GMO Mutual Funds > GMO TRUST
GMO Benchmark-Free Fund
$1.12B
Avg Monthly Net Assets
$1.36B
Total Assets
$245.11M
Total Liabilities
$1.12B
Net Assets
GMO Benchmark-Free Fund is a Mutual Fund in GMO TRUST
from GMO Mutual Funds,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $1.12B.
On July 29th, 2024 it reported 1,478 holdings, the largest
being Nomura Securities International, Inc. (8.1%), United States Treasury (7.2%) and GMO Resources Fund (4.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class III | C000102896 | GBFFX |
Holdings
From latest NPORT-P, filed July 29th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1&1 AG | Long | Equity-common | DE | $77K | 4K | 0.01 |
| 361 Degrees International Ltd | Long | Equity-common | KY | $38K | 66K | 0.00 |
| 3i Group PLC | Long | Equity-common | GB | $6M | 175K | 0.58 |
| 3M Co | Long | Equity-common | US | $2M | 18K | 0.16 |
| 3SBio Inc | Long | Equity-common | KY | $199K | 255K | 0.02 |
| Aalberts NV | Long | Equity-common | NL | $259K | 5K | 0.02 |
| AbbVie Inc | Short | Equity-common | US | $-1M | -7K | -0.10 |
| Abou Kir Fertilizers & Chemical Industries | Long | Equity-common | EG | $32K | 24K | 0.00 |
| ABOV Semiconductor Co Ltd | Long | Equity-common | KR | $53K | 6K | 0.00 |
| abrdn plc | Long | Equity-common | GB | $108K | 54K | 0.01 |
| Absa Group Ltd | Long | Equity-common | ZA | $165K | 21K | 0.01 |
| Academy Sports & Outdoors Inc | Long | Equity-common | US | $186K | 3K | 0.02 |
| Accent Group Ltd | Long | Equity-common | AU | $77K | 61K | 0.01 |
| Accor SA | Short | Equity-common | FR | $-1M | -32K | -0.13 |
| Acerinox SA | Long | Equity-common | ES | $760K | 69K | 0.07 |
| Acter Group Corp Ltd | Long | Equity-common | TW | $17K | 2K | 0.00 |
| Adecco Group AG | Long | Equity-common | CH | $3M | 79K | 0.27 |
| ADEKA Corp | Long | Equity-common | JP | $221K | 10K | 0.02 |
| adidas AG | Short | Equity-common | DE | $-2M | -8K | -0.18 |
| Admiral Group PLC | Short | Equity-common | GB | $-385K | -11K | -0.03 |
| Adtalem Global Education Inc | Long | Equity-common | US | $63K | 972 | 0.01 |
| Advantest Corp | Short | Equity-common | JP | $-37K | -1K | -0.00 |
| Adyen NV | Short | Equity-common | NL | $-2M | -1K | -0.14 |
| Aegon Ltd | Long | Equity-common | BM | $199K | 31K | 0.02 |
| Aeon Co Ltd | Short | Equity-common | JP | $-2M | -75K | -0.15 |
| Aeroports de Paris SA | Short | Equity-common | FR | $-1M | -8K | -0.10 |
| AES Corp (AES Corp/The) | Short | Equity-common | US | $-2M | -93K | -0.18 |
| Affiliated Managers Group Inc | Long | Equity-common | US | $246K | 2K | 0.02 |
| Aflac Inc | Long | Equity-common | US | $486K | 5K | 0.04 |
| AGCO Corp | Long | Equity-common | US | $387K | 4K | 0.03 |
| Ageas SA/NV | Long | Equity-common | BE | $4M | 81K | 0.36 |
| Agnico Eagle Mines Ltd | Short | Equity-common | CA | $-533K | -8K | -0.05 |
| Agricultural Bank of China Ltd | Long | Equity-common | CN | $1M | 3M | 0.12 |
| AIB Group PLC | Long | Equity-common | IE | $52K | 9K | 0.00 |
| Aichi Corp | Long | Equity-common | JP | $38K | 5K | 0.00 |
| Akamai Technologies Inc | Long | Equity-common | US | $1M | 13K | 0.10 |
| Akbank TAS | Long | Equity-common | TR | $2M | 791K | 0.15 |
| AKR Corporindo Tbk PT | Long | Equity-common | ID | $92K | 930K | 0.01 |
| Alibaba Group Holding Ltd | Long | Equity-common | KY | $2M | 29K | 0.20 |
| Alimentation Couche-Tard Inc | Long | Equity-common | CA | $1M | 23K | 0.12 |
| Allianz SE | Long | Equity-common | DE | $254K | 868 | 0.02 |
| Allison Transmission Holdings Inc | Long | Equity-common | US | $177K | 2K | 0.02 |
| Ally Financial Inc | Long | Equity-common | US | $2M | 54K | 0.19 |
| Almarai Co JSC | Long | Equity-common | SA | $59K | 4K | 0.01 |
| Alnylam Pharmaceuticals Inc | Short | Equity-common | US | $-2M | -11K | -0.14 |
| Alphabet Inc | Long | Equity-common | US | $6M | 34K | 0.52 |
| Alphabet Inc | Long | Equity-common | US | $2M | 9K | 0.14 |
| Alrosa PJSC | Long | Equity-common | RU | $25K | 3M | 0.00 |
| AltaGas Ltd | Short | Equity-common | CA | $-2M | -74K | -0.15 |
| Alteogen Inc | Long | Equity-common | KR | $215K | 2K | 0.02 |
| Alupar Investimento SA | Long | Equity-common | BR | $19K | 3K | 0.00 |
| Amadeus Fire AG | Long | Equity-common | DE | $13K | 109 | 0.00 |
| Amadeus IT Group SA | Long | Equity-common | ES | $2M | 23K | 0.15 |
| Amano Corp | Long | Equity-common | JP | $1M | 49K | 0.11 |
| Amazon.com Inc | Long | Equity-common | US | $1M | 7K | 0.11 |
| Ambev SA | Long | Equity-common | BR | $241K | 109K | 0.02 |
| American Express Co | Long | Equity-common | US | $3M | 13K | 0.28 |
| American Tower Corp | Short | Equity-common | US | $-853K | -4K | -0.08 |
| Amgen Inc | Short | Equity-common | US | $-2M | -6K | -0.17 |
| AMMB Holdings Bhd | Long | Equity-common | MY | $39K | 43K | 0.00 |
| Amplifon SpA | Short | Equity-common | IT | $-2M | -41K | -0.14 |
| Amundi SA | Long | Equity-common | FR | $18K | 237 | 0.00 |
| Analog Devices Inc | Short | Equity-common | US | $-668K | -3K | -0.06 |
| Aneka Tambang Tbk | Long | Equity-common | ID | $43K | 477K | 0.00 |
| Anglo American Platinum Ltd | Long | Equity-common | ZA | $884K | 27K | 0.08 |
| Anheuser-Busch InBev SA/NV | Short | Equity-common | BE | $-2M | -25K | -0.14 |
| Anima Holding SpA | Long | Equity-common | IT | $254K | 47K | 0.02 |
| AOKI Holdings Inc | Long | Equity-common | JP | $23K | 3K | 0.00 |
| AP Moller - Maersk A/S | Long | Equity-common | DK | $2M | 1K | 0.18 |
| AP Moller - Maersk A/S | Long | Equity-common | DK | $1M | 758 | 0.12 |
| AP Thailand PCL | Long | Equity-common | TH | $215K | 856K | 0.02 |
| APERAM SA | Long | Equity-common | LU | $194K | 7K | 0.02 |
| Arata Corp | Long | Equity-common | JP | $61K | 3K | 0.01 |
| Arca Continental SAB de CV | Long | Equity-common | MX | $541K | 53K | 0.05 |
| Arcadis NV | Long | Equity-common | NL | $58K | 889 | 0.01 |
| ArcelorMittal SA | Long | Equity-common | LU | $2M | 61K | 0.14 |
| Arch Capital Group Ltd | Long | Equity-common | BM | $944K | 9K | 0.08 |
| Archer-Daniels-Midland Co | Long | Equity-common | US | $1M | 17K | 0.09 |
| Arkema SA | Long | Equity-common | FR | $507K | 5K | 0.05 |
| Arrow Electronics Inc | Long | Equity-common | US | $430K | 3K | 0.04 |
| Arthur J Gallagher & Co | Short | Equity-common | US | $-2M | -8K | -0.17 |
| Arvind Ltd | Long | Equity-common | IN | $112K | 25K | 0.01 |
| Asahi Intecc Co Ltd | Short | Equity-common | JP | $-341K | -24K | -0.03 |
| ASAHI YUKIZAI CORP | Long | Equity-common | JP | $147K | 5K | 0.01 |
| ASE Technology Holding Co Ltd | Long | Equity-common | TW | $1M | 137K | 0.13 |
| Aselsan Elektronik Sanayi Ve Ticaret AS | Long | Equity-common | TR | $783K | 431K | 0.07 |
| Asia Vital Components Co Ltd | Long | Equity-common | TW | $237K | 10K | 0.02 |
| ASMPT Ltd | Long | Equity-common | KY | $1M | 93K | 0.10 |
| Aspen Technology Inc | Long | Equity-common | US | $592K | 3K | 0.05 |
| ASR Nederland NV | Long | Equity-common | NL | $559K | 12K | 0.05 |
| Asseco Poland SA | Long | Equity-common | PL | $64K | 3K | 0.01 |
| Assicurazioni Generali SpA | Long | Equity-common | IT | $489K | 19K | 0.04 |
| Astra International Tbk PT | Long | Equity-common | ID | $43K | 164K | 0.00 |
| Asustek Computer Inc | Long | Equity-common | TW | $478K | 30K | 0.04 |
| ASX Ltd | Short | Equity-common | AU | $-989K | -24K | -0.09 |
| AT&T Inc | Long | Equity-common | US | $68K | 4K | 0.01 |
| Atkore Inc | Long | Equity-common | US | $124K | 814 | 0.01 |
| Atresmedia Corp de Medios de Comunicacion SA | Long | Equity-common | ES | $102K | 18K | 0.01 |
| Attock Refinery Ltd | Long | Equity-common | PK | $23K | 17K | 0.00 |
| Aurobindo Pharma Ltd | Long | Equity-common | IN | $724K | 51K | 0.06 |
| Auto Trader Group PLC | Short | Equity-common | GB | $-2M | -154K | -0.15 |
| AutoNation Inc | Long | Equity-common | US | $272K | 2K | 0.02 |
| AVI Ltd | Long | Equity-common | ZA | $158K | 35K | 0.01 |
| Avnet Inc | Long | Equity-common | US | $140K | 3K | 0.01 |
| Avolta AG | Short | Equity-common | CH | $-305K | -8K | -0.03 |
| AXA SA | Long | Equity-common | FR | $678K | 19K | 0.06 |
| Axial Retailing Inc | Long | Equity-common | JP | $56K | 9K | 0.01 |
| Axon Enterprise Inc | Short | Equity-common | US | $-2M | -6K | -0.14 |
| Axway Software SA | Long | Equity-common | FR | $7K | 261 | 0.00 |
| Ayvens SA | Long | Equity-common | FR | $56K | 7K | 0.00 |
| B2Gold Corp | Long | Equity-common | CA | $283K | 101K | 0.03 |
| B2Gold Corp | Long | Equity-common | CA | $146K | 52K | 0.01 |
| Bachem Holding AG | Short | Equity-common | CH | $-100K | -1K | -0.01 |
| BAE Systems PLC | Long | Equity-common | GB | $441K | 25K | 0.04 |
| BAIC Motor Corp Ltd | Long | Equity-common | CN | $74K | 258K | 0.01 |
| Bajaj Auto Ltd | Long | Equity-common | IN | $6K | 54 | 0.00 |
| Balfour Beatty PLC | Long | Equity-common | GB | $45K | 9K | 0.00 |
| Banca IFIS SpA | Long | Equity-common | IT | $370K | 17K | 0.03 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Equity-common | ES | $6M | 541K | 0.53 |
| Banco BPM SpA | Long | Equity-common | IT | $231K | 32K | 0.02 |
| Banco Bradesco SA | Long | Equity-common | BR | $32K | 13K | 0.00 |
| Banco de Sabadell SA | Long | Equity-common | ES | $4M | 2M | 0.38 |
| Banco del Bajio SA | Long | Equity-common | MX | $156K | 45K | 0.01 |
| Banco do Brasil SA | Long | Equity-common | BR | $660K | 128K | 0.06 |
| Banco Santander SA | Long | Equity-common | ES | $4M | 837K | 0.40 |
| Bancolombia SA | Long | Equity-common | CO | $637K | 18K | 0.06 |
| Bando Chemical Industries Ltd | Long | Equity-common | JP | $42K | 4K | 0.00 |
| Bangkok Bank PCL | Long | Equity-common | TH | $624K | 168K | 0.06 |
| Bank Central Asia Tbk PT | Long | Equity-common | ID | $1M | 2M | 0.12 |
| Bank Leumi Le-Israel BM | Long | Equity-common | IL | $74K | 9K | 0.01 |
| Bank Mandiri Persero Tbk PT | Long | Equity-common | ID | $468K | 1M | 0.04 |
| Bank Negara Indonesia Persero Tbk PT | Long | Equity-common | ID | $567K | 2M | 0.05 |
| Bank of America Corp | Long | Equity-common | US | $3M | 72K | 0.26 |
| Bank of Communications Co Ltd | Long | Equity-common | CN | $322K | 426K | 0.03 |
| Bank of East Asia Ltd/The | Long | Equity-common | HK | $35K | 27K | 0.00 |
| Bank of Georgia Group PLC | Long | Equity-common | GB | $231K | 5K | 0.02 |
| Bank of Ireland Group PLC | Long | Equity-common | IE | $331K | 29K | 0.03 |
| Bank of New York Mellon Corp/The | Long | Equity-common | US | $796K | 13K | 0.07 |
| Bank of Nova Scotia/The | Long | Equity-common | CA | $1M | 22K | 0.09 |
| Bank of Nova Scotia/The | Long | Equity-common | CA | $956K | 20K | 0.09 |
| Bank Pembangunan Daerah Jawa Timur Tbk PT | Long | Equity-common | ID | $51K | 2M | 0.00 |
| Bank Polska Kasa Opieki SA | Long | Equity-common | PL | $903K | 22K | 0.08 |
| Bank Rakyat Indonesia Persero Tbk PT | Long | Equity-common | ID | $810K | 3M | 0.07 |
| Barloworld Ltd | Long | Equity-common | ZA | $35K | 7K | 0.00 |
| Barratt Developments PLC | Long | Equity-common | GB | $2M | 266K | 0.15 |
| Bashneft PJSC | Long | Equity-preferred | RU | $3K | 13K | 0.00 |
| Bayerische Motoren Werke AG | Long | Equity-preferred | DE | $1M | 10K | 0.09 |
| Bayerische Motoren Werke AG | Long | Equity-common | DE | $451K | 4K | 0.04 |
| BB Seguridade Participacoes SA | Long | Equity-common | BR | $53K | 9K | 0.00 |
| BE Semiconductor Industries NV | Short | Equity-common | NL | $-2M | -10K | -0.13 |
| Beiersdorf AG | Long | Equity-common | DE | $1M | 9K | 0.13 |
| Beijer Ref AB | Short | Equity-common | SE | $-875K | -53K | -0.08 |
| Beijing Enterprises Holdings Ltd | Long | Equity-common | HK | $250K | 71K | 0.02 |
| Bekaert SA | Long | Equity-common | BE | $281K | 6K | 0.03 |
