Fidelity Group of Funds > Fidelity Rutland Square Trust II
Strategic Advisers Fidelity U.S. Total Stock Fund
$92.43B
Avg Monthly Net Assets
$119.96B
Total Assets
$1.40B
Total Liabilities
$118.56B
Net Assets
Strategic Advisers Fidelity U.S. Total Stock Fund is a Fund of Funds in Fidelity Rutland Square Trust II
from Fidelity Group of Funds,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $92.43B.
On July 26th, 2024 it reported 1,773 holdings, the largest
being Fidelity Mt. Vernon Street Trust (10.6%), Fidelity Salem Street Trust (10.0%) and Fidelity Magellan Fund (6.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Strategic Advisers Fidelity U.S. Total Stock Fund | C000199108 | FCTDX |
Holdings
From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 10X GENOMICS INC | Long | Equity-common | US | $29M | 1M | 0.02 |
| 3I GROUP PLC | Long | Equity-common | GB | $7M | 184K | 0.01 |
| 3M CO | Long | Equity-common | US | $19M | 193K | 0.02 |
| AAON INC | Long | Equity-common | US | $5M | 61K | 0.00 |
| ABBOTT LABORATORIES | Long | Equity-common | US | $43M | 424K | 0.04 |
| ABBVIE INC | Long | Equity-common | US | $43M | 265K | 0.04 |
| ABERCROMBIE and FITCH CO CL A | Long | Equity-common | US | $4M | 26K | 0.00 |
| ABN AMRO BANK NV 6.339%/VAR 09/18/2027 144A | Long | Debt | NL | $4M | – | 0.00 |
| ACADEMY SPORTS and OUTDOORS INC | Long | Equity-common | US | $40M | 691K | 0.03 |
| ACADIA HEALTHCARE CO INC | Long | Equity-common | US | $15M | 222K | 0.01 |
| ACNB CORPORATION | Long | Equity-common | US | $442K | 14K | 0.00 |
| ACOMO NV | Long | Equity-common | NL | $2M | 110K | 0.00 |
| ACUITY BRANDS INC | Long | Equity-common | US | $55M | 212K | 0.05 |
| ACV AUCTIONS INC CL A | Long | Equity-common | US | $16M | 873K | 0.01 |
| ADDUS HOMECARE CORP | Long | Equity-common | US | $3M | 29K | 0.00 |
| ADIENT PLC | Long | Equity-common | IE | $33M | 1M | 0.03 |
| ADOBE INC | Long | Equity-common | US | $282M | 635K | 0.24 |
| ADT INC | Long | Equity-common | US | $6M | 891K | 0.01 |
| ADTALEM GLOBAL EDUCATION INC | Long | Equity-common | US | $9M | 144K | 0.01 |
| ADVANCE AUTO PARTS INC | Long | Equity-common | US | $20M | 284K | 0.02 |
| ADVANCED ENERGY INDUSTRIES INC | Long | Equity-common | US | $24M | 222K | 0.02 |
| ADVANCED MICRO DEVICES INC | Long | Equity-common | US | $85M | 507K | 0.07 |
| AECOM | Long | Equity-common | US | $9M | 101K | 0.01 |
| AEON CREDIT SRVC (ASIA) CO LTD (AEON CREDIT SERVICE ASIA CO LTD) | Long | Equity-common | HK | $2M | 3M | 0.00 |
| AERCAP HOLDINGS NV | Long | Equity-common | NL | $7M | 80K | 0.01 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.65% 10/29/2024 | Long | Debt | IE | $772K | – | 0.00 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.75% 01/30/2026 | Long | Debt | IE | $3M | – | 0.00 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.1% 01/15/2027 | Long | Debt | IE | $2M | – | 0.00 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027 | Long | Debt | IE | $2M | – | 0.00 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5% 07/15/2025 | Long | Debt | IE | $2M | – | 0.00 |
| AERSALE CORP | Long | Equity-common | US | $3M | 346K | 0.00 |
| AES CORP | Long | Equity-common | US | $86M | 4M | 0.07 |
| AES CORP 3.3% 07/15/2025 144A | Long | Debt | US | $2M | – | 0.00 |
| AFFILIATED MANAGERS GRP INC (AFFILIATED MANAGERS GROUP INC) | Long | Equity-common | US | $22M | 135K | 0.02 |
| AFRICA OIL CORP | Long | Equity-common | CA | $18M | 10M | 0.02 |
| AGCO CORP | Long | Equity-common | US | $5M | 49K | 0.00 |
| AGILON HEALTH INC | Long | Equity-common | US | $30M | 5M | 0.03 |
| AIB GROUP PLC | Long | Equity-common | IE | $18M | 3M | 0.02 |
| AIR LEASE CORP 1.875% 08/15/2026 | Long | Debt | US | $2M | – | 0.00 |
| AIR LEASE CORP 2.3% 02/01/2025 | Long | Debt | US | $3M | – | 0.00 |
| AIR LEASE CORP 2.875% 01/15/2026 | Long | Debt | US | $2M | – | 0.00 |
| AIR LEASE CORP 3.375% 07/01/2025 | Long | Debt | US | $3M | – | 0.00 |
| AIR PRODUCTS and CHEMICALS INC | Long | Equity-common | US | $60M | 226K | 0.05 |
| AIRBNB INC CLASS A | Long | Equity-common | US | $31M | 212K | 0.03 |
| AIRBUS SE | Long | Equity-common | NL | $94M | 552K | 0.08 |
| AKWEL | Long | Equity-common | FR | $81K | 6K | 0.00 |
| ALARM.COM HOLDINGS INC | Long | Equity-common | US | $924K | 14K | 0.00 |
| ALEXANDRIA REAL ES EQ INC REIT (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Equity-common | US | $869K | 7K | 0.00 |
| ALIMENTATION COUCHE-TARD INC | Long | Equity-common | CA | $55M | 942K | 0.05 |
| ALKERMES PLC | Long | Equity-common | IE | $2M | 90K | 0.00 |
| ALLEGION PLC | Long | Equity-common | IE | $1M | 8K | 0.00 |
| ALLEGRO MICROSYSTEMS INC | Long | Equity-common | US | $5M | 167K | 0.00 |
| ALLETE INC | Long | Equity-common | US | $23M | 360K | 0.02 |
| ALLIGO AB CL B | Long | Equity-common | SE | $593K | 43K | 0.00 |
| ALLISON TRANSMISSION HLDGS INC | Long | Equity-common | US | $24M | 322K | 0.02 |
| ALLSTATE CORPORATION | Long | Equity-common | US | $10M | 61K | 0.01 |
| ALLY AUTO RECEIVABLES TRUST 2024-1 5.08% 12/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $524K | – | 0.00 |
| ALLY FINL INC 5.125% 09/30/2024 (ALLY FINANCIAL INC) | Long | Debt | US | $3M | – | 0.00 |
| ALLY FINL INC 5.8% 05/01/2025 (ALLY FINANCIAL INC) | Long | Debt | US | $2M | – | 0.00 |
| ALLY FINL INC 7.1% 11/15/2027 (ALLY FINANCIAL INC) | Long | Debt | US | $2M | – | 0.00 |
| ALNYLAM PHARMACEUTICALS INC | Long | Equity-common | US | $33M | 220K | 0.03 |
| ALPHABET INC CL A | Long | Equity-common | US | $915M | 5M | 0.77 |
| ALPHABET INC CL C | Long | Equity-common | US | $365M | 2M | 0.31 |
| ALTECH CORP | Long | Equity-common | JP | $958K | 59K | 0.00 |
| ALTICE USA INC A | Long | Equity-common | US | $18M | 7M | 0.01 |
| ALTRIA GROUP INC | Long | Equity-common | US | $38M | 826K | 0.03 |
| ALTRIA GROUP INC 2.625% 09/16/2026 | Long | Debt | US | $2M | – | 0.00 |
| AMAZON.COM INC | Long | Equity-common | US | $961M | 5M | 0.81 |
| AMDOCS LTD (AMDOCS LIMITED) | Long | Equity-common | GG | $137M | 2M | 0.12 |
| AMERICAN AIRLINES GROUP INC (AMERICAN AIRLS GROUP INC) | Long | Equity-common | US | $4M | 332K | 0.00 |
| AMERICAN EAGLE OUTFITTERS INC | Long | Equity-common | US | $9M | 424K | 0.01 |
| AMERICAN ELECTRIC POWER CO INC | Long | Equity-common | US | $13M | 147K | 0.01 |
| AMERICAN EXPRESS CO | Long | Equity-common | US | $35M | 148K | 0.03 |
| AMERICAN EXPRESS CO 5.11%/VAR 02/16/2028 | Long | Debt | US | $3M | – | 0.00 |
| AMERICAN EXPRESS CO 5.389%/VAR 07/28/2027 | Long | Debt | US | $2M | – | 0.00 |
| AMERICAN EXPRESS CO 6.338%/VAR 10/30/2026 | Long | Debt | US | $2M | – | 0.00 |
| AMERICAN EXPRESS CR ACC MST TR 4.87% 05/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $858K | – | 0.00 |
| AMERICAN EXPRESS CR ACC MST TR 5.23% 04/16/2029 | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.00 |
| AMERICAN FINL GROUP INC OHIO | Long | Equity-common | US | $28M | 214K | 0.02 |
| AMERICAN HOMES 4 RENT | Long | Equity-common | US | $20M | 566K | 0.02 |
| AMERICAN SOFTWARE INC CL A (AMERICAN SOFTWARE INC.) | Long | Equity-common | US | $450K | 44K | 0.00 |
| AMERICAN TOWER CORP | Long | Equity-common | US | $85M | 435K | 0.07 |
| AMERICAN TOWER CORP 1.6% 04/15/2026 | Long | Debt | US | $3M | – | 0.00 |
| AMERICAS CAR MART INC | Long | Equity-common | US | $9M | 149K | 0.01 |
| AMERIPRISE FINANCIAL INC (AMERIPRISE FINL INC) | Long | Equity-common | US | $2M | 4K | 0.00 |
| AMETEK INC NEW | Long | Equity-common | US | $138M | 815K | 0.12 |
| AMGEN INC 5.15% 03/02/2028 | Long | Debt | US | $341K | – | 0.00 |
| AMGEN INC 5.25% 03/02/2025 | Long | Debt | US | $2M | – | 0.00 |
| AMN HEALTHCARE SERVICES INC | Long | Equity-common | US | $12M | 219K | 0.01 |
| AMPHENOL CORPORATION CL A (AMPHENOL CORPORATION NEW) | Long | Equity-common | US | $21M | 160K | 0.02 |
| AMPHENOL CORPORATION NEW 5.05% 04/05/2027 | Long | Debt | US | $588K | – | 0.00 |
| ANALOG DEVICES INC | Long | Equity-common | US | $22M | 93K | 0.02 |
| ANAPTYSBIO INC | Long | Equity-common | US | $2M | 76K | 0.00 |
| ANTERO RES CORP (ANTERO RESOURCES CORPORATION) | Long | Equity-common | US | $93M | 3M | 0.08 |
| ANTIN INFRASTRUCTURE PARTNERS SA | Long | Equity-common | FR | $2M | 158K | 0.00 |
| AON NORTH AMERICA INC 5.125% 03/01/2027 | Long | Debt | US | $3M | – | 0.00 |
| AON PLC | Long | Equity-common | IE | $3M | 11K | 0.00 |
| APARTMENT INCOME REIT CORP CL A | Long | Equity-common | US | $20M | 523K | 0.02 |
| APOGEE THERAPEUTICS INC | Long | Equity-common | US | $4M | 91K | 0.00 |
| APOLLO GLOBAL MANAGEMENT INC | Long | Equity-common | US | $124M | 1M | 0.10 |
| APPLE HOSPITALITY REIT INC (APPLE HOSPITALITY REIT INC.) | Long | Equity-common | US | $5M | 336K | 0.00 |
| APPLE INC | Long | Equity-common | US | $1B | 7M | 1.07 |
| APPLIED INDUSTRIAL TECH INC (APPLIED INDUSTRIAL TECHNOLOGIES INC) | Long | Equity-common | US | $41M | 213K | 0.03 |
| APPLIED MATERIALS INC | Long | Equity-common | US | $60M | 279K | 0.05 |
| APTARGROUP INC | Long | Equity-common | US | $30M | 202K | 0.03 |
| APTIV PLC | Long | Equity-common | JE | $21M | 256K | 0.02 |
| AQ GROUP AB | Long | Equity-common | SE | $11M | 768K | 0.01 |
| ARAMARK | Long | Equity-common | US | $25M | 789K | 0.02 |
| ARATA CORPORATION | Long | Equity-common | JP | $3M | 146K | 0.00 |
| ARCBEST CORP | Long | Equity-common | US | $5M | 51K | 0.00 |
| ARCELLX INC | Long | Equity-common | US | $4M | 77K | 0.00 |
| ARCHER DANIELS MIDLAND CO | Long | Equity-common | US | $7M | 106K | 0.01 |
| ARCLANDS CORP | Long | Equity-common | JP | $4M | 294K | 0.00 |
| ARCOSA INC | Long | Equity-common | US | $559K | 6K | 0.00 |
| ARDMORE SHIPPING CORP | Long | Equity-common | MH | $1M | 63K | 0.00 |
| AREALINK CO LTD | Long | Equity-common | JP | $537K | 28K | 0.00 |
| ARES 15-2A AR3 CLO LTD TSFR3M+132 04/17/2033 144A (ARES XXXIV CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.00 |
| ARES CLO 2019-54A AR TSFR3M+127 10/15/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| ARGENX SE SPONSORED ADR | Long | Equity-common | NL | $32M | 87K | 0.03 |
| ARI FLEET LEASE TR 2023-B 6.05% 07/15/2032 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| ARI FLEET LEASE TRUST 5.3% 11/15/2032 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| ARMADA HOFFLER PROPERTIES INC | Long | Equity-common | US | $4M | 382K | 0.00 |
| ARMANINO FOODS DISTINCTION INC (ARMANINO FOODS OF DISTINCTION INC) | Long | Equity-common | US | $3M | 573K | 0.00 |
| ARMSTRONG WORLD INDUSTRIES INC | Long | Equity-common | US | $14M | 124K | 0.01 |
| ARROWHEAD PHARMACEUTICALS INC | Long | Equity-common | US | $1M | 50K | 0.00 |
| ARTHUR J GALLAGHAR AND CO (GALLAGHER (ARTHUR J.) and CO) | Long | Equity-common | US | $82M | 323K | 0.07 |
| ARTISAN PARTNERS ASSET MANAGEMENT INC A | Long | Equity-common | US | $5M | 104K | 0.00 |
| ARVINAS INC | Long | Equity-common | US | $10M | 306K | 0.01 |
| ASCENDIS PHARMA AS SPON ADR (ASCENDIS PHARMA A/S) | Long | Equity-common | DK | $18M | 132K | 0.02 |
| ASGN INC | Long | Equity-common | US | $42M | 446K | 0.04 |
| ASKUL CORP | Long | Equity-common | JP | $5M | 341K | 0.00 |
| ASML HOLDING NV | Long | Equity-common | NL | $105M | 110K | 0.09 |
| ASR NEDERLAND NV | Long | Equity-common | NL | $6M | 126K | 0.01 |
| ASSOCIATED BANC CORP | Long | Equity-common | US | $37M | 2M | 0.03 |
| ASSURANT INC | Long | Equity-common | US | $18M | 102K | 0.01 |
| ASSURED GUARANTY LTD | Long | Equity-common | BM | $3M | 38K | 0.00 |
| ASTERA LABS INC | Long | Equity-common | US | $27M | 423K | 0.02 |
| ASTRAZENECA PLC | Long | Equity-common | GB | $44M | 280K | 0.04 |
| ASTRAZENECA PLC SPONS ADR | Long | Equity-common | GB | $198M | 3M | 0.17 |
| AT and T INC | Long | Equity-common | US | $142M | 8M | 0.12 |
| AT and T INC 1.7% 03/25/2026 | Long | Debt | US | $2M | – | 0.00 |
| AT and T INC 2.95% 07/15/2026 | Long | Debt | US | $2M | – | 0.00 |
| ATHABASCA OIL CORP | Long | Equity-common | CA | $24M | 6M | 0.02 |
| ATHENE GLOBAL FUNDING 1.608% 06/29/2026 144A | Long | Debt | US | $2M | – | 0.00 |
| ATHENE GLOBAL FUNDING 1.716% 01/07/2025 144A | Long | Debt | US | $3M | – | 0.00 |
| ATHENE GLOBAL FUNDING 5.516% 03/25/2027 144A | Long | Debt | US | $2M | – | 0.00 |
| ATHENE GLOBAL FUNDING 5.684% 02/23/2026 144A | Long | Debt | US | $3M | – | 0.00 |
| ATI INC | Long | Equity-common | US | $20M | 324K | 0.02 |
| ATKORE INC | Long | Equity-common | US | $14M | 91K | 0.01 |
| ATRICURE INC | Long | Equity-common | US | $14M | 606K | 0.01 |
| ATRION CORPORATION | Long | Equity-common | US | $895K | 2K | 0.00 |
| AURORA INNOVATION INC | Long | Equity-common | US | $2M | 834K | 0.00 |
| AUTODESK INC | Long | Equity-common | US | $94M | 465K | 0.08 |
| AUTOHELLAS SA | Long | Equity-common | GR | $2M | 171K | 0.00 |
| AUTOLIV INC | Long | Equity-common | US | $4M | 30K | 0.00 |
| AUTOLUS THERAPEUTICS LTD ADR (AUTOLUS THERAPEUTICS PLC) | Long | Equity-common | GB | $3M | 739K | 0.00 |
| AUTOMATIC DATA PROCESSING INC | Long | Equity-common | US | $5M | 21K | 0.00 |
| AUTOZONE INC | Long | Equity-common | US | $11M | 4K | 0.01 |
| AUTOZONE INC 3.125% 04/21/2026 | Long | Debt | US | $1M | – | 0.00 |
| AUTOZONE INC 3.625% 04/15/2025 | Long | Debt | US | $3M | – | 0.00 |
| AVALONBAY COMMUNITIES INC REIT | Long | Equity-common | US | $276K | 1K | 0.00 |
| AVANT GROUP CORPORATION | Long | Equity-common | JP | $2M | 185K | 0.00 |
| AVERY DENNISON CORP | Long | Equity-common | US | $17M | 73K | 0.01 |
| AVIDITY BIOSCIENCES (AVIDITY BIOSCIENCES INC) | Long | Equity-common | US | $16M | 590K | 0.01 |
| AVNET INC | Long | Equity-common | US | $13M | 233K | 0.01 |
| AVOLON HOLDINGS FUNDING LTD 2.125% 02/21/2026 144A | Long | Debt | KY | $3M | – | 0.00 |
| AVOLON HOLDINGS FUNDING LTD 2.875% 02/15/2025 144A | Long | Debt | KY | $4M | – | 0.00 |
| AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A | Long | Debt | KY | $579K | – | 0.00 |
| AXALTA COATING SYSTEMS LTD | Long | Equity-common | BM | $50M | 1M | 0.04 |
| AXCELIS TECHNOLOGIES INC | Long | Equity-common | US | $5M | 49K | 0.00 |
| AXOS FINANCIAL INC | Long | Equity-common | US | $16M | 305K | 0.01 |
| AXSOME THERAPEUTICS INC | Long | Equity-common | US | $5M | 71K | 0.00 |
| AZEK CO INC (AZEK CO INC/THE) | Long | Equity-common | US | $3M | 67K | 0.00 |
| AZZ INC | Long | Equity-common | US | $23M | 275K | 0.02 |
| B and M EUROPEAN VALUE RETAIL S.A. | Long | Equity-common | LU | $6M | 874K | 0.01 |
| BA CR CARD TR 4.98% 11/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| BAC-NA SWAP ETR SPTR 08/01/24 (BANK OF AMERICA, N.A.) | Derivative-interest rate | US | $4M | – | 0.00 | |
| BADGER METER INC | Long | Equity-common | US | $9M | 45K | 0.01 |
| BAE SYSTEMS PLC 5% 03/26/2027 144A | Long | Debt | GB | $1M | – | 0.00 |
| BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 2.061% 12/15/2026 (BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC) | Long | Debt | US | $3M | – | 0.00 |
| BAKER HUGHES CO | Long | Equity-common | US | $20M | 595K | 0.02 |
| BALCHEM CORP | Long | Equity-common | US | $8M | 49K | 0.01 |
| BALDWIN INSURANCE GROUP INC/THE | Long | Equity-common | US | $54M | 2M | 0.05 |
| BANCA GENERALI SPA | Long | Equity-common | IT | $10M | 239K | 0.01 |
| BANCORP INC DEL | Long | Equity-common | US | $40M | 1M | 0.03 |
| BANK OF AMERICA CORPORATION | Long | Equity-common | US | $853M | 21M | 0.72 |
| BANK OF AMERICA CORPORATION 1.658%/VAR 03/11/2027 | Long | Debt | US | $3M | – | 0.00 |
| BANK OF AMERICA CORPORATION 3.36/VAR 1/23/26 | Long | Debt | US | $3M | – | 0.00 |
| BANK OF AMERICA CORPORATION 3.559/VAR 04/23/2027 | Long | Debt | US | $4M | – | 0.00 |
| BANK OF AMERICA CORPORATION 3.95% 04/21/2025 | Long | Debt | US | $3M | – | 0.00 |
| BANK OF AMERICA CORPORATION 5.933%/VAR 09/15/2027 | Long | Debt | US | $4M | – | 0.00 |
| BANK OF AMERICA CORPORATION SOFR+129 01/20/2027 | Long | Debt | US | $2M | – | 0.00 |
| BANK OF AMERICA CORPORATION VAR/3.824 01/20/2028 | Long | Debt | US | $2M | – | 0.00 |
| BANK OF IRELAND GROUP PLC | Long | Equity-common | IE | $3M | 283K | 0.00 |
| BANK OF MONTREAL QUE 5.266% 12/11/2026 | Long | Debt | CA | $2M | – | 0.00 |
| BANK OF MONTREAL QUE 5.3% 06/05/2026 | Long | Debt | CA | $2M | – | 0.00 |
| BANK OF NEW YORK MELLON 5.224%/VAR 11/21/2025 | Long | Debt | US | $689K | – | 0.00 |
| BANK OF NEW YORK MELLON CORP (BANK NEW YORK MELLON CORP) | Long | Equity-common | US | $76M | 1M | 0.06 |
| BANK OF NOVA SCOTIA 1.3% 09/15/2026 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $2M | – | 0.00 |
| BANK OF NOVA SCOTIA 5.35% 12/07/2026 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $2M | – | 0.00 |
| BANK OF NOVA SCOTIA 5.45% 06/12/2025 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $2M | – | 0.00 |
| BANK OF NT BUTTERFIELD and SON LTD (BANK OF NT BUTTERFIELD and SON LTD/THE) | Long | Equity-common | BM | $2M | 50K | 0.00 |
| BANKUNITED INC | Long | Equity-common | US | $3M | 94K | 0.00 |
| BANQUE FED CRED MUTUEL PARIS 5.088% 01/23/2027 144A | Long | Debt | FR | $2M | – | 0.00 |
| BANQUE FED CRED MUTUEL PARIS 5.896% 07/13/2026 144A | Long | Debt | FR | $2M | – | 0.00 |
| BAR HARBOR BANKSHARES | Long | Equity-common | US | $3M | 101K | 0.00 |
| BARCLAYS PLC (UNGTD) 2.279%/VAR 11/24/2027 | Long | Debt | GB | $4M | – | 0.00 |
| BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026 | Long | Debt | GB | $973K | – | 0.00 |
| BARCLAYS PLC (UNGTD) 5.304%/VAR 08/09/2026 | Long | Debt | GB | $1M | – | 0.00 |
| BARCLAYS PLC (UNGTD) 7.325%/VAR 11/02/2026 | Long | Debt | GB | $4M | – | 0.00 |
| BARCLAYS PLC 5.674%/VAR 03/12/2028 | Long | Debt | GB | $3M | – | 0.00 |
| BARCLAYS PLC 5.829%/VAR 05/09/2027 | Long | Debt | GB | $3M | – | 0.00 |
| BARCLAYS PLC 6.39% 09/13/2027 | Long | Debt | GB | $3M | – | 0.00 |
| BARRATT DEVELOPMENTS PLC | Long | Equity-common | GB | $8M | 1M | 0.01 |
| BARRETT BUSINES SERVICES (BARRETT BUSINESS SERVICES) | Long | Equity-common | US | $5M | 41K | 0.00 |
| BAT CAPITAL CORP 3.215% 09/06/2026 | Long | Debt | US | $3M | – | 0.00 |
| BAT CAPITAL CORP 3.222% 08/15/2024 | Long | Debt | US | $3M | – | 0.00 |
