K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $21K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $708.94 | – | 0.00 |
| GII30P (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $480K | – | 0.46 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $872K | – | 0.83 |
| GOVERNMENT BOND (REPUBLIC OF INDONESIA) | Long | Debt | ID | $196K | – | 0.19 |
| GOVERNMENT BOND (UNITED MEXICAN STATES) | Long | Debt | MX | $70K | – | 0.07 |
| GOVERNMENT BOND (ROMANIA) | Long | Debt | RO | $40K | – | 0.04 |
| GOVERNMENT BOND (ORIENTAL REPUBLIC OF URUGUAY) | Long | Debt | UY | $29K | – | 0.03 |
| GOVERNMENT BOND (ORIENTAL REPUBLIC OF URUGUAY) | Long | Debt | UY | $12K | – | 0.01 |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $5M | – | 4.46 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $4M | – | 3.88 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $3M | – | 2.40 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $2M | – | 1.79 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $2M | – | 1.69 | |
| GOVT CMO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| GOVT CMO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $27K | – | 0.03 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $19K | – | 0.02 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $14K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $14K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $8K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $5K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $980.84 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $5K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $5K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $4K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $4K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $4K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $2K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $2K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $2K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $2K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $2K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $2K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $2K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $2K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $1K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $1K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $1K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $993.76 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (BANK OF AMERICA N.A.) | Derivative-credit | US | $948.79 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (BANK OF AMERICA N.A.) | Derivative-credit | US | $889.49 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $819.2 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $819.2 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $806.87 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $687.04 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $652.29 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $474.4 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (BANK OF AMERICA N.A.) | Derivative-credit | US | $474.4 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $419.4 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $393.3 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $393.3 