| Belluna Co Ltd | Long | Equity-common | JP | $70K | 15K | 0.01 |
| Bellway PLC | Long | Equity-common | GB | $781K | 23K | 0.07 |
| Berkeley Group Holdings PLC | Long | Equity-common | GB | $2M | 36K | 0.22 |
| Berry Global Group Inc | Long | Equity-common | US | $62K | 1K | 0.01 |
| Best Buy Co Inc | Long | Equity-common | US | $696K | 8K | 0.06 |
| Betsson AB | Long | Equity-common | SE | $53K | 5K | 0.00 |
| Betsson AB | Long | Equity-common | SE | $2K | 5K | 0.00 |
| BFF GS SUPERVAL (Goldman Sachs & Co. LLC) | Derivative-equity | US | $174K | – | 0.02 | |
| BFF MORD SUPERVAL (Morgan Stanley Capital Services LLC) | Derivative-equity | US | $1M | – | 0.10 | |
| Bharat Petroleum Corp Ltd | Long | Equity-common | IN | $946K | 126K | 0.08 |
| BHP Group Ltd | Long | Equity-common | AU | $5M | 160K | 0.43 |
| Bidvest Group Ltd/The | Long | Equity-common | ZA | $564K | 43K | 0.05 |
| BILL Holdings Inc | Short | Equity-common | US | $-314K | -6K | -0.03 |
| Bio-Rad Laboratories Inc | Long | Equity-common | US | $1M | 5K | 0.13 |
| BlueScope Steel Ltd | Long | Equity-common | AU | $3M | 203K | 0.26 |
| BML Inc | Long | Equity-common | JP | $164K | 9K | 0.01 |
| BNK Financial Group Inc | Long | Equity-common | KR | $214K | 35K | 0.02 |
| BNP Paribas SA | Long | Equity-common | FR | $2M | 31K | 0.21 |
| Bobst Group SA | Long | Equity-common | CH | $30K | 393 | 0.00 |
| BOC Hong Kong Holdings Ltd | Long | Equity-common | HK | $283K | 90K | 0.03 |
| Boeing Co/The | Short | Equity-common | US | $-2M | -10K | -0.15 |
| Booking Holdings Inc | Long | Equity-common | US | $2M | 545 | 0.18 |
| BorgWarner Inc | Long | Equity-common | US | $3M | 91K | 0.29 |
| BPER Banca SPA | Long | Equity-common | IT | $1M | 189K | 0.09 |
| Bradespar SA | Long | Equity-preferred | BR | $1M | 322K | 0.11 |
| Brambles Ltd | Long | Equity-common | AU | $2M | 167K | 0.14 |
| BRF SA | Long | Equity-common | BR | $209K | 59K | 0.02 |
| Bridgestone Corp | Long | Equity-common | JP | $1M | 31K | 0.12 |
| Bristol-Myers Squibb Co | Long | Equity-common | US | $952K | 23K | 0.09 |
| British American Tobacco PLC | Long | Equity-common | GB | $256K | 8K | 0.02 |
| Broadcom Inc | Short | Equity-common | US | $-2M | -1K | -0.17 |
| Brookfield Asset Management Ltd | Long | Equity-common | CA | $269K | 7K | 0.02 |
| Brookfield Corp | Long | Equity-common | CA | $2M | 35K | 0.14 |
| Brookfield Renewable Corp | Short | Equity-common | CA | $-869K | -28K | -0.08 |
| Brother Industries Ltd | Long | Equity-common | JP | $2M | 103K | 0.18 |
| BRP Inc | Long | Equity-common | CA | $69K | 1K | 0.01 |
| Brunswick Corp/DE | Long | Equity-common | US | $116K | 1K | 0.01 |
| BT Group PLC | Long | Equity-common | GB | $5M | 3M | 0.41 |
| Budimex SA | Long | Equity-common | PL | $204K | 1K | 0.02 |
| Builders FirstSource Inc | Long | Equity-common | US | $2M | 10K | 0.14 |
| Bumitama Agri Ltd | Long | Equity-common | SG | $20K | 39K | 0.00 |
| Bunge Global SA | Long | Equity-common | CH | $339K | 3K | 0.03 |
| Bunka Shutter Co Ltd | Long | Equity-common | JP | $38K | 3K | 0.00 |
| Burlington Stores Inc | Short | Equity-common | US | $-2M | -8K | -0.17 |
| Buzzi SpA | Long | Equity-common | IT | $8K | 201 | 0.00 |
| BW LPG Ltd | Long | Equity-common | BM | $839K | 40K | 0.08 |
| Caesars Entertainment Inc | Short | Equity-common | US | $-1M | -38K | -0.12 |
| CaixaBank SA | Long | Equity-common | ES | $191K | 33K | 0.02 |
| Cameco Corp | Short | Equity-common | CA | $-2M | -36K | -0.18 |
| Canadian Imperial Bank of Commerce | Long | Equity-common | CA | $850K | 17K | 0.08 |
| Canadian Imperial Bank of Commerce | Long | Equity-common | CA | $793K | 16K | 0.07 |
| Canadian Tire Corp Ltd | Long | Equity-common | CA | $2M | 17K | 0.15 |
| Canara Bank | Long | Equity-common | IN | $182K | 129K | 0.02 |
| Canfor Corp | Long | Equity-common | CA | $74K | 7K | 0.01 |
| Canon Inc | Long | Equity-common | JP | $736K | 25K | 0.07 |
| Canon Marketing Japan Inc | Long | Equity-common | JP | $373K | 13K | 0.03 |
| Capital One Financial Corp | Long | Equity-common | US | $3M | 19K | 0.24 |
| CAR Group Ltd | Short | Equity-common | AU | $-373K | -16K | -0.03 |
| CarMax Inc | Long | Equity-common | US | $965K | 14K | 0.09 |
| Carrefour SA | Long | Equity-common | FR | $353K | 22K | 0.03 |
| Carter's Inc | Long | Equity-common | US | $82K | 1K | 0.01 |
| Castrol India Ltd | Long | Equity-common | IN | $14K | 6K | 0.00 |
| Catcher Technology Co Ltd | Long | Equity-common | TW | $1M | 212K | 0.13 |
| CBRE Group Inc | Long | Equity-common | US | $494K | 6K | 0.04 |
| Celestica Inc | Long | Equity-common | CA | $1M | 24K | 0.12 |
| Celestica Inc | Long | Equity-common | CA | $774K | 14K | 0.07 |
| Cellnex Telecom SA | Short | Equity-common | ES | $-2M | -48K | -0.16 |
| Celsius Holdings Inc | Short | Equity-common | US | $-1M | -18K | -0.13 |
| Cemex SAB de CV | Long | Equity-common | MX | $66K | 9K | 0.01 |
| Cencosud SA | Long | Equity-common | CL | $192K | 102K | 0.02 |
| Centamin PLC | Long | Equity-common | JE | $81K | 53K | 0.01 |
| Centene Corp | Long | Equity-common | US | $2M | 30K | 0.20 |
| Central Glass Co Ltd | Long | Equity-common | JP | $66K | 3K | 0.01 |
| CGI Inc | Long | Equity-common | CA | $197K | 2K | 0.02 |
| Chambal Fertilisers and Chemicals Ltd | Long | Equity-common | IN | $150K | 32K | 0.01 |
| Champion Iron Ltd | Long | Equity-common | AU | $10K | 2K | 0.00 |
| Charles Schwab Corp/The | Short | Equity-common | US | $-2K | -25 | -0.00 |
| Check Point Software Technologies Ltd | Long | Equity-common | IL | $1M | 7K | 0.09 |
| Cheil Worldwide Inc | Long | Equity-common | KR | $80K | 6K | 0.01 |
| Chennai Petroleum Corp Ltd | Long | Equity-common | IN | $191K | 17K | 0.02 |
| Chevron Corp | Long | Equity-common | US | $4M | 22K | 0.32 |
| Chicony Electronics Co Ltd | Long | Equity-common | TW | $202K | 35K | 0.02 |
| China Cinda Asset Management Co Ltd | Long | Equity-common | CN | $95K | 984K | 0.01 |
| China Communications Services Corp Ltd | Long | Equity-common | CN | $69K | 144K | 0.01 |
| China Construction Bank Corp | Long | Equity-common | CN | $4M | 5M | 0.33 |
| China Dongxiang Group Co Ltd | Long | Equity-common | KY | $3K | 66K | 0.00 |
| China Energy Engineering Corp Ltd | Long | Equity-common | CN | $51K | 448K | 0.00 |
| China Everbright Environment Group Ltd | Long | Equity-common | HK | $139K | 298K | 0.01 |
| China Gold International Resources Corp Ltd | Long | Equity-common | CA | $108K | 16K | 0.01 |
| China Lesso Group Holdings Ltd | Long | Equity-common | KY | $100K | 217K | 0.01 |
| China Medical System Holdings Ltd | Long | Equity-common | KY | $82K | 97K | 0.01 |
| China Overseas Grand Oceans Group Ltd | Long | Equity-common | HK | $32K | 117K | 0.00 |
| China Petroleum & Chemical Corp | Long | Equity-common | CN | $1M | 2M | 0.09 |
| China Railway Group Ltd | Long | Equity-common | CN | $794K | 1M | 0.07 |
| China Reinsurance Group Corp | Long | Equity-common | CN | $15K | 204K | 0.00 |
| China Resources Pharmaceutical Group Ltd | Long | Equity-common | HK | $165K | 223K | 0.01 |
| China Shineway Pharmaceutical Group Ltd | Long | Equity-common | KY | $12K | 11K | 0.00 |
| China State Construction International Holdings Ltd | Long | Equity-common | KY | $169K | 128K | 0.02 |
| Chipbond Technology Corp | Long | Equity-common | TW | $170K | 81K | 0.02 |
| ChipMOS Technologies Inc | Long | Equity-common | TW | $12K | 9K | 0.00 |
| Chipotle Mexican Grill Inc | Short | Equity-common | US | $-2M | -609 | -0.17 |
| Chiyoda Integre Co Ltd | Long | Equity-common | JP | $24K | 1K | 0.00 |
| Chlitina Holding Ltd | Long | Equity-common | KY | $5K | 1K | 0.00 |
| Chow Sang Sang Holdings International Ltd | Long | Equity-common | BM | $30K | 29K | 0.00 |
| Chubu Electric Power Co Inc | Long | Equity-common | JP | $2M | 129K | 0.16 |
| CI Financial Corp | Long | Equity-common | CA | $86K | 8K | 0.01 |
| Cia de Ferro Ligas da Bahia FERBASA | Long | Equity-preferred | BR | $8K | 6K | 0.00 |
| Cia de Saneamento de Minas Gerais Copasa MG | Long | Equity-common | BR | $75K | 20K | 0.01 |
| Cia De Sanena Do Parana | Long | Equity-common | BR | $19K | 4K | 0.00 |
| Cia Energetica de Minas Gerais | Long | Equity-preferred | BR | $2M | 798K | 0.14 |
| Cie d'Entreprises CFE | Long | Equity-common | BE | $512.34 | 63 | 0.00 |
| Cie de Saint-Gobain SA | Long | Equity-common | FR | $4M | 49K | 0.39 |
| Cie Generale des Etablissements Michelin SCA | Long | Equity-common | FR | $457K | 11K | 0.04 |
| Cigna Group/The | Long | Equity-common | US | $1M | 4K | 0.11 |
| CIMB Group Holdings Bhd | Long | Equity-common | MY | $701K | 482K | 0.06 |
| Cipla Ltd/India | Long | Equity-common | IN | $325K | 19K | 0.03 |
| Cisco Systems Inc | Long | Equity-common | US | $3M | 73K | 0.31 |
| CITIC Ltd | Long | Equity-common | HK | $693K | 683K | 0.06 |
| CITIC Telecom International Holdings Ltd | Long | Equity-common | HK | $77K | 234K | 0.01 |
| Citigroup Inc | Long | Equity-common | US | $3M | 53K | 0.30 |
| CK Asset Holdings Ltd | Long | Equity-common | KY | $709K | 179K | 0.06 |
| CK Hutchison Holdings Ltd | Long | Equity-common | KY | $1M | 223K | 0.10 |
| Cleveland-Cliffs Inc | Long | Equity-common | US | $1M | 84K | 0.13 |
| Clicks Group Ltd | Long | Equity-common | ZA | $431K | 27K | 0.04 |
| Close Brothers Group PLC | Long | Equity-common | GB | $39K | 6K | 0.00 |
| Cloudflare Inc | Short | Equity-common | US | $-1M | -20K | -0.12 |
| Coca-Cola Femsa SAB de CV | Long | Equity-common | MX | $400K | 4K | 0.04 |
| Coca-Cola HBC AG | Long | Equity-common | CH | $2M | 49K | 0.15 |
| Cochlear Ltd | Short | Equity-common | AU | $-1M | -6K | -0.11 |
| Coface SA | Long | Equity-common | FR | $487K | 32K | 0.04 |
| Cogeco Inc | Long | Equity-common | CA | $101K | 3K | 0.01 |
| Cognizant Technology Solutions Corp | Long | Equity-common | US | $2M | 34K | 0.20 |
| Coinbase Global Inc | Short | Equity-common | US | $-819K | -4K | -0.07 |
| Colbun SA | Long | Equity-common | CL | $143K | 1M | 0.01 |
| Colgate-Palmolive India Ltd | Long | Equity-common | IN | $45K | 1K | 0.00 |
| Coloplast A/S | Short | Equity-common | DK | $-1M | -11K | -0.12 |
| Colruyt Group N.V | Long | Equity-common | BE | $174K | 3K | 0.02 |
| Comcast Corp | Long | Equity-common | US | $3M | 81K | 0.29 |
| ComfortDelGro Corp Ltd | Long | Equity-common | SG | $274K | 265K | 0.02 |
| Commercial International Bank - Egypt (CIB) | Long | Equity-common | EG | $188K | 113K | 0.02 |
| Commercial Metals Co | Long | Equity-common | US | $138K | 2K | 0.01 |
| Compal Electronics Inc | Long | Equity-common | TW | $428K | 373K | 0.04 |
| Compass Group PLC | Long | Equity-common | GB | $2M | 67K | 0.17 |
| Confluent Inc | Short | Equity-common | US | $-100K | -4K | -0.01 |
| Continental AG | Long | Equity-common | DE | $769K | 11K | 0.07 |
| CONTRA RESOLUTE FOREST | Derivative-equity | US | $16K | 8K | 0.00 | |
| Corebridge Financial Inc | Long | Equity-common | US | $94K | 3K | 0.01 |
| Coretronic Corp | Long | Equity-common | TW | $91K | 26K | 0.01 |
| Coromandel International Ltd | Long | Equity-common | IN | $35K | 2K | 0.00 |
| COSCO SHIPPING Holdings Co Ltd | Long | Equity-common | CN | $1M | 730K | 0.11 |
| Cosmo Energy Holdings Co Ltd | Long | Equity-common | JP | $120K | 2K | 0.01 |
| Covestro AG | Short | Equity-common | DE | $-196K | -4K | -0.02 |
| Coway Co Ltd | Long | Equity-common | KR | $255K | 6K | 0.02 |
| CPFL Energia SA | Long | Equity-common | BR | $567K | 87K | 0.05 |
| Crane NXT Co | Long | Equity-common | US | $63K | 999 | 0.01 |
| Credit Agricole SA | Long | Equity-common | FR | $445K | 27K | 0.04 |
| Credit Saison Co Ltd | Long | Equity-common | JP | $4M | 180K | 0.35 |