| BAT CAPITAL CORP 4.7% 04/02/2027 | Long | Debt | US | $2M | – | 0.00 |
| BAT INTL FINANCE PLC 1.668% 03/25/2026 (BAT INTERNATIONAL FINANCE PLC) | Long | Debt | GB | $2M | – | 0.00 |
| BATH and BODY WORKS INC | Long | Equity-common | US | $218K | 4K | 0.00 |
| BE SEMICOND INDUS NV (NETH) (BE SEMICONDUCTOR INDUSTRIES NV) | Long | Equity-common | NL | $6M | 42K | 0.01 |
| BEACON ROOFING SUPPLY INC | Long | Equity-common | US | $32M | 327K | 0.03 |
| BEAM THERAPEUTICS INC | Long | Equity-common | US | $4M | 176K | 0.00 |
| BECTON DICKINSON and CO | Long | Equity-common | US | $44M | 190K | 0.04 |
| BECTON DICKINSON and CO 3.363% 06/06/2024 | Long | Debt | US | $3M | – | 0.00 |
| BEIJER ALMA AB SER B | Long | Equity-common | SE | $4M | 176K | 0.00 |
| BEIJER REF AB SER B | Long | Equity-common | SE | $3M | 208K | 0.00 |
| BEL FUSE INC NV CL B | Long | Equity-common | US | $1M | 15K | 0.00 |
| BELC CO LTD | Long | Equity-common | JP | $499K | 11K | 0.00 |
| BELDEN INC | Long | Equity-common | US | $33M | 348K | 0.03 |
| BELLRING BRANDS INC | Long | Equity-common | US | $37M | 635K | 0.03 |
| BENCHMARK 2019-B9 MTG TR 3.9325% 03/15/2052 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BERKELEY GRP HLDGS PLC (BERKELEY GROUP HOLDINGS PLC) | Long | Equity-common | GB | $22M | 323K | 0.02 |
| BERKSHIRE HATHAWAY INC CL A (BERKSHIRE HATHAWAY INC DEL) | Long | Equity-common | US | $24M | 39 | 0.02 |
| BERKSHIRE HATHAWAY INC CL B (BERKSHIRE HATHAWAY INC DEL) | Long | Equity-common | US | $425M | 1M | 0.36 |
| BERRY GLOBAL GROUP INC | Long | Equity-common | US | $373K | 6K | 0.00 |
| BFF BANK SPA | Long | Equity-common | IT | $7M | 711K | 0.01 |
| BIG LOTS INC | Long | Equity-common | US | $762K | 219K | 0.00 |
| BILL HOLDINGS INC | Long | Equity-common | US | $17M | 330K | 0.01 |
| BIO RAD LABS CL A (BIO-RAD LABORATORIES INC) | Long | Equity-common | US | $10M | 35K | 0.01 |
| BIOGEN INC | Long | Equity-common | US | $19M | 84K | 0.02 |
| BIOMARIN PHARMACEUTICAL INC | Long | Equity-common | US | $2M | 22K | 0.00 |
| BJS WHSL CLUB HLDGS INC (BJS WHOLESALE CLUB HOLDINGS INC) | Long | Equity-common | US | $92M | 1M | 0.08 |
| BLACK HILLS CORP | Long | Equity-common | US | $3M | 47K | 0.00 |
| BLACK KNIGHT INFOSERV LLC 3.625% 09/01/2028 144A | Long | Debt | US | $3M | – | 0.00 |
| BLACKBAUD INC | Long | Equity-common | US | $15M | 186K | 0.01 |
| BLACKLINE INC | Long | Equity-common | US | $20M | 419K | 0.02 |
| BLACKROCK INC | Long | Equity-common | US | $227M | 295K | 0.19 |
| BLOCK H and R INC (H and R BLOCK INC) | Long | Equity-common | US | $166M | 3M | 0.14 |
| BLOCK INC CL A | Long | Equity-common | US | $120M | 2M | 0.10 |
| BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A (BLP COML MTG 2024-INDS) | Long | ABS-mortgage backed security | US | $409K | – | 0.00 |
| BLUE OWL CAPITAL INC A | Long | Equity-common | US | $19M | 1M | 0.02 |
| BLUEPRINT MEDICINES CORP | Long | Equity-common | US | $51M | 481K | 0.04 |
| BMW US CAPITAL LLC FRN SFRIX+84 04/01/2025 144A | Long | Debt | US | $1M | – | 0.00 |
| BMW VECHICLE LEASE TR 2023-2 5.99% 09/25/2026 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| BMW VECHILE OWNER TRUST 2023-A 5.47% 02/25/2028 | Long | ABS-collateralized bond/debt obligation | US | $247K | – | 0.00 |
| BMW VEHICLE LEASE TRUST 2024-1 4.98% 03/25/2027 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| BNP PARIBAS 1.675%/VAR 06/30/2027 144A | Long | Debt | FR | $4M | – | 0.00 |
| BNP PARIBAS 2.219%/VAR 06/09/2026 144A | Long | Debt | FR | $1M | – | 0.00 |
| BNP PARIBAS SOFR 1.323%/VAR 01/13/2027 144A | Long | Debt | FR | $3M | – | 0.00 |
| BOEING CO | Long | Equity-common | US | $421M | 2M | 0.36 |
| BOEING CO 4.875% 05/01/2025 | Long | Debt | US | $3M | – | 0.00 |
| BOEING CO 6.259% 05/01/2027 144A | Long | Debt | US | $304K | – | 0.00 |
| BOFA AUTO TR 2024-1A A3 5.35% 11/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $240K | – | 0.00 |
| BOISE CASCADE CO (BOISE CASCADE CO DEL) | Long | Equity-common | US | $5M | 34K | 0.00 |
| BOK FINANCIAL COMMON NEW (BOK FINANCIAL CORP) | Long | Equity-common | US | $4M | 46K | 0.00 |
| BOMBARDIER INC CL B SUB VTG | Long | Equity-common | CA | $32M | 469K | 0.03 |
| BOOT BARN HOLDINGS INC | Long | Equity-common | US | $9M | 77K | 0.01 |
| BOOZ ALLEN HAMILTON HLDG CL A (BOOZ ALLEN HAMILTON HOLDING CORP) | Long | Equity-common | US | $3M | 20K | 0.00 |
| BORGWARNER INC | Long | Equity-common | US | $14M | 403K | 0.01 |
| BOSSARD HLDG AG (BR) (BOSSARD HOLDING AG) | Long | Equity-common | CH | $1M | 5K | 0.00 |
| BOSTON BEER COMPANY CL A (BOSTON BEER COMPANY INC) | Long | Equity-common | US | $3M | 9K | 0.00 |
| BOSTON SCIENTIFIC CORP | Long | Equity-common | US | $480M | 6M | 0.40 |
| BOSTON SCIENTIFIC CORP 1.9% 06/01/2025 | Long | Debt | US | $3M | – | 0.00 |
| BOWMAN CONSULTING GROUP LTD | Long | Equity-common | US | $7M | 205K | 0.01 |
| BPCE SA 5.203% 01/18/2027 144A | Long | Debt | FR | $1M | – | 0.00 |
| BPCE SA 6.612%/VAR 10/19/2027 144A | Long | Debt | FR | $4M | – | 0.00 |
| BPCE SA SOFR 1.652%/VAR 10/06/2026 144A | Long | Debt | FR | $2M | – | 0.00 |
| BPCE SA SOFR+0 01/18/2027 144A | Long | Debt | FR | $3M | – | 0.00 |
| BRADY CORPORATION CL A | Long | Equity-common | US | $24M | 349K | 0.02 |
| BREMBO N.V. | Long | Equity-common | NL | $3M | 218K | 0.00 |
| BRINKER INTERNATIONAL INC | Long | Equity-common | US | $10M | 136K | 0.01 |
| BRINKS CO | Long | Equity-common | US | $75M | 726K | 0.06 |
| BRISTOL-MYERS SQUIBB CO | Long | Equity-common | US | $252M | 6M | 0.21 |
| BRISTOL-MYERS SQUIBB CO 2.9% 07/26/2024 | Long | Debt | US | $3M | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 4.9% 02/22/2027 | Long | Debt | US | $2M | – | 0.00 |
| BRITISH AMERICAN TOB PLC ADR (BRITISH AMERICAN TOBACCO PLC) | Long | Equity-common | GB | $1M | 39K | 0.00 |
| BRITVIC PLC | Long | Equity-common | GB | $3M | 226K | 0.00 |
| BROADCOM INC | Long | Equity-common | US | $86M | 65K | 0.07 |
| BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A | Long | ABS-mortgage backed security | US | $777K | – | 0.00 |
| BROOKFIELD INFRASTRUCTURE - A (BROOKFIELD INFRASTRUCTURE CORP) | Long | Equity-common | CA | $25M | 740K | 0.02 |
| BROOKFIELD RENEWABLE CORP | Long | Equity-common | CA | $2M | 53K | 0.00 |
| BROWN and BROWN INC | Long | Equity-common | US | $2M | 17K | 0.00 |
| BRP INC | Long | Equity-common | CA | $4M | 65K | 0.00 |
| BRUKER CORP | Long | Equity-common | US | $34M | 518K | 0.03 |
| BRUNSWICK CORP | Long | Equity-common | US | $38M | 460K | 0.03 |
| BUCKLE INC (THE) | Long | Equity-common | US | $2M | 43K | 0.00 |
| BUILDERS FIRSTSOURCE (BUILDERS FIRSTSOURCE INC) | Long | Equity-common | US | $16M | 100K | 0.01 |
| BUMBLE INC CL A | Long | Equity-common | US | $4M | 374K | 0.00 |
| BUNGE GLOBAL SA | Long | Equity-common | CH | $35M | 328K | 0.03 |
| BURLINGTON STORES INC | Long | Equity-common | US | $33M | 139K | 0.03 |
| BX 2021-LBA TSFR1M+91.45 02/15/2036 144A | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A | Long | ABS-mortgage backed security | US | $475K | – | 0.00 |
| BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC A TSFR1M+111.448 04/15/2034 144A | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A | Long | ABS-mortgage backed security | US | $570K | – | 0.00 |
| BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A (BX COMMERCIAL MORTGAGE TRUST 2021-VINO) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BX TR 2021-ACNT TSFR1M+96.448 11/15/2026 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BX TR 2022-GPA A TSFR1M+221.5 10/15/2039 144A (BX TR 2021-LGCY) | Long | ABS-mortgage backed security | US | $363K | – | 0.00 |
| BX TRUST 0.8% 06/15/2023 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| BYLINE BANCORP INC | Long | Equity-common | US | $4M | 160K | 0.00 |
| C T S CORP (CTS CORP) | Long | Equity-common | US | $2M | 46K | 0.00 |
| CABOT CORP | Long | Equity-common | US | $34M | 328K | 0.03 |
| CACI INTERNATIONAL INC | Long | Equity-common | US | $57M | 135K | 0.05 |
| CACTUS INC CL A | Long | Equity-common | US | $37M | 724K | 0.03 |
| CADENCE BANK | Long | Equity-common | US | $38M | 1M | 0.03 |
| CADRE HOLDING INC (CADRE HOLDINGS INC) | Long | Equity-common | US | $20M | 619K | 0.02 |
| CAESARS ENTERTAINMENT INC | Long | Equity-common | US | $14M | 386K | 0.01 |
| CALERES INC | Long | Equity-common | US | $5M | 140K | 0.00 |
| CALIFORNIA RES CORP (CALIFORNIA RESOURCES CORPORATION) | Long | Equity-common | US | $6M | 117K | 0.00 |
| CAMDEN NATIONAL CORP | Long | Equity-common | US | $4M | 134K | 0.00 |
| CAMDEN PROPERTY TRUST - REIT | Long | Equity-common | US | $7M | 66K | 0.01 |
| CAMECO CORP | Long | Equity-common | CA | $6M | 113K | 0.01 |
| CAMPING WORLD HOLDINGS INC CLS A | Long | Equity-common | US | $3M | 167K | 0.00 |
| CANADIAN IMPERIAL BK OF COMM 3.945% 08/04/2025 (CANADIAN IMPERIAL BANK OF COMMERCE) | Long | Debt | CA | $2M | – | 0.00 |
| CANADIAN IMPERIAL BK OF COMM 5.926% 10/02/2026 (CANADIAN IMPERIAL BANK OF COMMERCE) | Long | Debt | CA | $2M | – | 0.00 |
| CANADIAN NATL RESOURCES LTD 2.05% 07/15/2025 (CANADIAN NATURAL RESOURCES LTD) | Long | Debt | CA | $2M | – | 0.00 |
| CANADIAN PAC RY CO 1.35% 12/02/2024 (CANADIAN PACIFIC RAILWAY CO) | Long | Debt | CA | $3M | – | 0.00 |
| CANNAE HOLDINGS INC | Long | Equity-common | US | $19M | 1M | 0.02 |
| CAPCOM CO LTD | Long | Equity-common | JP | $5M | 275K | 0.00 |
| CAPGEMINI SA (FF40) | Long | Equity-common | FR | $110M | 544K | 0.09 |
| CAPITAL ONE FINANCIAL CORP | Long | Equity-common | US | $8M | 55K | 0.01 |
| CAPITAL ONE FINANCIAL CORP 3.3% 10/30/2024 | Long | Debt | US | $3M | – | 0.00 |
| CAPITAL ONE FINANCIAL CORP 7.149%/VAR 10/29/2027 | Long | Debt | US | $5M | – | 0.00 |
| CAPITAL ONE FINANCIAL CORP SOFR 4.985%/VAR 07/24/2026 | Long | Debt | US | $1M | – | 0.00 |
| CARDINAL HEALTH INC | Long | Equity-common | US | $51M | 516K | 0.04 |
| CARGO THERAPEUTICS INC | Long | Equity-common | US | $8M | 406K | 0.01 |
| CARLISLE COS INC | Long | Equity-common | US | $60M | 142K | 0.05 |
| CARMAX AUTO OWNER TR 2023-2 5.05% 01/18/2028 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| CARMAX AUTO OWNER TR 2023-4 6% 07/17/2028 | Long | ABS-collateralized bond/debt obligation | US | $305K | – | 0.00 |
| CARMAX AUTO OWNER TR 2024-2 5.5% 01/16/2029 | Long | ABS-collateralized bond/debt obligation | US | $477K | – | 0.00 |
| CARMX 2023-3 A3 5.28% 05/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| CARPENTER TECHNOLOGY CORP | Long | Equity-common | US | $5M | 46K | 0.00 |
| CARRIER GLOBAL CORP 2.242% 02/15/2025 | Long | Debt | US | $3M | – | 0.00 |
| CARRIER GLOBAL CORP 5.8% 11/30/2025 | Long | Debt | US | $1M | – | 0.00 |
| CARS.COM INC | Long | Equity-common | US | $8M | 389K | 0.01 |
| CARVANA CO CL A | Long | Equity-common | US | $15M | 146K | 0.01 |
| CASEY GENERAL STORES (CASEY'S GENERAL STORES INC) | Long | Equity-common | US | $9M | 28K | 0.01 |
| CASS INFORMATION SYSTEMS INC | Long | Equity-common | US | $708K | 17K | 0.00 |
| CATERPILLAR INC | Long | Equity-common | US | $89M | 263K | 0.07 |
| CAVCO INDUSTRIES INC | Long | Equity-common | US | $11M | 30K | 0.01 |
| CBIZ INC | Long | Equity-common | US | $2M | 28K | 0.00 |
| CBOE GLOBAL MARKETS INC | Long | Equity-common | US | $40M | 230K | 0.03 |
| CCC INTELLIGENT SOLUTIONS HOLD PIPE (CCC INTELLIGENT SOLUTIONS HOLDINGS INC) | Long | Equity-common | US | $2M | 134K | 0.00 |
| CDW CORPORATION | Long | Equity-common | US | $16M | 71K | 0.01 |
| CEDAR FUNDING LT TSFR3M+136.161 07/15/2033 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| CEDAR FUNDING LTD TSFR3M+136.161 10/20/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.00 |
| CELANESE CORP (CELANESE CORP DEL) | Long | Equity-common | US | $19M | 126K | 0.02 |
| CELANESE US HLDGS LLC 1.4% 08/05/2026 | Long | Debt | US | $3M | – | 0.00 |
| CELANESE US HLDGS LLC 6.05% 03/15/2025 | Long | Debt | US | $2M | – | 0.00 |
| CELLDEX THERAPEUTICS INC | Long | Equity-common | US | $10M | 312K | 0.01 |
| CELLNEX TELECOM SAU | Long | Equity-common | ES | $34M | 918K | 0.03 |
| CELSIUS HOLDINGS INC | Long | Equity-common | US | $8M | 106K | 0.01 |
| CENOVUS ENERGY INC | Long | Equity-common | CA | $15M | 701K | 0.01 |
| CENOVUS ENERGY INC 4.25% 04/15/2027 | Long | Debt | CA | $2M | – | 0.00 |
| CENT CLO 21 LTD/CORP TSFR3M+123.161 07/27/2030 144A (CENT CLO 21 LTD/CENT CLO 21 CORP) | Long | ABS-collateralized bond/debt obligation | KY | $197K | – | 0.00 |
| CENTENE CORP (CENTENE CORP DEL) | Long | Equity-common | US | $323M | 5M | 0.27 |
| CENTERPOINT ENERGY INC | Long | Equity-common | US | $14M | 454K | 0.01 |
| CENTERPOINT ENERGY INC 5.25% 08/10/2026 | Long | Debt | US | $2M | – | 0.00 |
| CENTRAL GARDEN and PET CO CL A | Long | Equity-common | US | $1M | 34K | 0.00 |
| CENTURI HOLDINGS INC | Long | Equity-common | US | $4M | 163K | 0.00 |
| CF INDUSTRIES HOLDINGS INC | Long | Equity-common | US | $81M | 1M | 0.07 |
| CFMT 2023-HB12 LLC 4.25% 04/25/2033 144A | Long | ABS-collateralized bond/debt obligation | US | $146K | – | 0.00 |
| CFMT 2024-HB13 A LLC VAR 05/24/2034 144A (CFMT 2024-HB13 LLC) | Long | ABS-collateralized bond/debt obligation | US | $526K | – | 0.00 |
| CHART INDUSTRIES INC | Long | Equity-common | US | $34M | 216K | 0.03 |
| CHARTER COMMUNICATIONS INC A | Long | Equity-common | US | $24M | 83K | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025 | Long | Debt | US | $696K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.15% 11/10/2026 | Long | Debt | US | $2M | – | 0.00 |
| CHASE AUTO OWNER TRUST 2024-1 5.13% 05/25/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $541K | – | 0.00 |
| CHASE ISSUANCE TR 5.08% 09/15/2030 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| CHASE ISSUANCE TR 5.16% 09/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| CHEMED CORP | Long | Equity-common | US | $13M | 23K | 0.01 |
| CHEMOURS CO/ THE | Long | Equity-common | US | $47M | 2M | 0.04 |
| CHESAPEAKE FUNDING II LLC 5.52% 05/15/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $714K | – | 0.00 |
| CHESAPEAKE FUNDING II LLC 5.65% 05/15/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $951K | – | 0.00 |
| CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $195K | – | 0.00 |
| CHESAPEAKE FUNDING II LLC SOFR30A+34.448 04/15/2033 144A | Long | ABS-collateralized bond/debt obligation | US | $318K | – | 0.00 |
| CHEVRON CORP (CHEVRON CORP NEW) | Long | Equity-common | US | $29M | 179K | 0.02 |
| CHINA PETROL and CHEM CORP H (CHINA PETROLEUM and CHEM CORP) | Long | Equity-common | CN | $4M | 6M | 0.00 |
| CHINA RESOURCES GAS GROUP LTD (CHINA RESOURCE GAS GROUP LTD) | Long | Equity-common | BM | $936K | 269K | 0.00 |
| CHIPOTLE MEXICAN GRILL INC | Long | Equity-common | US | $20M | 6K | 0.02 |
| CHORD ENERGY CORP | Long | Equity-common | US | $40M | 215K | 0.03 |
| CHUBB LTD | Long | Equity-common | CH | $427M | 2M | 0.36 |
| CHURCHILL DOWNS INC | Long | Equity-common | US | $60M | 460K | 0.05 |
| CIA DE DISTRIBUCION INTEGRAL LOGISTA HOLDINGS SA | Long | Equity-common | ES | $7M | 238K | 0.01 |
| CIE AUTOMOTIVE SA | Long | Equity-common | ES | $8M | 274K | 0.01 |
| CIE FINANCIERE RICHEMONT SA A (COMPAGNIE FINANCIERE RICHEMONT AG SWITZ) | Long | Equity-common | CH | $4M | 27K | 0.00 |
| CIENA CORP | Long | Equity-common | US | $58M | 1M | 0.05 |
| CIGNA GROUP (THE) | Long | Equity-common | US | $563M | 2M | 0.47 |
| CIGNA GROUP (THE) 1.25% 03/15/2026 | Long | Debt | US | $747K | – | 0.00 |
| CINCINNATI FINANCIAL CORP | Long | Equity-common | US | $10M | 84K | 0.01 |
| CINTAS CORP | Long | Equity-common | US | $17M | 26K | 0.01 |
| CIRRUS LOGIC INC (CIRRUS LOGIC INC.) | Long | Equity-common | US | $39M | 343K | 0.03 |
| CISCO SYSTEMS INC | Long | Equity-common | US | $225M | 5M | 0.19 |
| CISCO SYSTEMS INC 4.8% 02/26/2027 | Long | Debt | US | $3M | – | 0.00 |
| CITIBANK CR CARD ISSUANCE TR 5.23% 12/08/2027 | Long | ABS-collateralized bond/debt obligation | US | $746K | – | 0.00 |
| CITIBANK NA 5.864% 09/29/2025 (CITIBANK, N.A.) | Long | Debt | US | $2M | – | 0.00 |
| CITIGROUP INC | Long | Equity-common | US | $122M | 2M | 0.10 |
| CITIGROUP INC 1.122%/VAR 01/28/2027 | Long | Debt | US | $5M | – | 0.00 |
| CITIGROUP INC 1.462%/VAR 06/09/2027 | Long | Debt | US | $3M | – | 0.00 |
| CITIGROUP INC 3.106%/VAR 04/08/2026 | Long | Debt | US | $2M | – | 0.00 |
| CITIGROUP INC 5.61/VAR 09/29/2026 | Long | Debt | US | $2M | – | 0.00 |
| CITIGROUP INC SOFR 2.014%/VAR 01/25/2026 | Long | Debt | US | $1M | – | 0.00 |
| CITIZENS AUTO RECEIVABLES TRUST 2024-1 5.11% 04/17/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $812K | – | 0.00 |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% 08/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $738K | – | 0.00 |
| CITIZENS BANK NA 2.25% 04/28/2025 | Long | Debt | US | $3M | – | 0.00 |
| CITIZENS FINANCIAL GROUP INC (CITIZENS FINANCIAL GRP INC) | Long | Equity-common | US | $26M | 739K | 0.02 |
| CIVITAS RESOURCES INC | Long | Equity-common | US | $40M | 542K | 0.03 |
| CLEARWAY ENERGY INC | Long | Equity-common | US | $765K | 30K | 0.00 |
| CLEARWAY ENERGY INC CL C | Long | Equity-common | US | $4M | 137K | 0.00 |
| CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026 | Long | Debt | US | $3M | – | 0.00 |
| CLEVELAND-CLIFFS INC | Long | Equity-common | US | $7M | 432K | 0.01 |
| CLOROX CO | Long | Equity-common | US | $3M | 25K | 0.00 |
| CME GROUP INC CL A | Long | Equity-common | US | $25M | 123K | 0.02 |
| CNH INDUSTRIAL NV | Long | Equity-common | NL | $10M | 978K | 0.01 |
| CNX RESOURCES CORP | Long | Equity-common | US | $17M | 630K | 0.01 |
| COASTAL FINANCIAL CORP/WA | Long | Equity-common | US | $707K | 16K | 0.00 |
| COCA COLA CO | Long | Equity-common | US | $412M | 7M | 0.35 |
| COCA COLA CONSOLIDATED INC | Long | Equity-common | US | $30M | 31K | 0.03 |
| COCA-COLA EUROPACIFIC PARTNERS PLC | Long | Equity-common | GB | $81M | 1M | 0.07 |
| COGENT BIOSCIENCES INC | Long | Equity-common | US | $639K | 80K | 0.00 |