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $386.29 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CREDIT SUISSE INTERNATIONAL) | Derivative-credit | US | $338 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $331.25 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $331.25 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $292 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $292 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $248.44 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (BANK OF AMERICA N.A.) | Derivative-credit | US | $237.2 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $230.7 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $230.7 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $229.01 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $137.8 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $137.8 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $118.6 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $99.4 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $99.4 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $75.5 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CREDIT SUISSE INTERNATIONAL) | Derivative-credit | US | $48.29 | – | 0.00 | |
| ORDINARY SHARES (NOVO NORDISK A/S) | Long | Equity-common | DK | $385K | 3K | 0.37 |
| ORDINARY SHARES (ASML HOLDING NV) | Long | Equity-common | NL | $357K | 346 | 0.34 |
| ORDINARY SHARES (NOVARTIS AG) | Long | Equity-common | CH | $240K | 2K | 0.23 |
| ORDINARY SHARES (BP PLC) | Long | Equity-common | GB | $153K | 25K | 0.15 |
| ORDINARY SHARES (ABB LIMITED) | Long | Equity-common | CH | $150K | 3K | 0.14 |
| ORDINARY SHARES (MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN) | Long | Equity-common | DE | $142K | 284 | 0.13 |
| ORDINARY SHARES (HSBC HOLDINGS PLC) | Long | Equity-common | GB | $138K | 16K | 0.13 |
| ORDINARY SHARES (INDUSTRIA DE DISENO TEXTIL SA) | Long | Equity-common | ES | $137K | 3K | 0.13 |
| ORDINARY SHARES (HERMES INTERNATIONAL SCA) | Long | Equity-common | FR | $136K | 59 | 0.13 |
| ORDINARY SHARES (INVESTOR AB) | Long | Equity-common | SE | $135K | 5K | 0.13 |
| ORDINARY SHARES (GSK PLC) | Long | Equity-common | GB | $135K | 7K | 0.13 |
| ORDINARY SHARES (SHIN-ETSU CHEMICAL CO LTD) | Long | Equity-common | JP | $132K | 3K | 0.13 |
| ORDINARY SHARES (RECRUIT HOLDINGS CO LTD) | Long | Equity-common | JP | $129K | 2K | 0.12 |
| ORDINARY SHARES (3I GROUP PLC) | Long | Equity-common | GB | $128K | 3K | 0.12 |
| ORDINARY SHARES (HOLCIM AG) | Long | Equity-common | CH | $125K | 1K | 0.12 |
| ORDINARY SHARES (KDDI CORP) | Long | Equity-common | JP | $125K | 5K | 0.12 |
| ORDINARY SHARES (MITSUBISHI CORP) | Long | Equity-common | JP | $124K | 6K | 0.12 |
| ORDINARY SHARES (MITSUI AND CO LTD) | Long | Equity-common | JP | $123K | 5K | 0.12 |
| ORDINARY SHARES (BANCO SANTANDER SA) | Long | Equity-common | ES | $120K | 26K | 0.11 |
| ORDINARY SHARES (BANCO BILBAO VIZCAYA ARGENTARIA SA) | Long | Equity-common | ES | $119K | 12K | 0.11 |
| ORDINARY SHARES (IMPERIAL BRANDS PLC) | Long | Equity-common | GB | $118K | 5K | 0.11 |
| ORDINARY SHARES (EQUINOR ASA) | Long | Equity-common | NO | $117K | 4K | 0.11 |
| ORDINARY SHARES (HOYA CORP) | Long | Equity-common | JP | $117K | 1K | 0.11 |
| ORDINARY SHARES (NORDEA BANK ABP) | Long | Equity-common | FI | $115K | 10K | 0.11 |