| Credito Emiliano SpA | Long | Equity-common | IT | $185K | 18K | 0.02 |
| Credito Real SAB de CV SOFOM ER | Long | Equity-common | MX | $0.03 | 495K | 0.00 |
| Crest Nicholson Holdings plc | Long | Equity-common | GB | $22K | 7K | 0.00 |
| CRH PLC | Long | Equity-common | IE | $194K | 2K | 0.02 |
| Crocs Inc | Long | Equity-common | US | $494K | 3K | 0.04 |
| CRRC Corp Ltd | Long | Equity-common | CN | $281K | 468K | 0.03 |
| CSPC Pharmaceutical Group Ltd | Long | Equity-common | HK | $301K | 354K | 0.03 |
| CSR Ltd | Long | Equity-common | AU | $274K | 46K | 0.02 |
| Cummins Inc | Long | Equity-common | US | $891K | 3K | 0.08 |
| Cury Construtora e Incorporadora SA | Long | Equity-common | BR | $51K | 15K | 0.00 |
| CVS Health Corp | Long | Equity-common | US | $3M | 46K | 0.24 |
| CyberArk Software Ltd | Short | Equity-common | IL | $-2M | -7K | -0.15 |
| Cyfrowy Polsat SA | Long | Equity-common | PL | $41K | 13K | 0.00 |
| Daewon Cable Co Ltd | Long | Equity-common | KR | $45K | 17K | 0.00 |
| Dah Sing Financial Holdings Ltd | Long | Equity-common | HK | $66K | 22K | 0.01 |
| Dai Nippon Printing Co Ltd | Long | Equity-common | JP | $339K | 11K | 0.03 |
| Dai Nippon Toryo Co Ltd | Long | Equity-common | JP | $9K | 1K | 0.00 |
| Dai-Dan Co Ltd | Long | Equity-common | JP | $63K | 3K | 0.01 |
| Daicel Corp | Long | Equity-common | JP | $729K | 72K | 0.07 |
| Daido Steel Co Ltd | Long | Equity-common | JP | $219K | 22K | 0.02 |
| Daihen Corp | Long | Equity-common | JP | $80K | 2K | 0.01 |
| Daiichi Jitsugyo Co Ltd | Long | Equity-common | JP | $54K | 4K | 0.00 |
| Daiki Aluminium Industry Co Ltd | Long | Equity-common | JP | $132K | 16K | 0.01 |
| Daimler Truck Holding AG | Long | Equity-common | DE | $715K | 17K | 0.06 |
| Daiwa House Industry Co Ltd | Long | Equity-common | JP | $929K | 35K | 0.08 |
| Daiwabo Holdings Co Ltd | Long | Equity-common | JP | $3M | 145K | 0.23 |
| Danske Bank A/S | Long | Equity-common | DK | $2M | 61K | 0.17 |
| Daou Data Corp | Long | Equity-common | KR | $56K | 7K | 0.01 |
| Darling Ingredients Inc | Long | Equity-common | US | $1M | 26K | 0.09 |
| Dayforce Inc | Short | Equity-common | US | $-1M | -24K | -0.11 |
| DB Insurance Co Ltd | Long | Equity-common | KR | $121K | 2K | 0.01 |
| DBS Group Holdings Ltd | Long | Equity-common | SG | $440K | 17K | 0.04 |
| Deepak Fertilisers & Petrochemicals Corp Ltd | Long | Equity-common | IN | $9K | 1K | 0.00 |
| Delivery Hero SE | Short | Equity-common | DE | $-2M | -49K | -0.14 |
| Denka Co Ltd | Long | Equity-common | JP | $2M | 135K | 0.17 |
| Derichebourg SA | Long | Equity-common | FR | $46K | 8K | 0.00 |
| Deutsche Bank AG | Long | Equity-common | DE | $2M | 99K | 0.15 |
| Deutz AG | Long | Equity-common | DE | $116K | 20K | 0.01 |
| Dexcom Inc | Short | Equity-common | US | $-2M | -14K | -0.15 |
| Dhampur Bio Organics Ltd | Long | Equity-common | IN | $8K | 6K | 0.00 |
| DHL Group | Long | Equity-common | DE | $98K | 2K | 0.01 |
| DiaSorin SpA | Short | Equity-common | IT | $-30K | -281 | -0.00 |
| Disco Corp | Short | Equity-common | JP | $-2M | -5K | -0.16 |
| Discover Financial Services | Long | Equity-common | US | $2M | 20K | 0.22 |
| DNO ASA | Long | Equity-common | NO | $104K | 93K | 0.01 |
| Dogus Otomotiv Servis ve Ticaret AS | Long | Equity-common | TR | $224K | 24K | 0.02 |
| Dominion Energy Inc | Short | Equity-common | US | $-179K | -3K | -0.02 |
| Dongfeng Motor Group Co Ltd | Long | Equity-common | CN | $187K | 578K | 0.02 |
| Dongwon Development Co Ltd | Long | Equity-common | KR | $38K | 19K | 0.00 |
| DR Horton Inc | Long | Equity-common | US | $1M | 7K | 0.09 |
| Dr Reddy's Laboratories Ltd | Long | Equity-common | IN | $932K | 14K | 0.08 |
| Dr Reddy's Laboratories Ltd | Long | Equity-common | IN | $363K | 5K | 0.03 |
| Draegerwerk AG & Co KGaA | Long | Equity-preferred | DE | $63K | 1K | 0.01 |
| Draegerwerk AG & Co KGaA | Long | Equity-common | DE | $7K | 141 | 0.00 |
| DraftKings Inc | Short | Equity-common | US | $-1M | -41K | -0.13 |
| DREAM Unlimited Corp | Long | Equity-common | CA | $40K | 3K | 0.00 |
| Dropbox Inc | Long | Equity-common | US | $383K | 17K | 0.03 |
| DTS Corp | Long | Equity-common | JP | $43K | 2K | 0.00 |
| Duc Giang Chemicals JSC | Long | Equity-common | VN | $324K | 65K | 0.03 |
| Dynapack International Technology Corp | Long | Equity-common | TW | $23K | 8K | 0.00 |
| E-Commodities Holdings Ltd | Long | Equity-common | VG | $24K | 108K | 0.00 |
| E.ON SE | Long | Equity-common | DE | $117K | 9K | 0.01 |
| East Japan Railway Co | Short | Equity-common | JP | $-140K | -8K | -0.01 |
| Eastern Co SAE | Long | Equity-common | EG | $87K | 148K | 0.01 |
| eBay Inc | Long | Equity-common | US | $3M | 50K | 0.24 |
| EDION Corp | Long | Equity-common | JP | $141K | 14K | 0.01 |
| El Puerto de Liverpool SAB de CV | Long | Equity-common | MX | $123K | 16K | 0.01 |
| Elecom Co Ltd | Long | Equity-common | JP | $7K | 700 | 0.00 |
| Elevance Health Inc | Long | Equity-common | US | $1M | 2K | 0.12 |
| Elisa Oyj | Short | Equity-common | FI | $-184K | -4K | -0.02 |
| Elitegroup Computer Systems Co Ltd | Long | Equity-common | TW | $47K | 44K | 0.00 |
| Elkem ASA | Long | Equity-common | NO | $239K | 114K | 0.02 |
| ElSewedy Electric Co | Long | Equity-common | EG | $22K | 23K | 0.00 |
| Emirates NBD Bank PJSC | Long | Equity-common | AE | $455K | 107K | 0.04 |
| Empire Co Ltd | Long | Equity-common | CA | $187K | 8K | 0.02 |
| Empresas CMPC SA | Long | Equity-common | CL | $34K | 16K | 0.00 |
| Enbridge Inc | Short | Equity-common | CA | $-2M | -50K | -0.16 |
| Ence Energia y Celulosa SA | Long | Equity-common | ES | $51K | 14K | 0.00 |
| Enchem Co Ltd | Long | Equity-common | KR | $173K | 807 | 0.02 |
| Encore Wire Corp | Long | Equity-common | US | $152K | 527 | 0.01 |
| Enel Chile SA | Long | Equity-common | CL | $34K | 12K | 0.00 |
| ENEOS Holdings Inc | Long | Equity-common | JP | $3M | 536K | 0.25 |
| Enerplus Corp | Long | Equity-common | CA | $106K | 5K | 0.01 |
| Engie Brasil Energia SA | Long | Equity-common | BR | $319K | 39K | 0.03 |
| Engineers India Ltd | Long | Equity-common | IN | $74.15 | 25 | 0.00 |
| Engro Fertilizers Ltd | Long | Equity-common | PK | $18K | 31K | 0.00 |
| Eni SpA | Long | Equity-common | IT | $2M | 119K | 0.17 |
| Enphase Energy Inc | Long | Equity-common | US | $257K | 2K | 0.02 |
| EOG Resources Inc | Long | Equity-common | US | $2M | 19K | 0.21 |
| EPAM Systems Inc | Long | Equity-common | US | $91K | 509 | 0.01 |
| EQB Inc | Long | Equity-common | CA | $39K | 600 | 0.00 |
| EQT AB | Short | Equity-common | SE | $-2M | -51K | -0.14 |
| EQT Corp | Short | Equity-common | US | $-1M | -36K | -0.13 |
| Equinor ASA | Long | Equity-common | NO | $5M | 169K | 0.44 |
| Equity LifeStyle Properties Inc | Short | Equity-common | US | $-372K | -6K | -0.03 |
| Erie Indemnity Co | Short | Equity-common | US | $-876K | -2K | -0.08 |
| Erste Group Bank AG | Long | Equity-common | AT | $2M | 32K | 0.14 |
| Esprinet SpA | Long | Equity-common | IT | $29K | 5K | 0.00 |
| Etsy Inc | Long | Equity-common | US | $1M | 20K | 0.11 |
| Eurazeo SE | Long | Equity-common | FR | $428K | 5K | 0.04 |
| Eurobank Ergasias Services and Holdings SA | Long | Equity-common | GR | $162K | 74K | 0.01 |
| Europris ASA | Long | Equity-common | NO | $221K | 33K | 0.02 |
| Everest Group Ltd | Long | Equity-common | BM | $215K | 551 | 0.02 |
| Evergreen Marine Corp Taiwan Ltd | Long | Equity-common | TW | $3M | 394K | 0.23 |
| Evolution AB | Short | Equity-common | SE | $-8K | -76 | -0.00 |
| Evraz PLC | Long | Equity-common | GB | $606.84 | 23K | 0.00 |
| Exact Sciences Corp | Short | Equity-common | US | $-1M | -26K | -0.11 |
| EXEO Group Inc | Long | Equity-common | JP | $1M | 112K | 0.10 |
| Exide Industries Ltd | Long | Equity-common | IN | $84K | 14K | 0.01 |
| EXOR NV | Long | Equity-common | NL | $5M | 42K | 0.42 |
| Expedia Group Inc | Long | Equity-common | US | $1M | 12K | 0.12 |
| Exxon Mobil Corp | Long | Equity-common | US | $2M | 20K | 0.22 |
| F&F Co Ltd / New | Long | Equity-common | KR | $12K | 238 | 0.00 |
| F5 Inc | Long | Equity-common | US | $813K | 5K | 0.07 |
| Fair Isaac Corp | Short | Equity-common | US | $-2M | -1K | -0.17 |
| Fairfax Financial Holdings Ltd | Long | Equity-common | CA | $675K | 600 | 0.06 |
| Farglory Land Development Co Ltd | Long | Equity-common | TW | $161K | 59K | 0.01 |
| Fastenal Co | Short | Equity-common | US | $-114K | -2K | -0.01 |
| Fastighets AB Balder | Long | Equity-common | SE | $1M | 166K | 0.10 |
| FCC Co Ltd | Long | Equity-common | JP | $4K | 300 | 0.00 |
| Federal Grid Co - Rosseti PJSC | Long | Equity-common | RU | $2K | 161M | 0.00 |
| Federal Home Loan Banks | Long | Debt | US | $10M | – | 0.85 |
| Federated Hermes Inc | Long | Equity-common | US | $109K | 3K | 0.01 |
| Ferrari NV | Short | Equity-common | NL | $-2M | -5K | -0.17 |
| Ferrexpo PLC | Long | Equity-common | GB | $62K | 117K | 0.01 |
| Ferrotec Holdings Corp | Long | Equity-common | JP | $337K | 20K | 0.03 |
| Ferrovial SE | Short | Equity-common | NL | $-2M | -47K | -0.17 |
| FF Group | Long | Equity-common | GR | $0.01 | 12K | 0.00 |
| Fidelity National Financial Inc | Long | Equity-common | US | $1M | 30K | 0.13 |
| Fidelity National Information Services Inc | Short | Equity-common | US | $-2M | -27K | -0.18 |
| Fila Holdings Corp | Long | Equity-common | KR | $38K | 1K | 0.00 |
| FinecoBank Banca Fineco SpA | Short | Equity-common | IT | $-2M | -104K | -0.15 |
| Finning International Inc | Long | Equity-common | CA | $257K | 9K | 0.02 |
| First Pacific Co Ltd | Long | Equity-common | BM | $79K | 164K | 0.01 |
| First Real Estate Investment Trust | Long | Equity-common | SG | $6K | 36K | 0.00 |
| First Resources Ltd | Long | Equity-common | SG | $88K | 85K | 0.01 |
| FirstRand Ltd | Long | Equity-common | ZA | $1M | 428K | 0.13 |
| Fix Price Group PLC | Long | Equity-common | CY | $2K | 68K | 0.00 |
| FLEXium Interconnect Inc | Long | Equity-common | TW | $75K | 28K | 0.01 |
| Flutter Entertainment PLC | Short | Equity-common | IE | $-1M | -8K | -0.13 |
| Fomento Economico Mexicano SAB de CV | Long | Equity-common | MX | $2M | 158K | 0.16 |
| Fomento Economico Mexicano SAB de CV | Long | Equity-common | MX | $214K | 2K | 0.02 |
| Foot Locker Inc | Long | Equity-common | US | $55K | 2K | 0.00 |
| Ford Motor Co | Long | Equity-common | US | $3M | 211K | 0.23 |
| ForFarmers NV | Long | Equity-common | NL | $27K | 9K | 0.00 |
| Fortescue Ltd | Long | Equity-common | AU | $1M | 69K | 0.10 |
| Fortinet Inc | Short | Equity-common | US | $-195K | -3K | -0.02 |
| Fortune Electric Co Ltd | Long | Equity-common | TW | $155K | 7K | 0.01 |
| Foschini Group Ltd/The | Long | Equity-common | ZA | $117K | 23K | 0.01 |
| Fosun International Ltd | Long | Equity-common | HK | $11K | 20K | 0.00 |
| Fox Corp | Long | Equity-common | US | $2M | 56K | 0.16 |
| Fox Corp | Long | Equity-common | US | $360K | 10K | 0.03 |
| Foxconn Technology Co Ltd | Long | Equity-common | TW | $222K | 98K | 0.02 |
| Franco-Nevada Corp | Short | Equity-common | CA | $-2M | -14K | -0.15 |
| Franklin Resources Inc | Long | Equity-common | US | $2M | 65K | 0.14 |
| Fresenius SE & Co KGaA | Long | Equity-common | DE | $812K | 25K | 0.07 |
| Fubon Financial Holding Co Ltd | Long | Equity-common | TW | $7K | 3K | 0.00 |
| Fufeng Group Ltd | Long | Equity-common | KY | $99K | 126K | 0.01 |
| Fuji Corp/Aichi | Long | Equity-common | JP | $2M | 145K | 0.21 |
| Fuji Electric Co Ltd | Long | Equity-common | JP | $89K | 2K | 0.01 |
| FUJIFILM Holdings Corp | Long | Equity-common | JP | $2M | 93K | 0.19 |
| Fujikura Ltd | Long | Equity-common | JP | $2M | 97K | 0.18 |
| Fukuda Denshi Co Ltd | Long | Equity-common | JP | $4K | 100 | 0.00 |
