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Delaware Strategic Allocation Fund

Delaware Group Foundation Funds

Assets: $179M Net: $178M Series: S000004196 EDGAR ↗
+318
New
-75
Exited
993
Positions
Period:
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# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 US TREASURY N/B 91282CFF3 Sep 2022 2,955,000 -305,000 $2.7M -9.7% 1.51% DBT
2 US TREASURY N/B 9128282D1 Sep 2022 2,510,000 -2,190,000 $2.5M -46.4% 1.38% DBT
3 Microsoft Corp MSFT Sep 2022 10,176 -461 $2.4M -1.5% 1.37% EC
4 US TREASURY N/B 91282CFX4 Dec 2022 2,060,000 New $2.1M — 1.16% DBT
5 Apple Inc AAPL Sep 2022 14,150 -883 $1.8M -11.5% 1.03% EC
6 Alphabet Inc GOOGL Sep 2022 15,212 -472 $1.3M -10.5% 0.76% EC
7 TSMC 2330 Sep 2022 79,069 +56,629 $1.2M +293.4% 0.65% EC
8 Reliance Industries Ltd RIGD Sep 2022 18,178 -1,700 $1.1M -3.1% 0.63% EC
9 Visa Inc V Sep 2022 5,244 -333 $1.1M +10.0% 0.61% EC
10 Motorola Solutions Inc MSI Sep 2022 4,147 +342 $1.1M +25.4% 0.60% EC
11 Samsung Electronics Co Ltd 005930 Sep 2022 24,309 New $1.1M — 0.60% EC
12 Amazon.com Inc AMZN Sep 2022 11,367 -487 $955K -28.7% 0.54% EC
13 Fannie Mae 31418DY71 Sep 2022 1,110,750 -23,472 $946K -0.5% 0.53% ABS-MBS
14 Johnson & Johnson JNJ Sep 2022 4,763 +511 $841K +21.1% 0.47% EC
15 Freddie Mac 31335AZ68 Sep 2022 930,841 -23,878 $834K -1.8% 0.47% ABS-MBS
16 Cigna Corp CI Sep 2022 2,513 +256 $833K +33.0% 0.47% EC
17 Roche Holding AG ROG Sep 2022 2,650 New $833K — 0.47% EC
18 JAPAN (10 YEAR ISSUE) 000000000 Sep 2022 108,650,000 New $823K — 0.46% DBT
19 ConocoPhillips COP Sep 2022 6,957 +618 $821K +26.5% 0.46% EC
20 Merck & Co Inc MRK Sep 2022 7,345 +578 $815K +39.8% 0.46% EC
21 Novartis AG NOVN Sep 2022 8,970 New $811K — 0.46% EC
22 Broadcom Inc AVGO Sep 2022 1,404 +228 $785K +50.3% 0.44% EC
23 Fannie Mae 3140XDR40 Sep 2022 890,144 -32,880 $782K -1.7% 0.44% ABS-MBS
24 Tencent Holdings Ltd 700 Sep 2022 18,100 New $775K — 0.44% EC
25 Novo Nordisk A/S NOVOB Sep 2022 5,720 New $772K — 0.43% EC
26 JAPAN (10 YEAR ISSUE) 000000000 Sep 2022 102,800,000 New $766K — 0.43% DBT
27 Fannie Mae 3140X9XJ9 Sep 2022 707,343 -27,599 $733K -3.4% 0.41% ABS-MBS
28 US TREASURY N/B 91282CFQ9 Dec 2022 735,000 New $733K — 0.41% DBT
29 US Bancorp USB Sep 2022 16,708 +3,683 $729K +38.7% 0.41% EC
30 Nestle SA NESN Sep 2022 6,250 New $724K — 0.41% EC
31 SK Hynix Inc 000660 Sep 2022 12,068 New $720K — 0.41% EC
32 Freddie Mac 3132DVLR4 Sep 2022 833,203 -19,058 $716K -0.8% 0.40% ABS-MBS
33 Cisco Systems Inc CSCO Sep 2022 14,710 +2,417 $701K +42.5% 0.39% EC
34 TotalEnergies SE TTE Sep 2022 11,160 New $701K — 0.39% EC
35 ASML Holding NV ASML Sep 2022 1,260 New $680K — 0.38% EC
36 Comcast Corp CMCSA Sep 2022 19,226 +4,185 $672K +52.4% 0.38% EC
37 Walt Disney Co/The DIS Sep 2022 7,731 +2,428 $672K +34.3% 0.38% EC
38 Fannie Mae 3140X3BE7 Sep 2022 660,549 -28,584 $665K -2.6% 0.37% ABS-MBS
39 Raytheon Technologies Corp RTX Sep 2022 6,518 +1,039 $658K +46.7% 0.37% EC
40 DuPont de Nemours Inc DD Sep 2022 9,314 +916 $639K +51.0% 0.36% EC
41 Honeywell International Inc HON Sep 2022 2,951 +374 $632K +47.0% 0.36% EC
42 Fannie Mae 3140KYPB4 Sep 2022 764,483 -24,781 $631K -2.1% 0.36% ABS-MBS
43 Fannie Mae 3140QNUY6 Sep 2022 734,236 -11,240 $623K -0.7% 0.35% ABS-MBS
44 CHICAGO MERCANTILE EXCHANGE INC. 000000000 Sep 2022 1 New $614K — 0.35% DIR
45 Westpac Securitisation Trust 000000000 Sep 2022 896,420 New $608K — 0.34% ABS-MBS
46 Fannie Mae 3140QK6D5 Sep 2022 662,922 -12,518 $604K -1.0% 0.34% ABS-MBS
47 MediaTek Inc 2454 Sep 2022 29,000 New $590K — 0.33% EC
48 Galaxy CLO Ltd 36320WAL0 Sep 2022 600,000 — $589K +0.5% 0.33% ABS-CBDO
49 Fannie Mae 3140QEZW5 Sep 2022 625,675 -19,682 $586K -1.0% 0.33% ABS-MBS
50 NVIDIA Corp NVDA Sep 2022 3,985 -158 $582K +15.8% 0.33% EC
51 TIME WARNER CABLE ENTRMN 88731EAF7 Sep 2022 575,000 — $579K -0.8% 0.33% DBT
52 JAPAN (20 YEAR ISSUE) 000000000 Sep 2022 65,850,000 New $557K — 0.31% DBT
53 JAPAN (20 YEAR ISSUE) 000000000 Sep 2022 81,150,000 New $541K — 0.30% DBT
54 VeriSign Inc VRSN Sep 2022 2,628 -94 $540K +14.2% 0.30% EC
55 COMCAST CORP 20030NDZ1 Dec 2022 530,000 New $538K — 0.30% DBT
56 Home Depot Inc/The HD Sep 2022 1,698 -79 $536K +9.4% 0.30% EC
57 American International Group I AIG Sep 2022 8,400 +1,200 $531K +55.4% 0.30% EC
58 Conagra Brands Inc CAG Sep 2022 13,698 +2,800 $530K +49.1% 0.30% EC
59 Cognizant Technology Solutions CTSH Sep 2022 9,173 +3,300 $525K +55.5% 0.30% EC
60 Verizon Communications Inc VZ Sep 2022 13,300 +4,500 $524K +56.8% 0.29% EC
61 Oracle Corp ORCL Sep 2022 6,400 +1,300 $523K +68.0% 0.29% EC
62 Dollar General Corp DG Sep 2022 2,120 +600 $522K +43.2% 0.29% EC
63 MetLife Inc MET Sep 2022 7,213 +1,400 $522K +47.7% 0.29% EC
64 GS Mortgage Securities Trust 36260JAD9 Sep 2022 580,000 — $521K -1.0% 0.29% ABS-MBS
65 Northrop Grumman Corp NOC Sep 2022 950 +150 $518K +37.8% 0.29% EC
66 TJX Cos Inc/The TJX Sep 2022 6,500 +600 $517K +41.2% 0.29% EC
67 Equity Residential EQR Sep 2022 8,745 +3,700 $516K +52.1% 0.29% EC
68 Edison International EIX Sep 2022 8,100 +2,600 $515K +65.6% 0.29% EC
69 HSBC Holdings PLC HSBA Sep 2022 82,400 New $514K — 0.29% EC
70 CVS Health Corp CVS Sep 2022 5,500 +1,700 $513K +41.4% 0.29% EC
71 Hologic Inc HOLX Sep 2022 6,843 +1,200 $512K +40.6% 0.29% EC
72 Baxter International Inc BAX Sep 2022 10,000 +3,400 $510K +43.4% 0.29% EC
73 Dover Corp DOV Sep 2022 3,757 +800 $509K +47.6% 0.29% EC
74 VERIZON COMMUNICATIONS 92343VEA8 Sep 2022 540,000 — $507K +4.0% 0.29% DBT
75 US TREASURY N/B 91282CFU0 Dec 2022 505,000 New $507K — 0.29% DBT
76 Archer-Daniels-Midland Co ADM Sep 2022 5,400 +1,100 $501K +44.9% 0.28% EC
77 US TREASURY N/B 912810TG3 Sep 2022 625,000 -95,000 $501K -17.1% 0.28% DBT
78 Truist Financial Corp TFC Sep 2022 11,600 +3,700 $499K +45.1% 0.28% EC
79 Discover Financial Services DFS Sep 2022 5,098 +1,400 $499K +48.3% 0.28% EC
80 Intercontinental Exchange Inc ICE Sep 2022 4,824 +36 $495K +14.4% 0.28% EC
81 Chevron Corp CVX Sep 2022 2,749 -1,002 $493K -8.4% 0.28% EC
82 Fannie Mae 3140XFU74 Sep 2022 577,125 -10,486 $491K -0.7% 0.28% ABS-MBS
83 JD.com Inc JD Sep 2022 8,737 — $490K +11.6% 0.28% EC
84 Fannie Mae 31418EJF8 Sep 2022 494,419 -11,405 $488K -1.2% 0.27% ABS-MBS
85 CHICAGO MERCANTILE EXCHANGE INC. 000000000 Sep 2022 1 New $487K — 0.27% DIR
86 UnitedHealth Group Inc UNH Sep 2022 901 -63 $478K -1.9% 0.27% EC
87 CoStar Group Inc CSGP Sep 2022 6,157 -1,233 $476K -7.6% 0.27% EC
88 Fannie Mae 3140X5KJ1 Sep 2022 517,094 -21,988 $475K -3.1% 0.27% ABS-MBS
89 Alibaba Group Holding Ltd BABA Sep 2022 5,328 — $469K +10.1% 0.26% EC
90 KEY BANK NA 49327V2A1 Sep 2022 500,000 — $469K +1.2% 0.26% DBT
91 Government National Mortgage A 3622ABDD1 Sep 2022 520,536 -17,004 $467K -2.6% 0.26% ABS-MBS
92 Dollar Tree Inc DLTR Sep 2022 3,300 +900 $467K +42.9% 0.26% EC
93 Allianz SE ALV Sep 2022 2,160 New $465K — 0.26% EC
94 COMM Mortgage Trust 12592TAA3 Sep 2022 500,000 — $462K -0.3% 0.26% ABS-MBS
95 Fannie Mae 3140QP4F1 Sep 2022 452,317 -6,937 $454K -1.0% 0.26% ABS-MBS
96 Rio Tinto PLC RIO Sep 2022 6,440 New $451K — 0.25% EC
97 Fannie Mae 3140J6EW3 Sep 2022 430,694 -18,698 $450K -4.8% 0.25% ABS-MBS
98 GSK PLC GSK Sep 2022 25,750 New $448K — 0.25% EC
99 Fannie Mae 31418EJ84 Sep 2022 445,873 -12,127 $447K -2.0% 0.25% ABS-MBS
100 BNP Paribas SA BNP Sep 2022 7,840 New $447K — 0.25% EC
101 Sony Group Corp 6758 Sep 2022 5,800 New $443K — 0.25% EC
102 Wells Fargo Commercial Mortgag 95000GAY0 Sep 2022 485,000 — $438K +0.0% 0.25% ABS-MBS
103 BBVA BBVA Sep 2022 72,480 New $437K — 0.25% EC
104 LVMH Moet Hennessy Louis Vuitt MC Sep 2022 600 New $437K — 0.25% EC
105 Fannie Mae 3140XF5E7 Sep 2022 433,501 -12,958 $430K -1.8% 0.24% ABS-MBS
106 JPMorgan Chase & Co JPM Sep 2022 3,199 -373 $429K +14.9% 0.24% EC
107 Sanofi SAN Sep 2022 4,450 New $428K — 0.24% EC
108 Westpac Banking Corp WBC Sep 2022 26,760 New $425K — 0.24% EC
109 Fannie Mae 3140L7QJ4 Sep 2022 470,078 -14,892 $419K -2.2% 0.24% ABS-MBS
110 NIKE Inc NKE Sep 2022 3,568 -179 $417K +34.0% 0.23% EC
111 CRH PLC CRH Sep 2022 10,380 New $411K — 0.23% EC
112 Fannie Mae 31418MG63 Sep 2022 392,050 -8,282 $409K -1.2% 0.23% ABS-MBS
113 AXA SA CS Sep 2022 14,590 New $407K — 0.23% EC
114 Government National Mortgage A 38378WRW5 Sep 2022 450,000 — $406K +0.1% 0.23% ABS-MBS
115 Intuit Inc INTU Sep 2022 1,038 -11 $404K -0.6% 0.23% EC
116 Fannie Mae 3140X72U2 Sep 2022 396,119 -14,000 $402K -2.7% 0.23% ABS-MBS
117 Mitsubishi Corp 8058 Sep 2022 12,300 New $401K — 0.23% EC
118 BENCHMARK Mortgage Trust 08163LAG4 Sep 2022 500,000 — $399K +1.7% 0.22% ABS-MBS
119 BENCHMARK Mortgage Trust 08163BBA8 Sep 2022 500,000 — $398K +2.0% 0.22% ABS-MBS