| COGENT COMMUNICATIONS HOLDINGS INC | Long | Equity-common | US | $4M | 74K | 0.00 |
| COGNEX CORP | Long | Equity-common | US | $12M | 255K | 0.01 |
| COGNIZANT TECH SOLUTIONS CL A (COGNIZANT TECHNOLOGY SOLUTIONS CORP) | Long | Equity-common | US | $53M | 803K | 0.04 |
| COHEN and STEERS INC | Long | Equity-common | US | $3M | 39K | 0.00 |
| COINBASE GLOBAL INC | Long | Equity-common | US | $7M | 31K | 0.01 |
| COLGATE-PALMOLIVE CO | Long | Equity-common | US | $120M | 1M | 0.10 |
| COLUMBIA BANKING SYSTEMS INC | Long | Equity-common | US | $5M | 275K | 0.00 |
| COLUMBUS MCKINNON CORP NY | Long | Equity-common | US | $9M | 240K | 0.01 |
| COMCAST CORP CL A | Long | Equity-common | US | $553M | 14M | 0.47 |
| COMFORT SYSTEMS USA INC | Long | Equity-common | US | $47M | 142K | 0.04 |
| COMMERCE BANCSHARES INC (COMMERCE BANCSHARES INC/MO) | Long | Equity-common | US | $2M | 32K | 0.00 |
| COMMERCIAL METALS CO | Long | Equity-common | US | $12M | 210K | 0.01 |
| COMMVAULT SYSTEMS INC | Long | Equity-common | US | $7M | 66K | 0.01 |
| CONAGRA BRANDS INC | Long | Equity-common | US | $4M | 127K | 0.00 |
| CONCENTRIX CORP | Long | Equity-common | US | $35M | 577K | 0.03 |
| CONNECTONE BANCORP INC | Long | Equity-common | US | $3M | 145K | 0.00 |
| CONOCOPHILLIPS (CONOCOPHILLIPS INC) | Long | Equity-common | US | $42M | 364K | 0.04 |
| CONSOL ENERGY INC - W/I | Long | Equity-common | US | $4M | 42K | 0.00 |
| CONSOLIDATED WATER CO LTD (CONSOLIDATED WATER CO INC) | Long | Equity-common | KY | $562K | 21K | 0.00 |
| CONSTELLATION BRANDS INC CL A | Long | Equity-common | US | $68M | 272K | 0.06 |
| CONSTELLATION ENERGY CORP | Long | Equity-common | US | $62M | 286K | 0.05 |
| CONSTELLIUM SE | Long | Equity-common | FR | $10M | 462K | 0.01 |
| CONSTRUCTION PARTNERS INC CL A | Long | Equity-common | US | $6M | 99K | 0.00 |
| COPT DEFENSE PROPERTIES | Long | Equity-common | US | $5M | 217K | 0.00 |
| CORCEPT THERAPEUTICS INC | Long | Equity-common | US | $4M | 134K | 0.00 |
| CORE and MAIN INC | Long | Equity-common | US | $52M | 908K | 0.04 |
| COREBRIDGE FINANCIAL INC | Long | Equity-common | US | $7M | 256K | 0.01 |
| COREBRIDGE FINANCIAL INC 3.5% 04/04/2025 | Long | Debt | US | $1M | – | 0.00 |
| COREBRIDGE FINANCIAL INC 3.65% 04/05/2027 | Long | Debt | US | $3M | – | 0.00 |
| COREBRIDGE GLOBAL FUNDING 0.9% 09/22/2025 144A | Long | Debt | US | $2M | – | 0.00 |
| COREBRIDGE GLOBAL FUNDING 5.75% 07/02/2026 144A | Long | Debt | US | $2M | – | 0.00 |
| CORECIVIC INC | Long | Equity-common | US | $3M | 203K | 0.00 |
| CORPAY INC | Long | Equity-common | US | $74M | 275K | 0.06 |
| CORTEVA INC | Long | Equity-common | US | $45M | 807K | 0.04 |
| CORTICEIRA AMORIN SA (CORTICEIRA AMORIM SA) | Long | Equity-common | PT | $2M | 225K | 0.00 |
| CORVEL CORP | Long | Equity-common | US | $3M | 14K | 0.00 |
| COSTAR GROUP INC | Long | Equity-common | US | $1M | 15K | 0.00 |
| COSTCO WHOLESALE CORP | Long | Equity-common | US | $136M | 167K | 0.11 |
| COTY INC CL A | Long | Equity-common | US | $8M | 784K | 0.01 |
| CRA INTERNATIONAL INC | Long | Equity-common | US | $12M | 69K | 0.01 |
| CRANE CO | Long | Equity-common | US | $52M | 351K | 0.04 |
| CRANE NXT CO | Long | Equity-common | US | $26M | 407K | 0.02 |
| CREDIT AGRICOLE SA 5.134% 03/11/2027 144A | Long | Debt | FR | $3M | – | 0.00 |
| CREDIT AGRICOLE SA LONDON BRH 1.247%/VAR 01/26/2027 144A | Long | Debt | FR | $2M | – | 0.00 |
| CREEK and RIVER CO LTD | Long | Equity-common | JP | $220K | 21K | 0.00 |
| CRESCO LTD | Long | Equity-common | JP | $5M | 304K | 0.00 |
| CRINETICS PHARMACEUTICALS INC | Long | Equity-common | US | $5M | 108K | 0.00 |
| CROCS INC | Long | Equity-common | US | $59M | 377K | 0.05 |
| CROWN CASTLE INC | Long | Equity-common | US | $181M | 2M | 0.15 |
| CROWN CASTLE INC 4% 03/01/2027 | Long | Debt | US | $2M | – | 0.00 |
| CROWN HOLDINGS INC | Long | Equity-common | US | $77M | 913K | 0.06 |
| CSAIL 2015-C4 COML MTG TR 3.544% 11/15/2048 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CSX CORP | Long | Equity-common | US | $78M | 2M | 0.07 |
| CUBESMART | Long | Equity-common | US | $35M | 833K | 0.03 |
| CUCKOO HOLDINGS CO LTD | Long | Equity-common | KR | $637K | 41K | 0.00 |
| CULLEN FROST BANKERS INC (CULLEN/FROST BANKERS INC) | Long | Equity-common | US | $15M | 152K | 0.01 |
| CUMMINS INC | Long | Equity-common | US | $45M | 159K | 0.04 |
| CURTISS WRIGHT CORPORATION (CURTISS-WRIGHT CORP) | Long | Equity-common | US | $12M | 42K | 0.01 |
| CUSHMAN and WAKEFIELD PLC | Long | Equity-common | GB | $9M | 845K | 0.01 |
| CVC CAPITAL PARTNERS PLC | Long | Equity-common | JE | $12M | 599K | 0.01 |
| CVR ENERGY INC | Long | Equity-common | US | $1M | 43K | 0.00 |
| CVS HEALTH CORP | Long | Equity-common | US | $236M | 4M | 0.20 |
| CVS HEALTH CORP 2.875% 06/01/2026 | Long | Debt | US | $4M | – | 0.00 |
| CVS HEALTH CORP 5% 02/20/2026 | Long | Debt | US | $2M | – | 0.00 |
| CYTOKINETICS INC | Long | Equity-common | US | $37M | 767K | 0.03 |
| DAIKYONISHIKAWA KK (DAIKYONISHIKAWA CORP) | Long | Equity-common | JP | $3M | 619K | 0.00 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 2% 12/14/2026 144A | Long | Debt | US | $3M | – | 0.00 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5.2% 01/17/2025 144A | Long | Debt | US | $608K | – | 0.00 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5.6% 08/08/2025 144A | Long | Debt | US | $1M | – | 0.00 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5% 01/15/2027 144A | Long | Debt | US | $2M | – | 0.00 |
| DAIMLER TRUCKS RETAIL TRUST 2024-1 5.49% 12/15/2027 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| DAIWA INDUSTRIES LTD | Long | Equity-common | JP | $3M | 325K | 0.00 |
| DAIWABO HOLDINGS CO LTD | Long | Equity-common | JP | $5M | 262K | 0.00 |
| DANAHER CORP | Long | Equity-common | US | $239M | 931K | 0.20 |
| DANSKE BANK AS (UNGTD) 1.549%/VAR 09/10/2027 144A (DANSKE BANK A/S) | Long | Debt | DK | $2M | – | 0.00 |
| DANSKE BANK AS (UNGTD) 6.259%/VAR 09/22/2026 144A (DANSKE BANK A/S) | Long | Debt | DK | $2M | – | 0.00 |
| DANSKE BANK AS (UNGTD) 6.466%/VAR 01/09/2026 144A (DANSKE BANK A/S) | Long | Debt | DK | $2M | – | 0.00 |
| DASSAULT SYSTEMES SA | Long | Equity-common | FR | $4M | 87K | 0.00 |
| DAWNRAYS PHARMACEUTICAL (HOLD) (DAWNRAYS PHARMACEUTICAL (HOLDINGS) LTD) | Long | Equity-common | KY | $370K | 2M | 0.00 |
| DAY ONE BIOPHARMACEUTICALS INC | Long | Equity-common | US | $3M | 193K | 0.00 |
| DCC PLC | Long | Equity-common | IE | $13M | 185K | 0.01 |
| DCP MIDSTREAM OPER LP 5.375% 07/15/2025 (DCP MIDSTREAM OPERATING LP) | Long | Debt | US | $2M | – | 0.00 |
| DCP MIDSTREAM OPER LP 5.625% 07/15/2027 (DCP MIDSTREAM OPERATING LP) | Long | Debt | US | $3M | – | 0.00 |
| DECKERS OUTDOOR CORP | Long | Equity-common | US | $43M | 39K | 0.04 |
| DEERE and CO | Long | Equity-common | US | $192M | 512K | 0.16 |
| DELL EQUIP FIN TR 2023-2 5.65% 01/22/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $498K | – | 0.00 |
| DELL EQUIPMENT FINANCE TRUST 2023-3 5.93% 04/23/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $777K | – | 0.00 |
| DELL EQUIPMENT FINANCE TRUST 24-1 5.39% 03/22/2030 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| DELL INTL/EMC CORP 5.85% 07/15/2025 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $2M | – | 0.00 |
| DELL INTL/EMC CORP 6.02% 06/15/2026 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $4M | – | 0.00 |
| DELL TECHNOLOGIES INC CL C | Long | Equity-common | US | $12M | 86K | 0.01 |
| DELTA AIR INC (DELTA AIRLINES INC) | Long | Equity-common | US | $18M | 360K | 0.02 |
| DENTSPLY SIRONA INC | Long | Equity-common | US | $24M | 851K | 0.02 |
| DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026 | Long | Debt | US | $4M | – | 0.00 |
| DEUTSCHE BANK AG NEW YORK BNCH 3.961/VAR 11/26/2025 | Long | Debt | US | $3M | – | 0.00 |
| DEUTSCHE BANK AG NEW YORK BNCH 5.706%/VAR 02/08/2028 | Long | Debt | US | $3M | – | 0.00 |
| DEUTSCHE BANK AG NEW YORK BNCH 7.146%/VAR 07/13/2027 | Long | Debt | US | $738K | – | 0.00 |
| DEVON ENERGY CORP (DEVON ENERGY CORP NEW) | Long | Equity-common | US | $10M | 206K | 0.01 |
| DEVON ENERGY CORP NEW 5.85% 12/15/2025 | Long | Debt | US | $2M | – | 0.00 |
| DHL GROUP | Long | Equity-common | DE | $32M | 755K | 0.03 |
| DIAGEO PLC | Long | Equity-common | GB | $55M | 2M | 0.05 |
| DIAGEO PLC SPON ADR | Long | Equity-common | GB | $43M | 320K | 0.04 |
| DIAMOND HILL INVEST GRP INC (DIAMOND HILL INVESTMENT GROUP INC) | Long | Equity-common | US | $655K | 4K | 0.00 |
| DIAMONDBACK ENERGY INC | Long | Equity-common | US | $36M | 183K | 0.03 |
| DIAMONDBACK ENERGY INC 5.2% 04/18/2027 | Long | Debt | US | $4M | – | 0.00 |
| DICKS SPORTING GOODS INC | Long | Equity-common | US | $44M | 193K | 0.04 |
| DIGITAL REALTY TRUST INC | Long | Equity-common | US | $19M | 131K | 0.02 |
| DIGITALBRIDGE GROUP INC | Long | Equity-common | US | $8M | 554K | 0.01 |
| DILLARDS INC CL A | Long | Equity-common | US | $2M | 5K | 0.00 |
| DIODES INC | Long | Equity-common | US | $33M | 443K | 0.03 |
| DIRECT LINE INSURANCE GRP PLC (DIRECT LINE INSURANCE GROUP PL C) | Long | Equity-common | GB | $22M | 8M | 0.02 |
| DISCOVER FIN SVCS (DISCOVER FINANCIAL SVS) | Long | Equity-common | US | $73M | 593K | 0.06 |
| DISNEY (WALT) CO (WALT DISNEY CO) | Long | Equity-common | US | $448M | 4M | 0.38 |
| DLLAA 2023-1A 5.64% 02/22/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $134K | – | 0.00 |
| DLLAD 2024-1 LLC 5.3% 07/20/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $199K | – | 0.00 |
| DLLST 2024-1 LLC 5.05% 08/20/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| DNB BANK ASA .856/VAR 09/30/2025 144A | Long | Debt | NO | $984K | – | 0.00 |
| DNB BANK ASA T5Y 1.535%/VAR 05/25/2027 144A | Long | Debt | NO | $2M | – | 0.00 |
| DOCUSIGN INC | Long | Equity-common | US | $8M | 145K | 0.01 |
| DOLBY LABORATORIES INC CL A | Long | Equity-common | US | $7M | 90K | 0.01 |
| DOLLAR GEN CORP NEW 4.25% 09/20/2024 | Long | Debt | US | $3M | – | 0.00 |
| DOLLAR GENERAL CORP (DOLLAR GEN CORP NEW) | Long | Equity-common | US | $60M | 441K | 0.05 |
| DOLLAR TREE INC 4% 05/15/2025 | Long | Debt | US | $1M | – | 0.00 |
| DOMINION ENERGY INC 2.85% 08/15/2026 | Long | Debt | US | $2M | – | 0.00 |
| DOMINOS PIZZA INC | Long | Equity-common | US | $46M | 91K | 0.04 |
| DONALDSON CO INC (DONALDSON INC) | Long | Equity-common | US | $17M | 227K | 0.01 |
| DOUBLEVERIFY HOLDINGS INC | Long | Equity-common | US | $2M | 136K | 0.00 |
| DOUGLAS EMMETT INC REIT | Long | Equity-common | US | $5M | 383K | 0.00 |
| DOVER CORP | Long | Equity-common | US | $102M | 553K | 0.09 |
| DOW INC | Long | Equity-common | US | $43M | 738K | 0.04 |
| DOXIMITY INC | Long | Equity-common | US | $5M | 179K | 0.00 |
| DR HORTON INC | Long | Equity-common | US | $13M | 91K | 0.01 |
| DROPBOX INC CL A | Long | Equity-common | US | $7M | 296K | 0.01 |
| DRYDEN 86 CLO LTD / DRYDEN 86 CLO LLC 86A A1R TSFR3M+136.161 07/17/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $880K | – | 0.00 |
| DTE ENERGY CO | Long | Equity-common | US | $1M | 11K | 0.00 |
| DTE ENERGY CO STEP 11/01/2024 | Long | Debt | US | $3M | – | 0.00 |
| DTS CORP | Long | Equity-common | JP | $3M | 112K | 0.00 |
| DUCKHORN PORTFOLIO INC/THE | Long | Equity-common | US | $505K | 63K | 0.00 |
| DUKE ENERGY CORP NEW | Long | Equity-common | US | $22M | 214K | 0.02 |
| DUKE ENERGY CORP NEW 2.65% 09/01/2026 | Long | Debt | US | $943K | – | 0.00 |
| DUN and BRADSTREET HOLDINGS IN (DUN and BRADSTREET HOLDINGS INC) | Long | Equity-common | US | $19M | 2M | 0.02 |
| DUPONT DE NEMOURS INC | Long | Equity-common | US | $20M | 248K | 0.02 |
| DXP ENTERPRISES INC | Long | Equity-common | US | $2M | 46K | 0.00 |
| DYNATRACE INC | Long | Equity-common | US | $20M | 434K | 0.02 |
| DYNE THERAPEUTICS INC | Long | Equity-common | US | $10M | 320K | 0.01 |
| E-CREDIBLE CO LTD | Long | Equity-common | KR | $456K | 48K | 0.00 |
| E-MINI RUSS 2000 FUT JUN24 RTYM4 (CHICAGO MERCANTILE EXCH INC) | Derivative-equity | US | $19K | – | 0.00 | |
| EAGLE MATERIALS INC (EAGLE MATLS INC) | Long | Equity-common | US | $36M | 154K | 0.03 |
| EAST WEST BANCORP INC | Long | Equity-common | US | $27M | 366K | 0.02 |
| EASTERN BANKSHARES INC | Long | Equity-common | US | $6M | 473K | 0.01 |
| EASTMAN CHEMICAL CO | Long | Equity-common | US | $22M | 215K | 0.02 |
| EATON CORP PLC | Long | Equity-common | IE | $132M | 396K | 0.11 |
| EBAY INC | Long | Equity-common | US | $20M | 365K | 0.02 |
| ECHOSTAR CORP CL A | Long | Equity-common | US | $908K | 47K | 0.00 |
| ECOLAB INC | Long | Equity-common | US | $74M | 317K | 0.06 |
| EDENRED | Long | Equity-common | FR | $21M | 450K | 0.02 |
| EDGEWISE THERAPEUTICS INC | Long | Equity-common | US | $4M | 249K | 0.00 |
| EDISON INTL (EDISON INTERNATIONAL) | Long | Equity-common | US | $195M | 3M | 0.16 |
| EDWARDS LIFESCIENCES CORP | Long | Equity-common | US | $56M | 644K | 0.05 |
| ELANCO ANIMAL HEALTH INC | Long | Equity-common | US | $2M | 112K | 0.00 |
| ELASTIC NV | Long | Equity-common | NL | $69M | 668K | 0.06 |
| ELECTRONIC ARTS INC | Long | Equity-common | US | $14M | 107K | 0.01 |
| ELEMENT SOLUTIONS INC | Long | Equity-common | US | $35M | 1M | 0.03 |
| ELEVANCE HEALTH INC | Long | Equity-common | US | $209M | 387K | 0.18 |
| ELI LILLY and CO | Long | Equity-common | US | $341M | 416K | 0.29 |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| EMBRAER S A SPON ADR | Long | Equity-common | BR | $21M | 740K | 0.02 |
| EMCOR GROUP INC | Long | Equity-common | US | $91M | 234K | 0.08 |
| EMERSON ELECTRIC CO | Long | Equity-common | US | $32M | 284K | 0.03 |
| ENBRIDGE INC 5.25% 04/05/2027 | Long | Debt | CA | $2M | – | 0.00 |
| ENBRIDGE INC 5.3% 04/05/2029 | Long | Debt | CA | $1M | – | 0.00 |
| ENBRIDGE INC 5.9% 11/15/2026 | Long | Debt | CA | $3M | – | 0.00 |
| ENERGY TRANSFER LP 2.9% 05/15/2025 | Long | Debt | US | $2M | – | 0.00 |
| ENERGY TRANSFER LP 4.2% 04/15/2027 | Long | Debt | US | $3M | – | 0.00 |
| ENERGY TRANSFER LP 5.625% 05/01/2027 144A | Long | Debt | US | $2M | – | 0.00 |
| ENERGY TRANSFER LP 6.05% 12/01/2026 | Long | Debt | US | $4M | – | 0.00 |
| ENERGY TRANSFER LP 6% 02/01/2029 144A | Long | Debt | US | $4M | – | 0.00 |
| ENERSYS INC | Long | Equity-common | US | $1M | 13K | 0.00 |
| ENLIVEN THERAPEUTICS INC | Long | Equity-common | US | $3M | 147K | 0.00 |
| ENNIS INC | Long | Equity-common | US | $825K | 39K | 0.00 |
| ENPRO INC | Long | Equity-common | US | $14M | 89K | 0.01 |
| ENSIGN GROUP INC | Long | Equity-common | US | $10M | 83K | 0.01 |
| ENSTAR GROUP LTD | Long | Equity-common | BM | $6M | 19K | 0.00 |
| ENTERGY CORP (ENTERGY CORP NEW) | Long | Equity-common | US | $33M | 298K | 0.03 |
| ENTERPRISE FLEET FINANCING 2024-2 5.61% 04/20/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $425K | – | 0.00 |
| ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $621K | – | 0.00 |
| ENTERPRISE FLEET FINANCING LLC 2024-1 5.23% 03/20/2030 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| ENTERPRISE FLEET FING 2023-1 LLC 5.51% 01/22/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $879K | – | 0.00 |
| ENTERPRISE FLEET FING 2023-2 LLC 5.56% 04/22/2030 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| ENTERPRISE FLEET FING 2023-3 LLC 6.4% 03/20/2030 144A | Long | ABS-collateralized bond/debt obligation | US | $492K | – | 0.00 |
| ENTERPRISE PRODS PARTNERS LP (ENTERPRISE PRODUCTS PARTNERS LP) | Long | Equity-common | US | $7M | 250K | 0.01 |
| ENTERTAINMENT PPTYS TR (EPR PROPERTIES) | Long | Equity-common | US | $1M | 35K | 0.00 |
| ENVESTNET INC | Long | Equity-common | US | $7K | 100 | 0.00 |
| EOG RESOURCES INC | Long | Equity-common | US | $25M | 203K | 0.02 |
| EPAM SYSTEMS INC | Long | Equity-common | US | $43M | 242K | 0.04 |
| EPLUS INC | Long | Equity-common | US | $10M | 138K | 0.01 |
| EQT CORP 3.125% 05/15/2026 144A | Long | Debt | US | $4M | – | 0.00 |
| EQUIFAX INC | Long | Equity-common | US | $7M | 30K | 0.01 |
| EQUINIX INC | Long | Equity-common | US | $45M | 59K | 0.04 |
| EQUINOR ASA SPONS ADR | Long | Equity-common | NO | $81M | 3M | 0.07 |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.1% 11/12/2024 144A | Long | Debt | US | $3M | – | 0.00 |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.3% 07/12/2026 144A | Long | Debt | US | $914K | – | 0.00 |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1% 01/09/2026 144A | Long | Debt | US | $4M | – | 0.00 |
| EQUITABLE HOLDINGS INC | Long | Equity-common | US | $20M | 482K | 0.02 |
| EQUITY LIFESTYLE PPTYS INC (EQUITY LIFESTYLE PROPERTIES INC) | Long | Equity-common | US | $29M | 463K | 0.02 |
| ERIE INDEMNITY CO CL A | Long | Equity-common | US | $14M | 38K | 0.01 |
| ESAB CORP | Long | Equity-common | US | $27M | 267K | 0.02 |
| ESQUIRE FINL HLDGS INC (ESQUIRE FINANCIAL HOLDINGS INC) | Long | Equity-common | US | $467K | 10K | 0.00 |
| ESSENT GROUP LTD | Long | Equity-common | BM | $39M | 692K | 0.03 |
| ESSEX BIO-TECHNOLOGY LTD | Long | Equity-common | KY | $64K | 193K | 0.00 |
| ESSEX PROPERTY TRUST INC | Long | Equity-common | US | $11M | 44K | 0.01 |
| ESTEE LAUDER COS INC CL A (LAUDER ESTEE COS INC) | Long | Equity-common | US | $44M | 359K | 0.04 |
| ESTIC CORP | Long | Equity-common | JP | $114K | 18K | 0.00 |
| ETSY INC | Long | Equity-common | US | $12M | 187K | 0.01 |
| EUROBANK ERGASIAS SERVICES AND HOLDINGS SA | Long | Equity-common | GR | $24M | 11M | 0.02 |
| EURONET WORLDWIDE INC | Long | Equity-common | US | $3M | 24K | 0.00 |
| EUROPEAN WAX CENTER INC | Long | Equity-common | US | $3M | 300K | 0.00 |
| EUROPRIS ASA | Long | Equity-common | NO | $7M | 984K | 0.01 |
| EVERCORE INC A | Long | Equity-common | US | $10M | 52K | 0.01 |
| EVEREST GROUP LTD | Long | Equity-common | BM | $47M | 119K | 0.04 |
| EVERGY INC | Long | Equity-common | US | $9M | 158K | 0.01 |
| EVERSOURCE ENERGY | Long | Equity-common | US | $32M | 535K | 0.03 |
| EVERSOURCE ENERGY 4.75% 05/15/2026 | Long | Debt | US | $2M | – | 0.00 |
| EVERTEC INC | Long | Equity-common | PR | $27M | 785K | 0.02 |