| Fukushima Galilei Co Ltd | Long | Equity-common | JP | $46K | 1K | 0.00 |
| FULLCAST Holdings Co Ltd | Long | Equity-common | JP | $9K | 1K | 0.00 |
| Fusheng Precision Co Ltd | Long | Equity-common | TW | $64K | 7K | 0.01 |
| Fuyo General Lease Co Ltd | Long | Equity-common | JP | $8K | 100 | 0.00 |
| GAIL India Ltd | Long | Equity-common | IN | $495K | 202K | 0.04 |
| Galaxy Entertainment Group Ltd | Long | Equity-common | HK | $663K | 138K | 0.06 |
| Galliford Try Holdings PLC | Long | Equity-common | GB | $6K | 2K | 0.00 |
| Garmin Ltd | Long | Equity-common | CH | $71K | 431 | 0.01 |
| Gartner Inc | Short | Equity-common | US | $-1M | -3K | -0.12 |
| Gazprom Neft PJSC | Long | Equity-common | RU | $13K | 181K | 0.00 |
| Gazprom PJSC | Long | Equity-common | RU | $28K | 2M | 0.00 |
| GE HealthCare Technologies Inc | Long | Equity-common | US | $2M | 24K | 0.17 |
| General Electric Co | Long | Equity-common | US | $781K | 5K | 0.07 |
| General Mills Inc | Long | Equity-common | US | $585K | 9K | 0.05 |
| General Motors Co | Long | Equity-common | US | $2M | 51K | 0.21 |
| Genmab A/S | Long | Equity-common | DK | $1M | 5K | 0.12 |
| Gerdau SA | Long | Equity-common | BR | $1M | 298K | 0.09 |
| Gerdau SA | Long | Equity-preferred | BR | $78K | 23K | 0.01 |
| Getlink SE | Short | Equity-common | FR | $-2M | -86K | -0.14 |
| GFL Environmental Inc | Short | Equity-common | CA | $-1M | -48K | -0.13 |
| GFPT PCL | Long | Equity-common | TH | $14K | 40K | 0.00 |
| GHCL Ltd | Long | Equity-common | IN | $16K | 3K | 0.00 |
| Giant Manufacturing Co Ltd | Long | Equity-common | TW | $108K | 16K | 0.01 |
| Gilead Sciences Inc | Long | Equity-common | US | $738K | 11K | 0.07 |
| Giordano International Ltd | Long | Equity-common | BM | $26K | 104K | 0.00 |
| Global Brands Manufacture Ltd | Long | Equity-common | TW | $35K | 15K | 0.00 |
| Global Standard Technology Co Ltd | Long | Equity-common | KR | $95K | 3K | 0.01 |
| GLOBERIDE Inc | Long | Equity-common | JP | $66K | 5K | 0.01 |
| Glory Ltd | Long | Equity-common | JP | $108K | 6K | 0.01 |
| GMK Norilskiy Nickel PAO | Long | Equity-common | RU | $7K | 455K | 0.00 |
| GMO Climate Change Fund | Long | Equity-common | US | $14M | 589K | 1.25 |
| GMO Emerging Country Debt | Long | Equity-common | US | $45M | 2M | 3.99 |
| GMO High Yield Fund | Long | Equity-common | US | $14M | 771K | 1.25 |
| GMO Opportunistic Income Fund | Long | Equity-common | US | $51M | 2M | 4.54 |
| GMO Resources Fund | Long | Equity-common | US | $52M | 2M | 4.64 |
| GMO U.S. Treasury Fund (GMO USTF SEC LENDING) | Long | Equity-common | US | $41M | 8M | 3.70 |
| Golden Agri-Resources Ltd | Long | Equity-common | MU | $171K | 870K | 0.02 |
| Golden Ocean Group Ltd | Long | Equity-common | BM | $90K | 6K | 0.01 |
| Goldman Sachs Group Inc/The | Long | Equity-common | US | $2M | 4K | 0.15 |
| GPT Group/The | Long | Equity-common | AU | $655K | 234K | 0.06 |
| Grab Holdings Ltd | Short | Equity-common | KY | $-2M | -468K | -0.15 |
| Graham Holdings Co | Long | Equity-common | US | $75K | 100 | 0.01 |
| GrainCorp Ltd | Long | Equity-common | AU | $193K | 35K | 0.02 |
| Grand Pacific Petrochemical | Long | Equity-common | TW | $68K | 152K | 0.01 |
| Grange Resources Ltd | Long | Equity-common | AU | $25K | 95K | 0.00 |
| Grape King Bio Ltd | Long | Equity-common | TW | $10K | 2K | 0.00 |
| Great Eastern Shipping Co Ltd/The | Long | Equity-common | IN | $86K | 7K | 0.01 |
| Great-West Lifeco Inc | Long | Equity-common | CA | $369K | 12K | 0.03 |
| Green Plains Inc | Long | Equity-common | US | $251K | 15K | 0.02 |
| Group 1 Automotive Inc | Long | Equity-common | US | $199K | 640 | 0.02 |
| Groupe Bruxelles Lambert NV | Long | Equity-common | BE | $2M | 22K | 0.15 |
| Grupa Kety SA | Long | Equity-common | PL | $21K | 96 | 0.00 |
| Grupo Aeroportuario del Centro Norte SAB de CV | Long | Equity-common | MX | $59K | 6K | 0.01 |
| Grupo Aeroportuario del Centro Norte SAB de CV | Long | Equity-common | MX | $22K | 271 | 0.00 |
| Grupo Aeroportuario del Sureste SAB de CV | Long | Equity-common | MX | $164K | 5K | 0.01 |
| Grupo Aeroportuario del Sureste SAB de CV | Long | Equity-common | MX | $23K | 69 | 0.00 |
| Grupo Catalana Occidente SA | Long | Equity-common | ES | $25K | 596 | 0.00 |
| Grupo Financiero Banorte SAB de CV | Long | Equity-common | MX | $2M | 207K | 0.18 |
| Grupo Mexico SAB de CV | Long | Equity-common | MX | $2M | 299K | 0.17 |
| GS Holdings Corp | Long | Equity-common | KR | $367K | 12K | 0.03 |
| GSK PLC | Long | Equity-common | GB | $3M | 69K | 0.28 |
| GSK PLC | Long | Equity-common | GB | $448K | 20K | 0.04 |
| Guangzhou Baiyunshan Pharmaceutical Holdings Co Ltd | Long | Equity-common | CN | $63K | 22K | 0.01 |
| Gujarat Narmada Valley Fertilizers & Chemicals Ltd | Long | Equity-common | IN | $54K | 7K | 0.00 |
| Gujarat State Fertilizers & Chemicals Ltd | Long | Equity-common | IN | $189K | 75K | 0.02 |
| GungHo Online Entertainment Inc | Long | Equity-common | JP | $641K | 38K | 0.06 |
| H & M Hennes & Mauritz AB | Short | Equity-common | SE | $-508K | -29K | -0.05 |
| H Lundbeck A/S | Long | Equity-common | DK | $193K | 35K | 0.02 |
| H.U. Group Holdings Inc | Long | Equity-common | JP | $3M | 164K | 0.23 |
| H&R Block Inc | Long | Equity-common | US | $330K | 7K | 0.03 |
| Hafnia Ltd | Long | Equity-common | BM | $735K | 84K | 0.07 |
| Haier Smart Home Co Ltd | Long | Equity-common | CN | $299K | 82K | 0.03 |
| Hamakyorex Co Ltd | Long | Equity-common | JP | $26K | 1K | 0.00 |
| Hana Financial Group Inc | Long | Equity-common | KR | $687K | 15K | 0.06 |
| Handsome Co Ltd | Long | Equity-common | KR | $15K | 1K | 0.00 |
| Hankook Tire & Technology Co Ltd | Long | Equity-common | KR | $263K | 8K | 0.02 |
| Hannstar Board Corp | Long | Equity-common | TW | $16K | 9K | 0.00 |
| Hanwa Co Ltd | Long | Equity-common | JP | $178K | 4K | 0.02 |
| Hargreaves Lansdown PLC | Short | Equity-common | GB | $-853K | -63K | -0.08 |
| Hartford Financial Services Group Inc/The | Long | Equity-common | US | $651K | 6K | 0.06 |
| Haseko Corp | Long | Equity-common | JP | $703K | 62K | 0.06 |
| HCL Technologies Ltd | Long | Equity-common | IN | $268K | 17K | 0.02 |
| HD Hyundai Electric Co Ltd | Long | Equity-common | KR | $282K | 1K | 0.03 |
| HDC Hyundai Development Co-Engineering & Construction | Long | Equity-common | KR | $159K | 13K | 0.01 |
| Health & Happiness H&H International Holdings Ltd | Long | Equity-common | KY | $45K | 35K | 0.00 |
| Heidelberg Materials AG | Long | Equity-common | DE | $591K | 6K | 0.05 |
| Helia Group Ltd | Long | Equity-common | AU | $254K | 92K | 0.02 |
| Henkel AG & Co KGaA | Long | Equity-common | DE | $200K | 2K | 0.02 |
| Henkel AG & Co KGaA | Long | Equity-preferred | DE | $56K | 623 | 0.01 |
| Hera SpA | Long | Equity-common | IT | $3K | 915 | 0.00 |
| Hermes International SCA | Short | Equity-common | FR | $-2M | -769 | -0.16 |
| Hero MotoCorp Ltd | Long | Equity-common | IN | $774K | 13K | 0.07 |
| Hewlett Packard Enterprise Co | Long | Equity-common | US | $2M | 125K | 0.20 |
| Hilton Worldwide Holdings Inc | Long | Equity-common | US | $1M | 7K | 0.12 |
| Hindalco Industries Ltd | Long | Equity-common | IN | $364K | 44K | 0.03 |
| Hindustan Petroleum Corp Ltd | Long | Equity-common | IN | $193K | 30K | 0.02 |
| Hitachi Construction Machinery Co Ltd | Long | Equity-common | JP | $629K | 23K | 0.06 |
| Hitachi Ltd | Long | Equity-common | JP | $93K | 900 | 0.01 |
| HNI Corp | Long | Equity-common | US | $33K | 700 | 0.00 |
| Hoegh Autoliners ASA | Long | Equity-common | NO | $619K | 52K | 0.06 |
| Hogy Medical Co Ltd | Long | Equity-common | JP | $1M | 52K | 0.12 |
| Holcim AG | Long | Equity-common | CH | $239K | 3K | 0.02 |
| HomeCo Daily Needs REIT | Long | Equity-common | AU | $35K | 43K | 0.00 |
| Hon Hai Precision Industry Co Ltd | Long | Equity-common | TW | $4M | 686K | 0.33 |
| Honda Motor Co Ltd | Long | Equity-common | JP | $2M | 68K | 0.21 |
| Honda Motor Co Ltd | Long | Equity-common | JP | $2M | 189K | 0.19 |
| Hong Kong Resources Holdings Co Ltd | Long | Equity-common | BM | $92.44 | 1K | 0.00 |
| Horiba Ltd | Long | Equity-common | JP | $941K | 12K | 0.08 |
| Hornbach Holding AG & Co KGaA | Long | Equity-common | DE | $31K | 364 | 0.00 |
| Hosiden Corp | Long | Equity-common | JP | $244K | 19K | 0.02 |
| Howden Joinery Group PLC | Long | Equity-common | GB | $356K | 31K | 0.03 |
| HP Inc | Long | Equity-common | US | $3M | 82K | 0.27 |
| HSBC Holdings PLC | Long | Equity-common | GB | $3M | 290K | 0.23 |
| HSBC Holdings PLC | Long | Equity-common | GB | $864K | 19K | 0.08 |
| Huaku Development Co Ltd | Long | Equity-common | TW | $190K | 39K | 0.02 |
| HubSpot Inc | Short | Equity-common | US | $-2M | -3K | -0.16 |
| Humana Inc | Long | Equity-common | US | $779K | 2K | 0.07 |
| Humansoft Holding Co KSC | Long | Equity-common | KW | $73K | 9K | 0.01 |
| Hyatt Hotels Corp | Short | Equity-common | US | $-789K | -5K | -0.07 |
| Hyundai Engineering & Construction Co Ltd | Long | Equity-common | KR | $68K | 3K | 0.01 |
| Hyundai Glovis Co Ltd | Long | Equity-common | KR | $461K | 4K | 0.04 |
| Hyundai Home Shopping Network Corp | Long | Equity-common | KR | $19K | 501 | 0.00 |
| Hyundai Mobis Co Ltd | Long | Equity-common | KR | $2M | 10K | 0.14 |
| Hyundai Motor Co | Long | Equity-common | KR | $1M | 6K | 0.10 |
| Hyundai Motor Co | Long | Equity-preferred | KR | $90K | 805 | 0.01 |
| Hyundai Motor Co | Long | Equity-common | KR | $70K | 1K | 0.01 |
| Hyundai Motor Co | Long | Equity-preferred | KR | $890.06 | 8 | 0.00 |
| Hyundai Steel Co | Long | Equity-common | KR | $52K | 2K | 0.00 |
| iA Financial Corp Inc | Long | Equity-common | CA | $1M | 16K | 0.09 |
| Ibiden Co Ltd | Short | Equity-common | JP | $-57K | -1K | -0.01 |
| Idemitsu Kosan Co Ltd | Long | Equity-common | JP | $511K | 75K | 0.05 |
| IDICO Corp JSC | Long | Equity-common | VN | $18K | 7K | 0.00 |
| IDP Education Ltd | Short | Equity-common | AU | $-637K | -60K | -0.06 |
| IG Group Holdings PLC | Long | Equity-common | GB | $680K | 66K | 0.06 |
| IGG Inc | Long | Equity-common | KY | $81K | 206K | 0.01 |
| IMCD NV | Long | Equity-common | NL | $288K | 2K | 0.03 |
| Imperial Brands PLC | Long | Equity-common | GB | $561K | 23K | 0.05 |
| Imperial Oil Ltd | Long | Equity-common | CA | $247K | 4K | 0.02 |
| Imperial Oil Ltd | Long | Equity-common | CA | $170K | 2K | 0.02 |
| Inaba Denki Sangyo Co Ltd | Long | Equity-common | JP | $7K | 300 | 0.00 |
| Inabata & Co Ltd | Long | Equity-common | JP | $597K | 28K | 0.05 |
| Incyte Corp | Long | Equity-common | US | $2M | 30K | 0.16 |
| Indiabulls Housing Finance Ltd | Long | Equity-common | IN | $441K | 233K | 0.04 |
| Indian Oil Corp Ltd | Long | Equity-common | IN | $701K | 359K | 0.06 |
| Indofood Sukses Makmur Tbk PT | Long | Equity-common | ID | $108K | 299K | 0.01 |
| Indus Towers Ltd | Long | Equity-common | IN | $189K | 46K | 0.02 |
| Industria de Diseno Textil SA | Long | Equity-common | ES | $3M | 61K | 0.26 |
| Industries Qatar QSC | Long | Equity-common | QA | $259K | 81K | 0.02 |
| Informa PLC | Short | Equity-common | GB | $-2M | -175K | -0.17 |
| Infosys Ltd | Long | Equity-common | IN | $153K | 9K | 0.01 |
| Infosys Ltd | Long | Equity-common | IN | $32K | 2K | 0.00 |
| Infrastrutture Wireless Italiane SpA | Short | Equity-common | IT | $-1M | -113K | -0.11 |
| ING Groep NV | Long | Equity-common | NL | $4M | 221K | 0.35 |
| Innodisk Corp | Long | Equity-common | TW | $197K | 19K | 0.02 |
| Inpex Corp | Long | Equity-common | JP | $6M | 367K | 0.51 |
| Insulet Corp | Short | Equity-common | US | $-2M | -9K | -0.15 |
| Intel Corp | Long | Equity-common | US | $3M | 85K | 0.24 |