120 ITOCHU Corp 8001 Sep 2022 12,586 New $398K — 0.22% EC
121 Freddie Mac 3132DWE82 Sep 2022 396,039 -7,961 $397K -1.4% 0.22% ABS-MBS
122 Fannie Mae 31418EJ76 Sep 2022 399,754 -7,246 $394K -0.7% 0.22% ABS-MBS
123 Fannie Mae 3140HHXN0 Sep 2022 402,209 -2,502 $393K +0.6% 0.22% ABS-MBS
124 Fannie Mae 3138ESAD0 Sep 2022 378,132 -15,909 $391K -3.9% 0.22% ABS-MBS
125 SK Telecom Co Ltd SKM Sep 2022 18,917 — $390K +6.9% 0.22% EC
126 AstraZeneca PLC AZN Sep 2022 2,850 New $387K — 0.22% EC
127 KDDI Corp 9433 Sep 2022 12,600 New $382K — 0.22% EC
128 Freddie Mac 3133KYVG1 Sep 2022 430,081 -9,914 $378K -0.0% 0.21% ABS-MBS
129 Coca-Cola Co/The KO Sep 2022 5,918 -335 $376K +7.5% 0.21% EC
130 Standard Chartered PLC STAN Sep 2022 49,970 New $376K — 0.21% EC
131 Oversea-Chinese Banking Corp L OCBC Sep 2022 41,200 New $375K — 0.21% EC
132 Vinci SA DG Sep 2022 3,750 New $374K — 0.21% EC
133 BENCHMARK Mortgage Trust 08163DAE7 Sep 2022 450,000 — $373K +1.7% 0.21% ABS-MBS
134 EssilorLuxottica SA EL Sep 2022 2,060 New $373K — 0.21% EC
135 BAE Systems PLC BA/ Sep 2022 35,940 New $372K — 0.21% EC
136 OMV AG OMV Sep 2022 7,200 New $371K — 0.21% EC
137 Fannie Mae 3138EPG73 Sep 2022 365,758 -9,831 $370K -2.2% 0.21% ABS-MBS
138 GS Mortgage Securities Trust 36257UAL1 Sep 2022 430,000 — $369K -0.9% 0.21% ABS-MBS
139 Industria de Diseno Textil SA ITX Sep 2022 13,870 New $369K — 0.21% EC
140 NXP BV/NXP FUNDING LLC 62947QBA5 Sep 2022 370,000 — $367K +0.4% 0.21% DBT
141 UniCredit SpA UCG Sep 2022 25,810 New $367K — 0.21% EC
142 GEORGIA-PACIFIC LLC 373298CF3 Sep 2022 355,000 — $366K -0.9% 0.21% DBT
143 Daiichi Sankyo Co Ltd 4568 Sep 2022 11,200 New $363K — 0.20% EC
144 Astellas Pharma Inc 4503 Sep 2022 23,700 New $362K — 0.20% EC
145 Investec PLC INVP Sep 2022 58,370 New $361K — 0.20% EC
146 Eiffage SA FGR Sep 2022 3,660 New $360K — 0.20% EC
147 National Grid PLC NG/ Sep 2022 29,840 New $360K — 0.20% EC
148 Chocoladefabriken Lindt & Spru LISP Sep 2022 35 New $357K — 0.20% EC
149 Freddie Mac 3132DVLL7 Sep 2022 400,493 -10,784 $357K -1.4% 0.20% ABS-MBS
150 NTT 9432 Sep 2022 12,360 New $354K — 0.20% EC
151 Fujitsu Ltd 6702 Sep 2022 2,600 New $349K — 0.20% EC
152 Fidelity National Information FIS Sep 2022 5,131 +1,100 $348K +14.3% 0.20% EC
153 Electronic Arts Inc EA Sep 2022 2,831 -228 $346K -2.3% 0.19% EC
154 Fannie Mae 3140QFSY6 Sep 2022 400,256 -10,384 $340K -2.0% 0.19% ABS-MBS
155 Honda Motor Co Ltd 7267 Sep 2022 14,700 New $340K — 0.19% EC
156 JAPAN (30 YEAR ISSUE) 000000000 Sep 2022 56,000,000 New $337K — 0.19% DBT
157 Fannie Mae 31418AK31 Sep 2022 358,976 -12,771 $335K -2.1% 0.19% ABS-MBS
158 Shin-Etsu Chemical Co Ltd 4063 Sep 2022 2,700 New $334K — 0.19% EC
159 ONEOK INC 682680AR4 Sep 2022 330,000 — $334K -0.2% 0.19% DBT
160 MatsukiyoCocokara & Co 3088 Sep 2022 6,600 New $332K — 0.19% EC
161 Daito Trust Cons 1878 Sep 2022 3,200 New $330K — 0.19% EC
162 Deutsche Post AG DPW Sep 2022 8,760 New $330K — 0.19% EC
163 Michelin ML Sep 2022 11,840 New $329K — 0.19% EC
164 Wolters Kluwer NV WKL Sep 2022 3,140 New $329K — 0.18% EC
165 COMM Mortgage Trust 12592LBL5 Sep 2022 345,000 — $326K -1.0% 0.18% ABS-MBS
166 E.ON SE EOAN Sep 2022 32,440 New $324K — 0.18% EC
167 Adobe Inc ADBE Sep 2022 950 -287 $320K -6.1% 0.18% EC
168 CITIZENS FINANCIAL GROUP 174610AR6 Sep 2022 345,000 — $319K +1.0% 0.18% DBT
169 Coles Group Ltd COL Sep 2022 27,610 New $314K — 0.18% EC
170 Boliden AB BOL Sep 2022 8,380 New $314K — 0.18% EC
171 CNH Industrial NV CNHI Sep 2022 19,590 New $314K — 0.18% EC
172 Galp Energia SGPS SA GALP Sep 2022 23,110 New $312K — 0.18% EC
173 Freddie Mac 3132CWKJ2 Sep 2022 331,836 -11,608 $311K -2.6% 0.17% ABS-MBS
174 Vestas Wind Systems A/S VWS Sep 2022 10,660 New $310K — 0.17% EC
175 Toyota Motor Corp 7203 Sep 2022 22,440 New $310K — 0.17% EC
176 UBS Group AG UBSG Sep 2022 16,640 New $310K — 0.17% EC
177 Wesfarmers Ltd WES Sep 2022 9,890 New $309K — 0.17% EC
178 Fannie Mae 3140X4PF7 Sep 2022 321,545 -8,184 $308K -1.6% 0.17% ABS-MBS
179 Svenska Handelsbanken AB SHBA Sep 2022 30,490 New $307K — 0.17% EC
180 Resona Holdings Inc 8308 Sep 2022 55,100 New $304K — 0.17% EC
181 Fidelity Government Portfolio FIGXX Sep 2022 302,318 -346,004 $302K -53.4% 0.17% STIV
182 BlackRock Liquidity FedFund TFDXX Sep 2022 302,318 -346,004 $302K -53.4% 0.17% STIV
183 Goldman Sachs Financial Square Government Fund FGTXX Sep 2022 302,318 -346,004 $302K -53.4% 0.17% STIV
184 MSILF Government Portfolio MVRXX Sep 2022 302,318 -346,004 $302K -53.4% 0.17% STIV
185 Swisscom AG SCMN Sep 2022 550 New $301K — 0.17% EC
186 Sompo Holdings Inc 8630 Sep 2022 6,700 New $299K — 0.17% EC
187 ASM International NV ASM Sep 2022 1,180 New $298K — 0.17% EC
188 Banc of America Commercial Mor 06427DAW3 Sep 2022 340,000 — $297K -2.0% 0.17% ABS-MBS
189 SSE PLC SSE Sep 2022 14,300 New $296K — 0.17% EC
190 South32 Ltd S32 Sep 2022 107,980 New $294K — 0.17% EC
191 City Developments Ltd CIT Sep 2022 47,700 New $293K — 0.16% EC
192 QBE Insurance Group Ltd QBE Sep 2022 32,043 New $293K — 0.16% EC
193 ENEOS Holdings Inc 5020 Sep 2022 85,400 New $292K — 0.16% EC
194 Salesforce Inc CRM Sep 2022 2,197 +72 $291K -4.7% 0.16% EC
195 Smith & Nephew PLC SN/ Sep 2022 21,700 New $291K — 0.16% EC
196 La Francaise des Jeux SAEM FDJ Sep 2022 7,230 New $291K — 0.16% EC
197 Klepierre SA LI Sep 2022 12,570 New $290K — 0.16% EC
198 Tractor Supply Co TSCO Sep 2022 1,281 -61 $288K +15.5% 0.16% EC
199 Freddie Mac 3133KJQ21 Sep 2022 326,426 -11,462 $287K -3.0% 0.16% ABS-MBS
200 Fannie Mae 31418D2W1 Sep 2022 326,707 -9,135 $287K -0.8% 0.16% ABS-MBS
201 S&P Global Inc SPGI Sep 2022 849 -31 $284K +5.8% 0.16% EC
202 Suncorp Group Ltd SUN Sep 2022 34,230 New $281K — 0.16% EC
203 Union Pacific Corp UNP Sep 2022 1,354 -76 $280K +0.6% 0.16% EC
204 Mirvac Group MGR Sep 2022 192,630 New $279K — 0.16% EC
205 McDonald's Japan 2702 Sep 2022 7,300 New $278K — 0.16% EC
206 Tokyo Gas Co Ltd 9531 Sep 2022 14,000 New $276K — 0.16% EC
207 Sundrug Co Ltd 9989 Sep 2022 9,200 New $274K — 0.15% EC
208 WELLS FARGO & COMPANY 95000U2X0 Sep 2022 280,000 — $272K +1.7% 0.15% DBT
209 HCA INC 404122BH5 Sep 2022 271,562 — $272K -0.0% 0.15% LON
210 BlueScope Steel Ltd BSL Sep 2022 23,570 New $270K — 0.15% EC
211 Nippon Yusen KK 9101 Sep 2022 11,400 New $270K — 0.15% EC
212 Bank Leumi Le-Israel BM LUMI Sep 2022 32,290 New $269K — 0.15% EC
213 Pfizer Inc PFE Sep 2022 5,208 -250 $267K +11.7% 0.15% EC
214 Smiths Group PLC SMIN Sep 2022 13,790 New $266K — 0.15% EC
215 PCCW Ltd 8 Sep 2022 590,000 New $266K — 0.15% EC
216 Burberry Group PLC BRBY Sep 2022 10,800 New $265K — 0.15% EC
217 EVERGY METRO 485134BP4 Sep 2022 270,000 — $263K +0.6% 0.15% DBT
218 Kuehne + Nagel International A KNIN Sep 2022 1,120 New $261K — 0.15% EC
219 PepsiCo Inc PEP Sep 2022 1,441 -172 $260K -1.1% 0.15% EC
220 Brenntag SE BNR Sep 2022 4,060 New $260K — 0.15% EC
221 CHICAGO MERCANTILE EXCHANGE INC. 000000000 Sep 2022 1 New $259K — 0.15% DIR
222 Thermo Fisher Scientific Inc TMO Sep 2022 468 -23 $258K +3.5% 0.15% EC
223 Fannie Mae 3140QEPZ9 Sep 2022 291,948 -5,364 $258K -1.3% 0.14% ABS-MBS
224 Fannie Mae 3140QCBM7 Sep 2022 285,685 -6,474 $256K -1.4% 0.14% ABS-MBS
225 Shionogi & Co Ltd 4507 Sep 2022 5,100 New $256K — 0.14% EC
226 Freddie Mac 3132DWDW0 Sep 2022 271,712 -6,189 $255K -1.3% 0.14% ABS-MBS
227 Volkswagen AG VOW3 Sep 2022 2,040 New $254K — 0.14% EP
228 Coca-Cola HBC AG CCH Sep 2022 10,650 New $254K — 0.14% EC
229 STATE STREET CORP 857477AN3 Sep 2022 260,000 — $254K +0.4% 0.14% DBT
230 CITIZENS BANK NA/RI 75524KPT5 Dec 2022 250,000 New $253K — 0.14% DBT
231 Brambles Ltd BXB Sep 2022 30,340 New $249K — 0.14% EC
232 Fannie Mae 3140J7RS6 Sep 2022 240,974 -10,637 $249K -4.1% 0.14% ABS-MBS
233 Octagon Investment Partners 33 675711AA3 Sep 2022 250,000 — $248K +0.6% 0.14% ABS-CBDO
234 Cedar Funding Ltd 15033EAA6 Sep 2022 250,000 — $246K +1.0% 0.14% ABS-CBDO
235 Signal Peak CLO, LLC 56844YAA5 Sep 2022 250,000 — $246K +0.5% 0.14% ABS-CBDO
236 Hon Hai Precision Industry Co 2317 Sep 2022 75,582 New $246K — 0.14% EC
237 Venture CDO Ltd 92332CAA7 Sep 2022 250,000 — $245K +0.7% 0.14% ABS-CBDO
238 Enel SpA ENEL Sep 2022 45,430 New $245K — 0.14% EC
239 Neuberger Berman CLO Ltd 64133KAU5 Sep 2022 250,000 — $244K +0.9% 0.14% ABS-CBDO
240 J Sainsbury PLC SBRY Sep 2022 92,780 New $244K — 0.14% EC
241 Park Avenue Institutional Advi 70015QAA6 Sep 2022 250,000 — $244K +1.4% 0.14% ABS-CBDO
242 Freddie Mac 3132DVKR5 Sep 2022 264,939 -9,005 $244K -2.2% 0.14% ABS-MBS
243 Sound Point CLO LTD 83613HAA5 Sep 2022 250,000 — $244K +0.1% 0.14% ABS-CBDO
244 PNC BANK NA 20453KAA3 Sep 2022 250,000 — $243K +0.4% 0.14% DBT
245 Octagon Investment Partners 48 67577UAJ4 Sep 2022 250,000 — $243K +2.0% 0.14% ABS-CBDO