| EVOLENT HEALTH INC A | Long | Equity-common | US | $11M | 512K | 0.01 |
| EXACT SCIENCES CORP | Long | Equity-common | US | $33M | 736K | 0.03 |
| EXELIXIS INC | Long | Equity-common | US | $3M | 130K | 0.00 |
| EXELON CORP | Long | Equity-common | US | $16M | 427K | 0.01 |
| EXELON CORP 5.15% 03/15/2029 | Long | Debt | US | $583K | – | 0.00 |
| EXLSERVICE HOLDINGS INC | Long | Equity-common | US | $6M | 190K | 0.00 |
| EXPEDIA INC (EXPEDIA GROUP INC) | Long | Equity-common | US | $15M | 135K | 0.01 |
| EXPONENT INC | Long | Equity-common | US | $7M | 77K | 0.01 |
| EXPRO GROUP HOLDINGS NV | Long | Equity-common | NL | $32M | 1M | 0.03 |
| EXTRA SPACE STORAGE INC | Long | Equity-common | US | $4M | 25K | 0.00 |
| EXTREME NETWORKS INC | Long | Equity-common | US | $6M | 501K | 0.00 |
| EXXON MOBIL CORP | Long | Equity-common | US | $2B | 14M | 1.42 |
| EXXON MOBIL CORP CALL 130 07/19/2024 (CHICAGO BOARD OPTIONS EXCHANGE) | Derivative-equity | US | $-46K | – | -0.00 | |
| F and G ANNUITIES and LIFE INC (F and G ANNUITIES and LIFE INC-WI) | Long | Equity-common | US | $594K | 15K | 0.00 |
| FABRINET | Long | Equity-common | KY | $27M | 114K | 0.02 |
| FAES FARMA SA | Long | Equity-common | ES | $464K | 112K | 0.00 |
| FAIRFAX FINL HLDGS LTD SUB VTG (FAIRFAX FINANCIAL HOLDINGS LTD) | Long | Equity-common | CA | $39M | 34K | 0.03 |
| FEDERAL AGRI MTG NON VTG CL C (FEDERAL AGRICULTURAL MORTGAGE CORP) | Long | Equity-common | US | $11M | 63K | 0.01 |
| FEDERATED HERMES INC | Long | Equity-common | US | $18M | 547K | 0.02 |
| FEDEX CORP | Long | Equity-common | US | $145M | 570K | 0.12 |
| FERGUSON PLC | Long | Equity-common | JE | $11M | 53K | 0.01 |
| Fidelity Advisor Small Cap Growth Fund - Class Z (Fidelity Securities Fund) | Long | Equity-common | US | $1B | 37M | 1.00 |
| Fidelity Blue Chip Growth Fund (Fidelity Securities Fund) | Long | Equity-common | US | $3B | 13M | 2.36 |
| Fidelity Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $988M | 988M | 0.83 |
| Fidelity Contrafund | Long | Equity-common | US | $6B | 293M | 4.78 |
| FIDELITY EXTENDED MARKET INDEX FUND (Fidelity Concord Street Trust) | Long | Equity-common | US | $3B | 37M | 2.51 |
| FIDELITY GROWTH COMPANY FUND (Fidelity Mt. Vernon Street Trust) | Long | Equity-common | US | $13B | 331M | 10.56 |
| FIDELITY MAGELLAN FUND | Long | Equity-common | US | $7B | 528M | 6.19 |
| FIDELITY NATL INFORM SVCS INC (FIDELITY NATIONAL INFORMATION SERVICES INC) | Long | Equity-common | US | $15M | 194K | 0.01 |
| FIDELITY SAI INFLATION-FOCUSED FUND (Fidelity Oxford Street Trust) | Long | Equity-common | US | $1K | 13.44 | 0.00 |
| Fidelity SAI Small-Mid Cap 500 Index Fund (Fidelity Salem Street Trust) | Long | Equity-common | US | $1B | 194M | 1.05 |
| Fidelity SAI U.S. Large Cap Index Fund (Fidelity Salem Street Trust) | Long | Equity-common | US | $3B | 123M | 2.27 |
| Fidelity SAI U.S. Momentum Index Fund (Fidelity Salem Street Trust) | Long | Equity-common | US | $16M | 992K | 0.01 |
| Fidelity SAI U.S. Quality Index Fund (Fidelity Salem Street Trust) | Long | Equity-common | US | $12B | 547M | 10.00 |
| Fidelity SAI U.S. Value Index Fund (Fidelity Salem Street Trust) | Long | Equity-common | US | $3B | 227M | 2.25 |
| FIDELITY SAI US LOW VOLATILITY INDEX FUND (Fidelity Salem Street Trust) | Long | Equity-common | US | $7B | 345M | 5.85 |
| Fidelity Securities Lending Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $771M | 771M | 0.65 |
| Fidelity Small Cap Index Fund (Fidelity Salem Street Trust) | Long | Equity-common | US | $1B | 57M | 1.24 |
| FIFTH THIRD BANCORP 2.375% 01/28/2025 | Long | Debt | US | $3M | – | 0.00 |
| FIRST AMERICAN FINANCIAL CORP (FIRST AMERN FINL CORP) | Long | Equity-common | US | $4M | 66K | 0.00 |
| FIRST BANCORP PUERTO RICO (FIRST BANCORP P R) | Long | Equity-common | PR | $10M | 552K | 0.01 |
| FIRST CITIZENS BANCSHARES INC CL A (FIRST CITIZENS BANCSHARES INC/NC) | Long | Equity-common | US | $34M | 20K | 0.03 |
| FIRST FOUNDATION INC/OLD | Long | Equity-common | US | $4M | 676K | 0.00 |
| FIRST HORIZON CORP | Long | Equity-common | US | $1M | 81K | 0.00 |
| FIRST INDUSTRIAL REALTY TRUST (FIRST INDUSTRIAL REALTY TRUST INC) | Long | Equity-common | US | $5M | 114K | 0.00 |
| FIRST INTST BANCSYST INC CL A (FIRST INTERSTATE BANCSYSTEM INC) | Long | Equity-common | US | $8M | 294K | 0.01 |
| FIRST NORTHWEST BANCORP | Long | Equity-common | US | $2M | 161K | 0.00 |
| FIRST QUANTUM MINERALS INC (FIRST QUANTUM MINERALS LTD) | Long | Equity-common | CA | $123M | 10M | 0.10 |
| FIRSTCASH HOLDINGS INC | Long | Equity-common | US | $44M | 371K | 0.04 |
| FIRSTENERGY CORP | Long | Equity-common | US | $22M | 544K | 0.02 |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO 5.15% 03/30/2026 144A | Long | Debt | US | $569K | – | 0.00 |
| FISERV INC | Long | Equity-common | US | $63M | 420K | 0.05 |
| FIVE BELOW INC | Long | Equity-common | US | $10M | 71K | 0.01 |
| FIVE9 INC | Long | Equity-common | US | $59M | 1M | 0.05 |
| FJ NEXT HOLDINGS CO LTD | Long | Equity-common | JP | $902K | 115K | 0.00 |
| FLATIRON CLO 20 LTD / LLC 1A AR TSFR3M+138 05/20/2036 144A (FLATIRON CLO 20 LTD / FLATIRON CLO 20 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| FLEX LTD | Long | Equity-common | SG | $14M | 437K | 0.01 |
| FLOOR and DECOR HOLDINGS INC | Long | Equity-common | US | $10M | 82K | 0.01 |
| FLOWERS FOODS INC | Long | Equity-common | US | $6M | 259K | 0.01 |
| FLOWSERVE CORP | Long | Equity-common | US | $7M | 132K | 0.01 |
| FLUENCE ENERGY INC | Long | Equity-common | US | $3M | 130K | 0.00 |
| FLUTTER ENTERTAINMENT PLC | Long | Equity-common | IE | $16M | 85K | 0.01 |
| FLYWIRE CORP | Long | Equity-common | US | $19M | 1M | 0.02 |
| FMC CORP NEW | Long | Equity-common | US | $3M | 54K | 0.00 |
| FNB CORP PA | Long | Equity-common | US | $32M | 2M | 0.03 |
| FOOT LOCKER INC | Long | Equity-common | US | $5M | 179K | 0.00 |
| FORD CR AUTO OWNER TR 2020-REV1 2.29% 08/15/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| FORD CR AUTO OWNER TR 2020-REV2 1.06% 04/15/2033 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FORD CR FLOORPLN MAST OWN TR A 4.92% 05/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $976K | – | 0.00 |
| FORD CR FLOORPLN MAST OWN TR A 5.29% 04/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.00 |
| FORD CREDIT AUTO OWNER TRUST 2023-B 5.23% 05/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $980K | – | 0.00 |
| FORD MOTOR CO | Long | Equity-common | US | $25M | 2M | 0.02 |
| FORD MTR CR CO LLC 5.8% 03/05/2027 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $2M | – | 0.00 |
| FORD MTR CR CO LLC 5.85% 05/17/2027 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $4M | – | 0.00 |
| FORD MTR CR CO LLC 6.95% 03/06/2026 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $66K | – | 0.00 |
| FORD MTR CR CO LLC 6.95% 06/10/2026 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $2M | – | 0.00 |
| FORMFACTOR INC | Long | Equity-common | US | $6M | 104K | 0.00 |
| FORTIVE CORP | Long | Equity-common | US | $89M | 1M | 0.07 |
| FORTUNE BRANDS INNOVATIONS INC | Long | Equity-common | US | $13M | 191K | 0.01 |
| FORWARD AIR CORP | Long | Equity-common | US | $607K | 36K | 0.00 |
| FOUR CORNERS PPTY TR INC W/I (FOUR CORNERS PROPERTY TRUST INC) | Long | Equity-common | US | $6M | 254K | 0.01 |
| FRANCO-NEVADA CORP (FRANCO NEVADA CORP) | Long | Equity-common | CA | $11M | 91K | 0.01 |
| FRANKLIN COVEY CO | Long | Equity-common | US | $637K | 17K | 0.00 |
| FREEPORT MCMORAN INC (FREEPORT-MCMORAN INC) | Long | Equity-common | US | $120M | 2M | 0.10 |
| FRESHPET INC | Long | Equity-common | US | $7M | 53K | 0.01 |
| FRONTDOOR INC | Long | Equity-common | US | $4M | 121K | 0.00 |
| FTAI AVIATION LTD | Long | Equity-common | KY | $12M | 139K | 0.01 |
| FULTON FINANCIAL CORP | Long | Equity-common | US | $9M | 542K | 0.01 |
| FUTURE CORP | Long | Equity-common | JP | $271K | 28K | 0.00 |
| G-7 HOLDINGS INC | Long | Equity-common | JP | $4M | 376K | 0.00 |
| GALDERMA GROUP AG | Long | Equity-common | CH | $29M | 353K | 0.02 |
| GALP ENERGIA SGPS SA | Long | Equity-common | PT | $59M | 3M | 0.05 |
| GAMING AND LEISURE PROPRTI INC (GAMING AND LEISURE PROPERTIES INC) | Long | Equity-common | US | $1M | 33K | 0.00 |
| GAP INC | Long | Equity-common | US | $3M | 93K | 0.00 |
| GATES INDUSTRIAL CORP PLC | Long | Equity-common | GB | $10M | 570K | 0.01 |
| GCI LIBERTY INC CL A ESCROW LINE | Long | Equity-common | US | $2.06 | 206K | 0.00 |
| GE HEALTHCARE TECHNOLOGIES INC WI | Long | Equity-common | US | $7M | 93K | 0.01 |
| GE VERNOVA INC | Long | Equity-common | US | $275M | 2M | 0.23 |
| GEN DIGITAL INC | Long | Equity-common | US | $164M | 7M | 0.14 |
| GENERAL DYNAMICS CORPORATION | Long | Equity-common | US | $46M | 153K | 0.04 |
| GENERAL ELECTRIC CO | Long | Equity-common | US | $880M | 5M | 0.74 |
| GENERAL ELECTRIC CO CALL 165 06/21/2024 (CHICAGO BOARD OPTIONS EXCHANGE) | Derivative-equity | US | $-880K | – | -0.00 | |
| GENERAL ELECTRIC CO CALL 185 08/16/2024 (CHICAGO BOARD OPTIONS EXCHANGE) | Derivative-equity | US | $-510K | – | -0.00 | |
| GENERAL MILLS INC | Long | Equity-common | US | $12M | 180K | 0.01 |
| GENERAL MOTORS CO | Long | Equity-common | US | $11M | 252K | 0.01 |
| GENERAL MTRS FINL CO INC 1.2% 10/15/2024 | Long | Debt | US | $3M | – | 0.00 |
| GENERAL MTRS FINL CO INC 1.25% 01/08/2026 | Long | Debt | US | $2M | – | 0.00 |
| GENERAL MTRS FINL CO INC 1.5% 06/10/2026 | Long | Debt | US | $2M | – | 0.00 |
| GENERAL MTRS FINL CO INC 4.35% 04/09/2025 | Long | Debt | US | $3M | – | 0.00 |
| GENERAL MTRS FINL CO INC 5.4% 05/08/2027 | Long | Debt | US | $3M | – | 0.00 |
| GENERAL MTRS FINL CO INC 5% 04/09/2027 | Long | Debt | US | $2M | – | 0.00 |
| GENOMMA LAB INTERNACIONAL SA | Long | Equity-common | MX | $1M | 974K | 0.00 |
| GENPACT LTD | Long | Equity-common | BM | $101M | 3M | 0.08 |
| GENTEX CORP | Long | Equity-common | US | $12M | 354K | 0.01 |
| GENTHERM INC | Long | Equity-common | US | $3M | 59K | 0.00 |
| GENUINE PARTS CO | Long | Equity-common | US | $6M | 41K | 0.01 |
| GEORGIA POWER CO 5.004% 02/23/2027 | Long | Debt | US | $825K | – | 0.00 |
| GFL ENVIRONMENTAL INC | Long | Equity-common | CA | $19M | 617K | 0.02 |
| GIBRALTAR INDUSTRIES INC | Long | Equity-common | US | $3M | 46K | 0.00 |
| GILEAD SCIENCES INC | Long | Equity-common | US | $50M | 773K | 0.04 |
| GLACIER BANCORP INC | Long | Equity-common | US | $4M | 107K | 0.00 |
| GLAUKOS CORP | Long | Equity-common | US | $60M | 531K | 0.05 |
| GLENCORE FDG LLC 5.338% 04/04/2027 144A | Long | Debt | US | $4M | – | 0.00 |
| GLOBAL INDUSTRIAL CO | Long | Equity-common | US | $4M | 119K | 0.00 |
| GLOBAL PAYMENTS INC | Long | Equity-common | US | $35M | 346K | 0.03 |
| GLOBAL-E ONLINE LTD | Long | Equity-common | IL | $3M | 103K | 0.00 |
| GLOBE LIFE INC | Long | Equity-common | US | $17M | 209K | 0.01 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 23-2 5.05% 07/20/2026 | Long | ABS-collateralized bond/debt obligation | US | $976K | – | 0.00 |
| GM FINANCIAL LEASING TRUST 2023-3 5.38% 11/20/2026 | Long | ABS-collateralized bond/debt obligation | US | $141K | – | 0.00 |
| GM FINANCIAL LEASING TRUST 2024-1 5.09% 03/22/2027 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.00 |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3 5.45% 06/16/2028 | Long | ABS-collateralized bond/debt obligation | US | $282K | – | 0.00 |
| GMF FLOORPLAN OWNER REVOLVING TR 5.13% 03/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| GMF FLOORPLAN OWNER REVOLVING TR 5.73% 06/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| GMS INC | Long | Equity-common | US | $2M | 26K | 0.00 |
| GOGO INC | Long | Equity-common | US | $3M | 309K | 0.00 |
| GOLAR LNG LTD | Long | Equity-common | BM | $5M | 172K | 0.00 |
| GOLDMAN SACHS BANK USA 5.283%/VAR 03/18/2027 | Long | Debt | US | $3M | – | 0.00 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC (THE)) | Long | Equity-common | US | $40M | 87K | 0.03 |
| GOLDMAN SACHS GROUP INC (THE) 1.093%/VAR 12/09/2026 | Long | Debt | US | $3M | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 1.542%/VAR 09/10/2027 | Long | Debt | US | $2M | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 5.7% 11/01/2024 | Long | Debt | US | $2M | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) SOFR 1.431%/VAR 03/09/2027 | Long | Debt | US | $3M | – | 0.00 |
| GOOSEHEAD INSURANCE (GOOSEHEAD INSURANCE INC) | Long | Equity-common | US | $2M | 37K | 0.00 |
| GRACO INC | Long | Equity-common | US | $21M | 256K | 0.02 |
| GRAFTECH INTERNATIONAL LTD | Long | Equity-common | US | $2M | 1M | 0.00 |
| GRAHAM HOLDINGS CO (GRAHAM HLDGS CO) | Long | Equity-common | US | $4M | 5K | 0.00 |
| GRAND CANYON EDUCATION INC | Long | Equity-common | US | $8M | 54K | 0.01 |
| GRAPHIC PACKAGING HOLDING CO | Long | Equity-common | US | $39M | 1M | 0.03 |
| GREEN CROSS CO LTD | Long | Equity-common | JP | $217K | 29K | 0.00 |
| GREENE COUNTY BANCORP INC | Long | Equity-common | US | $5M | 150K | 0.00 |
| GREIF INC CL A | Long | Equity-common | US | $10M | 156K | 0.01 |
| GRUMA SAB CL B (GRUMA SAB DE CV) | Long | Equity-common | MX | $1M | 63K | 0.00 |
| GRUPO CATALANA OCCIDENTE SA | Long | Equity-common | ES | $3M | 68K | 0.00 |
| GSK CONSUMER HEALTHCARE CAPITAL UK PLC 3.125% 03/24/2025 | Long | Debt | GB | $979K | – | 0.00 |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC 3.375% 03/24/2027 | Long | Debt | US | $2M | – | 0.00 |
| GSK PLC SPONS ADR | Long | Equity-common | GB | $101M | 2M | 0.09 |
| GSMS 2021-IP A TSFR1M+106.448 10/15/2036 144A (GS MTG SECS CORP TR 2021-IP) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GUARDANT HEALTH INC | Long | Equity-common | US | $6M | 206K | 0.00 |
| HACKETT GROUP INC | Long | Equity-common | US | $765K | 34K | 0.00 |
| HALEON PLC | Long | Equity-common | GB | $78M | 19M | 0.07 |
| HALEON PLC SPONS ADR | Long | Equity-common | GB | $85M | 10M | 0.07 |
| HALLIBURTON CO | Long | Equity-common | US | $3M | 93K | 0.00 |
| HAMILTON LANE INC - A | Long | Equity-common | US | $7M | 56K | 0.01 |
| HANCOCK WHITNEY CORP | Long | Equity-common | US | $4M | 95K | 0.00 |
| HANMI FINANCIAL CORPORATION | Long | Equity-common | US | $6M | 360K | 0.00 |
| HARLEY-DAVIDSON INC | Long | Equity-common | US | $12M | 332K | 0.01 |
| HARTFORD FINL SVCS GROUP INC | Long | Equity-common | US | $75M | 725K | 0.06 |
| HAWKINS INC | Long | Equity-common | US | $4M | 41K | 0.00 |
| HAYWARD HOLDINGS INC | Long | Equity-common | US | $19M | 1M | 0.02 |
| HCA INC 4.5% 02/15/2027 | Long | Debt | US | $2M | – | 0.00 |
| HCA INC 5.25% 06/15/2026 | Long | Debt | US | $3M | – | 0.00 |
| HCA INC 5.875% 02/15/2026 | Long | Debt | US | $2M | – | 0.00 |
| HDFC BANK LTD (DEMAT) | Long | Equity-common | IN | $8M | 459K | 0.01 |
| HDFC BANK LTD SPON ADR | Long | Equity-common | IN | $2M | 42K | 0.00 |
| HEALTHPEAK PROPERTIES INC | Long | Equity-common | US | $7M | 357K | 0.01 |
| HEALTHSTREAM INC | Long | Equity-common | US | $990K | 36K | 0.00 |
| HEICO CORP CL A (HEICO CORP NEW) | Long | Equity-common | US | $16M | 93K | 0.01 |
| HELEN OF TROY LTD | Long | Equity-common | BM | $32M | 297K | 0.03 |
| HENGAN INTL GRP CO LTD (HENGAN INTERNATIONAL GROUP CO LTD) | Long | Equity-common | KY | $1M | 414K | 0.00 |
| HENRY SCHEIN INC | Long | Equity-common | US | $16M | 229K | 0.01 |
| HERBALIFE LTD | Long | Equity-common | KY | $2M | 150K | 0.00 |
| HESS CORP | Long | Equity-common | US | $33M | 216K | 0.03 |
| HESS CORP 3.5% 07/15/2024 | Long | Debt | US | $1M | – | 0.00 |
| HEWLETT PACKARD ENTERPRISE CO | Long | Equity-common | US | $9M | 512K | 0.01 |
| HEXCEL CORPORATION | Long | Equity-common | US | $220K | 3K | 0.00 |
| HF SINCLAIR CORP | Long | Equity-common | US | $10M | 189K | 0.01 |
| HIGHWOODS PROPERTIES INC | Long | Equity-common | US | $5M | 190K | 0.00 |
| HILLENBRAND INC | Long | Equity-common | US | $31M | 664K | 0.03 |
| HOLLYWOOD BOWL GROUP PLC | Long | Equity-common | GB | $3M | 697K | 0.00 |
| HOLOGIC INC | Long | Equity-common | US | $11M | 146K | 0.01 |
| HOME DEPOT INC | Long | Equity-common | US | $66M | 196K | 0.06 |
| HONEYWELL INTL INC (HONEYWELL INTERNATIONAL INC) | Long | Equity-common | US | $4M | 20K | 0.00 |
| HOWMET AEROSPACE INC | Long | Equity-common | US | $62M | 737K | 0.05 |
| HSBC HOLDINGS PLC 1.645/VAR 04/18/2026 | Long | Debt | GB | $965K | – | 0.00 |
| HSBC HOLDINGS PLC 4.292%/VAR 09/12/2026 | Long | Debt | GB | $1M | – | 0.00 |
| HSBC HOLDINGS PLC 5.597%/VAR 05/17/2028 | Long | Debt | GB | $3M | – | 0.00 |
| HSBC HOLDINGS PLC 5.887%/VAR 08/14/2027 | Long | Debt | GB | $5M | – | 0.00 |
| HSBC HOLDINGS PLC 7.336%/VAR 11/03/2026 | Long | Debt | GB | $2M | – | 0.00 |
| HUBBELL INC | Long | Equity-common | US | $29M | 74K | 0.02 |
| HUBBELL INC CALL 470 09/20/2024 (CHICAGO BOARD OPTIONS EXCHANGE) | Derivative-equity | US | $-117K | – | -0.00 | |
| HUBSPOT INC | Long | Equity-common | US | $69M | 113K | 0.06 |
| HUMANA INC | Long | Equity-common | US | $91M | 253K | 0.08 |
| HUNTINGTON AUTO TR 2024-1 5.23% 01/16/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.00 |
| HUNTINGTON BANCSHARES INC/OH 2.625% 08/06/2024 | Long | Debt | US | $994K | – | 0.00 |
| HUNTINGTON INGALLS INDUSTRIES INC | Long | Equity-common | US | $47M | 187K | 0.04 |
| HUNTINGTON NATL BK COLUMBUS OH 5.699%/VAR 11/18/2025 (HUNTINGTON NATIONAL BANK) | Long | Debt | US | $2M | – | 0.00 |
| HUNTSMAN CORP | Long | Equity-common | US | $5M | 212K | 0.00 |
| HY LOK CORP | Long | Equity-common | KR | $2M | 77K | 0.00 |
| HYPERA SA | Long | Equity-common | BR | $6M | 1M | 0.00 |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C 5.8% 12/15/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B 5.41% 05/17/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| HYUNDAI AUTO RECEIVABLES TR 2024-A 4.99% 02/15/2029 | Long | ABS-collateralized bond/debt obligation | US | $573K | – | 0.00 |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-B 5.48% 04/17/2028 | Long | ABS-collateralized bond/debt obligation | US | $285K | – | 0.00 |