| ORDINARY SHARES (ARISTOCRAT LEISURE LTD) | Long | Equity-common | AU | $115K | 3K | 0.11 |
| ORDINARY SHARES (DISCO CORP) | Long | Equity-common | JP | $115K | 300 | 0.11 |
| ORDINARY SHARES (CIE DE SAINT-GOBAIN SA) | Long | Equity-common | FR | $108K | 1K | 0.10 |
| ORDINARY SHARES (PUBLICIS GROUPE SA) | Long | Equity-common | FR | $107K | 1K | 0.10 |
| ORDINARY SHARES (VINCI SA) | Long | Equity-common | FR | $106K | 1K | 0.10 |
| ORDINARY SHARES (SUBARU CORP) | Long | Equity-common | JP | $104K | 5K | 0.10 |
| ORDINARY SHARES (UNICREDIT SPA) | Long | Equity-common | IT | $103K | 3K | 0.10 |
| ORDINARY SHARES (HITACHI LTD) | Long | Equity-common | JP | $101K | 5K | 0.10 |
| ORDINARY SHARES (DBS GROUP HOLDINGS LTD) | Long | Equity-common | SG | $101K | 4K | 0.10 |
| ORDINARY SHARES (UNILEVER PLC) | Long | Equity-common | GB | $100K | 2K | 0.09 |
| ORDINARY SHARES (VOLVO AB) | Long | Equity-common | SE | $100K | 4K | 0.09 |
| ORDINARY SHARES (HEIDELBERGCEMENT AG) | Long | Equity-common | DE | $99K | 951 | 0.09 |
| ORDINARY SHARES (FORTESCUE LTD) | Long | Equity-common | AU | $98K | 7K | 0.09 |
| ORDINARY SHARES (L'OREAL SA) | Long | Equity-common | FR | $98K | 222 | 0.09 |
| ORDINARY SHARES (E.ON SE) | Long | Equity-common | DE | $98K | 7K | 0.09 |
| ORDINARY SHARES (OVERSEA-CHINESE BANKING CORP LTD) | Long | Equity-common | SG | $97K | 9K | 0.09 |
| ORDINARY SHARES (RIO TINTO PLC) | Long | Equity-common | GB | $96K | 1K | 0.09 |
| ORDINARY SHARES (ENEL SPA) | Long | Equity-common | IT | $92K | 13K | 0.09 |
| ORDINARY SHARES (ZURICH INSURANCE GROUP AG) | Long | Equity-common | CH | $92K | 173 | 0.09 |
| ORDINARY SHARES (AUTO TRADER GROUP PLC) | Long | Equity-common | GB | $90K | 9K | 0.09 |
| ORDINARY SHARES (PANDORA A/S) | Long | Equity-common | DK | $90K | 597 | 0.09 |
| ORDINARY SHARES (KONINKLIJKE AHOLD DELHAIZE NV) | Long | Equity-common | NL | $89K | 3K | 0.09 |
| ORDINARY SHARES (ARCELORMITTAL SA) | Long | Equity-common | LU | $84K | 4K | 0.08 |
| ORDINARY SHARES (COCA-COLA HBC AG) | Long | Equity-common | IT | $83K | 2K | 0.08 |
| ORDINARY SHARES (QANTAS AIRWAYS LTD) | Long | Equity-common | AU | $80K | 21K | 0.08 |
| ORDINARY SHARES (RENESAS ELECTRONICS CORP) | Long | Equity-common | JP | $77K | 4K | 0.07 |
| ORDINARY SHARES (FAST RETAILING CO LTD) | Long | Equity-common | JP | $76K | 300 | 0.07 |
| ORDINARY SHARES (ALLIANZ SE) | Long | Equity-common | DE | $72K | 260 | 0.07 |
| ORDINARY SHARES (BHP GROUP LTD) | Long | Equity-common | AU | $70K | 2K | 0.07 |
| ORDINARY SHARES (AIRBUS SE) | Long | Equity-common | FR | $70K | 506 | 0.07 |
| ORDINARY SHARES (ASSOCIATED BRITISH FOODS PLC) | Long | Equity-common | GB | $69K | 2K | 0.07 |
| ORDINARY SHARES (CHUGAI PHARMACEUTICAL CO LTD) | Long | Equity-common | JP | $68K | 2K | 0.06 |
| ORDINARY SHARES (CENTRICA PLC) | Long | Equity-common | GB | $68K | 40K | 0.06 |
| ORDINARY SHARES (ERSTE GROUP BANK AG) | Long | Equity-common | AT | $66K | 1K | 0.06 |
| ORDINARY SHARES (DEUTSCHE POST AG) | Long | Equity-common | DE | $66K | 2K | 0.06 |
| ORDINARY SHARES (AIA GROUP LTD) | Long | Equity-common | HK | $65K | 10K | 0.06 |
| ORDINARY SHARES (INTESA SANPAOLO SPA) | Long | Equity-common | IT | $64K | 17K | 0.06 |
| ORDINARY SHARES (NU HOLDINGS LTD/CAYMAN ISLANDS) | Long | Equity-common | BR | $63K | 5K | 0.06 |
| ORDINARY SHARES (TECHNIPFMC PLC) | Long | Equity-common | GB | $62K | 2K | 0.06 |