246 ICG US CLO Ltd 44928XAY0 Sep 2022 250,000 — $241K +0.9% 0.14% ABS-CBDO
247 AGC Inc 5201 Sep 2022 7,200 New $241K — 0.14% EC
248 Telefonica SA TEF Sep 2022 66,455 — $241K +9.6% 0.14% EC
249 Capgemini SE CAP Sep 2022 1,440 New $240K — 0.14% EC
250 Ferrari NV RACE Sep 2022 1,116 New $239K — 0.13% EC
251 Kesko Oyj KESKOB Sep 2022 10,820 New $239K — 0.13% EC
252 AMERICAN TOWER TRUST I 03027WAJ1 Sep 2022 240,000 — $239K +0.1% 0.13% DBT
253 Venture CDO Ltd 923260AC7 Sep 2022 250,000 — $239K +0.5% 0.13% ABS-CBDO
254 Tokyo Electron Ltd 8035 Sep 2022 800 New $237K — 0.13% EC
255 PACIFICORP 695114CU0 Sep 2022 255,000 — $235K +2.0% 0.13% DBT
256 Chesapeake Energy Corp CHK Sep 2022 2,488 +962 $235K +63.3% 0.13% EC
257 BONOS Y OBLIG DEL ESTADO 000000000 Sep 2022 245,000 New $234K — 0.13% DBT
258 ANDRITZ AG ANDR Sep 2022 4,080 New $234K — 0.13% EC
259 FRANCE (GOVT OF) 000000000 Sep 2022 230,000 New $233K — 0.13% DBT
260 Beiersdorf AG BEI Sep 2022 2,030 New $233K — 0.13% EC
261 Texas Roadhouse Inc TXRH Sep 2022 2,541 -159 $231K -1.9% 0.13% EC
262 Fannie Mae 31418EF47 Sep 2022 234,128 -4,410 $231K -0.8% 0.13% ABS-MBS
263 SKF AB SKFB Sep 2022 15,100 New $230K — 0.13% EC
264 Ninety One PLC N91 Sep 2022 102,081 New $229K — 0.13% EC
265 Covestro AG 1COV Sep 2022 5,860 New $229K — 0.13% EC
266 BAY AREA CA TOLL AUTH TOLL BRI 072024PY2 Sep 2022 185,000 — $227K +0.4% 0.13% DBT
267 Cooper Cos Inc/The COO Sep 2022 685 -32 $227K +19.7% 0.13% EC
268 Daimler Truck Holding AG DTG Sep 2022 7,240 New $224K — 0.13% EC
269 Fannie Mae 3140X5PY3 Sep 2022 241,446 -6,812 $224K -1.5% 0.13% ABS-MBS
270 Accenture PLC ACN Sep 2022 838 New $224K — 0.13% EC
271 Fannie Mae 31418EM23 Dec 2022 216,196 New $219K — 0.12% ABS-MBS
272 Suntory Beverage & Food Ltd 2587 Sep 2022 6,400 New $219K — 0.12% EC
273 Fannie Mae 3140J87H0 Sep 2022 209,867 -8,132 $219K -4.3% 0.12% ABS-MBS
274 Computershare Ltd CPU Sep 2022 12,200 New $218K — 0.12% EC
275 Fannie Mae 3140MB6X5 Sep 2022 255,419 -1,400 $217K +0.2% 0.12% ABS-MBS
276 CHICAGO MERCANTILE EXCHANGE INC. 000000000 Sep 2022 1 New $216K — 0.12% DIR
277 BlackRock Inc BLK Sep 2022 305 -14 $216K +23.1% 0.12% EC
278 SG Holdings Co Ltd 9143 Sep 2022 15,500 New $216K — 0.12% EC
279 SK Square Co Ltd 402340 Sep 2022 8,058 New $214K — 0.12% EC
280 Givaudan SA GIVN Sep 2022 70 New $214K — 0.12% EC
281 AIA Group Ltd 1299 Sep 2022 19,200 New $214K — 0.12% EC
282 BANK OF AMERICA CORP 06051GLC1 Dec 2022 205,000 New $212K — 0.12% DBT
283 JB Hunt Transport Services Inc JBHT Sep 2022 1,216 -52 $212K +6.9% 0.12% EC
284 TransUnion TRU Sep 2022 3,733 -39 $212K -5.6% 0.12% EC
285 Ericsson ERICB Sep 2022 36,150 New $211K — 0.12% EC
286 Fannie Mae 3140QM6W9 Sep 2022 231,707 -3,601 $211K -0.7% 0.12% ABS-MBS
287 Fannie Mae 3140X4V45 Sep 2022 213,804 -8,477 $210K -2.9% 0.12% ABS-MBS
288 DEUTSCHE BANK AG 000000000 Sep 2022 200,000 New $209K — 0.12% DBT
289 BUONI POLIENNALI DEL TES 000000000 Sep 2022 200,000 New $207K — 0.12% DBT
290 CCO HLDGS LLC/CAP CORP 1248EPCE1 Sep 2022 250,000 — $207K +4.4% 0.12% DBT
291 ALLISON TRANSMISSION INC 019736AG2 Sep 2022 250,000 — $206K +7.2% 0.12% DBT
292 Broadridge Financial Solutions BR Sep 2022 1,535 -80 $206K -11.7% 0.12% EC
293 GM Financial Automobile Leasin 36261RAE8 Sep 2022 210,000 — $204K +0.7% 0.12% ABS-O
294 Abbott Laboratories ABT Sep 2022 1,861 -89 $204K +8.3% 0.11% EC
295 Baidu Inc BIDU Sep 2022 1,772 — $203K -2.6% 0.11% EC
296 Teleperformance TEP Sep 2022 850 New $203K — 0.11% EC
297 Starbucks Corp SBUX Sep 2022 2,026 -98 $201K +12.3% 0.11% EC
298 Freddie Mac 3137FYEU6 Sep 2022 231,028 -11,809 $201K -7.2% 0.11% ABS-MBS
299 JPMORGAN CHASE & CO 46647PDG8 Sep 2022 205,000 — $200K +1.6% 0.11% DBT
300 UNITED KINGDOM GILT 000000000 Sep 2022 160,000 New $200K — 0.11% DBT
301 BANK OF AMERICA CORP 06051GKC2 Sep 2022 270,000 -175,000 $199K -38.2% 0.11% DBT
302 Fannie Mae 3140QQPB5 Dec 2022 197,035 New $198K — 0.11% ABS-MBS
303 Vertex Pharmaceuticals Inc VRTX Sep 2022 679 -88 $196K -11.7% 0.11% EC
304 BUONI POLIENNALI DEL TES 000000000 Sep 2022 240,000 New $196K — 0.11% DBT
305 VISTRA OPERATIONS CO LLC 92840VAE2 Sep 2022 215,000 — $194K +5.7% 0.11% DBT
306 PERUSAHAAN LISTRIK NEGAR 71568PAC3 Sep 2022 200,000 — $192K +3.8% 0.11% DBT
307 BANCO SANTANDER SA 05971KAD1 Sep 2022 200,000 — $192K +0.5% 0.11% DBT
308 Parker-Hannifin Corp PH Sep 2022 656 -31 $191K +14.7% 0.11% EC
309 Raymond James Financial Inc RJF Sep 2022 1,761 -85 $188K +3.1% 0.11% EC
310 DUKE ENERGY CAROLINAS 26442CAX2 Dec 2022 195,000 New $188K — 0.11% DBT
311 Diageo PLC DGE Sep 2022 4,240 New $187K — 0.11% EC
312 Five Below Inc FIVE Sep 2022 1,055 -51 $187K +22.5% 0.11% EC
313 Fannie Mae 3140X6FL0 Sep 2022 210,334 -5,747 $186K -2.6% 0.10% ABS-MBS
314 Equinor ASA EQNR Sep 2022 5,180 New $186K — 0.10% EC
315 Omron Corp 6645 Sep 2022 3,800 New $185K — 0.10% EC
316 US TREASURY N/B 91282CFV8 Dec 2022 180,000 New $184K — 0.10% DBT
317 Azbil Corp 6845 Sep 2022 7,200 New $182K — 0.10% EC
318 Reinsurance Group of America I RGA Sep 2022 1,281 -61 $182K +7.8% 0.10% EC
319 Axis Capital Holdings Ltd AXS Sep 2022 3,350 New $181K — 0.10% EC
320 AERCAP IRELAND CAP/GLOBA 00774MAB1 Sep 2022 200,000 — $181K +3.5% 0.10% DBT
321 CITIGROUP INC 172967NX5 Sep 2022 180,000 — $181K +1.0% 0.10% DBT
322 Patterson-UTI Energy Inc PTEN Sep 2022 10,653 -9 $179K +44.1% 0.10% EC
323 Casey's General Stores Inc CASY Sep 2022 798 -89 $179K -0.3% 0.10% EC
324 BABCOCK INTL GROUP PLC 000000000 Sep 2022 200,000 New $179K — 0.10% DBT
325 Fannie Mae 3140QLRB4 Sep 2022 208,474 -5,036 $178K -1.4% 0.10% ABS-MBS
326 LVMH Moet Hennessy Louis Vuitt LVMUY Sep 2022 1,228 -50 $178K +18.5% 0.10% EC
327 ABBVIE INC 00287YBV0 Sep 2022 190,000 — $177K +1.6% 0.10% DBT
328 Dexcom Inc DXCM Sep 2022 1,558 -75 $176K +34.1% 0.10% EC
329 Danaher Corp DHR Sep 2022 658 +140 $175K +30.5% 0.10% EC
330 SOUTHERN CO 842587DL8 Dec 2022 170,000 New $174K — 0.10% DBT
331 TURKCELL ILETISIM HIZMET 900111AB1 Sep 2022 200,000 — $173K +9.0% 0.10% DBT
332 BERKSHIRE HATHAWAY FIN 084664DB4 Dec 2022 215,000 New $173K — 0.10% DBT
333 General Mills Inc GIS Sep 2022 2,054 -98 $172K +4.5% 0.10% EC
334 Freddie Mac 3133KYT66 Sep 2022 189,507 -5,387 $172K -0.5% 0.10% ABS-MBS
335 Trane Technologies PLC TT Sep 2022 1,020 New $171K — 0.10% EC
336 Intuitive Surgical Inc ISRG Sep 2022 645 -6 $171K +40.3% 0.10% EC
337 American Tower Corp AMT Sep 2022 806 -38 $171K -5.8% 0.10% EC
338 AVIATION CAPITAL GROUP 05369AAA9 Dec 2022 195,000 New $171K — 0.10% DBT
339 Fannie Mae 3140XD7G5 Sep 2022 200,355 -4,818 $170K -1.6% 0.10% ABS-MBS
340 LAMAR MEDIA CORP 513076BB4 Sep 2022 171,938 — $168K +0.1% 0.09% LON
341 Alfresa Holdings Corp 2784 Sep 2022 13,100 New $167K — 0.09% EC
342 FRANCE (GOVT OF) 000000000 Sep 2022 155,000 New $165K — 0.09% DBT
343 Linde PLC LIN Sep 2022 507 New $165K — 0.09% EC
344 JPMORGAN CHASE & CO 46647PCZ7 Sep 2022 170,000 — $165K +0.9% 0.09% DBT
345 ExlService Holdings Inc EXLS Sep 2022 975 -125 $165K +1.9% 0.09% EC
346 ON Semiconductor Corp ON Sep 2022 2,648 -127 $165K -4.5% 0.09% EC
347 Freddie Mac 3133KYVT3 Sep 2022 187,946 -3,733 $165K +0.4% 0.09% ABS-MBS
348 Intertek Group PLC ITRK Sep 2022 3,340 New $163K — 0.09% EC
349 Applied Industrial Technologie AIT Sep 2022 1,292 -25 $163K +20.3% 0.09% EC
350 BONOS Y OBLIG DEL ESTADO 000000000 Sep 2022 150,000 New $163K — 0.09% DBT
351 Texas Instruments Inc TXN Sep 2022 983 -47 $162K +1.9% 0.09% EC
352 Boise Cascade Co BCC Sep 2022 2,361 -161 $162K +8.1% 0.09% EC
353 Essent Group Ltd ESNT Sep 2022 4,104 New $160K — 0.09% EC
354 Fannie Mae 3140X63T6 Sep 2022 175,325 -4,689 $160K -1.0% 0.09% ABS-MBS
355 Tesla Inc TSLA Sep 2022 1,295 -62 $160K -55.7% 0.09% EC
356 Husqvarna AB HUSQB Sep 2022 22,710 New $159K — 0.09% EC
357 US TREASURY N/B 91282CFY2 Dec 2022 160,000 New $159K — 0.09% DBT
358 Halozyme Therapeutics Inc HALO Sep 2022 2,757 -2 $157K +43.8% 0.09% EC
359 SAP SE SAP Sep 2022 1,520 New $157K — 0.09% EC
360 UNITED KINGDOM GILT 000000000 Sep 2022 155,000 New $157K — 0.09% DBT
361 ENTERGY ARKANSAS LLC 29366MAA6 Sep 2022 190,000 — $156K +0.4% 0.09% DBT
362 Puma SE PUM Sep 2022 2,560 New $155K — 0.09% EC
363 AUSTRALIAN GOVERNMENT 000000000 Sep 2022 250,000 New $155K — 0.09% DBT
364 East West Bancorp Inc EWBC Sep 2022 2,353 -113 $155K -6.3% 0.09% EC
365 CELANESE US HOLDINGS LLC 15089QAL8 Dec 2022 155,000 New $155K — 0.09% DBT
366 Tata Consultancy Services Ltd TCS Sep 2022 3,900 New $154K — 0.09% EC
367 Ameresco Inc AMRC Sep 2022 2,683 -61 $153K -16.0% 0.09% EC
368 Sociedad Quimica y Minera de C SQM Sep 2022 1,915 -300 $153K -23.9% 0.09% EC
369 Prestige Consumer Healthcare I PBH Sep 2022 2,436 -91 $152K +21.1% 0.09% EC