| HYUNDAI CAP AMER 1.5% 06/15/2026 144A (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $2M | – | 0.00 |
| HYUNDAI CAP AMER 5.5% 03/30/2026 144A (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $2M | – | 0.00 |
| HYUNDAI CAP AMER 5.65% 06/26/2026 144A (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $3M | – | 0.00 |
| HYUNDAI CAP AMER 5.8% 06/26/2025 144A (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $2M | – | 0.00 |
| HYUNDAI CAP AMER 5.95% 09/21/2026 144A (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $4M | – | 0.00 |
| IAC INC | Long | Equity-common | US | $13M | 266K | 0.01 |
| IBOTTA INC | Long | Equity-common | US | $1M | 14K | 0.00 |
| ICF INTERNATIONAL INC | Long | Equity-common | US | $29M | 206K | 0.02 |
| ICHOR HOLDINGS LTD | Long | Equity-common | KY | $9M | 243K | 0.01 |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.809% 05/08/2027 | Long | Debt | IE | $3M | – | 0.00 |
| ICON PLC | Long | Equity-common | IE | $20M | 62K | 0.02 |
| IDACORP INC | Long | Equity-common | US | $14M | 146K | 0.01 |
| IES HOLDINGS INC | Long | Equity-common | US | $18M | 118K | 0.02 |
| ILLUMINA INC | Long | Equity-common | US | $3M | 28K | 0.00 |
| IMAX CORPORATION | Long | Equity-common | CA | $12M | 753K | 0.01 |
| IMMUNOCORE HOLDINGS LTD ADR (IMMUNOCORE HOLDINGS PLC) | Long | Equity-common | GB | $7M | 146K | 0.01 |
| IMPERIAL BRANDS FINANCE PLC 3.5% 07/26/2026 144A | Long | Debt | GB | $4M | – | 0.00 |
| IMPERIAL OIL LTD | Long | Equity-common | CA | $210M | 3M | 0.18 |
| IMPINJ INC | Long | Equity-common | US | $2M | 12K | 0.00 |
| INBODY CO LTD | Long | Equity-common | KR | $595K | 32K | 0.00 |
| INCHCAPE PLC | Long | Equity-common | GB | $13M | 1M | 0.01 |
| INCYTE CORP | Long | Equity-common | US | $15M | 261K | 0.01 |
| INDEPENDENT BANK CORP (INDEPENDENT BANK CORP MICH) | Long | Equity-common | US | $4M | 169K | 0.00 |
| INDEPENDENT BANK GROUP INC | Long | Equity-common | US | $5M | 100K | 0.00 |
| INFORMATICA INC | Long | Equity-common | US | $2M | 58K | 0.00 |
| ING GROEP NV SOFR 1.726%/VAR 04/01/2027 | Long | Debt | NL | $3M | – | 0.00 |
| INGERSOLL RAND INC | Long | Equity-common | US | $114M | 1M | 0.10 |
| INGERSOLL RAND INC 5.197% 06/15/2027 | Long | Debt | US | $4M | – | 0.00 |
| INGLES MARKETS INC-CL A | Long | Equity-common | US | $2M | 21K | 0.00 |
| INGREDION INC | Long | Equity-common | US | $2M | 19K | 0.00 |
| INNOSPEC INC | Long | Equity-common | US | $5M | 37K | 0.00 |
| INSIGHT ENTERPRISES INC | Long | Equity-common | US | $52M | 267K | 0.04 |
| INSMED INC | Long | Equity-common | US | $38M | 688K | 0.03 |
| INSPIRE MEDICAL SYSTEMS INC | Long | Equity-common | US | $43M | 272K | 0.04 |
| INSTALLED BUILDING PRODUCTS INC | Long | Equity-common | US | $8M | 36K | 0.01 |
| INSULET CORP | Long | Equity-common | US | $46M | 260K | 0.04 |
| INTEGRA LIFESCIENCES HLDS CORP (INTEGRA LIFESCIENCES HLDG CORP) | Long | Equity-common | US | $6M | 201K | 0.01 |
| INTEL CORP | Long | Equity-common | US | $42M | 1M | 0.04 |
| INTELLIA THERAPEUTICS INC | Long | Equity-common | US | $4M | 169K | 0.00 |
| INTERACTIVE BROKERS GROUP INC | Long | Equity-common | US | $18M | 143K | 0.02 |
| INTERCONTINENTAL EXCHANGE INC | Long | Equity-common | US | $89M | 662K | 0.07 |
| INTERCONTINENTAL EXCHANGE INC 3.65% 05/23/2025 | Long | Debt | US | $1M | – | 0.00 |
| INTERNATIONAL BANCSHARES CORP | Long | Equity-common | US | $3M | 46K | 0.00 |
| INTERNATIONAL GAME TECHNOLOGY PLC | Long | Equity-common | GB | $15M | 752K | 0.01 |
| INTERNATIONAL GAMES SYS CO LTD (INTERNATIONAL GAMES SYSTEM CO LTD) | Long | Equity-common | TW | $3M | 100K | 0.00 |
| INTERNATIONAL MONEY EXPRESS INC | Long | Equity-common | US | $1M | 53K | 0.00 |
| INTERPUBLIC GROUP OF COS INC | Long | Equity-common | US | $47M | 1M | 0.04 |
| INTESA SANPAOLO SPA 3.25% 09/23/2024 144A | Long | Debt | IT | $3M | – | 0.00 |
| INTL BUS MACH CORP (IBM CORPORATION) | Long | Equity-common | US | $23M | 141K | 0.02 |
| INTUIT INC | Long | Equity-common | US | $152M | 264K | 0.13 |
| INTUITIVE SURGICAL INC | Long | Equity-common | US | $47M | 117K | 0.04 |
| INVITATION HOMES INC | Long | Equity-common | US | $56M | 2M | 0.05 |
| INWIDO AB | Long | Equity-common | SE | $560K | 40K | 0.00 |
| IPG PHOTONICS CORP | Long | Equity-common | US | $4M | 45K | 0.00 |
| IQVIA HOLDINGS INC | Long | Equity-common | US | $27M | 123K | 0.02 |
| IRHYTHM TECHNOLOGIES INC | Long | Equity-common | US | $5M | 54K | 0.00 |
| ITOCHU CORP (ITOCHU CORPORATION) | Long | Equity-common | JP | $13M | 269K | 0.01 |
| ITRON INC | Long | Equity-common | US | $6M | 60K | 0.01 |
| ITT INC | Long | Equity-common | US | $35M | 263K | 0.03 |
| IVANHOE ELECTRIC INC | Long | Equity-common | US | $5M | 450K | 0.00 |
| IVANHOE MINES LTD (IVANHOE MINE LTD) | Long | Equity-common | CA | $49M | 3M | 0.04 |
| JABIL INC | Long | Equity-common | US | $24M | 198K | 0.02 |
| JANUS INTERNATIONAL GROUP INC | Long | Equity-common | US | $10M | 714K | 0.01 |
| JANUX THERAPEUTICS INC | Long | Equity-common | US | $2M | 43K | 0.00 |
| JAZZ PHARMA PLC (JAZZ PHARMACEUTICALS PLC) | Long | Equity-common | IE | $4M | 34K | 0.00 |
| JD SPORTS FASHION PLC | Long | Equity-common | GB | $27M | 17M | 0.02 |
| JDE PEETS BV 0.8% 09/24/2024 144A | Long | Debt | NL | $2M | – | 0.00 |
| JET2 PLC | Long | Equity-common | GB | $6M | 369K | 0.01 |
| JOHN DEERE OWNER TRUST 2024 4.96% 11/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.00 |
| JOHNSON and JOHNSON | Long | Equity-common | US | $256M | 2M | 0.22 |
| JOHNSON CONTROLS INTERNATIONAL PLC | Long | Equity-common | IE | $43M | 592K | 0.04 |
| JONES LANG LASALLE INC | Long | Equity-common | US | $31M | 154K | 0.03 |
| JOST WERKE SE | Long | Equity-common | DE | $4M | 89K | 0.00 |
| JPMBB 2014-C21 A5 3.7748% 08/15/47 (JPMBB COML MTG SECS TR 2014-C21) | Long | ABS-mortgage backed security | US | $567K | – | 0.00 |
| JPMORGAN CHASE and CO | Long | Equity-common | US | $965M | 5M | 0.81 |
| JPMORGAN CHASE and CO 1.578%/VAR 04/22/2027 | Long | Debt | US | $3M | – | 0.00 |
| JPMORGAN CHASE and CO 3.845%/VAR 06/14/2025 | Long | Debt | US | $3M | – | 0.00 |
| JPMORGAN CHASE and CO 5.04%/VAR 01/23/2028 | Long | Debt | US | $2M | – | 0.00 |
| JPMORGAN CHASE and CO 5.7%/VAR 04/22/2028 | Long | Debt | US | $2M | – | 0.00 |
| JPMORGAN CHASE and CO FRN VAR 02/24/2026 | Long | Debt | US | $3M | – | 0.00 |
| JPMORGAN CHASE and CO SOFR 1.47%/VAR 09/22/2027 | Long | Debt | US | $4M | – | 0.00 |
| JUMBO SA | Long | Equity-common | GR | $6M | 201K | 0.00 |
| JUNIPER NETWORKS INC | Long | Equity-common | US | $17M | 484K | 0.01 |
| KADANT INC | Long | Equity-common | US | $5M | 18K | 0.00 |
| KAMEI CORP | Long | Equity-common | JP | $2M | 154K | 0.00 |
| KANSAI ELECTRIC POWER CO INC | Long | Equity-common | JP | $15M | 827K | 0.01 |
| KB HOME | Long | Equity-common | US | $8M | 115K | 0.01 |
| KBR INC | Long | Equity-common | US | $50M | 759K | 0.04 |
| KELLANOVA | Long | Equity-common | US | $5M | 76K | 0.00 |
| KENVUE INC | Long | Equity-common | US | $276M | 14M | 0.23 |
| KEROS THERAPEUTICS (KEROS THERAPEUTICS INC) | Long | Equity-common | US | $13M | 278K | 0.01 |
| KEURIG DR PEPPER INC | Long | Equity-common | US | $241M | 7M | 0.20 |
| KEYBANK NATL ASSN FRN SOFR+32 06/14/2024 | Long | Debt | US | $3M | – | 0.00 |
| KEYCORP | Long | Equity-common | US | $81M | 6M | 0.07 |
| KEYCORP 3.878%/VAR 05/23/2025 | Long | Debt | US | $2M | – | 0.00 |
| KFORCE INC | Long | Equity-common | US | $18M | 289K | 0.02 |
| KIMBERLY CLARK CORP (KIMBERLY-CLARK CORP) | Long | Equity-common | US | $7M | 54K | 0.01 |
| KINDER MORGAN INC (KINDER MORGAN INC DEL) | Long | Equity-common | US | $7M | 378K | 0.01 |
| KINGBOARD HOLDINGS LTD | Long | Equity-common | KY | $2M | 707K | 0.00 |
| KINSALE CAPITAL GROUP INC | Long | Equity-common | US | $13M | 33K | 0.01 |
| KIRBY CORP | Long | Equity-common | US | $26M | 211K | 0.02 |
| KKR and CO INC | Long | Equity-common | US | $83M | 808K | 0.07 |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC | Long | Equity-common | US | $36M | 749K | 0.03 |
| KOHLS CORP | Long | Equity-common | US | $8M | 376K | 0.01 |
| KONTOOR BRANDS INC | Long | Equity-common | US | $18M | 246K | 0.02 |
| KOPPERS HLDGS INC (KOPPERS HOLDINGS INC) | Long | Equity-common | US | $8M | 180K | 0.01 |
| KOSMOS ENERGY LTD | Long | Equity-common | US | $58M | 10M | 0.05 |
| KRAFT HEINZ CO | Long | Equity-common | US | $22M | 616K | 0.02 |
| KRATOS DEFENSE and SEC SOLTN INC (KRATOS DEFENSE and SECURITY SOLUTIONS INC) | Long | Equity-common | US | $21M | 980K | 0.02 |
| KROGER CO | Long | Equity-common | US | $12M | 232K | 0.01 |
| KT and G CORP | Long | Equity-common | KR | $6M | 91K | 0.00 |
| KYNDRYL HOLDINGS INC | Long | Equity-common | US | $3M | 104K | 0.00 |
| L3HARRIS TECHNOLOGIES INC | Long | Equity-common | US | $87M | 385K | 0.07 |
| L3HARRIS TECHNOLOGIES INC 5.4% 01/15/2027 | Long | Debt | US | $2M | – | 0.00 |
| LABCORP HOLDINGS INC | Long | Equity-common | US | $17M | 87K | 0.01 |
| LAM RESEARCH CORP | Long | Equity-common | US | $29M | 31K | 0.02 |
| LAMB WESTON HOLDINGS INC | Long | Equity-common | US | $175M | 2M | 0.15 |
| LANCASTER COLONY CORP | Long | Equity-common | US | $6M | 31K | 0.00 |
| LANDSTAR SYSTEM INC | Long | Equity-common | US | $10M | 55K | 0.01 |
| LATTICE SEMICONDUCTOR CORP | Long | Equity-common | US | $66M | 890K | 0.06 |
| LAUREATE EDUCATION INC | Long | Equity-common | US | $61M | 4M | 0.05 |
| LAZARD INC CL A | Long | Equity-common | US | $18M | 451K | 0.02 |
| LCI INDUSTRIES | Long | Equity-common | US | $11M | 97K | 0.01 |
| LDC SA | Long | Equity-common | FR | $2M | 10K | 0.00 |
| LEAR CORP NEW | Long | Equity-common | US | $47M | 373K | 0.04 |
| LEGEND BIOTECH CORP SPON ADR | Long | Equity-common | KY | $39M | 970K | 0.03 |
| LEIDOS HOLDINGS INC (LEIDOS HLDGS INC) | Long | Equity-common | US | $14M | 93K | 0.01 |
| LEMAITRE VASCULAR INC | Long | Equity-common | US | $2M | 23K | 0.00 |
| LENNAR CORP CL A | Long | Equity-common | US | $7M | 45K | 0.01 |
| LEONARDO DRS INC | Long | Equity-common | US | $2M | 65K | 0.00 |
| LEVI STRAUSS and COMPANY CL A | Long | Equity-common | US | $10M | 400K | 0.01 |
| LGI HOMES INC | Long | Equity-common | US | $3M | 36K | 0.00 |
| LIBERTY BROADBAND CORP A | Long | Equity-common | US | $26M | 476K | 0.02 |
| LIBERTY ENERGY INC CL A | Long | Equity-common | US | $11M | 426K | 0.01 |
| LIBERTY GLOBAL LTD C | Long | Equity-common | BM | $6M | 357K | 0.01 |
| LIBERTY MEDIA CORP LIBERTY FORMULA ONE CL C (LIBERTY MEDIA CORP-LIBERTY FORMULA ONE) | Long | Equity-common | US | $10M | 138K | 0.01 |
| LIBERTY MEDIA CORP-LIBERTY SIRIUSXM | Long | Equity-common | US | $856K | 38K | 0.00 |
| LIFE 2021-BMR MTG TR TSFR1M+81.448 03/15/2038 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| LIFESTANCE HEALTH GROUP INC | Long | Equity-common | US | $22M | 4M | 0.02 |
| LIGHT and WONDER INC CL A | Long | Equity-common | US | $3M | 31K | 0.00 |
| LINCOLN ELECTRIC HLDGS INC (LINCOLN ELECTRIC HOLDINGS INC) | Long | Equity-common | US | $16M | 79K | 0.01 |
| LINCOLN NATIONAL CORP (LINCOLN NATIONAL CORP IND) | Long | Equity-common | US | $8M | 257K | 0.01 |
| LINDE PLC | Long | Equity-common | IE | $140M | 321K | 0.12 |
| LIONSGATE STUDIOS CORP | Long | Equity-common | CA | $257K | 31K | 0.00 |
| LKQ CORP | Long | Equity-common | US | $20M | 470K | 0.02 |
| LLOYDS BANKING GROUP PLC 1.627%/VAR 05/11/2027 | Long | Debt | GB | $5M | – | 0.00 |
| LLOYDS BANKING GROUP PLC 5.462%/VAR 01/05/2028 | Long | Debt | GB | $2M | – | 0.00 |
| LLOYDS BANKING GROUP PLC 5.985%/VAR 08/07/2027 | Long | Debt | GB | $3M | – | 0.00 |
| LOAR HOLDINGS INC | Long | Equity-common | US | $3M | 49K | 0.00 |
| LOCKHEED MARTIN CORP | Long | Equity-common | US | $223M | 474K | 0.19 |
| LOEWS CORP | Long | Equity-common | US | $16M | 213K | 0.01 |
| LONDON STOCK EXCHANGE GRP PLC (LONDON STOCK EXCHANGE GROUP PLC) | Long | Equity-common | GB | $25M | 213K | 0.02 |
| LOUISIANA PACIFIC CORP | Long | Equity-common | US | $13M | 138K | 0.01 |
| LOWES COS INC | Long | Equity-common | US | $291M | 1M | 0.25 |
| LOWES COS INC 4.8% 04/01/2026 | Long | Debt | US | $223K | – | 0.00 |
| LOWES COS INC 4% 04/15/2025 | Long | Debt | US | $1M | – | 0.00 |
| LPL FINL HLDGS INC (LPL FINANCIAL HOLDINGS INC) | Long | Equity-common | US | $66M | 232K | 0.06 |
| LSB INDUSTRIES INC | Long | Equity-common | US | $679K | 69K | 0.00 |
| LUMENTUM HOLDINGS INC | Long | Equity-common | US | $24M | 562K | 0.02 |
| LXP INDUSTRIAL TRUST REIT | Long | Equity-common | US | $26M | 3M | 0.02 |
| LYONDELLBASELL INDS CLASS A (LYONDELLBASELL INDS NV) | Long | Equity-common | NL | $34M | 339K | 0.03 |
| M and T BANK CORP | Long | Equity-common | US | $194M | 1M | 0.16 |
| M/I HOMES INC | Long | Equity-common | US | $5M | 41K | 0.00 |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC | Long | Equity-common | US | $7M | 73K | 0.01 |
| MACYS INC | Long | Equity-common | US | $7M | 334K | 0.01 |
| MADRIGAL PHARMACEUTICALS INC | Long | Equity-common | US | $5M | 21K | 0.00 |
| MAISONS DU MONDE SA | Long | Equity-common | FR | $2M | 415K | 0.00 |
| MAKUS INC | Long | Equity-common | KR | $2M | 287K | 0.00 |
| MALIBU BOATS INC CL A | Long | Equity-common | US | $1M | 31K | 0.00 |
| MANHATTAN ASSOCIATES INC (MANHATTAN ASSOCS INC) | Long | Equity-common | US | $20M | 93K | 0.02 |
| MARATHON OIL CORP | Long | Equity-common | US | $6M | 211K | 0.01 |
| MARATHON PETROLEUM CORP | Long | Equity-common | US | $10M | 57K | 0.01 |
| MARKETAXESS HLDGS INC (MARKETAXESS HOLDINGS INC) | Long | Equity-common | US | $52M | 262K | 0.04 |
| MARLETTE FUNDING TRUST 2024-1 5.95% 07/17/2034 144A | Long | ABS-collateralized bond/debt obligation | US | $244K | – | 0.00 |
| MARR SPA | Long | Equity-common | IT | $5M | 430K | 0.00 |
| MARRIOTT INTERNATIONAL INC A (MARRIOTT INTERNATIONAL INC/MD) | Long | Equity-common | US | $88M | 379K | 0.07 |
| MARSH and MCLENNAN COS INC | Long | Equity-common | US | $84M | 405K | 0.07 |
| MARTIN MARIETTA MATERIALS INC | Long | Equity-common | US | $24M | 42K | 0.02 |
| MARUWA CO LTD (MARUWA CERAMIC CO LTD) | Long | Equity-common | JP | $3M | 16K | 0.00 |
| MARVELL TECHNOLOGY INC | Long | Equity-common | US | $120M | 2M | 0.10 |
| MASIMO CORP | Long | Equity-common | US | $45M | 362K | 0.04 |
| MASSMUTUAL GLOBAL FDG II 4.5% 04/10/2026 144A | Long | Debt | US | $2M | – | 0.00 |
| MASSMUTUAL GLOBAL FDG II 5.1% 04/09/2027 144A | Long | Debt | US | $3M | – | 0.00 |
| MASTERBRAND INC | Long | Equity-common | US | $3M | 192K | 0.00 |
| MASTERCARD INC CL A | Long | Equity-common | US | $52M | 117K | 0.04 |
| MATCH GROUP INC | Long | Equity-common | US | $36M | 1M | 0.03 |
| MATSON INC | Long | Equity-common | US | $1M | 10K | 0.00 |
| MATTEL INC | Long | Equity-common | US | $8M | 445K | 0.01 |
| MAX STOCK LTD | Long | Equity-common | IL | $591K | 224K | 0.00 |
| MAXIMUS INC | Long | Equity-common | US | $107M | 1M | 0.09 |
| MAYR MELNHOF KARTON AG | Long | Equity-common | AT | $4M | 35K | 0.00 |
| MCDONALDS CORP | Long | Equity-common | US | $34M | 132K | 0.03 |
| MCJ CO LTD | Long | Equity-common | JP | $6M | 689K | 0.01 |
| MCKESSON CORP | Long | Equity-common | US | $108M | 189K | 0.09 |
| MEDIFAST INC | Long | Equity-common | US | $425K | 17K | 0.00 |
| MEDPACE HOLDINGS INC (MEDPACE HLDGS INC) | Long | Equity-common | US | $16M | 40K | 0.01 |
| MEDTRONIC PLC | Long | Equity-common | IE | $14M | 175K | 0.01 |
| MEG ENERGY CORP | Long | Equity-common | CA | $80M | 4M | 0.07 |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.32% 01/18/2028 | Long | ABS-collateralized bond/debt obligation | US | $713K | – | 0.00 |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.8% 01/11/2027 144A | Long | Debt | US | $2M | – | 0.00 |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.95% 03/30/2025 144A | Long | Debt | US | $2M | – | 0.00 |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC 5.5% 11/27/2024 144A | Long | Debt | US | $998K | – | 0.00 |
| MERCEDES-BENZ GROUP AG | Long | Equity-common | DE | $3M | 35K | 0.00 |
| MERCK and CO INC NEW | Long | Equity-common | US | $220M | 2M | 0.19 |
| MERIT MEDICAL SYSTEMS INC | Long | Equity-common | US | $16M | 196K | 0.01 |
| MERUS B.V. (MERUS NV) | Long | Equity-common | NL | $20M | 372K | 0.02 |
| META PLATFORMS INC CL A | Long | Equity-common | US | $979M | 2M | 0.83 |
| META PLATFORMS INC CL A CALL 575 06/21/2024 (CHICAGO BOARD OPTIONS EXCHANGE) | Derivative-equity | US | $-800 | – | -0.00 | |
| METHODE ELECTRONICS INC | Long | Equity-common | US | $4M | 363K | 0.00 |
| METLIFE INC | Long | Equity-common | US | $13M | 173K | 0.01 |
| METRO INC | Long | Equity-common | CA | $14M | 262K | 0.01 |
| MGM RESORTS INTERNATIONAL | Long | Equity-common | US | $9M | 212K | 0.01 |
| MGP INGREDIENTS INC (MGP INGREDIENTS INC NEW) | Long | Equity-common | US | $8M | 98K | 0.01 |
| MICRON TECHNOLOGY INC | Long | Equity-common | US | $235M | 2M | 0.20 |
| MICRON TECHNOLOGY INC 4.185% 02/15/2027 | Long | Debt | US | $3M | – | 0.00 |
| MICROSOFT CORP | Long | Equity-common | US | $3B | 7M | 2.34 |
| MICROSTRATEGY INC CL A | Long | Equity-common | US | $8M | 5K | 0.01 |
| MID AMERICA APT CMNTY INC (MID-AMERICA APT CMNTYS INC) | Long | Equity-common | US | $25M | 188K | 0.02 |
| MILLER INDUSTRIES INC TENN | Long | Equity-common | US | $6M | 91K | 0.00 |
| MINERALS TECHNOLOGIES INC | Long | Equity-common | US | $11M | 121K | 0.01 |
| MISSISSIPPI PWR CO FRN SOFR+30 06/28/2024 (MISSISSIPPI POWER CO) | Long | Debt | US | $2M | – | 0.00 |
| MITANI CORP (MITANI SHOJI) (MITANI CORP (SHOJI)) | Long | Equity-common | JP | $3M | 279K | 0.00 |
| MITSUBISHI UFJ FIN GRP INC 0.953%/VAR 07/19/2025 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.00 |
| MITSUBISHI UFJ FIN GRP INC 1.538%/VAR 07/20/2027 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $3M | – | 0.00 |
| MIZUHO FINL GROUP INC 1.234%/VAR 5/22/2027 (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $3M | – | 0.00 |
| MIZUHO FINL GROUP INC 1.554%/VAR 07/09/2027 (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $3M | – | 0.00 |