| ORDINARY SHARES (PROSUS NV) | Long | Equity-common | NL | $62K | 2K | 0.06 |
| ORDINARY SHARES (ACCENTURE PLC) | Long | Equity-common | IE | $62K | 204 | 0.06 |
| ORDINARY SHARES (TESCO PLC) | Long | Equity-common | GB | $62K | 16K | 0.06 |
| ORDINARY SHARES (NESTLE SA) | Long | Equity-common | CH | $62K | 604 | 0.06 |
| ORDINARY SHARES (WILLIS TOWERS WATSON PLC) | Long | Equity-common | GB | $61K | 233 | 0.06 |
| ORDINARY SHARES (KANSAI ELECTRIC POWER CO INC/THE) | Long | Equity-common | JP | $61K | 4K | 0.06 |
| ORDINARY SHARES (MARUBENI CORP) | Long | Equity-common | JP | $60K | 3K | 0.06 |
| ORDINARY SHARES (NINTENDO CO LTD) | Long | Equity-common | JP | $59K | 1K | 0.06 |
| ORDINARY SHARES (STELLANTIS NV) | Long | Equity-common | NL | $59K | 3K | 0.06 |
| ORDINARY SHARES (TELSTRA GROUP LTD) | Long | Equity-common | AU | $58K | 24K | 0.06 |
| ORDINARY SHARES (EVEREST GROUP LTD) | Long | Equity-common | BM | $58K | 152 | 0.06 |
| ORDINARY SHARES (ALLEGION PLC) | Long | Equity-common | IE | $58K | 489 | 0.05 |
| ORDINARY SHARES (CHUBB LTD) | Long | Equity-common | CH | $58K | 226 | 0.05 |
| ORDINARY SHARES (GARMIN LTD) | Long | Equity-common | CH | $57K | 352 | 0.05 |
| ORDINARY SHARES (FRESENIUS SE AND CO KGAA) | Long | Equity-common | DE | $57K | 2K | 0.05 |
| ORDINARY SHARES (KLEPIERRE SA) | Long | Equity-common | FR | $56K | 2K | 0.05 |
| ORDINARY SHARES (NISSIN FOODS HOLDINGS CO LTD) | Long | Equity-common | JP | $56K | 2K | 0.05 |
| ORDINARY SHARES (NVENT ELECTRIC PLC) | Long | Equity-common | GB | $56K | 728 | 0.05 |
| ORDINARY SHARES (NEXT PLC) | Long | Equity-common | GB | $55K | 485 | 0.05 |
| ORDINARY SHARES (AXIS CAPITAL HOLDINGS LTD) | Long | Equity-common | BM | $55K | 774 | 0.05 |
| ORDINARY SHARES (FUJIFILM HOLDINGS CORP) | Long | Equity-common | JP | $54K | 2K | 0.05 |
| ORDINARY SHARES (BANK HAPOALIM BM) | Long | Equity-common | IL | $54K | 6K | 0.05 |
| ORDINARY SHARES (AENA SME SA) | Long | Equity-common | ES | $53K | 265 | 0.05 |
| ORDINARY SHARES (TOKYO GAS CO., LTD) | Long | Equity-common | JP | $53K | 3K | 0.05 |
| ORDINARY SHARES (QIAGEN NV) | Long | Equity-common | NL | $53K | 1K | 0.05 |
| ORDINARY SHARES (ATLAS COPCO AB) | Long | Equity-common | SE | $53K | 3K | 0.05 |
| ORDINARY SHARES (EURONEXT) | Long | Equity-common | NL | $51K | 550 | 0.05 |
| ORDINARY SHARES (GLENCORE PLC) | Long | Equity-common | CH | $50K | 9K | 0.05 |
| ORDINARY SHARES (PRYSMIAN SPA) | Long | Equity-common | IT | $50K | 810 | 0.05 |
| ORDINARY SHARES (TOPPAN HOLDINGS INC) | Long | Equity-common | JP | $50K | 2K | 0.05 |
| ORDINARY SHARES (CRH PLC) | Long | Equity-common | US | $47K | 636 | 0.04 |
| ORDINARY SHARES (TOYOTA MOTOR CORP) | Long | Equity-common | JP | $45K | 2K | 0.04 |
| ORDINARY SHARES (JAPAN EXCHANGE GROUP INC) | Long | Equity-common | JP | $45K | 2K | 0.04 |
| ORDINARY SHARES (SCHINDLER HOLDING AG) | Long | Equity-common | CH | $43K | 172 | 0.04 |
| ORDINARY SHARES (GOODMAN GROUP) | Long | Equity-common | AU | $41K | 2K | 0.04 |
| ORDINARY SHARES (ASTRAZENECA PLC) | Long | Equity-common | GB | $41K | 262 | 0.04 |
| ORDINARY SHARES (NN GROUP NV) | Long | Equity-common | NL | $40K | 870 | 0.04 |
| ORDINARY SHARES (DEMANT A/S) | Long | Equity-common | DK | $40K | 920 | 0.04 |
| ORDINARY SHARES (MIZRAHI TEFAHOT BANK LTD) | Long | Equity-common | IL | $39K | 1K | 0.04 |