370 Tsingtao Brewery Co Ltd 168 Sep 2022 15,400 New $152K — 0.09% EC
371 Aramark ARMK Sep 2022 3,678 -176 $152K +26.4% 0.09% EC
372 Fannie Mae 31418EHJ2 Dec 2022 160,988 New $151K — 0.08% ABS-MBS
373 Camden Property Trust CPT Sep 2022 1,343 +505 $150K +50.1% 0.08% EC
374 ServiceNow Inc NOW Sep 2022 385 -18 $149K -1.8% 0.08% EC
375 PING AN 2318 Sep 2022 22,500 New $149K — 0.08% EC
376 BANK OF AMERICA CORP 06051GJE0 Dec 2022 220,000 New $149K — 0.08% DBT
377 Astra International Tbk PT ASII Sep 2022 404,500 New $148K — 0.08% EC
378 Deutsche Lufthansa AG LHA Sep 2022 17,620 New $146K — 0.08% EC
379 Black Hills Corp BKH Sep 2022 2,082 -51 $146K +1.4% 0.08% EC
380 FRANCE (GOVT OF) 000000000 Sep 2022 175,000 New $145K — 0.08% DBT
381 NEXTERA ENERGY CAPITAL 65339KCA6 Sep 2022 220,000 — $145K +2.6% 0.08% DBT
382 Miura Co Ltd 6005 Sep 2022 6,200 New $144K — 0.08% EC
383 Persimmon PLC PSN Sep 2022 9,760 New $144K — 0.08% EC
384 CHARTER COMM OPT LLC/CAP 161175BQ6 Sep 2022 145,000 — $143K -0.1% 0.08% DBT
385 FRANCE (GOVT OF) 000000000 Sep 2022 150,000 New $143K — 0.08% DBT
386 Selective Insurance Group Inc SIGI Sep 2022 1,585 -2 $140K +8.7% 0.08% EC
387 Fannie Mae 31418D2S0 Sep 2022 151,670 -5,093 $139K -2.3% 0.08% ABS-MBS
388 SEMPRA ENERGY 816851BN8 Sep 2022 145,000 — $139K +0.8% 0.08% DBT
389 Booking Holdings Inc BKNG Sep 2022 69 -8 $139K +9.9% 0.08% EC
390 Freddie Mac 3132DVLK9 Sep 2022 161,803 -3,930 $138K -1.3% 0.08% ABS-MBS
391 PDC Energy Inc PDCE Sep 2022 2,180 -753 $138K -18.4% 0.08% EC
392 VICI PROPERTIES LP 925650AC7 Dec 2022 145,000 New $138K — 0.08% DBT
393 Federal Signal Corp FSS Sep 2022 2,970 -3 $138K +24.4% 0.08% EC
394 Autodesk Inc ADSK Sep 2022 737 -32 $138K -4.1% 0.08% EC
395 UNITED KINGDOM GILT 000000000 Sep 2022 110,000 New $137K — 0.08% DBT
396 BUNDESREPUB. DEUTSCHLAND 000000000 Sep 2022 155,000 New $136K — 0.08% DBT
397 BONOS Y OBLIG DEL ESTADO 000000000 Sep 2022 150,000 New $135K — 0.08% DBT
398 VALERO ENERGY CORP 91913YBD1 Dec 2022 190,000 New $135K — 0.08% DBT
399 BUNDESREPUB. DEUTSCHLAND 000000000 Sep 2022 130,000 New $134K — 0.08% DBT
400 TARGA RESOURCES PARTNERS 87612BBG6 Dec 2022 140,000 New $134K — 0.08% DBT
401 Banco Santander Mexico SA Inst BSMX Sep 2022 22,003 — $133K +18.2% 0.07% EC
402 LANXESS AG LXS Sep 2022 3,280 New $132K — 0.07% EC
403 Merit Medical Systems Inc MMSI Sep 2022 1,861 -46 $131K +22.0% 0.07% EC
404 Lockheed Martin Corp LMT Sep 2022 270 -13 $131K +20.2% 0.07% EC
405 TransMedics Group Inc TMDX Sep 2022 2,123 -201 $131K +35.1% 0.07% EC
406 Fannie Mae 3140XDAF3 Sep 2022 151,716 -2,773 $129K -1.1% 0.07% ABS-MBS
407 Edwards Lifesciences Corp EW Sep 2022 1,714 +129 $128K -2.4% 0.07% EC
408 Freddie Mac 3132DVLD5 Sep 2022 142,628 -4,011 $128K -1.2% 0.07% ABS-MBS
409 Ford Credit Auto Owner Trust 34532NAE5 Sep 2022 140,000 — $127K -0.4% 0.07% ABS-O
410 Inspire Medical Systems Inc INSP Sep 2022 505 -1 $127K +41.7% 0.07% EC
411 NEW JERSEY ST TURNPIKE AUTH TU 646139X83 Sep 2022 105,000 — $127K +2.1% 0.07% DBT
412 Steven Madden Ltd SHOO Sep 2022 3,943 -3 $126K +19.7% 0.07% EC
413 Neurocrine Biosciences Inc NBIX Sep 2022 1,055 -51 $126K +7.3% 0.07% EC
414 ASGN Inc ASGN Sep 2022 1,541 -1 $126K -9.9% 0.07% EC
415 Meta Platforms Inc FB Sep 2022 1,042 -50 $125K -15.4% 0.07% EC
416 Fannie Mae 3140J9FX4 Sep 2022 120,949 -4,715 $125K -3.5% 0.07% ABS-MBS
417 ENERGY TRANSFER LP 29273VAN0 Sep 2022 145,000 — $125K -1.3% 0.07% DBT
418 SETANTA AIRCRAFT LEASING 000000000 Sep 2022 125,000 New $125K — 0.07% LON
419 Minerals Technologies Inc MTX Sep 2022 2,051 -2 $125K +22.8% 0.07% EC
420 APTIV PLC 03835VAJ5 Sep 2022 209,000 — $124K +5.9% 0.07% DBT
421 Repligen Corp RGEN Sep 2022 729 +135 $123K +11.1% 0.07% EC
422 HORIZON THERAPEUTICS USA 44055UAD7 Sep 2022 123,125 -312 $123K +3.6% 0.07% LON
423 T-MOBILE USA INC 87264ABD6 Sep 2022 130,000 — $123K +2.1% 0.07% DBT
424 JP Morgan Chase Commercial Mor 46639YAV9 Sep 2022 125,000 — $122K +0.5% 0.07% ABS-MBS
425 REALPAGE INC 75605VAD4 Sep 2022 128,375 -650 $122K +1.1% 0.07% LON
426 SPRINT SPECTRUM / SPEC I 85208NAD2 Sep 2022 123,750 -13,750 $122K -9.8% 0.07% DBT
427 Hub Group Inc HUBG Sep 2022 1,534 -23 $122K +13.5% 0.07% EC
428 BUONI POLIENNALI DEL TES 000000000 Sep 2022 145,000 New $122K — 0.07% DBT
429 Quanta Services Inc PWR Sep 2022 855 -42 $122K +6.6% 0.07% EC
430 LIFESTORAGE LP 84610WAB1 Sep 2022 130,000 — $122K -0.8% 0.07% DBT
431 J & J Snack Foods Corp JJSF Sep 2022 806 -1 $121K +15.5% 0.07% EC
432 MONDELEZ INTERNATIONAL 609207AZ8 Sep 2022 125,000 — $121K +0.4% 0.07% DBT
433 HCL Technologies Ltd HCLT Sep 2022 9,600 New $121K — 0.07% EC
434 Summit Materials Inc SUM Sep 2022 4,199 +66 $119K +20.4% 0.07% EC
435 Old National Bancorp/IN ONB Sep 2022 6,618 -612 $119K -0.1% 0.07% EC
436 Tyler Technologies Inc TYL Sep 2022 369 -18 $119K -11.5% 0.07% EC
437 Corteva Inc CTVA Sep 2022 2,013 -97 $118K -1.9% 0.07% EC
438 ARAMARK SERVICES INC 03852JAS0 Sep 2022 119,214 — $118K +0.8% 0.07% LON
439 DISCOVERY COMMUNICATIONS 25470DBL2 Sep 2022 195,000 — $118K +2.1% 0.07% DBT
440 Taylor Morrison Home Corp TMHC Sep 2022 3,873 -245 $118K +22.4% 0.07% EC
441 AT&T Inc T Sep 2022 6,363 -305 $117K +14.5% 0.07% EC
442 Telenet Group Holding NV TNET Sep 2022 7,160 New $117K — 0.07% EC
443 Becton Dickinson and Co BDX Sep 2022 458 -23 $116K +8.7% 0.07% EC
444 CREDIT SUISSE GROUP AG 225401AN8 Sep 2022 200,000 — $116K -5.5% 0.07% DBT
445 ORGANON & CO 68621XAE3 Sep 2022 116,354 — $115K +1.4% 0.06% LON
446 VISTRA OPERATIONS CO LLC 92840VAD4 Sep 2022 120,000 — $115K +0.6% 0.06% DBT
447 Shockwave Medical Inc SWAV Sep 2022 559 -100 $115K -37.3% 0.06% EC
448 WSFS Financial Corp WSFS Sep 2022 2,508 -128 $114K -7.1% 0.06% EC
449 Knight-Swift Transportation Ho KNX Sep 2022 2,162 +497 $113K +39.1% 0.06% EC
450 Zoetis Inc ZTS Sep 2022 767 -18 $112K -3.4% 0.06% EC
451 APPLIED SYSTEMS INC 03827FBB6 Dec 2022 112,516 New $112K — 0.06% LON
452 FRANCE (GOVT OF) 000000000 Sep 2022 115,000 New $112K — 0.06% DBT
453 ASPLUNDH TREE EXPERT LLC 04538FAD1 Sep 2022 112,136 -287 $112K +1.5% 0.06% LON
454 PILOT TRAVEL CENTERS LLC 72165NBH1 Sep 2022 112,644 -570 $111K +2.6% 0.06% LON
455 Ziff Davis Inc JCOM Sep 2022 1,406 -1 $111K +15.4% 0.06% EC
456 CANADA-GOV'T WI 135087H49 Dec 2022 150,000 New $110K — 0.06% DBT
457 Waste Management Inc WM Sep 2022 701 -33 $110K -6.5% 0.06% EC
458 T-MOBILE USA INC 87264ABL8 Sep 2022 155,000 — $110K +5.9% 0.06% DBT
459 Kite Realty Group Trust KRG Sep 2022 5,206 +281 $110K +29.2% 0.06% EC
460 Southwestern Energy Co SWN Sep 2022 18,689 +2,107 $109K +7.7% 0.06% EC
461 CHICAGO MERCANTILE EXCHANGE INC. 000000000 Sep 2022 1 New $109K — 0.06% DIR
462 Webster Financial Corp WBS Sep 2022 2,307 -111 $109K -0.1% 0.06% EC
463 Credit Suisse Group AG CSGN Sep 2022 36,530 New $109K — 0.06% EC
464 DR Horton Inc DHI Sep 2022 1,225 -60 $109K +26.2% 0.06% EC
465 Fannie Mae 31418EHF0 Sep 2022 114,908 -2,937 $109K -1.6% 0.06% ABS-MBS
466 Fannie Mae 3140X9HW8 Sep 2022 133,140 -889 $109K -0.4% 0.06% ABS-MBS
467 AIR LEASE CORP 00914AAG7 Sep 2022 130,000 — $109K +5.4% 0.06% DBT
468 Werner Enterprises Inc WERN Sep 2022 2,675 -2 $108K +7.0% 0.06% EC
469 UKG INC 90385KAK7 Sep 2022 112,907 -285 $108K +0.2% 0.06% LON
470 JPMORGAN CHASE & CO 46647PBX3 Sep 2022 140,000 — $107K +3.5% 0.06% DBT
471 AIR LEASE CORP 00914AAJ1 Sep 2022 115,000 — $107K +3.4% 0.06% DBT
472 METLIFE INC 59156RAP3 Sep 2022 110,000 — $107K +0.3% 0.06% DBT
473 Supernus Pharmaceuticals Inc SUPN Sep 2022 2,958 -2 $106K +5.3% 0.06% EC
474 Coca-Cola Femsa SAB de CV KOF Sep 2022 1,553 -1,500 $105K -40.9% 0.06% EC
475 JAPAN (20 YEAR ISSUE) 000000000 Sep 2022 12,350,000 New $105K — 0.06% DBT
476 MYR Group Inc MYRG Sep 2022 1,134 -293 $104K -13.6% 0.06% EC
477 Silicon Laboratories Inc SLAB Sep 2022 766 +97 $104K +25.8% 0.06% EC
478 EATON CORP 278062AH7 Sep 2022 110,000 — $103K +3.1% 0.06% DBT
479 Veeva Systems Inc VEEV Sep 2022 635 +340 $102K +110.7% 0.06% EC
480 Emerson Electric Co EMR Sep 2022 1,064 -51 $102K +25.2% 0.06% EC
481 Amicus Therapeutics Inc FOLD Sep 2022 8,361 -8 $102K +16.8% 0.06% EC
482 Petroleo Brasileiro SA PBR Sep 2022 9,584 — $102K -13.7% 0.06% EC
483 Carlisle Cos Inc CSL Sep 2022 432 -20 $102K -19.7% 0.06% EC
484 First Industrial Realty Trust FR Sep 2022 2,103 -101 $101K +2.8% 0.06% EC
485 BANK OF NY MELLON CORP 06406RBL0 Dec 2022 97,000 New $100K — 0.06% DBT
486 WNS Holdings Ltd WNS Sep 2022 1,254 -146 $100K -12.5% 0.06% EC
487 CAESARS ENTERTAIN INC 28470RAH5 Sep 2022 103,000 — $100K +0.9% 0.06% DBT
488 US TREASURY N/B 91282CFT3 Dec 2022 100,000 New $100K — 0.06% DBT
489 US TREASURY N/B 912810TC2 Sep 2022 140,000 — $100K -0.3% 0.06% DBT