| Inter RAO UES PJSC | Long | Equity-common | RU | $3K | 6M | 0.00 |
| Intercontinental Exchange Inc | Long | Equity-common | US | $2M | 15K | 0.18 |
| InterContinental Hotels Group PLC | Short | Equity-common | GB | $-2M | -16K | -0.15 |
| Interfor Corp | Long | Equity-common | CA | $81K | 6K | 0.01 |
| International Business Machines Corp | Long | Equity-common | US | $3M | 20K | 0.29 |
| International Paper Co | Long | Equity-common | US | $258K | 6K | 0.02 |
| International Personal Finance PLC | Long | Equity-common | GB | $25K | 17K | 0.00 |
| International Petroleum Corp | Long | Equity-common | CA | $93K | 7K | 0.01 |
| Intesa Sanpaolo SpA | Long | Equity-common | IT | $803K | 204K | 0.07 |
| INTOPS Co Ltd | Long | Equity-common | KR | $4K | 228 | 0.00 |
| Invesco Ltd | Long | Equity-common | BM | $219K | 14K | 0.02 |
| Investec Ltd | Long | Equity-common | ZA | $156K | 24K | 0.01 |
| Investec PLC | Long | Equity-common | GB | $148K | 22K | 0.01 |
| Investor AB | Long | Equity-common | SE | $3M | 95K | 0.23 |
| Investor AB | Long | Equity-common | SE | $74K | 3K | 0.01 |
| IOI Corp Bhd | Long | Equity-common | MY | $18K | 23K | 0.00 |
| Ipsen SA | Long | Equity-common | FR | $488K | 4K | 0.04 |
| IPSOS SA | Long | Equity-common | FR | $141K | 2K | 0.01 |
| IQVIA Holdings Inc | Short | Equity-common | US | $-1M | -6K | -0.12 |
| Iron Mountain Inc | Short | Equity-common | US | $-973K | -12K | -0.09 |
| Israel Discount Bank Ltd | Long | Equity-common | IL | $74K | 14K | 0.01 |
| Isuzu Motors Ltd | Long | Equity-common | JP | $4M | 307K | 0.37 |
| Itau Unibanco Holding SA | Long | Equity-common | BR | $74K | 14K | 0.01 |
| Itausa SA | Long | Equity-preferred | BR | $509K | 275K | 0.05 |
| ITC Ltd | Long | Equity-common | IN | $2M | 367K | 0.17 |
| ITOCHU Corp | Long | Equity-common | JP | $5M | 103K | 0.43 |
| Itochu Enex Co Ltd | Long | Equity-common | JP | $172K | 18K | 0.02 |
| Itochu-Shokuhin Co Ltd | Long | Equity-common | JP | $23K | 500 | 0.00 |
| Itoham Yonekyu Holdings Inc | Long | Equity-common | JP | $203K | 8K | 0.02 |
| Itoki Corp | Long | Equity-common | JP | $49K | 5K | 0.00 |
| ITV PLC | Long | Equity-common | GB | $487K | 478K | 0.04 |
| Iveco Group NV | Long | Equity-common | NL | $265K | 22K | 0.02 |
| Izumi Co Ltd | Long | Equity-common | JP | $36K | 2K | 0.00 |
| J Sainsbury PLC | Long | Equity-common | GB | $749K | 211K | 0.07 |
| Jackson Financial Inc | Long | Equity-common | US | $181K | 2K | 0.02 |
| JAFCO Group Co ltd | Long | Equity-common | JP | $346K | 30K | 0.03 |
| Janus Henderson Group PLC | Long | Equity-common | JE | $148K | 4K | 0.01 |
| Japan Exchange Group Inc | Short | Equity-common | JP | $-1M | -56K | -0.12 |
| Japan Lifeline Co Ltd | Long | Equity-common | JP | $7K | 1K | 0.00 |
| Japan Petroleum Exploration Co Ltd | Long | Equity-common | JP | $434K | 10K | 0.04 |
| Japan Post Insurance Co Ltd | Long | Equity-common | JP | $879K | 46K | 0.08 |
| Japan Tobacco Inc | Long | Equity-common | JP | $3M | 100K | 0.25 |
| Jazz Pharmaceuticals PLC | Long | Equity-common | IE | $1M | 13K | 0.12 |
| JB Financial Group Co Ltd | Long | Equity-common | KR | $155K | 15K | 0.01 |
| JB Hi-Fi Ltd | Long | Equity-common | AU | $237K | 6K | 0.02 |
| JD.com Inc | Long | Equity-common | KY | $462K | 16K | 0.04 |
| JFE Holdings Inc | Long | Equity-common | JP | $656K | 43K | 0.06 |
| Jindal Stainless Ltd | Long | Equity-common | IN | $227K | 24K | 0.02 |
| JM Financial Ltd | Long | Equity-common | IN | $12K | 13K | 0.00 |
| Johnson & Johnson | Long | Equity-common | US | $3M | 17K | 0.23 |
| Johnson Electric Holdings Ltd | Long | Equity-common | BM | $96K | 63K | 0.01 |
| Johnson Matthey PLC | Long | Equity-common | GB | $37K | 2K | 0.00 |
| JPMorgan Chase & Co | Long | Equity-common | US | $4M | 18K | 0.32 |
| JUMBO SA | Long | Equity-common | GR | $222K | 8K | 0.02 |
| Jungheinrich AG | Long | Equity-preferred | DE | $63K | 2K | 0.01 |
| Justsystems Corp | Long | Equity-common | JP | $21K | 1K | 0.00 |
| K Wah International Holdings Ltd | Long | Equity-common | BM | $12K | 50K | 0.00 |
| K's Holdings Corp | Long | Equity-common | JP | $339K | 37K | 0.03 |
| Kaga Electronics Co Ltd | Long | Equity-common | JP | $603K | 17K | 0.05 |
| Kajima Corp | Long | Equity-common | JP | $734K | 43K | 0.07 |
| Kalbe Farma Tbk PT | Long | Equity-common | ID | $128K | 1M | 0.01 |
| Kamei Corp | Long | Equity-common | JP | $46K | 4K | 0.00 |
| Kandenko Co Ltd | Long | Equity-common | JP | $519K | 44K | 0.05 |
| Kaneka Corp | Long | Equity-common | JP | $54K | 2K | 0.00 |
| Kanematsu Corp | Long | Equity-common | JP | $4M | 231K | 0.36 |
| Kansai Electric Power Co Inc/The | Long | Equity-common | JP | $364K | 20K | 0.03 |
| Karnataka Bank Ltd/The | Long | Equity-common | IN | $88K | 34K | 0.01 |
| Kasikornbank PCL | Long | Equity-common | TH | $1M | 304K | 0.10 |
| Kawasaki Kisen Kaisha Ltd | Long | Equity-common | JP | $435K | 29K | 0.04 |
| KB Financial Group Inc | Long | Equity-common | KR | $473K | 8K | 0.04 |
| KB Financial Group Inc | Long | Equity-common | KR | $248K | 4K | 0.02 |
| KBC Group NV | Long | Equity-common | BE | $597K | 8K | 0.05 |
| KCC Glass Corp | Long | Equity-common | KR | $21K | 705 | 0.00 |
| KDDI Corp | Long | Equity-common | JP | $625K | 23K | 0.06 |
| Keisei Electric Railway Co Ltd | Short | Equity-common | JP | $-420K | -12K | -0.04 |
| Keller Group PLC | Long | Equity-common | GB | $79K | 5K | 0.01 |
| Kemira Oyj | Long | Equity-common | FI | $188K | 8K | 0.02 |
| Keppel Ltd | Long | Equity-common | SG | $630K | 126K | 0.06 |
| Kerry Logistics Network Ltd | Long | Equity-common | BM | $11K | 10K | 0.00 |
| Kerry Properties Ltd | Long | Equity-common | BM | $88K | 49K | 0.01 |
| Keysight Technologies Inc | Long | Equity-common | US | $285K | 2K | 0.03 |
| Kia Corp | Long | Equity-common | KR | $4M | 47K | 0.36 |
| Kimberly-Clark de Mexico SAB de CV | Long | Equity-common | MX | $99K | 47K | 0.01 |
| Kinder Morgan Inc | Long | Equity-common | US | $2M | 100K | 0.17 |
| King's Town Bank Co Ltd | Long | Equity-common | TW | $56K | 30K | 0.00 |
| Kingboard Holdings Ltd | Long | Equity-common | KY | $195K | 80K | 0.02 |
| Kingfisher PLC | Long | Equity-common | GB | $2M | 482K | 0.15 |
| Kingspan Group PLC | Long | Equity-common | IE | $114K | 1K | 0.01 |
| Kintetsu Group Holdings Co Ltd | Short | Equity-common | JP | $-544K | -26K | -0.05 |
| Kirin Holdings Co Ltd | Long | Equity-common | JP | $2M | 171K | 0.21 |
| Kloeckner & Co SE | Long | Equity-common | DE | $103K | 15K | 0.01 |
| Kobe Bussan Co Ltd | Short | Equity-common | JP | $-555K | -25K | -0.05 |
| Kobe Steel Ltd | Long | Equity-common | JP | $463K | 36K | 0.04 |
| KOC Holding AS | Long | Equity-common | TR | $753K | 102K | 0.07 |
| Kohl's Corp | Long | Equity-common | US | $136K | 6K | 0.01 |
| Kohnan Shoji Co Ltd | Long | Equity-common | JP | $230K | 9K | 0.02 |
| Kokuyo Co Ltd | Long | Equity-common | JP | $65K | 4K | 0.01 |
| Komatsu Ltd | Long | Equity-common | JP | $1M | 43K | 0.11 |
| Komeri Co Ltd | Long | Equity-common | JP | $238K | 10K | 0.02 |
| Koninklijke Ahold Delhaize NV | Long | Equity-common | NL | $4M | 133K | 0.37 |
| Koninklijke Philips NV | Long | Equity-common | NL | $4M | 136K | 0.33 |
| Kossan Rubber Industries Bhd | Long | Equity-common | MY | $35K | 75K | 0.00 |
| KPJ Healthcare Bhd | Long | Equity-common | MY | $22K | 54K | 0.00 |
| Kraft Heinz Co/The | Long | Equity-common | US | $2M | 62K | 0.20 |
| Kroger Co/The | Long | Equity-common | US | $1M | 21K | 0.10 |
| Krones AG | Long | Equity-common | DE | $38K | 274 | 0.00 |
| Krung Thai Bank PCL | Long | Equity-common | TH | $2M | 4M | 0.17 |
| KT Corp | Long | Equity-common | KR | $132K | 10K | 0.01 |
| KT&G Corp | Long | Equity-common | KR | $2M | 27K | 0.15 |
| Kumba Iron Ore Ltd | Long | Equity-common | ZA | $262K | 10K | 0.02 |
| Kumiai Chemical Industry Co Ltd | Long | Equity-common | JP | $214K | 44K | 0.02 |
| Kung Long Batteries Industrial Co Ltd | Long | Equity-common | TW | $91K | 20K | 0.01 |
| Kunlun Energy Co Ltd | Long | Equity-common | BM | $75K | 72K | 0.01 |
| Kureha Corp | Long | Equity-common | JP | $99K | 5K | 0.01 |
| Kyokuto Kaihatsu Kogyo Co Ltd | Long | Equity-common | JP | $48K | 3K | 0.00 |
| Kyudenko Corp | Long | Equity-common | JP | $806K | 20K | 0.07 |
| La-Z-Boy Inc | Long | Equity-common | US | $67K | 2K | 0.01 |
| Lam Research Corp | Long | Equity-common | US | $2M | 2K | 0.14 |
| Lamb Weston Holdings Inc | Short | Equity-common | US | $-194K | -2K | -0.02 |
| Largan Precision Co Ltd | Long | Equity-common | TW | $777K | 11K | 0.07 |
| Las Vegas Sands Corp | Long | Equity-common | US | $1M | 29K | 0.12 |
| Lasertec Corp | Short | Equity-common | JP | $-2M | -7K | -0.16 |
| Lattice Semiconductor Corp | Short | Equity-common | US | $-1M | -16K | -0.11 |
| Lear Corp | Long | Equity-common | US | $309K | 2K | 0.03 |
| Legend Holdings Corp | Long | Equity-common | CN | $38K | 43K | 0.00 |
| Lennar Corp | Long | Equity-common | US | $1M | 7K | 0.10 |
| Lenovo Group Ltd | Long | Equity-common | HK | $1M | 722K | 0.09 |
| Leonardo SpA | Long | Equity-common | IT | $3M | 127K | 0.29 |
| LG Corp | Long | Equity-common | KR | $642K | 11K | 0.06 |
| LG Electronics Inc | Long | Equity-common | KR | $3M | 35K | 0.24 |
| LG Electronics Inc | Long | Equity-preferred | KR | $41K | 1K | 0.00 |
| LG Uplus Corp | Long | Equity-common | KR | $59K | 8K | 0.01 |
| Liberty Media Corp-Liberty Formula One | Short | Equity-common | US | $-2M | -24K | -0.16 |
| Life Corp | Long | Equity-common | JP | $18K | 700 | 0.00 |
| Linamar Corp | Long | Equity-common | CA | $57K | 1K | 0.01 |
| Linde PLC | Short | Equity-common | IE | $-2M | -4K | -0.17 |
| Live Nation Entertainment Inc | Short | Equity-common | US | $-2M | -19K | -0.16 |
| Livzon Pharmaceutical Group Inc | Long | Equity-common | CN | $59K | 17K | 0.01 |
| Lloyds Banking Group PLC | Long | Equity-common | GB | $1M | 2M | 0.13 |
| Logitech International SA | Long | Equity-common | CH | $987K | 10K | 0.09 |
| Logitech International SA | Long | Equity-common | CH | $56K | 558 | 0.00 |
| London Stock Exchange Group PLC | Short | Equity-common | GB | $-2M | -17K | -0.17 |
| Lonking Holdings Ltd | Long | Equity-common | KY | $27K | 143K | 0.00 |
| Lonza Group AG | Short | Equity-common | CH | $-52K | -96 | -0.00 |
| LOTTE Fine Chemical Co Ltd | Long | Equity-common | KR | $97K | 3K | 0.01 |
| Lottery Corp Ltd/The | Short | Equity-common | AU | $-552K | -170K | -0.05 |
| Lotus Bakeries NV | Short | Equity-common | BE | $-403K | -38 | -0.04 |
| LSR Group PJSC | Long | Equity-common | RU | $2K | 20K | 0.00 |
| LSR Group PJSC | Long | Equity-common | RU | $0.02 | 1 | 0.00 |
| Luk Fook Holdings International Ltd | Long | Equity-common | BM | $73K | 30K | 0.01 |
| LUKOIL PJSC | Long | Equity-common | RU | $61K | 75K | 0.01 |
| LVMH Moet Hennessy Louis Vuitton SE | Long | Equity-common | FR | $1M | 1K | 0.10 |
| LyondellBasell Industries NV | Long | Equity-common | NL | $582K | 6K | 0.05 |
| M&G PLC | Short | Equity-common | GB | $-495K | -194K | -0.04 |
| M&T Bank Corp | Long | Equity-common | US | $617K | 4K | 0.06 |
| Macromill Inc | Long | Equity-common | JP | $2M | 356K | 0.18 |
| Macy's Inc | Long | Equity-common | US | $113K | 6K | 0.01 |
| Magna International Inc | Long | Equity-common | CA | $688K | 15K | 0.06 |
| Magna International Inc | Long | Equity-common | CA | $68K | 1K | 0.01 |
| Magnitogorsk Iron & Steel Works PJSC | Long | Equity-common | RU | $11K | 2M | 0.00 |
| Mahanagar Gas Ltd | Long | Equity-common | IN | $88K | 6K | 0.01 |
| Malayan Banking Bhd | Long | Equity-common | MY | $342K | 162K | 0.03 |