| ORDINARY SHARES (SHELL PLC) | Long | Equity-common | GB | $38K | 1K | 0.04 |
| ORDINARY SHARES (GEA GROUP AG) | Long | Equity-common | DE | $38K | 904 | 0.04 |
| ORDINARY SHARES (SHIONOGI AND CO., LTD) | Long | Equity-common | JP | $35K | 900 | 0.03 |
| ORDINARY SHARES (ARKEMA SA) | Long | Equity-common | FR | $35K | 402 | 0.03 |
| ORDINARY SHARES (TOTAL S.A.) | Long | Equity-common | FR | $35K | 518 | 0.03 |
| ORDINARY SHARES (BAE SYSTEMS PLC) | Long | Equity-common | GB | $33K | 2K | 0.03 |
| ORDINARY SHARES (KINGSPAN GROUP PLC) | Long | Equity-common | IE | $32K | 372 | 0.03 |
| ORDINARY SHARES (ONO PHARMACEUTICAL CO LTD) | Long | Equity-common | JP | $31K | 2K | 0.03 |
| ORDINARY SHARES (INTERCONTINENTAL HOTELS GROUP) | Long | Equity-common | GB | $31K | 292 | 0.03 |
| ORDINARY SHARES (LVMH MOET HENNESSY LOUIS VUITTON SA) | Long | Equity-common | FR | $30K | 39 | 0.03 |
| ORDINARY SHARES (DCC PLC) | Long | Equity-common | IE | $29K | 418 | 0.03 |
| ORDINARY SHARES (LEGRAND SA) | Long | Equity-common | FR | $29K | 293 | 0.03 |
| ORDINARY SHARES (REPSOL SA) | Long | Equity-common | ES | $29K | 2K | 0.03 |
| ORDINARY SHARES (SMITHS GROUP PLC) | Long | Equity-common | GB | $29K | 1K | 0.03 |
| ORDINARY SHARES (EXOR NV) | Long | Equity-common | NL | $29K | 275 | 0.03 |
| ORDINARY SHARES (IPSEN SA) | Long | Equity-common | FR | $29K | 233 | 0.03 |
| ORDINARY SHARES (WH GROUP LTD) | Long | Equity-common | HK | $28K | 42K | 0.03 |
| ORDINARY SHARES (ROCKWOOL A/S) | Long | Equity-common | DK | $28K | 68 | 0.03 |
| ORDINARY SHARES (ENEOS HOLDINGS INC) | Long | Equity-common | JP | $27K | 5K | 0.03 |
| ORDINARY SHARES (SQUARE ENIX HOLDINGS CO LTD) | Long | Equity-common | JP | $27K | 900 | 0.03 |
| ORDINARY SHARES (AURIZON HOLDINGS LTD) | Long | Equity-common | AU | $27K | 11K | 0.03 |
| ORDINARY SHARES (HENKEL AG AND CO KGAA) | Long | Equity-common | DE | $26K | 296 | 0.03 |
| ORDINARY SHARES (AIB GROUP PLC) | Long | Equity-common | IE | $25K | 5K | 0.02 |
| ORDINARY SHARES (DASSAULT AVIATION SA) | Long | Equity-common | FR | $25K | 139 | 0.02 |
| ORDINARY SHARES (NATIONAL AUSTRALIA BANK LTD) | Long | Equity-common | AU | $24K | 1K | 0.02 |
| ORDINARY SHARES (INPEX CORP) | Long | Equity-common | JP | $24K | 2K | 0.02 |
| ORDINARY SHARES (M3 INC) | Long | Equity-common | JP | $23K | 2K | 0.02 |
| ORDINARY SHARES (DAIMLER TRUCK HOLDING AG) | Long | Equity-common | DE | $23K | 568 | 0.02 |
| ORDINARY SHARES (RATIONAL AG) | Long | Equity-common | DE | $23K | 27 | 0.02 |
| ORDINARY SHARES (ENI SPA) | Long | Equity-common | IT | $22K | 1K | 0.02 |
| ORDINARY SHARES (LA FRANCAISE DES JEUX SAEM) | Long | Equity-common | FR | $22K | 658 | 0.02 |
| ORDINARY SHARES (ROCHE HOLDING AG) | Long | Equity-common | CH | $22K | 80 | 0.02 |
| ORDINARY SHARES (VAT GROUP AG) | Long | Equity-common | CH | $22K | 39 | 0.02 |
| ORDINARY SHARES (CK HUTCHISON HOLDINGS LTD) | Long | Equity-common | HK | $22K | 5K | 0.02 |
| ORDINARY SHARES (TIS INC) | Long | Equity-common | JP | $21K | 1K | 0.02 |
| ORDINARY SHARES (SEKISUI CHEMICAL CO LTD) | Long | Equity-common | JP | $21K | 2K | 0.02 |
| ORDINARY SHARES (RWE AG) | Long | Equity-common | DE | $21K | 608 | 0.02 |
| ORDINARY SHARES (OSAKA GAS CO LTD) | Long | Equity-common | JP | $20K | 900 | 0.02 |
| ORDINARY SHARES (QBE INSURANCE GROUP LTD) | Long | Equity-common | AU | $18K | 2K | 0.02 |