490 WARNERMEDIA HOLDINGS INC 55903VAE3 Sep 2022 105,000 — $100K +0.4% 0.06% DBT
491 AIR LEASE CORP 00914AAS1 Sep 2022 125,000 — $100K +5.5% 0.06% DBT
492 PayPal Holdings Inc PYPL Sep 2022 1,397 -97 $99K -22.6% 0.06% EC
493 Freddie Mac 3133KPZH4 Sep 2022 97,603 -397 $99K +0.2% 0.06% ABS-MBS
494 TELEDYNE TECHNOLOGIES IN 879360AD7 Sep 2022 115,000 — $99K +3.3% 0.06% DBT
495 CHICAGO MERCANTILE EXCHANGE INC. 000000000 Sep 2022 1 New $99K — 0.06% DIR
496 Independence Realty Trust Inc IRT Sep 2022 5,868 +2,274 $99K +64.5% 0.06% EC
497 First Interstate BancSystem In FIBK Sep 2022 2,556 -607 $99K -22.6% 0.06% EC
498 DIRECTV FINANCING LLC 25460HAB8 Sep 2022 101,273 -2,567 $99K +1.7% 0.06% LON
499 Travere Therapeutics Inc TVTX Sep 2022 4,689 +125 $99K -12.3% 0.06% EC
500 Eaton Corp PLC ETN Sep 2022 628 New $99K — 0.06% EC
501 Apellis Pharmaceuticals Inc APLS Sep 2022 1,887 -1 $98K -24.3% 0.05% EC
502 Verisk Analytics Inc VRSK Sep 2022 551 -36 $97K -2.9% 0.05% EC
503 FHLMC Multifamily Structured P 3137FCM43 Sep 2022 100,000 — $97K -0.3% 0.05% ABS-MBS
504 Tata Chemicals Ltd TTCH Sep 2022 8,553 New $97K — 0.05% EC
505 JP Morgan Mortgage Trust 46644XBD3 Sep 2022 101,874 -16,630 $96K -16.4% 0.05% ABS-MBS
506 Fannie Mae 31418EKB5 Sep 2022 96,872 -5,781 $96K -4.7% 0.05% ABS-MBS
507 JAZZ FINANCING LUX SARL 000000000 Sep 2022 96,866 New $96K — 0.05% LON
508 ABM Industries Inc ABM Sep 2022 2,165 -2 $96K +16.1% 0.05% EC
509 JP Morgan Mortgage Trust 46644VBQ8 Sep 2022 108,958 -4,608 $96K -4.4% 0.05% ABS-MBS
510 Toll Brothers Inc TOL Sep 2022 1,915 -93 $96K +13.4% 0.05% EC
511 JP Morgan Mortgage Trust 46644VBR6 Sep 2022 108,958 -4,608 $96K -4.4% 0.05% ABS-MBS
512 NMI Holdings Inc NMIH Sep 2022 4,568 -4 $95K +2.5% 0.05% EC
513 Kadant Inc KAI Sep 2022 536 — $95K +6.5% 0.05% EC
514 Worthington Industries Inc WOR Sep 2022 1,914 -225 $95K +16.6% 0.05% EC
515 MaxLinear Inc MXL Sep 2022 2,770 -3 $94K +4.0% 0.05% EC
516 CVS HEALTH CORP 126650DP2 Dec 2022 135,000 New $94K — 0.05% DBT
517 Westrock Co WRK Sep 2022 2,665 -491 $94K -3.9% 0.05% EC
518 UNITED KINGDOM GILT 000000000 Sep 2022 80,000 New $94K — 0.05% DBT
519 STANDARD INDUSTRIES INC 85350EAB2 Sep 2022 94,538 -375 $94K +1.2% 0.05% LON
520 Malibu Boats Inc MBUU Sep 2022 1,747 -26 $93K +9.4% 0.05% EC
521 PNC FINANCIAL SERVICES 693475AX3 Sep 2022 100,000 — $93K +1.5% 0.05% DBT
522 UNITED KINGDOM GILT 000000000 Sep 2022 85,000 New $93K — 0.05% DBT
523 SouthState Corp SSB Sep 2022 1,213 -1 $93K -3.6% 0.05% EC
524 MORGAN STANLEY 61747YEF8 Sep 2022 127,000 — $92K +1.3% 0.05% DBT
525 WesBanco Inc WSBC Sep 2022 2,491 -2 $92K +10.7% 0.05% EC
526 JP Morgan Mortgage Trust 46645GAY4 Sep 2022 100,907 -4,948 $92K -5.0% 0.05% ABS-MBS
527 JP Morgan Mortgage Trust 46645GAZ1 Sep 2022 100,907 -4,948 $92K -4.9% 0.05% ABS-MBS
528 Oshkosh Corp OSK Sep 2022 1,040 -50 $92K +19.7% 0.05% EC
529 Reliance Steel & Aluminum Co RS Sep 2022 453 -80 $92K -1.4% 0.05% EC
530 Brixmor Property Group Inc BRX Sep 2022 4,041 -194 $92K +17.1% 0.05% EC
531 FAURECIA 000000000 Sep 2022 100,000 New $91K — 0.05% DBT
532 Casella Waste Systems Inc CWST Sep 2022 1,149 -1 $91K +3.7% 0.05% EC
533 Hamilton Lane Inc HLNE Sep 2022 1,424 +201 $91K +24.8% 0.05% EC
534 Alphabet Inc GOOG Sep 2022 1,020 — $91K -7.7% 0.05% EC
535 Tata Consumer Products Ltd TATACONS Sep 2022 9,749 New $90K — 0.05% EC
536 SANTANDER UK PLC 80283LAA1 Sep 2022 90,000 — $90K +1.1% 0.05% DBT
537 AON CORP/AON GLOBAL HOLD 03740LAB8 Sep 2022 140,000 — $90K +3.1% 0.05% DBT
538 PACTIV EVERGREEN GROUP 76174LAA1 Sep 2022 100,000 — $89K +5.7% 0.05% DBT
539 Grand City Properties SA GYC Sep 2022 9,020 New $89K — 0.05% EC
540 Focus Financial Partners Inc FOCS Sep 2022 2,372 +509 $88K +50.6% 0.05% EC
541 VISTRA OPERATIONS CO LLC 92840VAL6 Sep 2022 90,000 — $88K +1.1% 0.05% DBT
542 JEFFERIES FIN GROUP INC 47233JGT9 Sep 2022 115,000 — $88K +5.3% 0.05% DBT
543 Independent Bank Corp INDB Sep 2022 1,041 -1 $88K +13.2% 0.05% EC
544 TINGYI 322 Sep 2022 49,724 New $88K — 0.05% EC
545 Sohu.com Ltd SOHU Sep 2022 6,358 — $87K -14.7% 0.05% EC
546 UNITED AIR 2014-2 A PTT 90932QAA4 Sep 2022 94,230 — $87K +1.5% 0.05% DBT
547 KB Home KBH Sep 2022 2,718 -3 $87K +22.7% 0.05% EC
548 Vale SA VALE Sep 2022 5,098 — $87K +27.4% 0.05% EC
549 United Community Banks Inc/GA UCBI Sep 2022 2,559 -486 $86K -14.2% 0.05% EC
550 BUNDESREPUB. DEUTSCHLAND 000000000 Sep 2022 80,000 New $86K — 0.05% DBT
551 BUONI POLIENNALI DEL TES 000000000 Sep 2022 90,000 New $86K — 0.05% DBT
552 SS&C Technologies Holdings Inc SSNC Sep 2022 1,654 -484 $86K -15.7% 0.05% EC
553 SINOPEC CORP 386 Sep 2022 178,200 New $86K — 0.05% EC
554 BUNDESREPUB. DEUTSCHLAND 000000000 Sep 2022 110,000 New $86K — 0.05% DBT
555 Trip.com Group Ltd TCOM Sep 2022 2,495 — $86K +26.0% 0.05% EC
556 America Movil SAB de CV AMX Sep 2022 4,704 — $86K +10.5% 0.05% EC
557 Spire Inc SR Sep 2022 1,238 -89 $85K +3.1% 0.05% EC
558 ENERGIZER HOLDINGS INC 29272WAD1 Sep 2022 100,000 — $85K +14.2% 0.05% DBT
559 First Financial Bancorp FFBC Sep 2022 3,502 -3 $85K +14.8% 0.05% EC
560 NorthWestern Corp NWE Sep 2022 1,429 +26 $85K +22.6% 0.05% EC
561 PTC Inc PTC Sep 2022 699 -243 $84K -14.8% 0.05% EC
562 JEFFERIES FIN GROUP INC 472319AE2 Sep 2022 80,000 — $84K +2.9% 0.05% DBT
563 FRANCE (GOVT OF) 000000000 Sep 2022 145,000 New $84K — 0.05% DBT
564 CONMED Corp CNMD Sep 2022 941 -1 $83K +10.4% 0.05% EC
565 VERIZON COMMUNICATIONS 92343VGK4 Sep 2022 110,000 — $83K +3.2% 0.05% DBT
566 CHICAGO MERCANTILE EXCHANGE INC. 000000000 Sep 2022 1 New $83K — 0.05% DIR
567 Freddie Mac 3133ASH63 Sep 2022 101,083 -1,711 $83K -1.2% 0.05% ABS-MBS
568 TORONTO-DOMINION BANK 89115A2C5 Sep 2022 85,000 — $82K +2.6% 0.05% DBT
569 Physicians Realty Trust DOC Sep 2022 5,686 -5 $82K -3.9% 0.05% EC
570 TELEDYNE TECHNOLOGIES IN 879360AE5 Sep 2022 100,000 — $82K +3.8% 0.05% DBT
571 UNITED KINGDOM GILT 000000000 Sep 2022 75,000 New $82K — 0.05% DBT
572 ENTERGY LOUISIANA LLC 29364WBA5 Sep 2022 90,000 — $81K +2.1% 0.05% DBT
573 AUSTRALIAN GOVERNMENT 000000000 Sep 2022 145,000 New $81K — 0.05% DBT
574 Box Inc BOX Sep 2022 2,605 -2 $81K +27.5% 0.05% EC
575 AtriCure Inc ATRC Sep 2022 1,826 -1 $81K +13.4% 0.05% EC
576 Samsung Life Insurance Co Ltd 032830 Sep 2022 1,442 New $81K — 0.05% EC
577 MEDLINE BORROWER LP 58503UAC7 Sep 2022 84,362 -425 $80K +2.8% 0.05% LON
578 FRANCE (GOVT OF) 000000000 Sep 2022 95,000 New $80K — 0.04% DBT
579 FRANCE (GOVT OF) 000000000 Sep 2022 60,000 New $79K — 0.04% DBT
580 Fannie Mae 3140X8BP1 Sep 2022 90,879 -1,816 $78K -0.1% 0.04% ABS-MBS
581 DUKE ENERGY CORP 26441CBG9 Sep 2022 85,000 — $78K +1.8% 0.04% DBT
582 Eastman Chemical Co EMN Sep 2022 954 -46 $78K +9.4% 0.04% EC
583 Exact Sciences Corp EXAS Sep 2022 1,569 -75 $78K +45.4% 0.04% EC
584 UNITED KINGDOM GILT 000000000 Sep 2022 105,000 New $78K — 0.04% DBT
585 BorgWarner Inc BWA Sep 2022 1,927 -93 $78K +22.3% 0.04% EC
586 Comerica Inc CMA Sep 2022 1,158 -55 $77K -10.2% 0.04% EC
587 AMERICAN TOWER CORP 03027XBG4 Sep 2022 100,000 — $77K +4.4% 0.04% DBT
588 Grupo Financiero Banorte SAB d GFNORTEO Sep 2022 10,747 New $77K — 0.04% EC
589 CDW LLC/CDW FINANCE 12513GBH1 Sep 2022 90,000 — $77K +2.6% 0.04% DBT
590 Catalent Inc CTLT Sep 2022 1,714 +662 $77K +1.3% 0.04% EC
591 First Bancorp/Southern Pines N FBNC Sep 2022 1,791 -2 $77K +17.0% 0.04% EC
592 Halliburton Co HAL Dec 2022 1,949 New $77K — 0.04% EC
593 Pacific Premier Bancorp Inc PPBI Sep 2022 2,426 -2 $77K +1.9% 0.04% EC
594 AUTODESK INC 052769AH9 Sep 2022 95,000 — $76K +2.8% 0.04% DBT
595 PNC FINANCIAL SERVICES 693475BH7 Dec 2022 75,000 New $76K — 0.04% DBT
596 BP CAPITAL MARKETS PLC 05565QDV7 Sep 2022 85,000 — $75K +1.7% 0.04% DBT
597 BONOS Y OBLIG DEL ESTADO 000000000 Sep 2022 70,000 New $74K — 0.04% DBT
598 Itau Unibanco Holding SA ITUB Sep 2022 15,790 -5,900 $74K -33.7% 0.04% EC
599 JPMORGAN CHASE & CO 46647PAY2 Sep 2022 75,000 — $74K +0.1% 0.04% DBT
600 Fannie Mae 3140XCLU0 Sep 2022 86,359 -1,872 $74K -1.2% 0.04% ABS-MBS
601 Fannie Mae 31418DSJ2 Dec 2022 85,886 New $73K — 0.04% ABS-MBS
602 Insmed Inc INSM Sep 2022 3,647 +237 $73K -0.8% 0.04% EC
603 MORGAN STANLEY 61747YEV3 Dec 2022 70,000 New $72K — 0.04% DBT
604 Crowdstrike Holdings Inc CRWD Sep 2022 684 +193 $72K -11.0% 0.04% EC
605 U-PRESID CHINA 220 Sep 2022 71,600 New $72K — 0.04% EC
606 VERIZON COMMUNICATIONS 92343VGN8 Sep 2022 90,000 — $72K +3.6% 0.04% DBT
607 ATLANTIC CITY ELECTRIC 048303CH2 Sep 2022 75,000 — $72K +1.9% 0.04% DBT
608 Consensus Cloud Solutions Inc CCSI Sep 2022 1,329 -1 $71K +13.6% 0.04% EC
609 TENNESSEE GAS PIPELINE 880451AZ2 Sep 2022 85,000 — $71K +2.4% 0.04% DBT
610 GRAY TELEVISION INC 389375AL0 Sep 2022 98,000 — $71K -3.5% 0.04% DBT
611 NAVER Corp 035420 Sep 2022 498 New $71K — 0.04% EC