| Manappuram Finance Ltd | Long | Equity-common | IN | $448K | 220K | 0.04 |
| Manhattan Associates Inc | Short | Equity-common | US | $-757K | -3K | -0.07 |
| ManpowerGroup Inc | Long | Equity-common | US | $160K | 2K | 0.01 |
| Manulife Financial Corp | Long | Equity-common | CA | $4M | 138K | 0.32 |
| Manulife Financial Corp | Long | Equity-common | CA | $2M | 90K | 0.21 |
| Mapfre SA | Long | Equity-common | ES | $430K | 179K | 0.04 |
| Markel Group Inc | Long | Equity-common | US | $2M | 963 | 0.14 |
| MarketAxess Holdings Inc | Short | Equity-common | US | $-471K | -2K | -0.04 |
| Marubeni Corp | Long | Equity-common | JP | $366K | 19K | 0.03 |
| Maruha Nichiro Corp | Long | Equity-common | JP | $10K | 500 | 0.00 |
| Maruichi Steel Tube Ltd | Long | Equity-common | JP | $2M | 77K | 0.16 |
| Maruzen Showa Unyu Co Ltd | Long | Equity-common | JP | $89K | 3K | 0.01 |
| Marvell Technology Inc | Short | Equity-common | US | $-74K | -1K | -0.01 |
| Mastercard Inc | Short | Equity-common | US | $-2M | -4K | -0.17 |
| Matas A/S | Long | Equity-common | DK | $15K | 857 | 0.00 |
| Match Group Inc | Long | Equity-common | US | $1M | 49K | 0.13 |
| Matson Inc | Long | Equity-common | US | $23K | 177 | 0.00 |
| Matsuda Sangyo Co Ltd | Long | Equity-common | JP | $128K | 7K | 0.01 |
| Mavi Giyim Sanayi Ve Ticaret AS | Long | Equity-common | TR | $147K | 50K | 0.01 |
| Maxell Ltd | Long | Equity-common | JP | $1M | 135K | 0.13 |
| Mazda Motor Corp | Long | Equity-common | JP | $1M | 113K | 0.11 |
| MCJ Co Ltd | Long | Equity-common | JP | $112K | 13K | 0.01 |
| McKesson Corp | Short | Equity-common | US | $-2M | -3K | -0.16 |
| McMillan Shakespeare Ltd | Long | Equity-common | AU | $92K | 8K | 0.01 |
| Mechel PJSC | Long | Equity-common | RU | $605.44 | 25K | 0.00 |
| Medco Energi Internasional Tbk PT | Long | Equity-common | ID | $16K | 191K | 0.00 |
| Media Nusantara Citra Tbk PT | Long | Equity-common | ID | $23K | 1M | 0.00 |
| MediaTek Inc | Long | Equity-common | TW | $3M | 70K | 0.24 |
| Medipal Holdings Corp | Long | Equity-common | JP | $84K | 6K | 0.01 |
| Medtronic PLC | Long | Equity-common | IE | $793K | 10K | 0.07 |
| Megaworld Corp | Long | Equity-common | PH | $5K | 150K | 0.00 |
| Melco Holdings Inc | Long | Equity-common | JP | $47K | 2K | 0.00 |
| Melexis NV | Long | Equity-common | BE | $41K | 452 | 0.00 |
| Melrose Industries PLC | Short | Equity-common | GB | $-46K | -6K | -0.00 |
| MercadoLibre Inc | Short | Equity-common | US | $-2M | -1K | -0.18 |
| Mercedes-Benz Group AG | Long | Equity-common | DE | $3M | 45K | 0.29 |
| Merck & Co Inc | Long | Equity-common | US | $3M | 25K | 0.28 |
| Meridian Energy Ltd | Long | Equity-common | NZ | $349K | 84K | 0.03 |
| Meta Platforms Inc | Long | Equity-common | US | $6M | 12K | 0.51 |
| Metallurgical Corp of China Ltd | Long | Equity-common | CN | $74K | 340K | 0.01 |
| Metropole Television SA | Long | Equity-common | FR | $42K | 3K | 0.00 |
| MFE-MediaForEurope NV | Long | Equity-common | NL | $88K | 26K | 0.01 |
| MGIC Investment Corp | Long | Equity-common | US | $440K | 21K | 0.04 |
| Micro-Star International Co Ltd | Long | Equity-common | TW | $808K | 136K | 0.07 |
| Micron Technology Inc | Long | Equity-common | US | $2M | 16K | 0.18 |
| Mineral Resources Ltd | Short | Equity-common | AU | $-72K | -2K | -0.01 |
| Mirae Asset Securities Co Ltd | Long | Equity-common | KR | $42K | 8K | 0.00 |
| MIRAIT ONE corp | Long | Equity-common | JP | $197K | 16K | 0.02 |
| Mirarth Holdings Inc | Long | Equity-common | JP | $78K | 25K | 0.01 |
| Mirvac Group | Long | Equity-common | AU | $636K | 484K | 0.06 |
| MISC Bhd | Long | Equity-common | MY | $74K | 42K | 0.01 |
| Misr Fertilizers Production Co SAE | Long | Equity-common | EG | $60K | 65K | 0.01 |
| Mitsubishi Chemical Group Corp | Long | Equity-common | JP | $144K | 27K | 0.01 |
| Mitsubishi Corp | Long | Equity-common | JP | $905K | 43K | 0.08 |
| Mitsubishi Electric Corp | Long | Equity-common | JP | $4M | 210K | 0.33 |
| Mitsubishi Gas Chemical Co Inc | Long | Equity-common | JP | $895K | 48K | 0.08 |
| Mitsubishi Research Institute Inc | Long | Equity-common | JP | $87K | 3K | 0.01 |
| Mitsubishi Shokuhin Co Ltd | Long | Equity-common | JP | $10K | 300 | 0.00 |
| Mitsubishi UFJ Financial Group Inc | Long | Equity-common | JP | $3M | 262K | 0.25 |
| Mitsui & Co Ltd | Long | Equity-common | JP | $2M | 46K | 0.21 |
| Mitsui Chemicals Inc | Long | Equity-common | JP | $533K | 18K | 0.05 |
| Mitsui DM Sugar Holdings Co Ltd | Long | Equity-common | JP | $63K | 3K | 0.01 |
| Mitsui OSK Lines Ltd | Long | Equity-common | JP | $3M | 90K | 0.27 |
| Mitsui-Soko Holdings Co Ltd | Long | Equity-common | JP | $69K | 3K | 0.01 |
| MIXI Inc | Long | Equity-common | JP | $46K | 3K | 0.00 |
| Mizuno Corp | Long | Equity-common | JP | $2M | 35K | 0.16 |
| MMC Norilsk Nickel PJSC | Long | Equity-common | RU | $0 | 1 | – |
| Mobile TeleSystems PJSC | Long | Equity-common | RU | $525.03 | 17K | 0.00 |
| Mobilezone Holding AG | Long | Equity-common | CH | $34K | 2K | 0.00 |
| Moderna Inc | Long | Equity-common | US | $2M | 13K | 0.16 |
| MOL Hungarian Oil & Gas PLC | Long | Equity-common | HU | $167K | 21K | 0.01 |
| Monday.com Ltd | Short | Equity-common | IL | $-281K | -1K | -0.03 |
| Moneta Money Bank AS | Long | Equity-common | CZ | $157K | 36K | 0.01 |
| MongoDB Inc | Short | Equity-common | US | $-1M | -5K | -0.10 |
| MonotaRO Co Ltd | Short | Equity-common | JP | $-764K | -72K | -0.07 |
| MONY Group PLC | Long | Equity-common | GB | $181K | 62K | 0.02 |
| Moody's Corp | Short | Equity-common | US | $-1M | -4K | -0.13 |
| Morgan Advanced Materials PLC | Long | Equity-common | GB | $29K | 7K | 0.00 |
| Morgan Sindall Group PLC | Long | Equity-common | GB | $192K | 6K | 0.02 |
| Morgan Stanley | Long | Equity-common | US | $431K | 4K | 0.04 |
| Morinaga & Co Ltd/Japan | Long | Equity-common | JP | $1M | 80K | 0.12 |
| Morinaga Milk Industry Co Ltd | Long | Equity-common | JP | $816K | 40K | 0.07 |
| Mosaic Co/The | Long | Equity-common | US | $782K | 25K | 0.07 |
| Moscow Exchange MICEX-RTS PJSC | Long | Equity-common | RU | $10K | 361K | 0.00 |
| Mosenergo PJSC | Long | Equity-common | RU | $1K | 3M | 0.00 |
| Motorola Solutions Inc | Short | Equity-common | US | $-131K | -359 | -0.01 |
| Motus Holdings Ltd | Long | Equity-common | ZA | $71K | 16K | 0.01 |
| Mr Price Group Ltd | Long | Equity-common | ZA | $344K | 36K | 0.03 |
| MS&AD Insurance Group Holdings Inc | Long | Equity-common | JP | $1M | 59K | 0.11 |
| MSCI Inc | Short | Equity-common | US | $-2M | -3K | -0.15 |
| MTN Group Ltd | Long | Equity-common | ZA | $43.88 | 10 | 0.00 |
| MTU Aero Engines AG | Short | Equity-common | DE | $-2M | -7K | -0.15 |
| Mueller Industries Inc | Long | Equity-common | US | $91K | 2K | 0.01 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Short | Equity-common | DE | $-61K | -123 | -0.01 |
| Muthoot Finance Ltd | Long | Equity-common | IN | $122K | 6K | 0.01 |
| Mytilineos SA | Long | Equity-common | GR | $281K | 7K | 0.03 |
| Nafco Co Ltd | Long | Equity-common | JP | $20K | 1K | 0.00 |
| Nagase & Co Ltd | Long | Equity-common | JP | $86K | 4K | 0.01 |
| Nantex Industry Co Ltd | Long | Equity-common | TW | $54K | 50K | 0.00 |
| NatWest Group PLC | Long | Equity-common | GB | $806K | 199K | 0.07 |
| NAVER Corp | Long | Equity-common | KR | $117K | 946 | 0.01 |
| Navigator Co SA/The | Long | Equity-common | PT | $166K | 38K | 0.01 |
| NCC Ltd/India | Long | Equity-common | IN | $60K | 17K | 0.01 |
| NEC Corp | Long | Equity-common | JP | $3M | 37K | 0.24 |
| Nedbank Group Ltd | Long | Equity-common | ZA | $195K | 16K | 0.02 |
| Neste Oyj | Long | Equity-common | FI | $696K | 33K | 0.06 |
| NetDragon Websoft Holdings Ltd | Long | Equity-common | KY | $20K | 14K | 0.00 |
| Newmont Corp | Short | Equity-common | US | $-2M | -47K | -0.18 |
| NGK Insulators Ltd | Long | Equity-common | JP | $43K | 3K | 0.00 |
| NH Foods Ltd | Long | Equity-common | JP | $2M | 74K | 0.20 |
| NHPC Ltd | Long | Equity-common | IN | $228K | 176K | 0.02 |
| Nichias Corp | Long | Equity-common | JP | $558K | 18K | 0.05 |
| Nichiha Corp | Long | Equity-common | JP | $149K | 7K | 0.01 |
| Nichireki Co Ltd | Long | Equity-common | JP | $80K | 5K | 0.01 |
| Nien Made Enterprise Co Ltd | Long | Equity-common | TW | $63K | 6K | 0.01 |
| Ninety One Ltd | Long | Equity-common | ZA | $20K | 9K | 0.00 |
| Nippon Densetsu Kogyo Co Ltd | Long | Equity-common | JP | $26K | 2K | 0.00 |
| Nippon Shinyaku Co Ltd | Long | Equity-common | JP | $176K | 9K | 0.02 |
| Nippon Soda Co Ltd | Long | Equity-common | JP | $161K | 5K | 0.01 |
| Nippon Television Holdings Inc | Long | Equity-common | JP | $1M | 81K | 0.10 |
| Nippon Yusen KK | Long | Equity-common | JP | $4M | 116K | 0.33 |
| NiSource Inc | Short | Equity-common | US | $-432K | -15K | -0.04 |
| Nissan Motor Co Ltd | Long | Equity-common | JP | $54K | 15K | 0.00 |
| Nissin Corp | Long | Equity-common | JP | $43K | 2K | 0.00 |
| Niterra Co Ltd | Long | Equity-common | JP | $735K | 24K | 0.07 |
| Nitta Corp | Long | Equity-common | JP | $24K | 900 | 0.00 |
| Nittetsu Mining Co Ltd | Long | Equity-common | JP | $149K | 4K | 0.01 |
| Nitto Denko Corp | Long | Equity-common | JP | $54K | 700 | 0.00 |
| Nizhnekamskneftekhim PJSC | Long | Equity-preferred | RU | $453.57 | 56K | 0.00 |
| NMDC Ltd | Long | Equity-common | IN | $1M | 456K | 0.13 |
| NN Group NV | Long | Equity-common | NL | $3M | 59K | 0.25 |
| Nojima Corp | Long | Equity-common | JP | $336K | 30K | 0.03 |
| Nokia Oyj | Long | Equity-common | FI | $3M | 681K | 0.24 |
| Nomura Real Estate Holdings Inc | Long | Equity-common | JP | $750K | 29K | 0.07 |
| NOMURA REPO (Nomura Securities International, Inc.) | Long | Repurchase agreement | US | $90M | – | 8.06 |
| Noritake Co Ltd/Nagoya Japan | Long | Equity-common | JP | $115K | 5K | 0.01 |
| Novartis AG | Long | Equity-common | CH | $2M | 24K | 0.22 |
| Novartis AG | Long | Equity-common | CH | $1M | 12K | 0.11 |
| Novatek Microelectronics Corp | Long | Equity-common | TW | $1M | 67K | 0.11 |
| Novatek PJSC | Long | Equity-common | RU | $9K | 76K | 0.00 |
| Novo Nordisk A/S | Short | Equity-common | DK | $-303K | -2K | -0.03 |
| Novolipetsk Steel PJSC | Long | Equity-common | RU | $26K | 1M | 0.00 |
| NS United Kaiun Kaisha Ltd | Long | Equity-common | JP | $54K | 2K | 0.00 |
| Nucor Corp | Long | Equity-common | US | $2M | 14K | 0.21 |
| Nufarm Ltd | Long | Equity-common | AU | $37K | 13K | 0.00 |
| Nutrien Ltd | Long | Equity-common | CA | $1M | 24K | 0.13 |
| Nutrien Ltd | Long | Equity-common | CA | $988K | 17K | 0.09 |
| Obara Group Inc | Long | Equity-common | JP | $30K | 1K | 0.00 |
| OCI NV | Short | Equity-common | NL | $-740K | -27K | -0.07 |
| Odfjell Drilling Ltd | Long | Equity-common | BM | $102K | 19K | 0.01 |
| Oil & Gas Development Co Ltd | Long | Equity-common | PK | $141K | 295K | 0.01 |
| Oil & Natural Gas Corp Ltd | Long | Equity-common | IN | $3M | 976K | 0.28 |
| Oil Refineries Ltd | Long | Equity-common | IL | $52K | 190K | 0.00 |
| Oji Holdings Corp | Long | Equity-common | JP | $275K | 68K | 0.02 |
| Okamura Corp | Long | Equity-common | JP | $338K | 23K | 0.03 |
| Okta Inc | Short | Equity-common | US | $-2M | -17K | -0.14 |
| OKUMA Corp | Long | Equity-common | JP | $188K | 4K | 0.02 |
| OMV AG | Long | Equity-common | AT | $2M | 43K | 0.19 |
| ON Semiconductor Corp | Long | Equity-common | US | $1M | 20K | 0.13 |
| OneMain Holdings Inc | Long | Equity-common | US | $99K | 2K | 0.01 |
| ONEOK Inc | Short | Equity-common | US | $-2M | -25K | -0.18 |
| Onex Corp | Long | Equity-common | CA | $673K | 10K | 0.06 |
| Ono Pharmaceutical Co Ltd | Long | Equity-common | JP | $2M | 114K | 0.15 |