| MIZUHO FINL GROUP INC 2.226%/VAR 05/25/2026 (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.00 |
| MIZUHO FINL GROUP INC 3.477% 04/12/2026 144A (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.00 |
| MKS INSTRUMENTS INC | Long | Equity-common | US | $24M | 193K | 0.02 |
| MOBILEYE GLOBAL INC A | Long | Equity-common | US | $3M | 116K | 0.00 |
| MOHAWK INDUSTRIES INC | Long | Equity-common | US | $34M | 276K | 0.03 |
| MOLINA HEALTHCARE INC | Long | Equity-common | US | $14M | 45K | 0.01 |
| MOLSON COORS BEVERAGE CO B | Long | Equity-common | US | $4M | 66K | 0.00 |
| MOMENTUM GROUP KOMPONENTER and TJANSTER AB B (MOMENTUM GROUP AB) | Long | Equity-common | SE | $3M | 167K | 0.00 |
| MONDELEZ INTL HLDGS NETH B V 1.25% 09/24/2026 144A (MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV) | Long | Debt | NL | $2M | – | 0.00 |
| MONDELEZ INTL INC (MONDELEZ INTERNATIONAL INC) | Long | Equity-common | US | $59M | 865K | 0.05 |
| MONGODB INC CL A | Long | Equity-common | US | $41M | 174K | 0.03 |
| MONRO INC | Long | Equity-common | US | $1M | 47K | 0.00 |
| MONSTER BEVERAGE CORP (MONSTER BEVERAGE CORP NEW) | Long | Equity-common | US | $72M | 1M | 0.06 |
| MOODYS CORP | Long | Equity-common | US | $47M | 120K | 0.04 |
| MOODYS CORP 3.75% 03/24/2025 | Long | Debt | US | $3M | – | 0.00 |
| MOONLAKE IMMUNOTHERAPEUTICS | Long | Equity-common | KY | $3M | 80K | 0.00 |
| MORGAN STANLEY | Long | Equity-common | US | $164M | 2M | 0.14 |
| MORGAN STANLEY 0.791%/VAR 01/22/2025 | Long | Debt | US | $3M | – | 0.00 |
| MORGAN STANLEY 0.985%/VAR 12/10/2026 | Long | Debt | US | $3M | – | 0.00 |
| MORGAN STANLEY 1.512%/VAR 07/20/2027 | Long | Debt | US | $2M | – | 0.00 |
| MORGAN STANLEY BK NA SALT LAKE 4.754% 04/21/2026 | Long | Debt | US | $931K | – | 0.00 |
| MORGAN STANLEY BK NA SALT LAKE 5.479% 07/16/2025 | Long | Debt | US | $2M | – | 0.00 |
| MORGAN STANLEY BK NA SALT LAKE 5.882% 10/30/2026 | Long | Debt | US | $2M | – | 0.00 |
| MORGAN STANLEY SOFR 1.593%/VAR 05/04/2027 | Long | Debt | US | $4M | – | 0.00 |
| MORNINGSTAR INC | Long | Equity-common | US | $989K | 3K | 0.00 |
| MPLX LP 1.75% 03/01/2026 | Long | Debt | US | $5M | – | 0.00 |
| MPLX LP 4% 02/15/2025 | Long | Debt | US | $2M | – | 0.00 |
| MSA SAFETY INC | Long | Equity-common | US | $2M | 13K | 0.00 |
| MSC INDUSTRIAL DIRECT CO CL A (MSC INDUSTRIAL DIRECT INC) | Long | Equity-common | US | $6M | 70K | 0.01 |
| MSCI INC | Long | Equity-common | US | $4M | 7K | 0.00 |
| MTY FOOD GROUP INC | Long | Equity-common | CA | $3M | 86K | 0.00 |
| MUELLER INDUSTRIES INC | Long | Equity-common | US | $10M | 172K | 0.01 |
| MULTICONSULT AS | Long | Equity-common | NO | $422K | 30K | 0.00 |
| MURPHY OIL CORP | Long | Equity-common | US | $15M | 356K | 0.01 |
| MURPHY USA INC | Long | Equity-common | US | $75M | 170K | 0.06 |
| MYTILINEOS SA | Long | Equity-common | GR | $3M | 87K | 0.00 |
| NAPCO SECURITY TECHNOLOGIES INC | Long | Equity-common | US | $10M | 203K | 0.01 |
| NASDAQ INC | Long | Equity-common | US | $3M | 47K | 0.00 |
| NASDAQ INC 5.65% 06/28/2025 | Long | Debt | US | $318K | – | 0.00 |
| NATERA INC | Long | Equity-common | US | $24M | 227K | 0.02 |
| NATIONAL BANK OF GREECE SA | Long | Equity-common | GR | $2M | 243K | 0.00 |
| NATIONAL BEVERAGE CORPORATION | Long | Equity-common | US | $2M | 35K | 0.00 |
| NATIONAL ENERGY SERVICES REUNITED CORP | Long | Equity-common | VG | $4M | 407K | 0.00 |
| NATIONAL GRID PLC | Long | Equity-common | GB | $55M | 5M | 0.05 |
| NATIONAL GRID PLC RT 06/10/24 | Long | Equity-common | GB | $4M | 1M | 0.00 |
| NATIONAL RESEARCH CORP | Long | Equity-common | US | $617K | 22K | 0.00 |
| NATIONWIDE BUILDING SOC(UNGTD) 6.557%/VAR 10/18/2027 144A (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $2M | – | 0.00 |
| NATWEST GROUP PLC 6.156% 03/02/2027 | Long | Debt | GB | $3M | – | 0.00 |
| NATWEST GRP PLC(UNGTD) 7.472%/VAR 11/10/2026 (NATWEST GROUP PLC) | Long | Debt | GB | $2M | – | 0.00 |
| NATWEST MARKETS PLC 0.8% 08/12/2024 144A | Long | Debt | GB | $3M | – | 0.00 |
| NATWEST MARKETS PLC 5.416% 05/17/2027 144A | Long | Debt | GB | $2M | – | 0.00 |
| NATWEST MARKETS PLC FRN SOFR+145 03/22/2025 144A | Long | Debt | GB | $2M | – | 0.00 |
| NCR VOYIX CORP | Long | Equity-common | US | $1M | 77K | 0.00 |
| NERDWALLET INC A | Long | Equity-common | US | $10M | 740K | 0.01 |
| NETAPP INC | Long | Equity-common | US | $4M | 37K | 0.00 |
| NETFLIX INC | Long | Equity-common | US | $106M | 165K | 0.09 |
| NETSCOUT SYSTEMS INC | Long | Equity-common | US | $2M | 97K | 0.00 |
| NEW JERSEY RESOURCES CORP | Long | Equity-common | US | $7M | 154K | 0.01 |
| NEW YORK COMMUNITY BANCORP INC | Long | Equity-common | US | $4M | 1M | 0.00 |
| NEWMARK GROUP INC CL A | Long | Equity-common | US | $21M | 2M | 0.02 |
| NEWMARKET CORP | Long | Equity-common | US | $6M | 10K | 0.00 |
| NEWMONT CORP | Long | Equity-common | US | $6M | 135K | 0.00 |
| NEXSTAR MEDIA GROUP INC | Long | Equity-common | US | $4M | 25K | 0.00 |
| NEXT PLC | Long | Equity-common | GB | $7M | 59K | 0.01 |
| NEXTERA ENERGY INC | Long | Equity-common | US | $179M | 2M | 0.15 |
| NEXTRACKER INC CL A | Long | Equity-common | US | $8M | 151K | 0.01 |
| NICOLET BANKSHARES INC | Long | Equity-common | US | $6M | 77K | 0.01 |
| NIHON DENGI CO LTD | Long | Equity-common | JP | $1M | 29K | 0.00 |
| NIHON FLUSH CO LTD | Long | Equity-common | JP | $558K | 97K | 0.00 |
| NIKE INC CL B | Long | Equity-common | US | $80M | 843K | 0.07 |
| NISOURCE INC | Long | Equity-common | US | $19M | 667K | 0.02 |
| NISOURCE INC 0.95% 08/15/2025 | Long | Debt | US | $3M | – | 0.00 |
| NISSAN MASTER OWNER TR RECEIVABLE 5.05% 02/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| NMI HOLDINGS INC | Long | Equity-common | US | $6M | 173K | 0.00 |
| NN GROUP NV | Long | Equity-common | NL | $7M | 146K | 0.01 |
| NN GROUP NV RT | Long | Equity-common | NL | $330K | 146K | 0.00 |
| NOMAD FOODS LTD | Long | Equity-common | VG | $6M | 330K | 0.00 |
| NOODLES and CO CL A | Long | Equity-common | US | $694K | 369K | 0.00 |
| NORCONSULT AS | Long | Equity-common | NO | $581K | 187K | 0.00 |
| NORDSON CORP | Long | Equity-common | US | $3M | 14K | 0.00 |
| NORFOLK SOUTHERN CORP | Long | Equity-common | US | $18M | 79K | 0.01 |
| NORMA GROUP SE | Long | Equity-common | DE | $2M | 86K | 0.00 |
| NORTHERN OIL AND GAS INC | Long | Equity-common | US | $32M | 786K | 0.03 |
| NORTHERN TRUST CORP | Long | Equity-common | US | $177M | 2M | 0.15 |
| NORTHROP GRUMMAN CORP | Long | Equity-common | US | $183M | 406K | 0.15 |
| NOVA MEASURING INSTRUMENTS LTD (NOVA LTD) | Long | Equity-common | IL | $8M | 37K | 0.01 |
| NOVANTA INC | Long | Equity-common | CA | $3M | 19K | 0.00 |
| NRG ENERGY INC | Long | Equity-common | US | $22M | 267K | 0.02 |
| NUCOR CORP | Long | Equity-common | US | $46M | 275K | 0.04 |
| NUTRIEN LTD | Long | Equity-common | CA | $76M | 1M | 0.06 |
| NUTRIEN LTD 5.9% 11/07/2024 | Long | Debt | CA | $2M | – | 0.00 |
| NVE CORP | Long | Equity-common | US | $568K | 7K | 0.00 |
| NVENT ELECTRIC PLC | Long | Equity-common | IE | $25M | 307K | 0.02 |
| NVIDIA CORP | Long | Equity-common | US | $2B | 2M | 1.80 |
| NXP B V/NXP FDG LLC/NXP USA INC 3.875% 06/18/2026 | Long | Debt | NL | $3M | – | 0.00 |
| NXP BV/NXP FDG LLC 5.35% 03/01/2026 | Long | Debt | NL | $4M | – | 0.00 |
| NXP SEMICONDUCTORS NV | Long | Equity-common | NL | $65M | 239K | 0.05 |
| OCCIDENTAL PETROLEUM CORP | Long | Equity-common | US | $77M | 1M | 0.07 |
| OCEANEERING INTERNATIONAL INC | Long | Equity-common | US | $7M | 303K | 0.01 |
| OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $53K | – | 0.00 |
| OCWEN LN INVT TR 2024-HB1 3% 02/25/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $63K | – | 0.00 |
| OGE ENERGY CORP | Long | Equity-common | US | $18M | 498K | 0.02 |
| OIL and NATURAL GAS CORP LTD | Long | Equity-common | IN | $3M | 998K | 0.00 |
| OKTA INC CL A | Long | Equity-common | US | $16M | 182K | 0.01 |
| OLD DOMINION FREIGHT LINES INC | Long | Equity-common | US | $71M | 405K | 0.06 |
| OLD REPUBLIC INTL CORP | Long | Equity-common | US | $3M | 86K | 0.00 |
| OLIN CORP | Long | Equity-common | US | $57M | 1M | 0.05 |
| OMEGA FLEX INC | Long | Equity-common | US | $299K | 5K | 0.00 |
| OMEGA HEALTHCARE INVESTORS INC | Long | Equity-common | US | $9M | 292K | 0.01 |
| OMEGA HEALTHCARE INVESTORS INC 4.5% 01/15/2025 | Long | Debt | US | $3M | – | 0.00 |
| ON SEMICONDUCTOR CORP | Long | Equity-common | US | $85M | 1M | 0.07 |
| ONEMAIN HOLDINGS INC (ONEMAIN HLDGS INC) | Long | Equity-common | US | $37M | 757K | 0.03 |
| ONESPAWORLD HOLDINGS LTD | Long | Equity-common | BS | $7M | 465K | 0.01 |
| ONTO INNOVATION INC | Long | Equity-common | US | $15M | 68K | 0.01 |
| OPEN TEXT CORPORATION | Long | Equity-common | CA | $26M | 895K | 0.02 |
| OPEN TEXT CORPORATION | Long | Equity-common | CA | $7M | 243K | 0.01 |
| OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A | Long | ABS-mortgage backed security | US | $394K | – | 0.00 |
| OPTION CARE HEALTH INC | Long | Equity-common | US | $683K | 23K | 0.00 |
| ORACLE CORP | Long | Equity-common | US | $138M | 1M | 0.12 |
| ORACLE CORP 2.65% 07/15/2026 | Long | Debt | US | $2M | – | 0.00 |
| OREILLY AUTOMOTIVE INC 5.75% 11/20/2026 | Long | Debt | US | $2M | – | 0.00 |
| ORGANON and CO | Long | Equity-common | US | $5M | 237K | 0.00 |
| ORRSTOWN FINANCIAL SERVICES (ORRSTOWN FINL SVCS INC) | Long | Equity-common | US | $2M | 95K | 0.00 |
| OSHKOSH CORP | Long | Equity-common | US | $18M | 157K | 0.02 |
| OTIS WORLDWIDE CORP | Long | Equity-common | US | $14M | 140K | 0.01 |
| OTIS WORLDWIDE CORP 2.056% 04/05/2025 | Long | Debt | US | $3M | – | 0.00 |
| OTTER TAIL CORPORATION | Long | Equity-common | US | $990K | 11K | 0.00 |
| OUTFRONT MEDIA INC | Long | Equity-common | US | $13M | 934K | 0.01 |
| OVINTIV INC | Long | Equity-common | US | $109M | 2M | 0.09 |
| OWENS AND MINOR INC | Long | Equity-common | US | $22M | 1M | 0.02 |
| OWENS CORNING INC (OWENS CORNING NEW) | Long | Equity-common | US | $19M | 103K | 0.02 |
| OXFORD INDUSTRIES (OXFORD INDUSTRIES INC) | Long | Equity-common | US | $5M | 43K | 0.00 |
| PACCAR INC | Long | Equity-common | US | $15M | 137K | 0.01 |
| PACKAGING CORP OF AMERICA | Long | Equity-common | US | $12M | 67K | 0.01 |
| PALMER SQUARE LOAN FUNDING 2024-3A A1 TSFR3M+108 08/08/2032 144A (PALMER SQUARE LOAN FUNDING 2024-3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| PARAMOUNT GLOBAL CL B | Long | Equity-common | US | $1M | 106K | 0.00 |
| PAREX RESOURCES INC (PAREX RES INC) | Long | Equity-common | CA | $61M | 4M | 0.05 |
| PARK HOTELS and RESORTS INC | Long | Equity-common | US | $3M | 189K | 0.00 |
| PARKER HANNIFIN CORP (PARKER-HANNIFIN CORP) | Long | Equity-common | US | $152M | 286K | 0.13 |
| PARKER-HANNIFIN CORP 3.65% 06/15/2024 | Long | Debt | US | $1M | – | 0.00 |
| PARKLAND CORP | Long | Equity-common | CA | $18M | 619K | 0.02 |
| PATHWARD FINANCIAL INC | Long | Equity-common | US | $14M | 265K | 0.01 |
| PATRIA INVESTMENTS LTD | Long | Equity-common | KY | $5M | 373K | 0.00 |
| PATRICK INDUSTRIES INC | Long | Equity-common | US | $32M | 277K | 0.03 |
| PAYCOM SOFTWARE INC | Long | Equity-common | US | $3M | 21K | 0.00 |
| PAYLOCITY HOLDING CORP (PAYLOCITY HOLDING CORPORATION) | Long | Equity-common | US | $9M | 66K | 0.01 |
| PAYPAL HLDGS INC | Long | Equity-common | US | $32M | 514K | 0.03 |
| PBF ENERGY INC CL A | Long | Equity-common | US | $17M | 374K | 0.01 |
| PC CONNECTION INC | Long | Equity-common | US | $1M | 17K | 0.00 |
| PEGASYSTEMS INC | Long | Equity-common | US | $626K | 11K | 0.00 |
| PELOTON INTERACTIVE INC CL A | Long | Equity-common | US | $315K | 87K | 0.00 |
| PENNANT GROUP INC (PENNANT GROUP INC(THE)) | Long | Equity-common | US | $4M | 171K | 0.00 |
| PENTAIR PLC | Long | Equity-common | IE | $92M | 1M | 0.08 |
| PENUMBRA INC | Long | Equity-common | US | $107M | 567K | 0.09 |
| PEPSICO INC | Long | Equity-common | US | $56M | 322K | 0.05 |
| PERDOCEO EDUCATION CORP | Long | Equity-common | US | $2M | 100K | 0.00 |
| PERELLA WEINBERG PARTNERS | Long | Equity-common | US | $11M | 694K | 0.01 |
| PERFICIENT INC | Long | Equity-common | US | $6M | 87K | 0.01 |
| PERFORMANCE FOOD GROUP CO | Long | Equity-common | US | $75M | 1M | 0.06 |
| PERNOD-RICARD (PERNOD RICARD SA) | Long | Equity-common | FR | $7M | 45K | 0.01 |
| PETROLEOS MEXICANOS 6.5% 03/13/2027 | Long | Debt | MX | $2M | – | 0.00 |
| PETS AT HOME GROUP PLC | Long | Equity-common | GB | $9M | 2M | 0.01 |
| PFIZER INC | Long | Equity-common | US | $49M | 2M | 0.04 |
| PG and E CORP | Long | Equity-common | US | $345M | 19M | 0.29 |
| PHILIP MORRIS INTL INC (PHILIP MORRIS INTERNATIONAL INC) | Long | Equity-common | US | $42M | 419K | 0.04 |
| PHILIP MORRIS INTL INC 4.75% 02/12/2027 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.00 |
| PHILIP MORRIS INTL INC 5.125% 11/15/2024 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.00 |
| PHILIPS NV (KON) (NY REG) NEW YORK REGISTERED SHARES (KONINKLIJKE PHILIPS NV) | Long | Equity-common | NL | $12M | 438K | 0.01 |
| PHILLIPS 66 | Long | Equity-common | US | $47M | 332K | 0.04 |
| PHILLIPS 66 3.85% 04/09/2025 | Long | Debt | US | $2M | – | 0.00 |
| PHILLIPS 66 CO 3.55% 10/01/2026 | Long | Debt | US | $2M | – | 0.00 |
| PHOTO-ME INTERNATIONAL PLC | Long | Equity-common | GB | $1M | 470K | 0.00 |
| PHOTRONIC INC (PHOTRONICS INC) | Long | Equity-common | US | $3M | 95K | 0.00 |
| PHREESIA INC | Long | Equity-common | US | $15M | 802K | 0.01 |
| PICKLES HOLDINGS CO LTD | Long | Equity-common | JP | $999K | 132K | 0.00 |
| PICO FAR EAST HOLDINGS LTD | Long | Equity-common | KY | $222K | 1M | 0.00 |
| PINNACLE FINL PARTNERS INC | Long | Equity-common | US | $4M | 53K | 0.00 |
| PINNACLE WEST CAPITAL CORP | Long | Equity-common | US | $5M | 60K | 0.00 |
| PINTEREST INC CL A | Long | Equity-common | US | $19M | 459K | 0.02 |
| PIONEER NATURAL RESOURCES CO 1.125% 01/15/2026 | Long | Debt | US | $1M | – | 0.00 |
| PIPER SANDLER COS | Long | Equity-common | US | $7M | 33K | 0.01 |
| PIRAEUS FINANCIAL HOLDINGS SA | Long | Equity-common | GR | $13M | 3M | 0.01 |
| PJT PARTNERS INC | Long | Equity-common | US | $8M | 79K | 0.01 |
| PLUMAS BANCORP | Long | Equity-common | US | $5M | 145K | 0.00 |
| PLYMOUTH INDL REIT INC (PLYMOUTH INDUSTRIAL REIT INC) | Long | Equity-common | US | $27M | 1M | 0.02 |
| PNC FINANCIAL SERVICES GRP INC | Long | Equity-common | US | $320M | 2M | 0.27 |
| PNC FINANCIAL SERVICES GRP INC 5.3%/VAR 01/21/2028 | Long | Debt | US | $3M | – | 0.00 |
| PNC FINANCIAL SERVICES GRP INC 6.55% 10/20/2027 | Long | Debt | US | $4M | – | 0.00 |
| PNM RESOURCES INC | Long | Equity-common | US | $8M | 202K | 0.01 |
| POPULAR INC | Long | Equity-common | PR | $3M | 31K | 0.00 |
| PORSCHE FINL AUTO SECURITIZATION TR 2023 5.79% 01/22/2029 144A (PORSCHE FINL AUTO SECURITIZATION TR 2023-2) | Long | ABS-collateralized bond/debt obligation | US | $678K | – | 0.00 |
| POSEIDA THERAPEUTICS INC | Long | Equity-common | US | $36K | 12K | 0.00 |
| POST HOLDINGS INC | Long | Equity-common | US | $815K | 8K | 0.00 |
| POSTAL REALTY TRUST INC | Long | Equity-common | US | $2M | 186K | 0.00 |
| POWELL INDUSTRIES INC | Long | Equity-common | US | $2M | 14K | 0.00 |
| POWER INTEGRATIONS INC | Long | Equity-common | US | $6M | 85K | 0.01 |
| PPL CORPORATION | Long | Equity-common | US | $23M | 796K | 0.02 |
| PREFERRED BANK LOS ANGELES (PREFERRED BANK LOS ANGELES CA) | Long | Equity-common | US | $1M | 19K | 0.00 |
| PRESSANCE CORP | Long | Equity-common | JP | $3M | 285K | 0.00 |
| PRESTIGE CONSUMER HEALTHCARE INC | Long | Equity-common | US | $5M | 75K | 0.00 |
| PRESTIGE INTERNATIONAL INC | Long | Equity-common | JP | $2M | 528K | 0.00 |
| PRICESMART INC | Long | Equity-common | US | $3M | 37K | 0.00 |
| PRIMERICA INC | Long | Equity-common | US | $50M | 220K | 0.04 |
| PRIMO WATER CORP | Long | Equity-common | CA | $23M | 1M | 0.02 |
| PRINCIPAL FINL GROUP INC (PRINCIPAL FINANCIAL GROUP INC) | Long | Equity-common | US | $2M | 24K | 0.00 |
| PRIVIA HEALTH GROUP INC | Long | Equity-common | US | $28M | 2M | 0.02 |
| PROCTER and GAMBLE CO | Long | Equity-common | US | $425M | 3M | 0.36 |
| PROFICIENT AUTO LOGISTICS INC | Long | Equity-common | US | $11M | 738K | 0.01 |
| PROGRESSIVE CORP OHIO | Long | Equity-common | US | $67M | 316K | 0.06 |
| PROLOGIS INC REIT | Long | Equity-common | US | $53M | 482K | 0.04 |
| PROS HLDGS INC (PROS HOLDINGS INC) | Long | Equity-common | US | $4M | 145K | 0.00 |
| PRPM 2021-2 5.115% 03/25/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $310K | – | 0.00 |
| PRPM 2024-RPL2 A1 LLC VAR 05/25/2054 144A (PRPM 2024-RPL2 LLC) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| PRUDENTIAL PLC | Long | Equity-common | GB | $4M | 455K | 0.00 |
| PTC INC | Long | Equity-common | US | $25M | 141K | 0.02 |
| PTC THERAPEUTICS INC | Long | Equity-common | US | $7M | 184K | 0.01 |
| PUBLIC STORAGE | Long | Equity-common | US | $53M | 192K | 0.04 |
| PUBLIC SVC ENTERPRISE GRP INC (PUBLIC SERVICE ENTERPRISE GROUP INC) | Long | Equity-common | US | $26M | 342K | 0.02 |
| PUGET ENERGY INC 3.65% 05/15/2025 | Long | Debt | US | $2M | – | 0.00 |
| PULMONX CORP | Long | Equity-common | US | $5M | 639K | 0.00 |
| PULTEGROUP INC (PULTE GROUP INC) | Long | Equity-common | US | $32M | 271K | 0.03 |
| PVH CORP | Long | Equity-common | US | $70M | 584K | 0.06 |
| QCR HOLDINGS INC | Long | Equity-common | US | $9M | 151K | 0.01 |
| QINGDAO PORT INTL CO LTD H | Long | Equity-common | CN | $3M | 4M | 0.00 |
| QORVO INC | Long | Equity-common | US | $10M | 97K | 0.01 |
| QUAKER HOUGHTON | Long | Equity-common | US | $9M | 52K | 0.01 |
| QUALCOMM INC | Long | Equity-common | US | $68M | 331K | 0.06 |
| QUALYS INC | Long | Equity-common | US | $8M | 56K | 0.01 |
| QUANTA SVCS INC | Long | Equity-common | US | $44M | 158K | 0.04 |
| QUEST DIAGNOSTICS INC | Long | Equity-common | US | $10M | 73K | 0.01 |
| QUICK CO LTD | Long | Equity-common | JP | $2M | 181K | 0.00 |