612 Freddie Mac 31335BWN2 Sep 2022 71,981 -2,828 $71K -2.4% 0.04% ABS-MBS
613 NEXTERA ENERGY CAPITAL 65339KBR0 Sep 2022 85,000 — $70K +3.2% 0.04% DBT
614 UNITED KINGDOM GILT 000000000 Sep 2022 60,000 New $70K — 0.04% DBT
615 Blueprint Medicines Corp BPMC Sep 2022 1,560 -1 $68K -33.6% 0.04% EC
616 TRUIST BANK 07330MAC1 Sep 2022 73,000 — $68K +0.4% 0.04% DBT
617 City Holding Co CHCO Sep 2022 732 -142 $68K -12.1% 0.04% EC
618 Columbus McKinnon Corp/NY CMCO Sep 2022 2,098 -2 $68K +24.0% 0.04% EC
619 Valley National Bancorp VLY Sep 2022 6,017 -6 $68K +4.6% 0.04% EC
620 PTC Therapeutics Inc PTCT Sep 2022 1,782 -2 $68K -24.0% 0.04% EC
621 DiamondRock Hospitality Co DRH Sep 2022 8,265 -7 $68K +9.0% 0.04% EC
622 EastGroup Properties Inc EGP Sep 2022 454 -7 $67K +1.0% 0.04% EC
623 Banco Bradesco SA BBD Sep 2022 23,339 — $67K -21.7% 0.04% EC
624 JAPAN (40 YEAR ISSUE) 000000000 Sep 2022 12,800,000 New $67K — 0.04% DBT
625 Dana Inc DAN Sep 2022 4,424 -4 $67K +32.3% 0.04% EC
626 BP CAP MARKETS AMERICA 10373QBT6 Sep 2022 80,000 — $67K +2.8% 0.04% DBT
627 Fomento Economico Mexicano SAB FMX Sep 2022 853 — $67K +24.5% 0.04% EC
628 Varonis Systems Inc VRNS Sep 2022 2,782 -3 $67K -9.8% 0.04% EC
629 NuVasive Inc NUVA Sep 2022 1,613 -1 $67K -5.9% 0.04% EC
630 Equifax Inc EFX Sep 2022 341 +50 $66K +32.9% 0.04% EC
631 WESCO International Inc WCC Sep 2022 526 -8 $66K +3.3% 0.04% EC
632 MongoDB Inc MDB Sep 2022 330 +136 $65K +68.6% 0.04% EC
633 AON CORP/AON GLOBAL HOLD 03740LAF9 Dec 2022 65,000 New $64K — 0.04% DBT
634 YETI Holdings Inc YETI Dec 2022 1,554 New $64K — 0.04% EC
635 LG Uplus Corp 032640 Sep 2022 7,329 New $64K — 0.04% EC
636 Ligand Pharmaceuticals Inc LGND Sep 2022 958 — $64K -22.4% 0.04% EC
637 ENTEGRIS ESCROW CORP 29365BAA1 Sep 2022 70,000 — $64K +3.5% 0.04% DBT
638 Four Corners Property Trust In FCPT Sep 2022 2,461 +437 $64K +30.3% 0.04% EC
639 Quaker Chemical Corp KWR Sep 2022 382 -1 $64K +15.3% 0.04% EC
640 JEFFERIES FIN GROUP INC 472319AM4 Sep 2022 65,000 — $64K +4.1% 0.04% DBT
641 Fannie Mae 3140XFNN7 Sep 2022 77,411 -1,806 $64K -1.4% 0.04% ABS-MBS
642 TRUIST FINANCIAL CORP 89788MAE2 Sep 2022 75,000 — $63K +2.4% 0.04% DBT
643 BONOS Y OBLIG DEL ESTADO 000000000 Sep 2022 65,000 New $63K — 0.04% DBT
644 NexTier Oilfield Solutions Inc NEX Dec 2022 6,773 New $63K — 0.04% EC
645 Regal Rexnord Corp RRX Sep 2022 519 -8 $62K -15.8% 0.04% EC
646 KBR Inc KBR Sep 2022 1,176 -18 $62K +20.3% 0.03% EC
647 Kaiser Aluminum Corp KALU Sep 2022 813 — $62K +23.8% 0.03% EC
648 Grupo Televisa SAB TV Sep 2022 13,530 — $62K -15.2% 0.03% EC
649 Yelp Inc YELP Sep 2022 2,251 -2 $62K -19.4% 0.03% EC
650 Cia de Minas Buenaventura SAA BVN Sep 2022 8,215 — $61K +10.7% 0.03% EC
651 Azenta Inc BRKS Sep 2022 1,044 -1 $61K +35.7% 0.03% EC
652 Allegiant Travel Co ALGT Sep 2022 893 -17 $61K -8.6% 0.03% EC
653 MACOM Technology Solutions Hol MTSI Sep 2022 941 -1 $59K +21.5% 0.03% EC
654 Tetra Tech Inc TTEK Sep 2022 407 -6 $59K +11.3% 0.03% EC
655 LXP Industrial Trust LXP Sep 2022 5,895 -6 $59K +9.3% 0.03% EC
656 Wendy's Co/The WEN Sep 2022 2,606 -2 $59K +21.0% 0.03% EC
657 GOLDMAN SACHS GROUP INC 38141GXG4 Sep 2022 70,000 — $59K +3.6% 0.03% DBT
658 STATE STREET CORP 857477BS1 Sep 2022 65,000 — $58K +2.5% 0.03% DBT
659 Fannie Mae 3140QED41 Sep 2022 66,054 -2,038 $58K -2.6% 0.03% ABS-MBS
660 JBS USA/FOOD/FINANCE 46590XAF3 Sep 2022 70,000 — $58K +1.3% 0.03% DBT
661 PACIFIC GAS & ELECTRIC 694308JH1 Sep 2022 85,000 — $58K +6.0% 0.03% DBT
662 Q2 Holdings Inc QTWO Sep 2022 2,151 +373 $58K +1.0% 0.03% EC
663 AT&T INC 00206RKJ0 Sep 2022 85,000 — $58K +1.7% 0.03% DBT
664 CANADA-GOV'T WI 135087J54 Sep 2022 80,000 — $58K +1.8% 0.03% DBT
665 BeiGene Ltd BGNE Sep 2022 260 — $57K +63.1% 0.03% EC
666 Instructure Holdings Inc INST Sep 2022 2,435 -3 $57K +5.1% 0.03% EC
667 BELGIUM KINGDOM 000000000 Sep 2022 75,000 New $57K — 0.03% DBT
668 QuidelOrtho Corp QDEL Sep 2022 662 -31 $57K +14.5% 0.03% EC
669 Coherent Corp COHR Sep 2022 1,615 -24 $57K -0.8% 0.03% EC
670 Earthstone Energy Inc ESTE Sep 2022 3,982 +157 $57K +20.2% 0.03% EC
671 AT&T INC 00206RGQ9 Sep 2022 60,000 — $57K +3.2% 0.03% DBT
672 National Storage Affiliates Tr NSA Sep 2022 1,562 -23 $56K -14.4% 0.03% EC
673 Umpqua Holdings Corp UMPQ Sep 2022 3,148 -1,054 $56K -21.8% 0.03% EC
674 Blackline Inc BL Sep 2022 835 -1 $56K +12.2% 0.03% EC
675 Kemper Corp KMPR Sep 2022 1,131 -1 $56K +19.1% 0.03% EC
676 WillScot Mobile Mini Holdings WSC Sep 2022 1,230 -18 $56K +10.4% 0.03% EC
677 Independent Bank Group Inc IBTX Sep 2022 924 -1 $56K -2.2% 0.03% EC
678 Ultragenyx Pharmaceutical Inc RARE Sep 2022 1,191 -1 $55K +11.8% 0.03% EC
679 Deere & Co DE Sep 2022 128 -5 $55K +23.6% 0.03% EC
680 Southwest Airlines Co LUV Sep 2022 1,628 -78 $55K +4.2% 0.03% EC
681 Verint Systems Inc VRNT Sep 2022 1,483 -1 $54K +8.0% 0.03% EC
682 Turkcell Iletisim Hizmetleri A TKC Sep 2022 11,103 — $53K +80.1% 0.03% EC
683 COMCAST CORP 20030NBT7 Sep 2022 65,000 — $53K +5.0% 0.03% DBT
684 SPS Commerce Inc SPSC Sep 2022 411 — $53K +3.4% 0.03% EC
685 Rapid7 Inc RPD Sep 2022 1,549 -1 $53K -20.8% 0.03% EC
686 TIM SA/Brazil TIMB Sep 2022 4,517 — $53K +4.2% 0.03% EC
687 Agios Pharmaceuticals Inc AGIO Sep 2022 1,864 -2 $52K -0.8% 0.03% EC
688 Sprout Social Inc SPT Sep 2022 908 -1 $51K -7.1% 0.03% EC
689 MORGAN STANLEY 61747YEX9 Dec 2022 50,000 New $51K — 0.03% DBT
690 Enterprise Financial Services EFSC Sep 2022 1,043 -330 $51K -15.5% 0.03% EC
691 Roper Technologies Inc ROP Sep 2022 118 -5 $51K +15.3% 0.03% EC
692 US BANCORP 91159HJH4 Dec 2022 50,000 New $51K — 0.03% DBT
693 Zurn Elkay Water Solutions Cor ZWS Sep 2022 2,408 -2 $51K -13.7% 0.03% EC
694 Semtech Corp SMTC Sep 2022 1,773 -2 $51K -2.6% 0.03% EC
695 US TREASURY N/B 91282CEP2 Sep 2022 55,000 -95,000 $51K -63.4% 0.03% DBT
696 Snowflake Inc SNOW Sep 2022 352 +139 $51K +39.6% 0.03% EC
697 Freddie Mac - STACR 35564KFN4 Sep 2022 50,643 -13,034 $50K -20.2% 0.03% ABS-MBS
698 Akbank TAS AKBNK Sep 2022 47,990 New $50K — 0.03% EC
699 CVS HEALTH CORP 126650DJ6 Sep 2022 55,000 — $50K +2.0% 0.03% DBT
700 Armada Hoffler Properties Inc AHH Sep 2022 4,329 -4 $50K +10.7% 0.03% EC
701 SOUTH CAROLINA ST PUBLIC SVC A 837151NP0 Sep 2022 60,000 — $50K -7.3% 0.03% DBT
702 Telefonica Brasil SA VIV Sep 2022 6,897 — $49K -4.9% 0.03% EC
703 Datadog Inc DDOG Sep 2022 664 +344 $49K +71.8% 0.03% EC
704 Hibbett Inc HIBB Sep 2022 708 -1 $48K +36.8% 0.03% EC
705 HENGAN INT'L 1044 Sep 2022 9,000 New $48K — 0.03% EC
706 BUONI POLIENNALI DEL TES 000000000 Sep 2022 50,000 New $48K — 0.03% DBT
707 ESCO Technologies Inc ESE Sep 2022 541 — $47K +19.2% 0.03% EC
708 Americanas SA AMER3 Sep 2022 25,905 New $47K — 0.03% EC
709 Omnicell Inc OMCL Sep 2022 936 -1 $47K -42.1% 0.03% EC
710 AIR LEASE CORP 00914AAT9 Dec 2022 45,000 New $45K — 0.03% DBT
711 US TREASURY FRN 91282CFS5 Dec 2022 45,000 New $45K — 0.03% DBT
712 RPT Realty RPT Sep 2022 4,473 -4 $45K +32.7% 0.03% EC
713 Fannie Mae 3140XCB80 Sep 2022 52,319 -602 $45K +0.0% 0.03% ABS-MBS
714 Banco Santander Brasil SA BSBR Sep 2022 8,273 — $45K -4.4% 0.03% EC
715 La-Z-Boy Inc LZB Sep 2022 1,949 -1 $44K +1.1% 0.03% EC
716 Sun Country Airlines Holdings SNCY Sep 2022 2,791 +1,088 $44K +91.0% 0.02% EC
717 Kunlun Energy Co Ltd 135 Sep 2022 62,000 New $44K — 0.02% EC
718 NEWMONT CORP 651639AZ9 Sep 2022 55,000 — $44K +4.6% 0.02% DBT
719 IMAX Corp IMAX Sep 2022 2,944 +297 $43K +15.5% 0.02% EC
720 Fannie Mae 3140KVBU3 Sep 2022 51,523 -1,671 $42K -2.4% 0.02% ABS-MBS
721 Artivion Inc CRY Sep 2022 3,476 -3 $42K -12.5% 0.02% EC
722 MORGAN STANLEY 61747YEY7 Dec 2022 40,000 New $42K — 0.02% DBT
723 Pacific Biosciences of Califor PACB Sep 2022 5,135 -4 $42K +40.8% 0.02% EC
724 US BANCORP 91159HJB7 Sep 2022 55,000 — $42K +1.4% 0.02% DBT
725 Helen of Troy Ltd HELE Sep 2022 378 New $42K — 0.02% EC
726 Fannie Mae 3140X6Q38 Sep 2022 43,962 -1,373 $41K -1.2% 0.02% ABS-MBS
727 Pebblebrook Hotel Trust PEB Sep 2022 3,066 -3 $41K -7.8% 0.02% EC
728 CANADA-GOV'T WI 135087K94 Sep 2022 60,000 — $41K +2.3% 0.02% DBT
729 NISOURCE INC 65473PAK1 Sep 2022 45,000 — $41K +1.6% 0.02% DBT
730 BJ's Wholesale Club Holdings I BJ Sep 2022 611 -323 $40K -40.6% 0.02% EC
731 NETHERLANDS GOVERNMENT 000000000 Sep 2022 40,000 New $40K — 0.02% DBT
732 NEWMONT CORP 651639AY2 Sep 2022 50,000 — $40K +4.0% 0.02% DBT
733 Chuy's Holdings Inc CHUY Sep 2022 1,423 -21 $40K +20.3% 0.02% EC
734 CANADA-GOV'T WI 135087F82 Sep 2022 60,000 — $40K +2.4% 0.02% DBT
735 Arcos Dorados Holdings Inc ARCO Sep 2022 4,719 New $39K — 0.02% EC
736 SVB FINANCIAL GROUP 78486QAL5 Sep 2022 45,000 — $39K +1.8% 0.02% DBT
737 Rockwell Automation Inc ROK Sep 2022 153 -8 $39K +13.8% 0.02% EC