| ORDINARY SHARES (SONIC HEALTHCARE LTD) | Long | Equity-common | AU | $18K | 1K | 0.02 |
| ORDINARY SHARES (CARLSBERG AS) | Long | Equity-common | DK | $17K | 145 | 0.02 |
| ORDINARY SHARES (TAYLOR WIMPEY PLC) | Long | Equity-common | GB | $17K | 9K | 0.02 |
| ORDINARY SHARES (TALANX AG) | Long | Equity-common | DE | $17K | 211 | 0.02 |
| ORDINARY SHARES (CHECK POINT SOFTWARE TECHNOLOGIES LTD) | Long | Equity-common | IL | $17K | 100 | 0.02 |
| ORDINARY SHARES (SAP SE) | Long | Equity-common | DE | $16K | 81 | 0.02 |
| ORDINARY SHARES (EURAZEO SE) | Long | Equity-common | FR | $14K | 173 | 0.01 |
| ORDINARY SHARES (NEXON CO LTD) | Long | Equity-common | JP | $13K | 700 | 0.01 |
| ORDINARY SHARES (HOSHIZAKI CORP) | Long | Equity-common | JP | $13K | 400 | 0.01 |
| ORDINARY SHARES (BHP GROUP LTD) | Long | Equity-common | AU | $12K | 425 | 0.01 |
| ORDINARY SHARES (RECKITT BENCKISER GROUP PLC) | Long | Equity-common | GB | $12K | 224 | 0.01 |
| ORDINARY SHARES (NORTHERN STAR RESOURCES LTD) | Long | Equity-common | AU | $12K | 1K | 0.01 |
| ORDINARY SHARES (AXA SA) | Long | Equity-common | FR | $12K | 352 | 0.01 |
| ORDINARY SHARES (OLYMPUS CORP) | Long | Equity-common | JP | $11K | 700 | 0.01 |
| ORDINARY SHARES (AERCAP HOLDINGS NV) | Long | Equity-common | IE | $9K | 100 | 0.01 |
| ORDINARY SHARES (KAWASAKI KISEN KAISHA LTD) | Long | Equity-common | JP | $9K | 600 | 0.01 |
| ORDINARY SHARES (COMMONWEALTH BANK OF AUSTRALIA) | Long | Equity-common | AU | $9K | 101 | 0.01 |
| ORDINARY SHARES (PANASONIC HOLDINGS CORP) | Long | Equity-common | JP | $8K | 1K | 0.01 |
| ORDINARY SHARES (CLP HOLDINGS LTD) | Long | Equity-common | HK | $8K | 1K | 0.01 |
| ORDINARY SHARES (DEUTSCHE BOERSE AG) | Long | Equity-common | DE | $8K | 37 | 0.01 |
| ORDINARY SHARES (YARA INTERNATIONAL ASA) | Long | Equity-common | NO | $7K | 250 | 0.01 |
| ORDINARY SHARES (DAIICHI SANKYO CO LTD) | Long | Equity-common | JP | $7K | 200 | 0.01 |
| ORDINARY SHARES (DANSKE BANK A/S) | Long | Equity-common | DK | $7K | 232 | 0.01 |
| ORDINARY SHARES (SEMBCORP INDUSTRIES LTD) | Long | Equity-common | SG | $6K | 2K | 0.01 |
| ORDINARY SHARES (EUROFINS SCIENTIFIC SE) | Long | Equity-common | LU | $6K | 111 | 0.01 |
| ORDINARY SHARES (JERONIMO MARTINS SGPS SA) | Long | Equity-common | PT | $6K | 282 | 0.01 |
| ORDINARY SHARES (NOMURA HOLDINGS INC) | Long | Equity-common | JP | $5K | 900 | 0.00 |
| PERPETUAL BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $155K | – | 0.15 |
| PERPETUAL BONDS (ENERGY TRANSFER LP) | Long | Debt | US | $83K | – | 0.08 |
| PERPETUAL BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $74K | – | 0.07 |
| PERPETUAL BONDS (CITIGROUP INC) | Long | Debt | US | $22K | – | 0.02 |
| PERPETUAL BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $16K | – | 0.02 |
| PERPETUAL BONDS (VISTRA CORP) | Long | Debt | US | $15K | – | 0.01 |
| PERPETUAL BONDS (NRG ENERGY INC) | Long | Debt | US | $11K | – | 0.01 |
| PERPETUAL BONDS (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $7K | – | 0.01 |
| PERPETUAL BONDS (VISTRA CORP) | Long | Debt | US | $5K | – | 0.00 |
| SHORT TERM INV FUND (PUTNAM SHORT TERM INVESTMENT FUND) | Long | Short-term investment vehicle | US | $17M | 17M | 15.91 |
| SHORT TERM INV FUND (State Street Institutional U.S. Government Money Market Fund, Premier Class) | Long | Short-term investment vehicle | US | $70K | 70K | 0.07 |