| Ooredoo QPSC | Long | Equity-common | QA | $104K | 40K | 0.01 |
| OPAP SA | Long | Equity-common | GR | $29K | 2K | 0.00 |
| Open Text Corp | Long | Equity-common | CA | $70K | 2K | 0.01 |
| Oracle Corp | Long | Equity-common | US | $3K | 23 | 0.00 |
| Orange Belgium SA | Long | Equity-common | BE | $10K | 635 | 0.00 |
| Orange Polska SA | Long | Equity-common | PL | $37K | 18K | 0.00 |
| Orange SA | Long | Equity-common | FR | $1M | 86K | 0.09 |
| Orient Overseas International Ltd | Long | Equity-common | BM | $773K | 46K | 0.07 |
| Oriental Land Co Ltd/Japan | Short | Equity-common | JP | $-2M | -54K | -0.13 |
| Origin Enterprises PLC | Long | Equity-common | IE | $52K | 16K | 0.00 |
| Orion Corp/Republic of Korea | Long | Equity-common | KR | $70K | 1K | 0.01 |
| ORIX Corp | Long | Equity-common | JP | $1M | 68K | 0.13 |
| Orkla ASA | Long | Equity-common | NO | $153K | 19K | 0.01 |
| ORLEN SA | Long | Equity-common | PL | $3M | 165K | 0.24 |
| Osaka Gas Co Ltd | Long | Equity-common | JP | $25K | 1K | 0.00 |
| OSB Group PLC | Long | Equity-common | GB | $402K | 68K | 0.04 |
| Otis Worldwide Corp | Long | Equity-common | US | $1M | 10K | 0.09 |
| OTP Bank Nyrt | Long | Equity-common | HU | $2M | 42K | 0.18 |
| Otsuka Holdings Co Ltd | Long | Equity-common | JP | $1M | 25K | 0.09 |
| Outokumpu Oyj | Long | Equity-common | FI | $190K | 46K | 0.02 |
| Oversea-Chinese Banking Corp Ltd | Long | Equity-common | SG | $2M | 179K | 0.17 |
| Ovintiv Inc | Long | Equity-common | US | $2M | 29K | 0.14 |
| Owens Corning | Long | Equity-common | US | $256K | 1K | 0.02 |
| PACCAR Inc | Long | Equity-common | US | $2M | 17K | 0.16 |
| Pacific Basin Shipping Ltd | Long | Equity-common | BM | $49K | 140K | 0.00 |
| Pacific Industrial Co Ltd | Long | Equity-common | JP | $2M | 165K | 0.15 |
| Pacific Textiles Holdings Ltd | Long | Equity-common | KY | $26K | 133K | 0.00 |
| Pakistan Petroleum Ltd | Long | Equity-common | PK | $108K | 250K | 0.01 |
| PAL GROUP Holdings Co Ltd | Long | Equity-common | JP | $37K | 3K | 0.00 |
| Palantir Technologies Inc | Short | Equity-common | US | $-2M | -77K | -0.15 |
| Palo Alto Networks Inc | Short | Equity-common | US | $-469K | -2K | -0.04 |
| PALTAC Corp | Long | Equity-common | JP | $29K | 1K | 0.00 |
| Pan American Silver Corp | Short | Equity-common | CA | $-588K | -27K | -0.05 |
| Panasonic Holdings Corp | Long | Equity-common | JP | $3M | 306K | 0.24 |
| Pandora A/S | Long | Equity-common | DK | $160K | 976 | 0.01 |
| Paragon Banking Group PLC | Long | Equity-common | GB | $198K | 20K | 0.02 |
| Paramount Global | Long | Equity-common | US | $2M | 129K | 0.14 |
| Parex Resources Inc | Long | Equity-common | CA | $937K | 57K | 0.08 |
| Partners Group Holding AG | Short | Equity-common | CH | $-754K | -560 | -0.07 |
| Paychex Inc | Short | Equity-common | US | $-1M | -12K | -0.13 |
| PayPal Holdings Inc | Long | Equity-common | US | $3M | 42K | 0.24 |
| PB Fintech Ltd | Long | Equity-common | IN | $198K | 13K | 0.02 |
| Pembina Pipeline Corp | Short | Equity-common | CA | $-2M | -49K | -0.16 |
| Penta-Ocean Construction Co Ltd | Long | Equity-common | JP | $1M | 305K | 0.11 |
| Perenti Ltd | Long | Equity-common | AU | $40K | 59K | 0.00 |
| Permanent TSB Group Holdings PLC | Long | Equity-common | IE | $16K | 10K | 0.00 |
| Perseus Mining Ltd | Long | Equity-common | AU | $118K | 76K | 0.01 |
| Persimmon PLC | Long | Equity-common | GB | $840K | 45K | 0.08 |
| PetroChina Co Ltd | Long | Equity-common | CN | $265K | 258K | 0.02 |
| Petroleo Brasileiro SA | Long | Equity-common | BR | $2M | 120K | 0.16 |
| Petroleo Brasileiro SA | Long | Equity-preferred | BR | $2M | 230K | 0.15 |
| Petroleo Brasileiro SA | Long | Equity-common | BR | $1M | 76K | 0.11 |
| Petroleo Brasileiro SA | Long | Equity-common | BR | $88K | 11K | 0.01 |
| Petronas Chemicals Group Bhd | Long | Equity-common | MY | $77K | 54K | 0.01 |
| Petronet LNG Ltd | Long | Equity-common | IN | $182K | 51K | 0.02 |
| PetroVietNam Ca Mau Fertilizer JSC | Long | Equity-common | VN | $71K | 48K | 0.01 |
| PetroVietnam Technical Services Corp | Long | Equity-common | VN | $33K | 20K | 0.00 |
| Petrovietnam Transportation Corp | Long | Equity-common | VN | $18K | 15K | 0.00 |
| Pfizer Inc | Long | Equity-common | US | $4M | 123K | 0.31 |
| PGE Polska Grupa Energetyczna SA | Long | Equity-common | PL | $237K | 137K | 0.02 |
| Philip Morris CR AS | Long | Equity-common | CZ | $90K | 137 | 0.01 |
| Phoenix Group Holdings PLC | Short | Equity-common | GB | $-759K | -119K | -0.07 |
| Phoenix Mills Ltd/The | Long | Equity-common | IN | $195K | 5K | 0.02 |
| PhosAgro PJSC | Long | Equity-common | RU | $2K | 3K | 0.00 |
| PHOSAGRO PJSC | Long | Equity-common | RU | $14.67 | 67 | 0.00 |
| PICC Property & Casualty Co Ltd | Long | Equity-common | CN | $842K | 646K | 0.08 |
| Pilot Corp | Long | Equity-common | JP | $125K | 5K | 0.01 |
| Pixart Imaging Inc | Long | Equity-common | TW | $30K | 6K | 0.00 |
| Plus500 Ltd | Long | Equity-common | IL | $588K | 21K | 0.05 |
| Polaris Inc | Long | Equity-common | US | $205K | 2K | 0.02 |
| Poly Property Group Co Ltd | Long | Equity-common | HK | $24K | 124K | 0.00 |
| Polyus PJSC | Long | Equity-common | RU | $14K | 10K | 0.00 |
| Polyus PJSC | Long | Equity-common | RU | $0.68 | 1 | 0.00 |
| Porsche Automobil Holding SE | Long | Equity-preferred | DE | $2M | 29K | 0.14 |
| POSCO Holdings Inc | Long | Equity-common | KR | $1M | 20K | 0.12 |
| POSCO Holdings Inc | Long | Equity-common | KR | $102K | 382 | 0.01 |
| Poste Italiane SpA | Long | Equity-common | IT | $61K | 4K | 0.01 |
| Pou Chen Corp | Long | Equity-common | TW | $237K | 204K | 0.02 |
| Power Corp of Canada | Long | Equity-common | CA | $2M | 54K | 0.14 |
| Power Finance Corp Ltd | Long | Equity-common | IN | $1M | 228K | 0.12 |
| Power Grid Corp of India Ltd | Long | Equity-common | IN | $1M | 306K | 0.10 |
| Powertech Technology Inc | Long | Equity-common | TW | $33K | 6K | 0.00 |
| Powszechna Kasa Oszczednosci Bank Polski SA | Long | Equity-common | PL | $125K | 8K | 0.01 |
| Powszechny Zaklad Ubezpieczen SA | Long | Equity-common | PL | $682K | 54K | 0.06 |
| PPB Group Bhd | Long | Equity-common | MY | $52K | 17K | 0.00 |
| Premier Foods PLC | Long | Equity-common | GB | $71K | 32K | 0.01 |
| Premier Inc | Long | Equity-common | US | $47K | 2K | 0.00 |
| Prima Meat Packers Ltd | Long | Equity-common | JP | $33K | 2K | 0.00 |
| Primax Electronics Ltd | Long | Equity-common | TW | $197K | 63K | 0.02 |
| Prosegur Cia de Seguridad SA | Long | Equity-common | ES | $66K | 34K | 0.01 |
| ProSiebenSat.1 Media SE | Long | Equity-common | DE | $339K | 41K | 0.03 |
| Proximus SADP | Long | Equity-common | BE | $720K | 91K | 0.06 |
| Pruksa Holding PCL | Long | Equity-common | TH | $9K | 35K | 0.00 |
| PTC Inc | Short | Equity-common | US | $-760K | -4K | -0.07 |
| PTC India Ltd | Long | Equity-common | IN | $103K | 41K | 0.01 |
| PTT Exploration & Production PCL | Long | Equity-common | TH | $1M | 241K | 0.09 |
| PTT PCL | Long | Equity-common | TH | $434K | 486K | 0.04 |
| Publicis Groupe SA | Long | Equity-common | FR | $1M | 12K | 0.12 |
| PulteGroup Inc | Long | Equity-common | US | $1M | 10K | 0.11 |
| Qatar Gas Transport Co Ltd | Long | Equity-common | QA | $15K | 13K | 0.00 |
| Qatar Islamic Bank SAQ | Long | Equity-common | QA | $28K | 6K | 0.00 |
| Qatar National Bank QPSC | Long | Equity-common | QA | $49K | 13K | 0.00 |
| Quadient SA | Long | Equity-common | FR | $165K | 7K | 0.01 |
| QUALCOMM Inc | Long | Equity-common | US | $3M | 12K | 0.23 |
| Qualitas Controladora SAB de CV | Long | Equity-common | MX | $189K | 15K | 0.02 |
| Quebecor Inc | Long | Equity-common | CA | $806K | 38K | 0.07 |
| Radian Group Inc | Long | Equity-common | US | $390K | 12K | 0.03 |
| Radiant Opto-Electronics Corp | Long | Equity-common | TW | $857K | 140K | 0.08 |
| Raiffeisen Bank International AG | Long | Equity-common | AT | $729K | 39K | 0.07 |
| Raito Kogyo Co Ltd | Long | Equity-common | JP | $28K | 2K | 0.00 |
| Rakuten Group Inc | Short | Equity-common | JP | $-2M | -299K | -0.14 |
| Ramsay Health Care Ltd | Short | Equity-common | AU | $-667K | -21K | -0.06 |
| Randstad NV | Long | Equity-common | NL | $2M | 38K | 0.18 |
| Rashtriya Chemicals & Fertilizers Ltd | Long | Equity-common | IN | $44K | 24K | 0.00 |
| Rational AG | Short | Equity-common | DE | $-931K | -1K | -0.08 |
| REA Group Ltd | Short | Equity-common | AU | $-100K | -799 | -0.01 |
| Realtek Semiconductor Corp | Long | Equity-common | TW | $169K | 10K | 0.02 |
| REC Ltd | Long | Equity-common | IN | $748K | 116K | 0.07 |
| Redington Ltd | Long | Equity-common | IN | $24K | 10K | 0.00 |
| Redrow PLC | Long | Equity-common | GB | $594K | 65K | 0.05 |
| Regeneron Pharmaceuticals Inc | Long | Equity-common | US | $3M | 3K | 0.27 |
| Regional Container Lines PCL | Long | Equity-common | TH | $19K | 24K | 0.00 |
| Regional SAB de CV | Long | Equity-common | MX | $58K | 7K | 0.01 |
| Reliance Industries Ltd | Long | Equity-common | IN | $6K | 180 | 0.00 |
| RELX PLC | Long | Equity-common | GB | $152K | 3K | 0.01 |
| RELX PLC | Long | Equity-common | GB | $122K | 3K | 0.01 |
| Renault SA | Long | Equity-common | FR | $2M | 33K | 0.17 |
| Renesas Electronics Corp | Long | Equity-common | JP | $802K | 44K | 0.07 |
| Rengo Co Ltd | Long | Equity-common | JP | $20K | 3K | 0.00 |
| Repligen Corp | Short | Equity-common | US | $-1M | -9K | -0.12 |
| Repsol SA | Long | Equity-common | ES | $2M | 126K | 0.18 |
| Resona Holdings Inc | Short | Equity-common | JP | $-56K | -8K | -0.01 |
| Restar Corp | Long | Equity-common | JP | $10K | 500 | 0.00 |
| Restaurant Brands International Inc | Short | Equity-common | CA | $-2M | -22K | -0.14 |
| Reunert Ltd | Long | Equity-common | ZA | $23K | 6K | 0.00 |
| Rexel SA | Long | Equity-common | FR | $1M | 35K | 0.10 |
| Rheinmetall AG | Short | Equity-common | DE | $-63K | -109 | -0.01 |
| Richter Gedeon Nyrt | Long | Equity-common | HU | $335K | 13K | 0.03 |
| Ricoh Co Ltd | Long | Equity-common | JP | $85K | 10K | 0.01 |
| Rio Tinto Ltd | Long | Equity-common | AU | $875K | 10K | 0.08 |
| Rio Tinto PLC | Long | Equity-common | GB | $959K | 14K | 0.09 |
| Rio Tinto PLC | Long | Equity-common | GB | $203K | 3K | 0.02 |
| RITES Ltd | Long | Equity-common | IN | $35K | 4K | 0.00 |
| Rivian Automotive Inc | Short | Equity-common | US | $-717K | -66K | -0.06 |
| ROBLOX Corp | Short | Equity-common | US | $-1M | -41K | -0.12 |
| Roche Holding AG | Long | Equity-common | CH | $7M | 26K | 0.59 |
| Roche Holding AG | Long | Equity-common | CH | $282K | 1K | 0.03 |
| ROCKWOOL A/S | Long | Equity-common | DK | $1M | 3K | 0.10 |
| Rohm Co Ltd | Long | Equity-common | JP | $2M | 146K | 0.17 |
| Roku Inc | Short | Equity-common | US | $-1M | -22K | -0.12 |
| Roland DG Corp | Long | Equity-common | JP | $27K | 800 | 0.00 |
| Rollins Inc | Short | Equity-common | US | $-2M | -38K | -0.15 |
| Rolls-Royce Holdings PLC | Short | Equity-common | GB | $-2M | -314K | -0.16 |
| Royal BAM Group NV | Long | Equity-common | NL | $62K | 15K | 0.01 |
| RTL Group SA | Long | Equity-common | LU | $32K | 969 | 0.00 |
| Rubis SCA | Long | Equity-common | FR | $420K | 12K | 0.04 |
| Ruentex Industries Ltd | Long | Equity-common | TW | $35K | 16K | 0.00 |
| RusHydro PJSC | Long | Equity-common | RU | $2K | 24M | 0.00 |
| Russel Metals Inc | Long | Equity-common | CA | $402K | 15K | 0.04 |
| Ryanair Holdings PLC | Long | Equity-common | IE | $2M | 14K | 0.15 |
| S Foods Inc | Long | Equity-common | JP | $85K | 5K | 0.01 |
| SAF-Holland SE | Long | Equity-common | DE | $30K | 2K | 0.00 |
| Safran SA | Long | Equity-common | FR | $2M | 9K | 0.20 |