738 ATN International Inc ATNI Sep 2022 869 -1 $39K +17.3% 0.02% EC
739 CANADA-GOV'T WI 135087H72 Sep 2022 70,000 — $39K -1.7% 0.02% DBT
740 BUNDESREPUB. DEUTSCHLAND 000000000 Sep 2022 40,000 New $39K — 0.02% DBT
741 Mativ Holdings Inc MATV Sep 2022 1,869 -351 $39K -20.3% 0.02% EC
742 Stifel Financial Corp SF Sep 2022 669 -10 $39K +10.8% 0.02% EC
743 SS&C TECHNOLOGIES INC 78466DBD5 Sep 2022 39,211 -1,145 $39K -1.4% 0.02% LON
744 Freddie Mac 3133KKMZ9 Sep 2022 45,390 -884 $38K -1.6% 0.02% ABS-MBS
745 CANADA-GOV'T WI 135087K37 Sep 2022 60,000 — $38K +1.9% 0.02% DBT
746 CANADA-GOV'T WI 135087M50 Sep 2022 55,000 — $38K +2.3% 0.02% DBT
747 Barnes Group Inc B Sep 2022 938 -1 $38K +41.3% 0.02% EC
748 UNITED AIR 2014-1 A PTT 90932PAA6 Sep 2022 41,205 -1,883 $38K -2.8% 0.02% DBT
749 Brinker International Inc EAT Sep 2022 1,190 -430 $38K -6.2% 0.02% EC
750 Jack in the Box Inc JACK Sep 2022 556 -8 $38K -9.2% 0.02% EC
751 VERIZON COMMUNICATIONS 92343VFU3 Sep 2022 60,000 — $38K +2.8% 0.02% DBT
752 BONOS Y OBLIG DEL ESTADO 000000000 Sep 2022 40,000 New $38K — 0.02% DBT
753 Weibo Corp WB Sep 2022 1,972 — $38K +11.8% 0.02% EC
754 NETHERLANDS GOVERNMENT 000000000 Sep 2022 35,000 New $37K — 0.02% DBT
755 THERMO FISHER SCIENTIFIC 883556CM2 Sep 2022 50,000 — $37K +5.4% 0.02% DBT
756 Cemex SAB de CV CX Sep 2022 9,018 — $37K +18.1% 0.02% EC
757 JP Morgan Mortgage Trust 46641YAP8 Sep 2022 42,372 — $36K -0.4% 0.02% ABS-MBS
758 JP Morgan Mortgage Trust 46641YAQ6 Sep 2022 42,372 — $36K -0.4% 0.02% ABS-MBS
759 John Deere Owner Trust 47787JAB4 Sep 2022 36,517 -13,483 $36K -26.8% 0.02% ABS-O
760 Sonic Automotive Inc SAH Sep 2022 732 -1 $36K +13.6% 0.02% EC
761 Ingersoll Rand Inc IR Sep 2022 688 -33 $36K +15.3% 0.02% EC
762 MPLX LP 55336VBR0 Sep 2022 40,000 — $36K +1.9% 0.02% DBT
763 Huntsman Corp HUN Sep 2022 1,275 +291 $35K +45.1% 0.02% EC
764 PACIFIC GAS & ELECTRIC 694308JG3 Sep 2022 45,000 — $35K +6.8% 0.02% DBT
765 Nexstar Media Group Inc NXST Sep 2022 200 -3 $35K +3.4% 0.02% EC
766 First Foundation Inc FFWM Sep 2022 2,437 -2 $35K -21.1% 0.02% EC
767 Ichor Holdings Ltd ICHR Sep 2022 1,296 New $35K — 0.02% EC
768 BELGIUM KINGDOM 000000000 Sep 2022 35,000 New $34K — 0.02% DBT
769 EXELON CORP 30161NAN1 Sep 2022 35,000 — $34K +1.1% 0.02% DBT
770 CIGNA CORP 125523CJ7 Sep 2022 45,000 — $34K +5.2% 0.02% DBT
771 NXP BV/NXP FDG/NXP USA 62954HAL2 Sep 2022 50,000 — $34K +6.6% 0.02% DBT
772 Cia Cervecerias Unidas SA CCU Sep 2022 2,589 — $34K +21.7% 0.02% EC
773 KINGDOM OF DENMARK 000000000 Sep 2022 260,000 New $34K — 0.02% DBT
774 BROADCOM INC 11135FBL4 Sep 2022 42,000 — $34K +6.5% 0.02% DBT
775 SVB FINANCIAL GROUP 78486QAF8 Sep 2022 45,000 — $33K +2.1% 0.02% DBT
776 MPLX LP 55336VAR1 Sep 2022 35,000 — $33K +2.1% 0.02% DBT
777 Fannie Mae 3138WBQU2 Sep 2022 32,011 -1,097 $32K -2.6% 0.02% ABS-MBS
778 MORGAN STANLEY 61747YEH4 Sep 2022 40,000 — $31K +2.6% 0.02% DBT
779 SS&C TECHNOLOGIES INC 78466DBE3 Sep 2022 31,878 -883 $31K -1.3% 0.02% LON
780 FRANCE (GOVT OF) 000000000 Sep 2022 25,000 New $31K — 0.02% DBT
781 KEY BANK NA 49327M3F9 Dec 2022 30,000 New $31K — 0.02% DBT
782 BUONI POLIENNALI DEL TES 000000000 Sep 2022 35,000 New $31K — 0.02% DBT
783 BrightView Holdings Inc BV Sep 2022 4,370 -66 $30K -14.5% 0.02% EC
784 NXP BV/NXP FUNDING LLC 62947QBC1 Sep 2022 30,000 — $30K +3.5% 0.02% DBT
785 BUNDESREPUB. DEUTSCHLAND 000000000 Sep 2022 25,000 New $30K — 0.02% DBT
786 BELGIUM KINGDOM 000000000 Sep 2022 45,000 New $29K — 0.02% DBT
787 JD.com Inc 9618 Sep 2022 1,028 New $29K — 0.02% EC
788 BRF SA BRFS Sep 2022 18,322 — $29K -32.5% 0.02% EC
789 Estee Lauder Cos Inc/The EL Sep 2022 111 — $28K +14.9% 0.02% EC
790 Balchem Corp BCPC Sep 2022 223 -55 $27K -19.4% 0.02% EC
791 SOUTHERN CAL EDISON 842400GR8 Sep 2022 30,000 — $27K +5.4% 0.01% DBT
792 NETHERLANDS GOVERNMENT 000000000 Sep 2022 30,000 New $26K — 0.01% DBT
793 Fannie Mae 3140L2PU1 Sep 2022 31,320 -449 $26K -0.7% 0.01% ABS-MBS
794 PACIFIC GAS & ELECTRIC 694308JF5 Sep 2022 30,000 — $26K +5.7% 0.01% DBT
795 CANADIAN GOVERNMENT 135087A61 Sep 2022 35,000 — $26K +2.4% 0.01% DBT
796 ZOETIS INC 98978VAU7 Dec 2022 25,000 New $26K — 0.01% DBT
797 DEVON ENERGY CORPORATION 25179MAN3 Sep 2022 30,000 — $26K +4.2% 0.01% DBT
798 BUONI POLIENNALI DEL TES 000000000 Sep 2022 30,000 New $25K — 0.01% DBT
799 US TREASURY N/B 912810TL2 Dec 2022 25,000 New $25K — 0.01% DBT
800 ENTERGY LOUISIANA LLC 29364WAS7 Sep 2022 25,000 — $25K +0.4% 0.01% DBT
801 WESTLAKE CORP 960413AZ5 Sep 2022 40,000 — $25K +0.4% 0.01% DBT
802 US TREASURY N/B 912810TJ7 Dec 2022 30,000 New $25K — 0.01% DBT
803 ENERGY TRANSFER LP 29278NAG8 Sep 2022 25,000 — $24K +2.9% 0.01% DBT
804 GRAY TELEVISION INC 389376AZ7 Sep 2022 24,750 -62 $24K -0.4% 0.01% LON
805 NeoGenomics Inc NEO Sep 2022 2,601 -2 $24K +7.2% 0.01% EC
806 Fannie Mae 3140J9JV4 Sep 2022 22,840 -749 $24K -3.8% 0.01% ABS-MBS
807 REPUBLIC OF ARGENTINA 040114HS2 Sep 2022 87,300 — $24K +34.8% 0.01% DBT
808 AUSTRALIAN GOVERNMENT 000000000 Sep 2022 60,000 New $24K — 0.01% DBT
809 Generac Holdings Inc GNRC Sep 2022 234 -11 $24K -46.0% 0.01% EC
810 VIATRIS INC 92556VAD8 Sep 2022 30,000 — $24K +5.3% 0.01% DBT
811 ENTERPRISE PRODUCTS OPER 29379VCB7 Sep 2022 35,000 — $23K +2.5% 0.01% DBT
812 AT&T INC 00206RJZ6 Sep 2022 31,000 — $23K +3.8% 0.01% DBT
813 IRSA Inversiones y Representac IRS Sep 2022 4,845 — $23K +17.4% 0.01% EC
814 Fannie Mae 3136ADB65 Sep 2022 256,636 -11,734 $23K -6.0% 0.01% ABS-MBS
815 Freddie Mac 31335BZT6 Sep 2022 21,575 -1,011 $22K -4.1% 0.01% ABS-MBS
816 Freddie Mac - STACR 35564KBK4 Sep 2022 22,464 -29,182 $22K -56.6% 0.01% ABS-MBS
817 CDW LLC/CDW FINANCE 12513GBG3 Sep 2022 25,000 — $22K +2.4% 0.01% DBT
818 BUONI POLIENNALI DEL TES 000000000 Sep 2022 20,000 New $22K — 0.01% DBT
819 PACIFICORP 695114CX4 Sep 2022 30,000 — $22K +3.0% 0.01% DBT
820 AUSTRALIAN GOVERNMENT 000000000 Sep 2022 40,000 New $21K — 0.01% DBT
821 Fannie Mae 3140XJZY2 Dec 2022 23,000 New $21K — 0.01% ABS-MBS
822 Upwork Inc UPWK Sep 2022 1,996 -2 $21K -23.4% 0.01% EC
823 Sequoia Mortgage Trust 81745QCB6 Sep 2022 22,112 -1,081 $20K -4.9% 0.01% ABS-MBS
824 PACIFIC GAS & ELECTRIC 694308JT5 Sep 2022 25,000 — $20K +6.6% 0.01% DBT
825 Towd Point Mortgage Trust 89176EAA8 Sep 2022 21,108 -2,206 $20K -10.0% 0.01% ABS-MBS
826 Chart Industries Inc GTLS Sep 2022 175 -1 $20K -37.8% 0.01% EC
827 BUNDESREPUB. DEUTSCHLAND 000000000 Sep 2022 20,000 New $20K — 0.01% DBT
828 CANADA-GOV'T WI 135087N59 Dec 2022 30,000 New $20K — 0.01% DBT
829 NETHERLANDS GOVERNMENT 000000000 Sep 2022 20,000 New $20K — 0.01% DBT
830 Fannie Mae 3140J83Y7 Sep 2022 18,772 -841 $19K -5.8% 0.01% ABS-MBS
831 UNITED KINGDOM GILT 000000000 Sep 2022 20,000 New $19K — 0.01% DBT
832 CANADA-GOV'T WI 135087N26 Sep 2022 30,000 — $19K +1.3% 0.01% DBT
833 NETGEAR Inc NTGR Sep 2022 1,044 -1 $19K -9.7% 0.01% EC
834 Fannie Mae 3140XBC73 Sep 2022 21,907 -435 $19K -1.4% 0.01% ABS-MBS
835 NETHERLANDS GOVERNMENT 000000000 Sep 2022 35,000 New $18K — 0.01% DBT
836 VIATRIS INC 92556VAB2 Sep 2022 20,000 — $18K +1.9% 0.01% DBT
837 WORKDAY INC 98138HAJ0 Sep 2022 20,000 — $18K +1.9% 0.01% DBT
838 Fannie Mae 3140X9LP8 Sep 2022 21,078 -497 $17K -1.5% 0.01% ABS-MBS
839 PACIFICORP 695114CW6 Sep 2022 20,000 — $17K +3.1% 0.01% DBT
840 EUREX CLEARING AKTIENGESELLSCHAFT OEH3 Sep 2022 -4 New $17K — 0.01% DIR
841 OmniAb Inc OABI Dec 2022 4,694 New $17K — 0.01% EC
842 Vanguard FTSE Developed Markets ETF VEA Sep 2022 400 -7,200 $17K -93.9% 0.01% EC
843 WARNERMEDIA HOLDINGS INC 55903VAL7 Sep 2022 20,000 — $17K +0.3% 0.01% DBT
844 JPMORGAN CHASE & CO 46647PBN5 Dec 2022 25,000 New $16K — 0.01% DBT
845 GOLDMAN SACHS GROUP INC 38141GZM9 Sep 2022 20,000 — $16K +2.4% 0.01% DBT
846 CVS HEALTH CORP 126650DQ0 Sep 2022 20,000 — $16K +3.1% 0.01% DBT
847 VIATRIS INC 92556VAF3 Sep 2022 25,000 — $15K +3.1% 0.01% DBT
848 STATE STREET CORP 857477BX0 Dec 2022 15,000 New $15K — 0.01% DBT
849 ORACLE CORP 68389XCF0 Dec 2022 15,000 New $15K — 0.01% DBT
850 Vanda Pharmaceuticals Inc VNDA Sep 2022 2,045 -2,040 $15K -62.6% 0.01% EC
851 BUONI POLIENNALI DEL TES 000000000 Sep 2022 15,000 New $15K — 0.01% DBT
852 Warner Bros Discovery Inc WBD Sep 2022 1,539 -74 $15K -21.3% 0.01% EC
853 BUNDESREPUB. DEUTSCHLAND 000000000 Sep 2022 25,000 New $14K — 0.01% DBT
854 Fannie Mae 31418DYB2 Dec 2022 17,142 New $14K — 0.01% ABS-MBS
855 BONOS Y OBLIG DEL ESTADO 000000000 Sep 2022 20,000 New $14K — 0.01% DBT
856 Government National Mortgage A 36179SSW8 Sep 2022 12,962 -302 $14K -2.2% 0.01% ABS-MBS
857 ENTERGY LOUISIANA LLC 29364WAV0 Sep 2022 15,000 — $13K -0.7% 0.01% DBT
858 Intercept Pharmaceuticals Inc ICPT Sep 2022 1,056 -1 $13K -11.4% 0.01% EC
859 VIATRIS INC 92556VAC0 Sep 2022 15,000 — $13K +4.7% 0.01% DBT