| QUINSTREET INC | Long | Equity-common | US | $6M | 362K | 0.01 |
| RABOBANK NEDERLAND NY BRH 3.875% 08/22/2024 (RABOBANK NEDERLAND NEW YORK BRH) | Long | Debt | US | $2M | – | 0.00 |
| RADIAN GROUP INC | Long | Equity-common | US | $2M | 79K | 0.00 |
| RADIANT LOGISTICS INC | Long | Equity-common | US | $83K | 16K | 0.00 |
| RAIZNEXT CORP | Long | Equity-common | JP | $2M | 206K | 0.00 |
| RANGE RESOURCES CORP | Long | Equity-common | US | $31M | 829K | 0.03 |
| RAPID7 INC | Long | Equity-common | US | $18M | 508K | 0.02 |
| RATHBONES GROUP PLC | Long | Equity-common | GB | $15M | 654K | 0.01 |
| RAYMOND JAMES FINANCIAL INC. | Long | Equity-common | US | $45M | 367K | 0.04 |
| RAYONIER INC REIT | Long | Equity-common | US | $583K | 19K | 0.00 |
| RAYTHEON TECHNOLOGIES CORP | Long | Equity-common | US | $49M | 452K | 0.04 |
| RAYTHEON TECHNOLOGIES CORP 5.75% 11/08/2026 | Long | Debt | US | $728K | – | 0.00 |
| RED ROCK RESORTS INC | Long | Equity-common | US | $16M | 312K | 0.01 |
| REDINGTON INDIA LTD | Long | Equity-common | IN | $3M | 1M | 0.00 |
| REGAL REXNORD CORP | Long | Equity-common | US | $126M | 840K | 0.11 |
| REGENERON PHARMACEUTICALS INC | Long | Equity-common | US | $112M | 115K | 0.09 |
| REINSURANCE GROUP OF AMERICA (REINSURANCE GROUP OF AMERICA INC) | Long | Equity-common | US | $70M | 333K | 0.06 |
| RENESAS ELECTRONICS CORP | Long | Equity-common | JP | $49M | 3M | 0.04 |
| REPLIGEN (REPLIGEN CORP) | Long | Equity-common | US | $14M | 97K | 0.01 |
| REPUBLIC SERVICES INC | Long | Equity-common | US | $23M | 126K | 0.02 |
| REPUBLIC SERVICES INC 3.2% 03/15/2025 | Long | Debt | US | $1M | – | 0.00 |
| RESTAURANT BRANDS INTERNATIONAL INC (RESTAURANT BRANDS INTL INC) | Long | Equity-common | CA | $41M | 604K | 0.03 |
| REVVITY INC 0.85% 09/15/2024 | Long | Debt | US | $3M | – | 0.00 |
| REYNOLDS AMERICAN INC 4.45% 06/12/2025 | Long | Debt | US | $4M | – | 0.00 |
| RH | Long | Equity-common | US | $17M | 61K | 0.01 |
| RHI MAGNESITA NV | Long | Equity-common | NL | $4M | 94K | 0.00 |
| RIKEN KEIKI CO LTD | Long | Equity-common | JP | $918K | 36K | 0.00 |
| RIVIAN AUTOMOTIVE INC | Long | Equity-common | US | $9M | 790K | 0.01 |
| RLI CORP | Long | Equity-common | US | $9M | 59K | 0.01 |
| RLJ LODGING TRUST | Long | Equity-common | US | $3M | 269K | 0.00 |
| RMR GROUP INC W/I CL A | Long | Equity-common | US | $512K | 22K | 0.00 |
| ROBERT HALF INC | Long | Equity-common | US | $10M | 161K | 0.01 |
| ROBINHOOD MARKETS INC | Long | Equity-common | US | $8M | 397K | 0.01 |
| ROBINSONS LAND CORP | Long | Equity-common | PH | $813K | 3M | 0.00 |
| ROBLOX CORP | Long | Equity-common | US | $9M | 278K | 0.01 |
| ROCHE HOLDINGS AG (GENUSSCHEINE) (ROCHE HOLDING AG) | Long | Equity-common | CH | $69M | 270K | 0.06 |
| ROCKY BRANDS INC | Long | Equity-common | US | $11M | 282K | 0.01 |
| ROGERS COMMUNICATIONS INC 2.9% 11/15/2026 | Long | Debt | CA | $2M | – | 0.00 |
| ROKU INC CLASS A | Long | Equity-common | US | $10M | 174K | 0.01 |
| ROLLS-ROYCE HOLDINGS PLC | Long | Equity-common | GB | $10M | 2M | 0.01 |
| ROPER TECHNOLOGIES INC | Long | Equity-common | US | $6M | 11K | 0.01 |
| ROPER TECHNOLOGIES INC 1% 09/15/2025 | Long | Debt | US | $2M | – | 0.00 |
| ROPER TECHNOLOGIES INC 2.35% 09/15/2024 | Long | Debt | US | $2M | – | 0.00 |
| ROSS STORES INC | Long | Equity-common | US | $109M | 781K | 0.09 |
| ROSS STORES INC 0.875% 04/15/2026 | Long | Debt | US | $3M | – | 0.00 |
| ROYAL BANK OF CANADA 2.55% 07/16/2024 | Long | Debt | CA | $2M | – | 0.00 |
| ROYALTY PHARMA PLC | Long | Equity-common | GB | $27M | 968K | 0.02 |
| RPM INTERNATIONAL INC | Long | Equity-common | US | $22M | 195K | 0.02 |
| RR 16 LTD TSFR3M+137.161 07/15/2036 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| RS GROUP PLC | Long | Equity-common | GB | $14M | 2M | 0.01 |
| RUSH ENTERPRISES INC CL A | Long | Equity-common | US | $13M | 277K | 0.01 |
| RXSIGHT INC | Long | Equity-common | US | $8M | 138K | 0.01 |
| RYANAIR HOLDINGS PLC SPON ADR | Long | Equity-common | IE | $6M | 50K | 0.01 |
| RYMAN HOSPITALITY PPTYS INC | Long | Equity-common | US | $3M | 32K | 0.00 |
| S and P GLOBAL INC | Long | Equity-common | US | $4M | 10K | 0.00 |
| S and P MID 400 EMINI FUT JUN24 FAM4 (CHICAGO MERCANTILE EXCH INC) | Derivative-equity | US | $8K | – | 0.00 | |
| S and P500 EMINI FUT JUN24 ESM4 (CHICAGO MERCANTILE EXCH INC) | Derivative-equity | US | $14M | – | 0.01 | |
| S FOODS INC | Long | Equity-common | JP | $4M | 208K | 0.00 |
| SAFRAN SA | Long | Equity-common | FR | $6M | 25K | 0.00 |
| SAGE GROUP PLC | Long | Equity-common | GB | $17M | 1M | 0.01 |
| SALESFORCE INC | Long | Equity-common | US | $186M | 794K | 0.16 |
| SALLY BEAUTY HLDGS INC | Long | Equity-common | US | $4M | 358K | 0.00 |
| SAMSUNG ELECTRONICS CO LTD | Long | Equity-common | KR | $16M | 308K | 0.01 |
| SAMSUNG ELECTRONICS CO LTD PFD | Long | Equity-preferred | KR | $121M | 3M | 0.10 |
| SANFILIPPO (JOHN B) and SON INC. | Long | Equity-common | US | $1M | 13K | 0.00 |
| SANMINA CORP | Long | Equity-common | US | $6M | 87K | 0.01 |
| SANOFI SPON ADR | Long | Equity-common | FR | $107M | 2M | 0.09 |
| SANTANDER HLDGS USA INC 4.26/VAR 06/09/2025 | Long | Debt | US | $3M | – | 0.00 |
| SANTANDER HLDGS USA INC 6.18%/VAR 05/31/2027 | Long | Debt | US | $860K | – | 0.00 |
| SAP SE SPON ADR | Long | Equity-common | DE | $106M | 582K | 0.09 |
| SARANTIS SA (REG) | Long | Equity-common | GR | $3M | 278K | 0.00 |
| SAREPTA THERAPEUTICS INC | Long | Equity-common | US | $19M | 149K | 0.02 |
| SAVILLS PLC | Long | Equity-common | GB | $6M | 403K | 0.00 |
| SBA COMMUNICATIONS CORP | Long | Equity-common | US | $309K | 2K | 0.00 |
| SBNA AUTO LEASE TRUST 2024-B 5.56% 11/22/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $631K | – | 0.00 |
| SCHWAB CHARLES CORP | Long | Equity-common | US | $17M | 230K | 0.01 |
| SCIENCE APPLICATIONS INTERNATIONAL CORP | Long | Equity-common | US | $38M | 281K | 0.03 |
| SCIENTEX BHD | Long | Equity-common | MY | $1M | 1M | 0.00 |
| SCORPIO TANKERS INC | Long | Equity-common | MH | $6M | 71K | 0.00 |
| SEA LTD ADR | Long | Equity-common | KY | $51M | 759K | 0.04 |
| SEAGATE TECHNOLOGY HOLDINGS PLC | Long | Equity-common | IE | $32M | 343K | 0.03 |
| SEALED AIR CORP | Long | Equity-common | US | $10M | 259K | 0.01 |
| SEI INV CORP (SEI INVESTMENTS CO) | Long | Equity-common | US | $10M | 152K | 0.01 |
| SELECTIVE INSURANCE GROUP INC | Long | Equity-common | US | $21M | 213K | 0.02 |
| SEMPRA | Long | Equity-common | US | $121M | 2M | 0.10 |
| SENSATA TECHNOLOGIES HOLDING PLC | Long | Equity-common | GB | $6M | 143K | 0.00 |
| SERVICE CORP INTERNATIONAL INC | Long | Equity-common | US | $43M | 594K | 0.04 |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1 4.95% 05/21/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $621K | – | 0.00 |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 5.33% 11/20/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $359K | – | 0.00 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 5.47% 10/20/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| SHARKNINJA INC | Long | Equity-common | KY | $7M | 92K | 0.01 |
| SHELL PLC | Long | Equity-common | GB | $8M | 233K | 0.01 |
| SHELL PLC RT | Long | Equity-common | GB | $80K | 233K | 0.00 |
| SHELL PLC SPONS ADR | Long | Equity-common | GB | $340M | 5M | 0.29 |
| SHERWIN WILLIAMS CO | Long | Equity-common | US | $5M | 15K | 0.00 |
| SHOALS TECHNOLOGIES GROUP INC | Long | Equity-common | US | $3M | 425K | 0.00 |
| SIEMENS AG (REGD) | Long | Equity-common | DE | $160M | 829K | 0.13 |
| SIGNATURE BANK (SIGNATURE BK NEW YORK NY) | Long | Equity-common | US | $74K | 30K | 0.00 |
| SILGAN HOLDINGS INC | Long | Equity-common | US | $15M | 319K | 0.01 |
| SILICON MOTION TECH CORP ADR | Long | Equity-common | KY | $4M | 50K | 0.00 |
| SIMON PPTY GROUP INC - REIT (SIMON PROPERTY GROUP INC) | Long | Equity-common | US | $102M | 676K | 0.09 |
| SIMPLY GOOD FOODS CO | Long | Equity-common | US | $62M | 2M | 0.05 |
| SIMPSON MANUFACTURING CO | Long | Equity-common | US | $18M | 109K | 0.02 |
| SIMULATIONS PLUS INC | Long | Equity-common | US | $1M | 23K | 0.00 |
| SINOPHARM GROUP CO LTD H | Long | Equity-common | CN | $11M | 4M | 0.01 |
| SITE CENTERS CORP | Long | Equity-common | US | $3M | 193K | 0.00 |
| SITIO ROYALTIES CORP | Long | Equity-common | US | $13M | 548K | 0.01 |
| SITRONIX TECHNOLOGY CORP | Long | Equity-common | TW | $169K | 21K | 0.00 |
| SKECHERS USA INC CL A | Long | Equity-common | US | $11M | 160K | 0.01 |
| SKYWORKS SOLUTIONS INC | Long | Equity-common | US | $11M | 115K | 0.01 |
| SMART GLOBAL HOLDINGS INC | Long | Equity-common | KY | $12M | 600K | 0.01 |
| SMITH (AO) CORP | Long | Equity-common | US | $16M | 192K | 0.01 |
| SMITH (WH) PLC (WH SMITH PLC) | Long | Equity-common | GB | $7M | 472K | 0.01 |
| SNAP INC - A | Long | Equity-common | US | $73M | 5M | 0.06 |
| SNAP-ON INCORPORATED (SNAP-ON TOOLS CORP) | Long | Equity-common | US | $22M | 80K | 0.02 |
| SNOWFLAKE INC CL A | Long | Equity-common | US | $25M | 182K | 0.02 |
| SOCIETE GENERALE FRANCE FRN SOFR+105 01/21/2026 144A | Long | Debt | FR | $3M | – | 0.00 |
| SOFI CONSUMER LOAN PROGRAM 2023-1S TRUST 5.81% 05/15/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $113K | – | 0.00 |
| SOLAREDGE TECHNOLOGIES INC | Long | Equity-common | US | $40M | 815K | 0.03 |
| SOLARWINDS CORP | Long | Equity-common | US | $618K | 53K | 0.00 |
| SOLVENTUM CORP | Long | Equity-common | US | $17M | 283K | 0.01 |
| SONY GROUP CORP ADR | Long | Equity-common | JP | $6M | 78K | 0.01 |
| SOPRA STERIA GROUP | Long | Equity-common | FR | $5M | 23K | 0.00 |
| SOULBRAIN (SOULBRAIN CO LTD) | Long | Equity-common | KR | $7M | 28K | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO 3.7% 08/01/2025 | Long | Debt | US | $1M | – | 0.00 |
| SOUTHERN CO (SOUTHERN COMPANY) | Long | Equity-common | US | $195M | 2M | 0.16 |
| SOUTHERN COMPANY 5.5% 03/15/2029 | Long | Debt | US | $903K | – | 0.00 |
| SOUTHERN MISSOURI BANCORP INC | Long | Equity-common | US | $4M | 97K | 0.00 |
| SOUTHWEST GAS HOLDINGS INC | Long | Equity-common | US | $4M | 47K | 0.00 |
| SOUTHWESTERN ENERGY CO | Long | Equity-common | US | $18M | 2M | 0.02 |
| SPAR NORD BANKAKTIELSKAB (SPAR NORD BANK A/S) | Long | Equity-common | DK | $76K | 4K | 0.00 |
| SPAREBANK 1 NORD NORGE | Long | Equity-common | NO | $434K | 45K | 0.00 |
| SPAREBANK 1 OESTLANDET | Long | Equity-common | NO | $3M | 238K | 0.00 |
| SPECTRUM BRANDS HOLDINGS INC | Long | Equity-common | US | $8M | 85K | 0.01 |
| SPIRIT AEROSYSTEM HLD INC CL A (SPIRIT AEROSYSTEMS HLDGS INC) | Long | Equity-common | US | $61M | 2M | 0.05 |
| SPORTSMANS WHSE HLDGS INC | Long | Equity-common | US | $2M | 444K | 0.00 |
| SPOTIFY TECHNOLOGY SA | Long | Equity-common | LU | $18M | 61K | 0.02 |
| SPROUTS FMRS MKT INC (SPROUTS FARMERS MARKET INC) | Long | Equity-common | US | $37M | 465K | 0.03 |
| SPTR 5/31/24 MS 45 BPS 2 BP BF (MORGAN STANLEY and CO. INTERNATIONAL PLC) | Derivative-interest rate | GB | $13M | – | 0.01 | |
| SPTR 8/30/24 GS 43 BPS 1 BP BF (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $12M | – | 0.01 | |
| SPYRE THERAPEUTICS INC | Long | Equity-common | US | $2M | 45K | 0.00 |
| SREIT TR 2021-FLWR TSFR1M+69.103 66 07/15/2036 144A | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| SS and C TECHNOLOGIES HOLDINGS INC (SS and C TECHNOLOGIES HLDGS INC) | Long | Equity-common | US | $19M | 302K | 0.02 |
| STANDEX INTL CORP (STANDEX INTERNATIONAL CORP) | Long | Equity-common | US | $3M | 18K | 0.00 |
| STANLEY BLACK and DECKER INC | Long | Equity-common | US | $7M | 84K | 0.01 |
| STARBUCKS CORP | Long | Equity-common | US | $56M | 702K | 0.05 |
| STATE STREET CORP | Long | Equity-common | US | $50M | 662K | 0.04 |
| STEEL DYNAMICS INC | Long | Equity-common | US | $12M | 88K | 0.01 |
| STEF TFE | Long | Equity-common | FR | $7M | 52K | 0.01 |
| STELLA JONES INC | Long | Equity-common | CA | $2M | 32K | 0.00 |
| STELLANTIS NV | Long | Equity-common | NL | $3M | 114K | 0.00 |
| STEPSTONE GROUP INC CLASS A | Long | Equity-common | US | $23M | 529K | 0.02 |
| STERLING INFRASTRUCTURE INC (STERLING CONSTRUCTION INC) | Long | Equity-common | US | $8M | 69K | 0.01 |
| STEWART INFORMATION SERVICES | Long | Equity-common | US | $10M | 158K | 0.01 |
| STIFEL FINANCIAL CORP | Long | Equity-common | US | $46M | 567K | 0.04 |
| STRUCTURE THERAPEUTICS INC ADR | Long | Equity-common | KY | $1M | 42K | 0.00 |
| STRYKER CORP | Long | Equity-common | US | $80M | 234K | 0.07 |
| SUMCO CORPORATION | Long | Equity-common | JP | $5M | 305K | 0.00 |
| SUMITOMO MITSUI FINL GRP INC 2.696% 07/16/2024 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $1M | – | 0.00 |
| SUMITOMO MITSUI FINL GRP INC 5.464% 01/13/2026 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $3M | – | 0.00 |
| SUMITOMO MITSUI FINL GRP INC 5.88% 07/13/2026 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.00 |
| SUN COMMUNITIES INC - REIT | Long | Equity-common | US | $14M | 121K | 0.01 |
| SUNOPTA INC | Long | Equity-common | CA | $6M | 940K | 0.00 |
| SUPER MICRO COMPUTER INC | Long | Equity-common | US | $9M | 11K | 0.01 |
| SUPERNUS PHARMACEUTICALS INC | Long | Equity-common | US | $2M | 83K | 0.00 |
| SURGERY PARTNERS INC | Long | Equity-common | US | $51M | 2M | 0.04 |
| SYLVAMO CORP | Long | Equity-common | US | $3M | 46K | 0.00 |
| SYNAPTICS INC | Long | Equity-common | US | $7M | 73K | 0.01 |
| SYNCHRONY FINANCIAL | Long | Equity-common | US | $2M | 51K | 0.00 |
| SYNOPSYS INC | Long | Equity-common | US | $91M | 162K | 0.08 |
| SYNOVUS FINANCIAL CORP. | Long | Equity-common | US | $16M | 410K | 0.01 |
| SYSCO CORP | Long | Equity-common | US | $42M | 574K | 0.04 |
| SYSTEM RESEARCH CO LTD | Long | Equity-common | JP | $3M | 294K | 0.00 |
| T-MOBILE USA INC 1.5% 02/15/2026 | Long | Debt | US | $3M | – | 0.00 |
| T-MOBILE USA INC 2.25% 02/15/2026 | Long | Debt | US | $3M | – | 0.00 |
| T-MOBILE USA INC 2.625% 04/15/2026 | Long | Debt | US | $3M | – | 0.00 |
| T-MOBILE USA INC 3.5% 04/15/2025 | Long | Debt | US | $2M | – | 0.00 |
| TAIWAN SEMIC MFG CO LTD SP ADR (TAIWAN SEMICONDUCTOR MFG CO LTD) | Long | Equity-common | TW | $52M | 347K | 0.04 |
| TAIWAN SEMICONDUCTOR MFG CO LTD | Long | Equity-common | TW | $187M | 7M | 0.16 |
| TAKE-TWO INTERACTV SOFTWR INC | Long | Equity-common | US | $9M | 54K | 0.01 |
| TAKKT AG | Long | Equity-common | DE | $3M | 247K | 0.00 |
| TALANX AKTIENGESELLSCHAFT (TALANX AG) | Long | Equity-common | DE | $2M | 29K | 0.00 |
| TAMPA ELECTRIC CO 3.875% 07/12/2024 | Long | Debt | US | $2M | – | 0.00 |
| TANDEM DIABETES CARE INC | Long | Equity-common | US | $8M | 164K | 0.01 |
| TANGER INC- REIT | Long | Equity-common | US | $7M | 250K | 0.01 |
| TAPESTRY INC | Long | Equity-common | US | $98M | 2M | 0.08 |
| TAPESTRY INC 7.05% 11/27/2025 | Long | Debt | US | $96K | – | 0.00 |
| TARGA RESOURCES CORP (TARGA RES CORP) | Long | Equity-common | US | $4M | 38K | 0.00 |
| TARGET CORP | Long | Equity-common | US | $34M | 217K | 0.03 |
| TATE and LYLE PLC | Long | Equity-common | GB | $11M | 1M | 0.01 |
| TAYLOR MORRISON HOME CORP | Long | Equity-common | US | $18M | 310K | 0.02 |
| TD SYNNEX CORP | Long | Equity-common | US | $31M | 239K | 0.03 |
| TDC SOFT INC | Long | Equity-common | JP | $3M | 374K | 0.00 |
| TECHNIPFMC PLC | Long | Equity-common | GB | $26M | 981K | 0.02 |
| TECHTARGET INC | Long | Equity-common | US | $2M | 70K | 0.00 |
| TECK RESOURCES LTD SUB VTG CLB | Long | Equity-common | CA | $11M | 216K | 0.01 |
| TECNOGLASS INC | Long | Equity-common | KY | $16M | 308K | 0.01 |
| TEGNA INC | Long | Equity-common | US | $4M | 299K | 0.00 |
| TELADOC HEALTH INC | Long | Equity-common | US | $4M | 335K | 0.00 |
| TELOS CORP | Long | Equity-common | US | $816K | 180K | 0.00 |
| TEMPUR SEALY INTERNATIONAL INC | Long | Equity-common | US | $30M | 582K | 0.03 |
| TENABLE HOLDINGS INC | Long | Equity-common | US | $68M | 2M | 0.06 |
| TENET HEALTHCARE CORP | Long | Equity-common | US | $8M | 56K | 0.01 |
| TERADATA CORP (TERADATA CORP DEL) | Long | Equity-common | US | $16M | 494K | 0.01 |
| TERADYNE INC | Long | Equity-common | US | $31M | 218K | 0.03 |
| TEREX CORP | Long | Equity-common | US | $20M | 343K | 0.02 |
| TERRENO REALTY CORP (TERRENO RLTY CORP) | Long | Equity-common | US | $12M | 214K | 0.01 |
| TESLA 2024-A A3 5.3% 06/21/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| TESLA AUTO LEASE TRUST 2023-B 6.13% 09/21/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| TESLA AUTO LEASE TRUST 23-A 5.89% 06/22/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $322K | – | 0.00 |
| TESLA INC | Long | Equity-common | US | $183M | 1M | 0.15 |
| TETRA TECH INC (TETRA TECH INC NEW) | Long | Equity-common | US | $17M | 83K | 0.01 |
| TEXTRON INC | Long | Equity-common | US | $25M | 290K | 0.02 |
| THE BOOKING HOLDINGS INC (BOOKING HOLDINGS INC) | Long | Equity-common | US | $207M | 55K | 0.17 |
| THE HOUR GLASS LTD | Long | Equity-common | SG | $2M | 2M | 0.00 |
| THERMO FISHER SCIENTIFIC INC | Long | Equity-common | US | $57M | 101K | 0.05 |
| THINKING ELECTRONIC IND CO LTD | Long | Equity-common | TW | $1M | 202K | 0.00 |
| THRYV HOLDINGS INC | Long | Equity-common | US | $8M | 398K | 0.01 |
| TIDEWATER INC | Long | Equity-common | US | $24M | 229K | 0.02 |
| TIMKEN CO | Long | Equity-common | US | $17M | 198K | 0.01 |
| TJX COMPANIES INC NEW | Long | Equity-common | US | $131M | 1M | 0.11 |
| TKO GROUP HOLDINGS INC | Long | Equity-common | US | $47M | 429K | 0.04 |
| TMUST 24-1A A 5.05% 09/20/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| TOLL BROTHERS INC (TOLL BROS INC) | Long | Equity-common | US | $35M | 291K | 0.03 |
| TOOTSIE ROLL INDUSTRIES INC | Long | Equity-common | US | $757K | 26K | 0.00 |
| TOPBUILD CORP | Long | Equity-common | US | $41M | 98K | 0.03 |
| TOPCO SCIENTIFIC CO LTD | Long | Equity-common | TW | $5M | 574K | 0.00 |
| TORONTO DOMINION BANK 1.2% 06/03/2026 (THE TORONTO DOMINION BANK) | Long | Debt | CA | $921K | – | 0.00 |