| Total Return Swap (GOLDMAN SACHS INTERNATIONAL) | Derivative-equity | US | $4M | – | 4.00 | |
| Total Return Swap (GOLDMAN SACHS INTERNATIONAL) | Derivative-equity | US | $4M | – | 3.53 | |
| Total Return Swap (BARCLAYS BANK PLC) | Derivative-equity | US | $3M | – | 2.97 | |
| Total Return Swap (BARCLAYS BANK PLC) | Derivative-equity | US | $3M | – | 2.94 | |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $199K | – | 0.19 |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $198K | – | 0.19 |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $197K | – | 0.19 |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $99K | – | 0.09 |
| VAR.RT. CORP. BONDS (CITIGROUP INC) | Long | Debt | US | $194K | – | 0.18 |
| VAR.RT. CORP. BONDS (MORGAN STANLEY) | Long | Debt | US | $176K | – | 0.17 |
| VAR.RT. CORP. BONDS (BANCO SANTANDER SA) | Long | Debt | ES | $167K | – | 0.16 |
| VAR.RT. CORP. BONDS (WELLS FARGO AND CO) | Long | Debt | US | $160K | – | 0.15 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $152K | – | 0.14 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $131K | – | 0.12 |
| VAR.RT. CORP. BONDS (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $113K | – | 0.11 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $105K | – | 0.10 |
| VAR.RT. CORP. BONDS (CAPITAL ONE FINANCIAL CORP) | Long | Debt | US | $72K | – | 0.07 |
| VAR.RT. CORP. BONDS (PNC FINANCIAL SERVICES GROUP INC/THE) | Long | Debt | US | $65K | – | 0.06 |
| VAR.RT. CORP. BONDS (TRUIST FINANCIAL CORP) | Long | Debt | US | $54K | – | 0.05 |
| VAR.RT. CORP. BONDS (TORONTO-DOMINION BANK/THE) | Long | Debt | CA | $52K | – | 0.05 |
| VAR.RT. CORP. BONDS (CITIGROUP INC) | Long | Debt | US | $48K | – | 0.05 |
| VAR.RT. CORP. BONDS (US BANCORP) | Long | Debt | US | $47K | – | 0.04 |
| VAR.RT. CORP. BONDS (HUNTINGTON BANCSHARES INC/OH) | Long | Debt | US | $31K | – | 0.03 |
| VAR.RT. CORP. BONDS (MORGAN STANLEY) | Long | Debt | US | $25K | – | 0.02 |
| VAR.RT. CORP. BONDS (MORGAN STANLEY) | Long | Debt | US | $23K | – | 0.02 |
| VAR.RT. CORP. BONDS (WELLS FARGO AND CO) | Long | Debt | US | $22K | – | 0.02 |
| VAR.RT. CORP. BONDS (WELLS FARGO AND CO) | Long | Debt | US | $15K | – | 0.01 |
| VAR.RT. CORP. BONDS (TRUIST FINANCIAL CORP) | Long | Debt | US | $15K | – | 0.01 |
| VAR.RT. CORP. BONDS (AMERICAN EXPRESS CO) | Long | Debt | US | $15K | – | 0.01 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $12K | – | 0.01 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $4K | – | 0.00 |
Address
Putnam Variable Trust
100 FEDERAL STREET
BOSTON
Massachusetts
02110
United States of America
Websites
Directors
Williams Murphy Jennifer
Pillai Marie
Sutphen Mona K
Ahamed Liaquat
Baumann Barbara M
Domotorffy Katinka
Hill Catharine Bond
Leibler Kenneth R
Putnam, III George
Reynolds Robert L
Singh Manoj P
Transfer Agents
Putnam Investor Services, Inc.
Pricing Services
Reuters
Reuters (equities)
ICE Data Services (Corp)
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
Putnam Investor Services, Inc.
Admins
N/A
Brokers
JPMS - J.P. MORGAN SECURITIES, LLC.
GSCO - GOLDMAN SACHS & CO LLC
CGML - CITIGROUP GLOBAL MARKETS INC
MLCO - BofA Securities, Inc.
JEFF - JEFFERIES LLC
BARD - BAIRD (ROBERT W.) & CO., INCORPORATED
RBCD - RBC CAPITAL MARKETS LLC
MSCO - MORGAN STANLEY & CO. LLC
UBSW - UBS SECURITIES L.L.C.
TDSI - TD SECURITIES (USA) LLC