860 NETHERLANDS GOVERNMENT 000000000 Sep 2022 10,000 New $12K — 0.01% DBT
861 BUONI POLIENNALI DEL TES 000000000 Sep 2022 20,000 New $12K — 0.01% DBT
862 CHARTER COMM OPT LLC/CAP 161175BY9 Sep 2022 20,000 — $12K -0.8% 0.01% DBT
863 SWEDISH GOVERNMENT 000000000 Sep 2022 145,000 New $12K — 0.01% DBT
864 MORGAN STANLEY 6174468X0 Sep 2022 15,000 — $11K +3.5% 0.01% DBT
865 Weibo Corp 9898 Sep 2022 600 New $11K — 0.01% EC
866 American Equity Investment Lif AEL Sep 2022 241 -1,904 $11K -86.3% 0.01% EC
867 Fannie Mae 3140X5YV9 Sep 2022 11,343 -558 $11K -2.6% 0.01% ABS-MBS
868 STATE STREET CORP 857477BY8 Dec 2022 10,000 New $10K — 0.01% DBT
869 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TYH3 Sep 2022 -33 New $10K — 0.01% DIR
870 SWEDISH GOVERNMENT 000000000 Sep 2022 100,000 New $9K — 0.01% DBT
871 NXP BV/NXP FDG/NXP USA 62954HAW8 Sep 2022 10,000 — $9K +1.5% 0.01% DBT
872 Government National Mortgage A 36193FLJ4 Sep 2022 8,744 -669 $9K -6.6% 0.01% ABS-MBS
873 SVB FINANCIAL GROUP 78486QAS0 Sep 2022 10,000 — $9K +1.1% 0.00% DBT
874 JPMorgan Chase Bank, National Association N/A Sep 2022 1 New $8K — 0.00% DFE
875 iQIYI Inc IQ Sep 2022 1,540 — $8K +95.6% 0.00% EC
876 DiDi Global Inc DIDI Sep 2022 2,500 — $8K +73.1% 0.00% EC
877 XP Inc XP Sep 2022 499 New $8K — 0.00% EC
878 KINGDOM OF DENMARK 000000000 Sep 2022 35,000 New $6K — 0.00% DBT
879 Freddie Mac 3132DWDC4 Dec 2022 7,670 New $6K — 0.00% ABS-MBS
880 SWEDISH GOVERNMENT 000000000 Sep 2022 65,000 New $6K — 0.00% DBT
881 Towd Point Mortgage Trust 89173HAA4 Sep 2022 6,261 -1,628 $6K -20.9% 0.00% ABS-MBS
882 Towd Point Mortgage Trust 89173FAA8 Sep 2022 6,085 -1,477 $6K -19.7% 0.00% ABS-MBS
883 BUNDESREPUB. DEUTSCHLAND 000000000 Sep 2022 10,000 New $5K — 0.00% DBT
884 KINGDOM OF DENMARK 000000000 Sep 2022 65,000 New $5K — 0.00% DBT
885 UEM Sunrise Bhd UEMS Sep 2022 83,019 New $5K — 0.00% EC
886 Euroapi SA EAPI Sep 2022 285 New $4K — 0.00% EC
887 SABINE PASS LIQUEFACTION 785592AJ5 Sep 2022 4,000 -330,000 $4K -98.8% 0.00% DBT
888 DIAMONDBACK ENERGY INC 25278XAT6 Sep 2022 5,000 — $4K +0.5% 0.00% DBT
889 Sitios Latinoamerica SAB de CV LASITEB1 Sep 2022 4,704 New $2K — 0.00% EC
890 iShares MSCI EAFE ETF EFA Sep 2022 30 -3,460 $2K -99.0% 0.00% EC
891 IRSA SA IRS/WS Sep 2022 6,330 New $2K — 0.00% EC
892 Government National Mortgage A 38380CGV9 Sep 2022 1,194 +9 $1K +0.6% 0.00% ABS-MBS
893 Joinn Laboratories China Co Lt 6127 Sep 2022 196 New $1K — 0.00% EC
894 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. UXYH3 Sep 2022 -6 New $970 — 0.00% DIR
895 D-MARKET Elektronik Hizmetler HEPS Sep 2022 400 — $264 -31.5% 0.00% EC
896 THE TORONTO-DOMINION BANK N/A Sep 2022 1 New $135 — 0.00% DFE
897 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. FVH3 Sep 2022 18 New $107 — 0.00% DIR
898 Tencent Music Entertainment Gr TME Sep 2022 7 — $58 +103.9% 0.00% EC
899 Omniab Inc/old 2200963D Dec 2022 363 New $0 — 0.00% EC
900 Omniab Inc/old 2200964D Dec 2022 363 New $0 — 0.00% EC
901 SPIRIT MTA REIT 000000000 Sep 2022 677 New $0 — 0.00% EC
902 VK Co Ltd VKCO Sep 2022 2,644 — $0 -100.0% 0.00% EC
903 Gazprom PJSC GAZP Sep 2022 87,612 New $0 — 0.00% EC
904 Yandex NV YNDX Sep 2022 2,625 New $0 — 0.00% EC
905 Etalon Group PLC 62UM Sep 2022 20,100 — $0 -100.0% 0.00% EC
906 Sberbank of Russia PJSC SBER Sep 2022 52,870 New $0 — 0.00% EC
907 Rosneft Oil Co PJSC ROSN Sep 2022 41,640 New $0 — 0.00% EC
908 F-TECH INC 000000000 Sep 2022 25,000 New $0 — 0.00% EC
909 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. USH3 Sep 2022 -5 New $-91 — -0.00% DIR
910 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. FVH3 Sep 2022 -29 New $-522 — -0.00% DIR
911 THE TORONTO-DOMINION BANK N/A Sep 2022 1 New $-1831 — -0.00% DFE
912 CITIGROUP GLOBAL MARKETS INC. N/A Sep 2022 1 New $-5184 — -0.00% DFE
913 CITIGROUP GLOBAL MARKETS INC. N/A Sep 2022 1 New $-7845 — -0.00% DFE
914 JPMorgan Chase Bank, National Association N/A Sep 2022 1 New $-13801 — -0.01% DFE
915 THE TORONTO-DOMINION BANK N/A Sep 2022 1 New $-15628 — -0.01% DFE
916 AUSTRALIAN SECURITIES EXCHANGE TRADE24 XMH3 Sep 2022 14 New $-59616 — -0.03% DIR
917 THE TORONTO-DOMINION BANK N/A Sep 2022 1 New $-97572 — -0.05% DFE
918 THE TORONTO-DOMINION BANK N/A Sep 2022 1 New $-195505 — -0.11% DFE
✕ US TREASURY N/B 91282CBX8 — 2,500,000 Exited $2.4M — — —
✕ WI TREASURY N/B 91282CER8 — 1,290,000 Exited $1.3M — — —
✕ COMCAST CORP 20030NCR0 — 550,000 Exited $0.5M — — —
✕ Fannie Mae 3140L23B7 — 428,413 Exited $0.3M — — —
✕ CIGNA CORP 125523AC4 — 260,000 Exited $0.3M — — —
✕ BANK OF AMERICA CORP 06051GKW8 — 265,000 Exited $0.3M — — —
✕ PNC BANK NA 69349LAG3 — 250,000 Exited $0.2M — — —
✕ US TREASURY FRN 91282CDU2 — 230,000 Exited $0.2M — — —
✕ HCA INC 404119CD9 — 250,000 Exited $0.2M — — —
✕ TAKEDA PHARMACEUTICAL 874060AT3 — 210,000 Exited $0.2M — — —
✕ BANK OF AMERICA CORP 06051GHR3 — 215,000 Exited $0.2M — — —
✕ CHEVRON USA INC 166756AP1 — 200,000 Exited $0.2M — — —
✕ BANK OF MONTREAL 06367WB85 — 210,000 Exited $0.2M — — —
✕ MICROCHIP TECHNOLOGY INC 595017AP9 — 185,000 Exited $0.2M — — —
✕ US TREASURY N/B 91282CEQ0 — 180,000 Exited $0.2M — — —
✕ MPLX LP 55336VAK6 — 160,000 Exited $0.1M — — —
✕ BRISTOL-MYERS SQUIBB CO 110122CM8 — 131,000 Exited $0.1M — — —
✕ CONOCOPHILLIPS COMPANY 20826FAV8 — 165,000 Exited $0.1M — — —
✕ GOLDMAN SACHS GROUP INC 38141GYG3 — 145,000 Exited $0.1M — — —
✕ NEWMONT CORP 651639AX4 — 140,000 Exited $0.1M — — —
✕ GENERAL MOTORS FINL CO 37045XCK0 — 120,000 Exited $0.1M — — —
✕ APPLIED SYSTEMS INC 03827FAX9 — 112,516 Exited $0.1M — — —
✕ State Street Corp 857477103 — 1,807 Exited $0.1M — — —
✕ BRISTOL-MYERS SQUIBB CO 110122DW5 — 140,000 Exited $0.1M — — —
✕ CUBESMART LP 22966RAD8 — 115,000 Exited $0.1M — — —
✕ CIGNA CORP 125523AG5 — 107,000 Exited $0.1M — — —
✕ BANK OF AMERICA CORP 06051GKJ7 — 115,000 Exited $0.1M — — —
✕ WARNERMEDIA HOLDINGS INC 55903VAG8 — 110,000 Exited $0.1M — — —
✕ AMGEN INC 031162CU2 — 115,000 Exited $0.1M — — —
✕ SCHLUMBERGER HLDGS CORP 806851AJ0 — 95,000 Exited $0.1M — — —
✕ AMGEN INC 031162DA5 — 135,000 Exited $0.1M — — —
✕ GENERAL MOTORS CO 37045VAY6 — 100,000 Exited $0.1M — — —
✕ PRETIUM PKG HOLDINGS INC 74142KAF6 — 96,975 Exited $0.1M — — —
✕ GOLDMAN SACHS GROUP INC 38141GZR8 — 95,000 Exited $0.1M — — —
✕ BANK OF AMERICA CORP 06051GJF7 — 115,000 Exited $0.1M — — —
✕ IBM CORP 459200KJ9 — 100,000 Exited $0.1M — — —
✕ WELLS FARGO & COMPANY 95000U3A9 — 70,000 Exited $0.1M — — —
✕ BROWN & BROWN INC 115236AF8 — 82,000 Exited $0.1M — — —
✕ APTIV PLC / APTIV CORP 00217GAB9 — 70,000 Exited $0.1M — — —
✕ American Assets Trust Inc 024013104 — 2,143 Exited $0.1M — — —
✕ CHARTER COMM OPT LLC/CAP 161175CC6 — 80,000 Exited $0.1M — — —
✕ POLARIS NEWCO LLC 73108RAB4 — 49,500 Exited $0.0M — — —
✕ AMGEN INC 031162CZ1 — 60,000 Exited $0.0M — — —
✕ EVERSOURCE ENERGY 30040WAQ1 — 50,000 Exited $0.0M — — —
✕ LYB INT FINANCE III 50249AAH6 — 65,000 Exited $0.0M — — —
✕ T-MOBILE USA INC 87264ABZ7 — 50,000 Exited $0.0M — — —
✕ OTIS WORLDWIDE CORP 68902VAL1 — 60,000 Exited $0.0M — — —
✕ JACKSON FINANCIAL INC 46817MAL1 — 55,000 Exited $0.0M — — —
✕ ECOPETROL SA 279158AL3 — 45,000 Exited $0.0M — — —
✕ Ping Identity Holding Corp 72341T103 — 1,438 Exited $0.0M — — —
✕ CITIGROUP INC 172967NG2 — 45,000 Exited $0.0M — — —
✕ REGENERON PHARMACEUTICAL 75886FAE7 — 50,000 Exited $0.0M — — —
✕ PNC FINANCIAL SERVICES 693475BD6 — 35,000 Exited $0.0M — — —
✕ US BANCORP 91159HJD3 — 40,000 Exited $0.0M — — —
✕ T-MOBILE USA INC 87264ACB9 — 40,000 Exited $0.0M — — —
✕ AUTONATION INC 05329RAA1 — 40,000 Exited $0.0M — — —
✕ US BANCORP 91159HJC5 — 35,000 Exited $0.0M — — —
✕ MORGAN STANLEY 61747YEK7 — 35,000 Exited $0.0M — — —
✕ CVS HEALTH CORP 126650DM9 — 35,000 Exited $0.0M — — —
✕ BANK OF AMERICA CORP 06051GKK4 — 35,000 Exited $0.0M — — —
✕ OTIS WORLDWIDE CORP 68902VAM9 — 40,000 Exited $0.0M — — —
✕ JPMORGAN CHASE & CO 48128BAG6 — 30,000 Exited $0.0M — — —
✕ CANADIAN PACIFIC RAILWAY 13645RBF0 — 30,000 Exited $0.0M — — —
✕ American Eagle Outfitters Inc 02553E106 — 2,311 Exited $0.0M — — —
✕ Fannie Mae 31418CMF8 — 24,054 Exited $0.0M — — —
✕ Gazprom PJSC 368287207 — 43,806 Exited $0.0M — — —
✕ Fannie Mae 3140QKRY6 — 24,755 Exited $0.0M — — —
✕ WORKDAY INC 98138HAH4 — 20,000 Exited $0.0M — — —
✕ BROWN & BROWN INC 115236AC5 — 23,000 Exited $0.0M — — —
✕ JPMORGAN CHASE & CO 46647PCE4 — 25,000 Exited $0.0M — — —
✕ GENERAL MOTORS FINL CO 37045XBG0 — 11,000 Exited $0.0M — — —
✕ WORKDAY INC 98138HAG6 — 10,000 Exited $0.0M — — —
✕ T-MOBILE USA INC 87264ACS2 — 10,000 Exited $0.0M — — —
✕ Coeur Mining Inc 192108504 — 1,534 Exited $0.0M — — —
✕ Getnet Adquirencia e Servicos 37428A103 — 1,226 Exited $0.0M — — —