| TORONTO DOMINION BANK 5.264% 12/11/2026 (THE TORONTO DOMINION BANK) | Long | Debt | CA | $2M | – | 0.00 |
| TOTALENERGIES SE ADR | Long | Equity-common | FR | $19M | 263K | 0.02 |
| TOTECH CORP | Long | Equity-common | JP | $890K | 55K | 0.00 |
| TOYOTA LEASE OWNER TRUST 2023-B 5.66% 11/20/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| TRADEWEB MARKETS INC A | Long | Equity-common | US | $23M | 215K | 0.02 |
| TRANE TECHNOLOGIES PLC | Long | Equity-common | IE | $188M | 575K | 0.16 |
| TRANSACTION CO LTD | Long | Equity-common | JP | $600K | 50K | 0.00 |
| TRANSDIGM GROUP INC | Long | Equity-common | US | $68M | 51K | 0.06 |
| TRANSMEDICS GROUP INC | Long | Equity-common | US | $9M | 67K | 0.01 |
| TRAVELERS COMPANIES INC (TRAVELERS COS INC) | Long | Equity-common | US | $277M | 1M | 0.23 |
| TREEHOUSE FOODS INC | Long | Equity-common | US | $1M | 35K | 0.00 |
| TREX CO INC | Long | Equity-common | US | $23M | 270K | 0.02 |
| TRI POINTE HOMES INC | Long | Equity-common | US | $12M | 320K | 0.01 |
| TRIMBLE INC | Long | Equity-common | US | $8M | 143K | 0.01 |
| TRONOX HOLDINGS PLC | Long | Equity-common | GB | $50M | 3M | 0.04 |
| TRUEBLUE INC | Long | Equity-common | US | $2M | 207K | 0.00 |
| TRUIST BANK 1.5% 03/10/2025 | Long | Debt | US | $2M | – | 0.00 |
| TRUIST FINANCIAL CORP 5.9%/VAR 10/28/2026 | Long | Debt | US | $4M | – | 0.00 |
| TRUIST FINANCIAL CORP 6.047%/VAR 06/08/2027 | Long | Debt | US | $4M | – | 0.00 |
| TRUIST FINANCIAL CORP FRN SOFR+40 06/09/2025 | Long | Debt | US | $3M | – | 0.00 |
| TRUIST FINL CORP (TRUIST FINANCIAL CORP) | Long | Equity-common | US | $6M | 147K | 0.00 |
| TSC AUTO ID TECHNOLOGY CORP | Long | Equity-common | TW | $335K | 48K | 0.00 |
| TWILIO INC CLASS A | Long | Equity-common | US | $71M | 1M | 0.06 |
| TYSON FOODS INC CL A | Long | Equity-common | US | $68M | 1M | 0.06 |
| UBER TECHNOLOGIES INC | Long | Equity-common | US | $46M | 714K | 0.04 |
| UBISOFT ENTERTAINMENT SA | Long | Equity-common | FR | $13M | 544K | 0.01 |
| UBS GROUP AG | Long | Equity-common | CH | $40M | 1M | 0.03 |
| UBS GROUP AG 1.305%/VAR 02/02/2027 144A | Long | Debt | CH | $3M | – | 0.00 |
| UBS GROUP AG 1.364%/VAR 01/30/2027 144A | Long | Debt | CH | $3M | – | 0.00 |
| UBS GROUP AG 1.494%/VAR 08/10/2027 144A | Long | Debt | CH | $4M | – | 0.00 |
| UBS GROUP AG 4.125% 04/15/2026 144A | Long | Debt | CH | $3M | – | 0.00 |
| UBS GROUP AG 4.49%/VAR 08/05/2025 144A | Long | Debt | CH | $2M | – | 0.00 |
| UBS GROUP AG 4.703%/VAR 08/05/2027 144A | Long | Debt | CH | $3M | – | 0.00 |
| UBS GROUP AG FRN SOFR+158 05/12/2026 144A | Long | Debt | CH | $2M | – | 0.00 |
| UCB SA | Long | Equity-common | BE | $126M | 898K | 0.11 |
| UDR INC | Long | Equity-common | US | $2M | 64K | 0.00 |
| UFP INDUSTRIES INC | Long | Equity-common | US | $17M | 138K | 0.01 |
| UGI CORP NEW | Long | Equity-common | US | $7M | 293K | 0.01 |
| ULTA BEAUTY INC | Long | Equity-common | US | $2M | 5K | 0.00 |
| ULTRA CLEAN HOLDINGS INC (ULTRA CLEAN HLDGS INC) | Long | Equity-common | US | $5M | 107K | 0.00 |
| UMB FINANCIAL CORP | Long | Equity-common | US | $16M | 200K | 0.01 |
| UNION BANKSHARES INC | Long | Equity-common | US | $1M | 49K | 0.00 |
| UNION PACIFIC CORP | Long | Equity-common | US | $98M | 423K | 0.08 |
| UNIT CORP | Long | Equity-common | US | $530K | 14K | 0.00 |
| UNITED AIRLINES HOLDINGS INC | Long | Equity-common | US | $3M | 65K | 0.00 |
| UNITED COMMUNITY BANKS GA (UNITED COMMUNITY BANKS INC) | Long | Equity-common | US | $19M | 757K | 0.02 |
| UNITED PARCEL SERVICE INC CL B | Long | Equity-common | US | $138M | 990K | 0.12 |
| UNITED THERAPEUTICS CORP DEL | Long | Equity-common | US | $7M | 25K | 0.01 |
| UNITEDHEALTH GROUP INC | Long | Equity-common | US | $723M | 1M | 0.61 |
| UNIVERSAL HEALTH SVCS INC CL B (UNIVERSAL HEALTH SERVICES INC) | Long | Equity-common | US | $40M | 211K | 0.03 |
| UNIVERSAL INSURANCE HLDGS INC | Long | Equity-common | US | $785K | 40K | 0.00 |
| UNIVERSAL LOGISTICS HOLDINGS INC | Long | Equity-common | US | $13M | 303K | 0.01 |
| UNIVERSAL MUSIC GROUP NV | Long | Equity-common | NL | $51M | 2M | 0.04 |
| UNIVERSAL MUSIC GROUP NV DRP RT | Long | Equity-common | NL | $477K | 2M | 0.00 |
| UNIVEST FINANCIAL CORP | Long | Equity-common | US | $14M | 629K | 0.01 |
| UNUM GROUP | Long | Equity-common | US | $77M | 1M | 0.07 |
| UPBOUND GROUP INC | Long | Equity-common | US | $6M | 191K | 0.01 |
| UPSTART SECURITIZATION TRUST 2023-3 A 6.9% 10/20/2033 144A | Long | ABS-collateralized bond/debt obligation | US | $825K | – | 0.00 |
| URANIUM ENERGY CORP | Long | Equity-common | US | $2M | 298K | 0.00 |
| URBAN EDGE PROPERTIES | Long | Equity-common | US | $7M | 367K | 0.01 |
| US 2YR NOTE (CBT) FUT SEP24 TUU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-53K | – | -0.00 | |
| US 5YR NOTE (CBT) FUT SEP24 FVU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-39K | – | -0.00 | |
| US BANCORP DEL | Long | Equity-common | US | $176M | 4M | 0.15 |
| US BANCORP DEL 3.1% 04/27/2026 | Long | Debt | US | $1M | – | 0.00 |
| US BANCORP DEL SOFR+0 10/26/2027 | Long | Debt | US | $4M | – | 0.00 |
| US FOODS HOLDING CORP | Long | Equity-common | US | $168M | 3M | 0.14 |
| USANA HEALTH SCIENCES INC | Long | Equity-common | US | $801K | 17K | 0.00 |
| UST BILLS 0% 08/01/2024 | Long | Debt | US | $2M | – | 0.00 |
| UST BILLS 0% 08/08/2024 | Long | Debt | US | $168K | – | 0.00 |
| UST BILLS 0% 08/15/2024 | Long | Debt | US | $59K | – | 0.00 |
| UST BILLS 0% 08/29/2024 | Long | Debt | US | $79K | – | 0.00 |
| UST NOTES 3.625% 05/31/2028 | Long | Debt | US | $66M | – | 0.06 |
| UST NOTES 3.875% 01/15/2026 | Long | Debt | US | $126M | – | 0.11 |
| UST NOTES 4.125% 06/15/2026 | Long | Debt | US | $98M | – | 0.08 |
| UST NOTES 4.125% 10/31/2027 | Long | Debt | US | $24M | – | 0.02 |
| UST NOTES 4.5% 07/15/2026 | Long | Debt | US | $111M | – | 0.09 |
| UST NOTES 4.625% 02/28/2025 | Long | Debt | US | $8M | – | 0.01 |
| UTAH MEDICAL PRODUCTS INC | Long | Equity-common | US | $380K | 6K | 0.00 |
| UWM HOLDINGS CORP CL A | Long | Equity-common | US | $15M | 2M | 0.01 |
| UYEMURA (C) and CO (C UYEMURA and CO LTD) | Long | Equity-common | JP | $5M | 80K | 0.00 |
| V2X INC | Long | Equity-common | US | $23M | 488K | 0.02 |
| VALARIS LTD | Long | Equity-common | BM | $24M | 312K | 0.02 |
| VALERO ENERGY CORP | Long | Equity-common | US | $65M | 414K | 0.05 |
| VALLOUREC SA | Long | Equity-common | FR | $3M | 172K | 0.00 |
| VALMONT INDUSTRIES INC | Long | Equity-common | US | $15M | 58K | 0.01 |
| VALUE ADDED TECHNOLOGIES CO (VALUE ADDED TECHNOLOGIES CO LTD) | Long | Equity-common | KR | $2M | 81K | 0.00 |
| VALVOLINE INC | Long | Equity-common | US | $49M | 1M | 0.04 |
| VAN LANSCHOT KEMPEN NV | Long | Equity-common | NL | $238K | 6K | 0.00 |
| VARONIS SYSTEMS INC (VARONIS SYS INC) | Long | Equity-common | US | $22M | 513K | 0.02 |
| VAXCYTE INC | Long | Equity-common | US | $63M | 893K | 0.05 |
| VECTOR GROUP LTD | Long | Equity-common | US | $2M | 181K | 0.00 |
| VEEVA SYS INC CL A | Long | Equity-common | US | $19M | 110K | 0.02 |
| VENTAS INC REIT | Long | Equity-common | US | $27M | 540K | 0.02 |
| VERALTO CORP | Long | Equity-common | US | $11M | 112K | 0.01 |
| VERISK ANALYTICS INC | Long | Equity-common | US | $11M | 43K | 0.01 |
| VERIZON COMMUNICATIONS INC | Long | Equity-common | US | $24M | 581K | 0.02 |
| VERIZON COMMUNICATIONS INC 4.125% 03/16/2027 | Long | Debt | US | $2M | – | 0.00 |
| VERIZON MASTER TRUST 4.89% 04/13/2028 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| VERIZON MASTER TRUST 5.16% 06/20/2029 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| VERONA PHARMA PLC ADR | Long | Equity-common | GB | $996K | 83K | 0.00 |
| VERRA MOBILITY CORP | Long | Equity-common | US | $17M | 651K | 0.01 |
| VERTEX CORP/JAPAN | Long | Equity-common | JP | $397K | 35K | 0.00 |
| VERTIV HOLDINGS CO | Long | Equity-common | US | $132M | 1M | 0.11 |
| VERTIV HOLDINGS CO CALL 80 06/21/2024 (CHICAGO BOARD OPTIONS EXCHANGE) | Derivative-equity | US | $-3M | – | -0.00 | |
| VERTIV HOLDINGS CO CALL 85 06/21/2024 (CHICAGO BOARD OPTIONS EXCHANGE) | Derivative-equity | US | $-3M | – | -0.00 | |
| VERTIV HOLDINGS LLC PIPE (VERTIV HOLDINGS CO) | Long | Equity-common | US | $6M | 58K | 0.00 |
| VESTAS WIND SYSTEMS AS | Long | Equity-common | DK | $15M | 550K | 0.01 |
| VESTIS (VESTIS CORP) | Long | Equity-common | US | $1M | 114K | 0.00 |
| VF CORP (VF CORPORATION) | Long | Equity-common | US | $8M | 597K | 0.01 |
| VIATRIS INC 1.65% 06/22/2025 | Long | Debt | US | $3M | – | 0.00 |
| VICI PPTYS INC | Long | Equity-common | US | $8M | 293K | 0.01 |
| VICTORIA'S SECRET and CO | Long | Equity-common | US | $2M | 77K | 0.00 |
| VIEWORKS CO LTD | Long | Equity-common | KR | $2M | 120K | 0.00 |
| VIEWRAY INC | Long | Equity-common | US | $0.79 | 788K | 0.00 |
| VIKING THERAPEUTICS INC | Long | Equity-common | US | $1M | 20K | 0.00 |
| VIRIDIAN THERAPEUTICS INC | Long | Equity-common | US | $3M | 274K | 0.00 |
| VIRTU FINANCIAL INC- CL A | Long | Equity-common | US | $10M | 433K | 0.01 |
| VIRTUS INVESTMENT PARTNERS (VIRTUS INVT PARTNERS INC) | Long | Equity-common | US | $10M | 44K | 0.01 |
| VISA INC CL A | Long | Equity-common | US | $426M | 2M | 0.36 |
| VISHAY PRECISION GROUP INC | Long | Equity-common | US | $9M | 264K | 0.01 |
| VISTRA CORP | Long | Equity-common | US | $46M | 464K | 0.04 |
| VISTRY GROUP PLC | Long | Equity-common | GB | $10M | 621K | 0.01 |
| VITA COCO CO INC/THE | Long | Equity-common | US | $1M | 47K | 0.00 |
| VITESSE ENERGY INC | Long | Equity-common | US | $538K | 21K | 0.00 |
| VMWARE INC 1.4% 08/15/2026 | Long | Debt | US | $2M | – | 0.00 |
| VMWARE INC 1% 08/15/2024 | Long | Debt | US | $2M | – | 0.00 |
| VOLKSWAGEN AUTO LEASE TRUST 2023-A 5.81% 10/20/2026 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 5.02% 06/20/2028 | Long | ABS-collateralized bond/debt obligation | US | $694K | – | 0.00 |
| VOLKSWAGEN GROUP AMER FIN LLC 1.25% 11/24/2025 144A | Long | Debt | US | $3M | – | 0.00 |
| VOLKSWAGEN GROUP AMER FIN LLC 3.2% 09/26/2026 144A | Long | Debt | US | $3M | – | 0.00 |
| VOLKSWAGEN GROUP AMER FIN LLC 3.95% 06/06/2025 144A | Long | Debt | US | $3M | – | 0.00 |
| VOLKSWAGEN GROUP AMER FIN LLC 4.625% 11/13/2025 144A | Long | Debt | US | $1M | – | 0.00 |
| VOLKSWAGEN GROUP AMER FIN LLC 5.7% 09/12/2026 144A | Long | Debt | US | $4M | – | 0.00 |
| VOLKSWAGEN GROUP AMER FIN LLC 6% 11/16/2026 144A | Long | Debt | US | $2M | – | 0.00 |
| VONTIER CORP W/I | Long | Equity-common | US | $21M | 525K | 0.02 |
| VONTOBEL HLDGS AG | Long | Equity-common | CH | $2M | 28K | 0.00 |
| VOYA CLO 2019-2 LLC TSFR3M+120 07/20/2032 144A | Long | ABS-mortgage backed security | KY | $4M | – | 0.00 |
| VOYA CLO 2020-2 LTD/LLC TSFR3M+142.161 07/19/2034 144A (VOYA CLO 2020-2 LTD / VOYA CLO 2020-2 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| VOYA FINANCIAL INC | Long | Equity-common | US | $27M | 355K | 0.02 |
| VSE CORP | Long | Equity-common | US | $16M | 200K | 0.01 |
| VULCAN MATERIALS CO | Long | Equity-common | US | $21M | 84K | 0.02 |
| WALKER and DUNLOP INC | Long | Equity-common | US | $3M | 32K | 0.00 |
| WALMART INC | Long | Equity-common | US | $318M | 5M | 0.27 |
| WARNERMEDIA HOLDINGS INC 3.638% 03/15/2025 | Long | Debt | US | $3M | – | 0.00 |
| WARRIOR MET COAL INC | Long | Equity-common | US | $13M | 195K | 0.01 |
| WASHINGTON TR BANCORP INC | Long | Equity-common | US | $3M | 121K | 0.00 |
| WASTE MANAGEMENT INC (WASTE MANAGEMENT INC DEL) | Long | Equity-common | US | $16M | 75K | 0.01 |
| WATSCO INC | Long | Equity-common | US | $54M | 114K | 0.05 |
| WATTS WATER TECH INC CL A (WATTS WATER TECHNOLOGIES INC) | Long | Equity-common | US | $8M | 42K | 0.01 |
| WD 40 CO (WD-4O CO) | Long | Equity-common | US | $5M | 21K | 0.00 |
| WDB HOLDINGS CO LTD | Long | Equity-common | JP | $253K | 23K | 0.00 |
| WEATHERFORD INTERNATIONAL PLC | Long | Equity-common | IE | $51M | 424K | 0.04 |
| WEBSTER FINANCIAL (WEBSTER FINANCIAL CORP) | Long | Equity-common | US | $39M | 875K | 0.03 |
| WEIS MARKETS INC | Long | Equity-common | US | $2M | 24K | 0.00 |
| WELLS FARGO and CO | Long | Equity-common | US | $1B | 18M | 0.93 |
| WELLS FARGO and CO CALL 62.50 08/16/2024 (CHICAGO BOARD OPTIONS EXCHANGE) | Derivative-equity | US | $-801K | – | -0.00 | |
| WELLS FARGO and CO NEW 2.164%/VAR 02/11/2026 | Long | Debt | US | $976K | – | 0.00 |
| WELLS FARGO and CO NEW 2.406%/VAR 10/30/2025 | Long | Debt | US | $3M | – | 0.00 |
| WELLS FARGO and CO NEW 3% 02/19/2025 | Long | Debt | US | $3M | – | 0.00 |
| WELLS FARGO BK NATL ASSN 5.254% 12/11/2026 (WELLS FARGO BANK NATIONAL ASSOCIATION) | Long | Debt | US | $2M | – | 0.00 |
| WELLS FARGO CARD ISSUANCE TRUST 4.94% 02/15/2029 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| WELLS FARGO CO NEW MTN SR NTS TSFR3M+117 06/17/2027 (WELLS FARGO and CO) | Long | Debt | US | $3M | – | 0.00 |
| WELLTOWER INC | Long | Equity-common | US | $39M | 373K | 0.03 |
| WENDYS CO | Long | Equity-common | US | $5M | 290K | 0.00 |
| WESCO INTERNATIONAL INC | Long | Equity-common | US | $23M | 128K | 0.02 |
| WEST BANCORPORATION INC | Long | Equity-common | US | $2M | 128K | 0.00 |
| WESTAMERICA BANCORPORATION | Long | Equity-common | US | $2M | 40K | 0.00 |
| WESTERN ALLIANCE BANCORP (WESTERN ALLIANCE BANCORPORATN) | Long | Equity-common | US | $8M | 127K | 0.01 |
| WESTERN DIGITAL CORP | Long | Equity-common | US | $13M | 177K | 0.01 |
| WESTINGHOUSE AIR BRAKE TECH CORP | Long | Equity-common | US | $39M | 232K | 0.03 |
| WESTLAKE CORP | Long | Equity-common | US | $9M | 54K | 0.01 |
| WEX INC | Long | Equity-common | US | $33M | 177K | 0.03 |
| WHEELS FLEET LEASE FUNDING 1 LLC 24-1A A1 5.49% 02/18/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.00 |
| WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| WHIRLPOOL CORP | Long | Equity-common | US | $22M | 238K | 0.02 |
| WHITE MOUNTAINS INS GROUP LTD | Long | Equity-common | BM | $4M | 2K | 0.00 |
| WIENERBERGER AG | Long | Equity-common | AT | $14M | 365K | 0.01 |
| WILL GROUP INC | Long | Equity-common | JP | $1M | 187K | 0.00 |
| WILLIAMS COS INC 3.9% 01/15/2025 | Long | Debt | US | $3M | – | 0.00 |
| WILLIAMS COS INC 4.55% 06/24/2024 | Long | Debt | US | $3M | – | 0.00 |
| WILLIAMS COS INC 5.4% 03/02/2026 | Long | Debt | US | $311K | – | 0.00 |
| WILLIAMS-SONOMA INC | Long | Equity-common | US | $53M | 182K | 0.05 |
| WILLIS TOWERS WATSON PLC | Long | Equity-common | IE | $122M | 478K | 0.10 |
| WILLSCOT MOBILE MINI HOLDINGS CORP | Long | Equity-common | US | $20M | 514K | 0.02 |
| WILMINGTON PLC | Long | Equity-common | GB | $580K | 114K | 0.00 |
| WINTRUST FINANCIAL CORP | Long | Equity-common | US | $24M | 247K | 0.02 |
| WIWYNN CORP | Long | Equity-common | TW | $24M | 319K | 0.02 |
| WNS HLDGS LTD | Long | Equity-common | JE | $14M | 271K | 0.01 |
| WOLVERINE WORLD WIDE INC | Long | Equity-common | US | $15M | 1M | 0.01 |
| WOODWARD INC | Long | Equity-common | US | $24M | 130K | 0.02 |
| WORKDAY INC CL A | Long | Equity-common | US | $47M | 221K | 0.04 |
| WORKIVA INC | Long | Equity-common | US | $25M | 320K | 0.02 |
| WORLD OMNI AUTO RECEIVABLES TR 2023-D 5.79% 02/15/2029 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| WORLD OMNI AUTO RECEIVABLES TR 2024-A 4.86% 03/15/2029 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| WORLD OMNI AUTO RECEIVABLES TR 2024-B 5.27% 09/17/2029 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-C 5.15% 11/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $172K | – | 0.00 |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A 5.26% 10/15/2027 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| WORTHINGTON STEEL INC | Long | Equity-common | US | $676K | 21K | 0.00 |
| WPP PLC NEW (UK) | Long | Equity-common | JE | $6M | 540K | 0.00 |
| WYNDHAM HOTELS and RESORTS INC | Long | Equity-common | US | $6M | 90K | 0.01 |
| XCEL ENERGY INC | Long | Equity-common | US | $5M | 96K | 0.00 |
| XENON PHARMACEUTICALS INC | Long | Equity-common | CA | $23M | 593K | 0.02 |
| XPO INC | Long | Equity-common | US | $24M | 220K | 0.02 |
| XYLEM INC | Long | Equity-common | US | $4M | 27K | 0.00 |
| YAKUODO HOLDINGS CO LTD | Long | Equity-common | JP | $728K | 41K | 0.00 |
| YELP INC | Long | Equity-common | US | $4M | 104K | 0.00 |
| YUM BRANDS INC | Long | Equity-common | US | $66M | 482K | 0.06 |
| ZENKOKU HOSHO CO LTD | Long | Equity-common | JP | $3M | 97K | 0.00 |
| ZENTALIS PHARMACEUTICALS LLC (ZENTALIS PHARMACEUTICALS INC) | Long | Equity-common | US | $4M | 303K | 0.00 |
| ZIFF DAVIS INC | Long | Equity-common | US | $11M | 184K | 0.01 |
| ZILLOW GROUP INC CL A | Long | Equity-common | US | $2M | 54K | 0.00 |
| ZILLOW GROUP INC CL C | Long | Equity-common | US | $2M | 40K | 0.00 |
| ZIMMER BIOMET HLDGS INC | Long | Equity-common | US | $14M | 120K | 0.01 |
| ZOOM VIDEO COMMUNICATIONS INC CL A | Long | Equity-common | US | $12M | 191K | 0.01 |
| ZOOMINFO TECHNOLOGIES INC | Long | Equity-common | US | $5M | 387K | 0.00 |
Address
Fidelity Rutland Square Trust II
245 Summer Street
Boston
Massachusetts
02210
United States of America
Directors
Nancy Prior
Harold Singleton
Mary C Farrell
Heidi L Steiger
Charles S Morrison
Karen Kaplan
Christine Marcks
Transfer Agents
Fidelity Investments Institutional Operations Company LLC
Pricing Services
MERRILL LYNCH VALUATIONS LLC
REFINITIV US HOLDINGS INC
PRICINGDIRECT INC
INTERCONTINENTAL EXCHANGE INC
BLOOMBERG LP
Custodians
BANCO NACIONAL DE MEXICO SA
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
STATE STREET TRUST COMPANY CANADA
BNP PARIBAS FRANCE
SSB GMBH GERMANY - CBF
EUROCLEAR
STATE STREET BANK AND TRUST COMPANY
THE HONGKONG + SHANGHAI BANKIN
HSBC AUSTRALIA
STATE STREET SERVICES (UK) LIMITED
Shareholder Servicing Agents
Fidelity Investments Institutional Operations Company LLC
Admins
Fidelity Service Company
Brokers
BARCLAYS PLC
GOLDMAN SACHS GROUP INC (THE)
MIZUHO FINANCIAL GROUP INC
MORGAN STANLEY
FLOW TRADERS LTD
CITIGROUP INC
BANK OF AMERICA CORPORATION
JANE STREET GROUP LLC
VIRTU FINANCIAL INC
SUSQUEHANNA INTERNATIONAL GROU P, LLP