| Sage Group PLC/The | Long | Equity-common | GB | $44K | 3K | 0.00 |
| Sai Gon-Ha Noi Securities JSC | Long | Equity-common | VN | $9K | 12K | 0.00 |
| Sakai Moving Service Co Ltd | Long | Equity-common | JP | $44K | 3K | 0.00 |
| Sakata INX Corp | Long | Equity-common | JP | $23K | 2K | 0.00 |
| Salzgitter AG | Long | Equity-common | DE | $62K | 2K | 0.01 |
| Samsara Inc | Short | Equity-common | US | $-798K | -24K | -0.07 |
| Samsung E&A Co Ltd | Long | Equity-common | KR | $49K | 3K | 0.00 |
| Samsung Electronics Co Ltd | Long | Equity-preferred | KR | $2M | 37K | 0.14 |
| Samsung Electronics Co Ltd | Long | Equity-common | KR | $656K | 12K | 0.06 |
| Samsung Electronics Co Ltd | Long | Equity-common | KR | $56K | 51 | 0.01 |
| Samsung Electronics Co Ltd | Long | Equity-common | KR | $35K | 26 | 0.00 |
| San-A Co Ltd | Long | Equity-common | JP | $347K | 11K | 0.03 |
| San-Ai Obbli Co Ltd | Long | Equity-common | JP | $138K | 10K | 0.01 |
| Sandoz Group AG | Long | Equity-common | CH | $231K | 6K | 0.02 |
| Sandoz Group AG | Long | Equity-common | CH | $28K | 787 | 0.00 |
| Sanki Engineering Co Ltd | Long | Equity-common | JP | $123K | 9K | 0.01 |
| Sankyo Co Ltd | Long | Equity-common | JP | $26K | 3K | 0.00 |
| Sankyu Inc | Long | Equity-common | JP | $2M | 57K | 0.19 |
| Sanlam Ltd | Long | Equity-common | ZA | $140K | 37K | 0.01 |
| Sanofi SA | Long | Equity-common | FR | $4M | 41K | 0.36 |
| Sansiri PCL | Long | Equity-common | TH | $30K | 683K | 0.00 |
| Santander Bank Polska SA | Long | Equity-common | PL | $279K | 2K | 0.03 |
| Sanwa Holdings Corp | Long | Equity-common | JP | $1M | 71K | 0.12 |
| Sanyo Denki Co Ltd | Long | Equity-common | JP | $74K | 2K | 0.01 |
| Sappi Ltd | Long | Equity-common | ZA | $217K | 75K | 0.02 |
| Sartorius AG | Short | Equity-preferred | DE | $-1M | -5K | -0.11 |
| Sartorius Stedim Biotech | Short | Equity-common | FR | $-141K | -709 | -0.01 |
| Sasseur Real Estate Investment Trust | Long | Equity-common | SG | $21K | 41K | 0.00 |
| Saudi Arabian Oil Co | Long | Equity-common | SA | $51K | 7K | 0.00 |
| Saudi National Bank/The | Long | Equity-common | SA | $190K | 21K | 0.02 |
| SB Technology Corp | Long | Equity-common | JP | $28K | 2K | 0.00 |
| Sberbank of Russia PJSC | Long | Equity-common | RU | $127K | 4M | 0.01 |
| Sberbank of Russia PJSC | Long | Equity-preferred | RU | $719.17 | 21K | 0.00 |
| Scandinavian Tobacco Group A/S | Long | Equity-common | DK | $33K | 2K | 0.00 |
| SCB X PCL | Long | Equity-common | TH | $396K | 137K | 0.04 |
| Scentre Group | Long | Equity-common | AU | $516K | 245K | 0.05 |
| SCREEN Holdings Co Ltd | Long | Equity-common | JP | $96K | 1K | 0.01 |
| Seagate Technology Holdings PLC | Short | Equity-common | IE | $-270K | -3K | -0.02 |
| Seatrium Ltd | Short | Equity-common | SG | $-1M | -834K | -0.10 |
| Securitas AB | Long | Equity-common | SE | $96K | 9K | 0.01 |
| Sega Sammy Holdings Inc | Long | Equity-common | JP | $2M | 166K | 0.21 |
| Seiko Epson Corp | Long | Equity-common | JP | $488K | 30K | 0.04 |
| Sekisui Chemical Co Ltd | Long | Equity-common | JP | $712K | 50K | 0.06 |
| Sekisui House Ltd | Long | Equity-common | JP | $3M | 122K | 0.25 |
| Sekisui Jushi Corp | Long | Equity-common | JP | $45K | 3K | 0.00 |
| Selvaag Bolig ASA | Long | Equity-common | NO | $11K | 3K | 0.00 |
| Ser Educacional SA | Long | Equity-common | BR | $23K | 25K | 0.00 |
| Serica Energy PLC | Long | Equity-common | GB | $38K | 17K | 0.00 |
| Severn Trent PLC | Short | Equity-common | GB | $-714K | -23K | -0.06 |
| Severstal PAO | Long | Equity-common | RU | $18K | 91K | 0.00 |
| Severstal PAO | Long | Equity-common | RU | $83.55 | 425 | 0.00 |
| SFI PJSC | Long | Equity-common | RU | $2K | 12K | 0.00 |
| Shanghai Pharmaceuticals Holding Co Ltd | Long | Equity-common | CN | $173K | 116K | 0.02 |
| Sharp Corp/Japan | Short | Equity-common | JP | $-62K | -10K | -0.01 |
| Shell PLC | Long | Equity-common | GB | $2M | 42K | 0.14 |
| Shell PLC | Long | Equity-common | GB | $194K | 3K | 0.02 |
| Sheng Siong Group Ltd | Long | Equity-common | SG | $42K | 38K | 0.00 |
| Shimamura Co Ltd | Long | Equity-common | JP | $556K | 12K | 0.05 |
| Shin Zu Shing Co Ltd | Long | Equity-common | TW | $121K | 20K | 0.01 |
| Shinagawa Refractories Co Ltd | Long | Equity-common | JP | $54K | 4K | 0.00 |
| Shinhan Financial Group Co Ltd | Long | Equity-common | KR | $382K | 11K | 0.03 |
| Shinkong Insurance Co Ltd | Long | Equity-common | TW | $85K | 29K | 0.01 |
| Shionogi & Co Ltd | Long | Equity-common | JP | $2M | 36K | 0.15 |
| Shipping Corp of India Ltd | Long | Equity-common | IN | $23K | 8K | 0.00 |
| Shiseido Co Ltd | Short | Equity-common | JP | $-746K | -24K | -0.07 |
| Shoprite Holdings Ltd | Long | Equity-common | ZA | $252K | 19K | 0.02 |
| Shriram Finance Ltd | Long | Equity-common | IN | $194K | 7K | 0.02 |
| Shun Tak Holdings Ltd | Long | Equity-common | HK | $6K | 58K | 0.00 |
| Siam Cement PCL/The | Long | Equity-common | TH | $49K | 8K | 0.00 |
| Siemens AG | Long | Equity-common | DE | $1M | 6K | 0.10 |
| Siemens Energy AG | Short | Equity-common | DE | $-641K | -24K | -0.06 |
| SIG Group AG | Short | Equity-common | CH | $-268K | -13K | -0.02 |
| Signet Jewelers Ltd | Long | Equity-common | BM | $205K | 2K | 0.02 |
| Signify NV | Long | Equity-common | NL | $1M | 40K | 0.10 |
| Sigurd Microelectronics Corp | Long | Equity-common | TW | $22K | 9K | 0.00 |
| Sime Darby Bhd | Long | Equity-common | MY | $44K | 74K | 0.00 |
| Simon Property Group Inc | Short | Equity-common | US | $-278K | -2K | -0.02 |
| Simplo Technology Co Ltd | Long | Equity-common | TW | $407K | 32K | 0.04 |
| Sims Ltd | Long | Equity-common | AU | $53K | 8K | 0.00 |
| Sinanen Holdings Co Ltd | Long | Equity-common | JP | $24K | 800 | 0.00 |
| Sinko Industries Ltd | Long | Equity-common | JP | $37K | 2K | 0.00 |
| Sinmag Equipment Corp | Long | Equity-common | TW | $14K | 3K | 0.00 |
| Sinopec Engineering Group Co Ltd | Long | Equity-common | CN | $57K | 85K | 0.01 |
| Sinopharm Group Co Ltd | Long | Equity-common | CN | $684K | 251K | 0.06 |
| Sinotruk Hong Kong Ltd | Long | Equity-common | HK | $306K | 132K | 0.03 |
| SK Networks Co Ltd | Long | Equity-common | KR | $48K | 13K | 0.00 |
| SK Telecom Co Ltd | Long | Equity-common | KR | $88K | 4K | 0.01 |
| Skanska AB | Long | Equity-common | SE | $482K | 27K | 0.04 |
| Skechers USA Inc | Long | Equity-common | US | $65K | 906 | 0.01 |
| Skyworks Solutions Inc | Long | Equity-common | US | $2M | 19K | 0.15 |
| Skyworth Group Ltd | Long | Equity-common | BM | $62K | 172K | 0.01 |
| Sleep Country Canada Holdings Inc | Long | Equity-common | CA | $111K | 6K | 0.01 |
| SLM Corp | Long | Equity-common | US | $48K | 2K | 0.00 |
| SmartGroup Corp Ltd | Long | Equity-common | AU | $32K | 6K | 0.00 |
| SmarTone Telecommunications Holdings Ltd | Long | Equity-common | BM | $15K | 33K | 0.00 |
| Snap Inc | Short | Equity-common | US | $-168K | -11K | -0.02 |
| Snowflake Inc | Short | Equity-common | US | $-1M | -11K | -0.13 |
| Societe BIC SA | Long | Equity-common | FR | $181K | 2K | 0.02 |
| Societe Generale SA | Long | Equity-common | FR | $3M | 99K | 0.27 |
| Sodexo SA | Short | Equity-common | FR | $-57K | -609 | -0.01 |
| SoftBank Corp | Short | Equity-common | JP | $-2M | -148K | -0.16 |
| SoftBank Group Corp | Short | Equity-common | JP | $-648K | -11K | -0.06 |
| Sohgo Security Services Co Ltd | Long | Equity-common | JP | $6K | 1K | 0.00 |
| Sojitz Corp | Long | Equity-common | JP | $2M | 67K | 0.16 |
| SolarEdge Technologies Inc | Long | Equity-common | US | $385K | 8K | 0.03 |
| Solventum Corp | Long | Equity-common | US | $269K | 5K | 0.02 |
| Somboon Advance Technology PCL | Long | Equity-common | TH | $21K | 52K | 0.00 |
| Sonae SGPS SA | Long | Equity-common | PT | $209K | 203K | 0.02 |
| Southern Copper Corp | Short | Equity-common | US | $-2M | -15K | -0.16 |
| Southern Cross Media Group Ltd | Long | Equity-common | AU | $8K | 17K | 0.00 |
| Spin Master Corp | Long | Equity-common | CA | $49K | 2K | 0.00 |
| Spirax-Sarco Engineering PLC | Short | Equity-common | GB | $-271K | -2K | -0.02 |
| Spirent Communications PLC | Long | Equity-common | GB | $36K | 15K | 0.00 |
| Sri Trang Agro-Industry PCL | Long | Equity-common | TH | $99K | 154K | 0.01 |
| Sri Trang Gloves Thailand PCL | Long | Equity-common | TH | $30K | 100K | 0.00 |
| SS&C Technologies Holdings Inc | Long | Equity-common | US | $136K | 2K | 0.01 |
| SSI Securities Corp | Long | Equity-common | VN | $320K | 233K | 0.03 |
| SSY Group Ltd | Long | Equity-common | KY | $21K | 34K | 0.00 |
| Standard Chartered PLC | Long | Equity-common | GB | $161K | 16K | 0.01 |
| Stanley Electric Co Ltd | Long | Equity-common | JP | $3M | 136K | 0.22 |
| Star Micronics Co Ltd | Long | Equity-common | JP | $206K | 15K | 0.02 |
| Starbucks Corp | Short | Equity-common | US | $-3K | -36 | -0.00 |
| StarHub Ltd | Long | Equity-common | SG | $71K | 75K | 0.01 |
| Starts Corp Inc | Long | Equity-common | JP | $169K | 8K | 0.02 |
| State Street Corp | Long | Equity-common | US | $532K | 7K | 0.05 |
| State Street Institutional Treasury Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $3M | 3M | 0.29 |
| Steel Dynamics Inc | Long | Equity-common | US | $2M | 16K | 0.20 |
| Stella-Jones Inc | Long | Equity-common | CA | $645K | 11K | 0.06 |
| Stellantis NV | Long | Equity-common | NL | $5M | 210K | 0.42 |
| STMicroelectronics NV | Long | Equity-common | NL | $3M | 67K | 0.25 |
| Stockland | Long | Equity-common | AU | $594K | 197K | 0.05 |
| Stolt-Nielsen Ltd | Long | Equity-common | BM | $213K | 5K | 0.02 |
| Stora Enso Oyj | Long | Equity-common | FI | $467K | 32K | 0.04 |
| Storebrand ASA | Long | Equity-common | NO | $104K | 10K | 0.01 |
| Strabag SE | Long | Equity-common | AT | $33K | 737 | 0.00 |
| Subaru Corp | Long | Equity-common | JP | $2M | 91K | 0.18 |
| SUMCO Corp | Long | Equity-common | JP | $3M | 174K | 0.23 |
| Sumitomo Corp | Long | Equity-common | JP | $2M | 67K | 0.16 |
| Sumitomo Densetsu Co Ltd | Long | Equity-common | JP | $86K | 4K | 0.01 |
| Sumitomo Forestry Co Ltd | Long | Equity-common | JP | $4M | 104K | 0.32 |
| Sumitomo Heavy Industries Ltd | Long | Equity-common | JP | $960K | 35K | 0.09 |
| Sumitomo Mitsui Financial Group Inc | Long | Equity-common | JP | $3M | 48K | 0.28 |
| Sumitomo Mitsui Trust Holdings Inc | Long | Equity-common | JP | $2M | 101K | 0.21 |
| Sumitomo Pharma Co Ltd | Long | Equity-common | JP | $431K | 222K | 0.04 |
| Sun Frontier Fudousan Co Ltd | Long | Equity-common | JP | $113K | 9K | 0.01 |
| Sun Hung Kai Properties Ltd | Long | Equity-common | HK | $986K | 102K | 0.09 |
| Sun Life Financial Inc | Long | Equity-common | CA | $1M | 22K | 0.10 |
| Sun Life Financial Inc | Long | Equity-common | CA | $500K | 10K | 0.04 |
| Sun TV Network Ltd | Long | Equity-common | IN | $177K | 22K | 0.02 |
| Supalai PCL | Long | Equity-common | TH | $47K | 93K | 0.00 |
| Super Micro Computer Inc | Short | Equity-common | US | $-158K | -202 | -0.01 |
| Super Retail Group Ltd | Long | Equity-common | AU | $284K | 32K | 0.03 |
| Surgutneftegas PJSC | Long | Equity-preferred | RU | $69K | 9M | 0.01 |
| Surgutneftegas PJSC | Long | Equity-common | RU | $19K | 6M | 0.00 |
| Svitzer A/S | Long | Equity-common | DK | $49K | 1K | 0.00 |
| Swatch Group AG/The | Long | Equity-common | CH | $141K | 659 | 0.01 |
| Swire Pacific Ltd | Long | Equity-common | HK | $844K | 97K | 0.08 |
| Swire Properties Ltd | Long | Equity-common | HK | $25K | 14K | 0.00 |
| Swisscom AG | Long | Equity-common | CH | $485K | 874 | 0.04 |
| Syensqo SA | Long | Equity-common | BE | $944K | 9K | 0.08 |
| Symrise AG | Short | Equity-common | DE | $-2M | -13K | -0.14 |
| Synchrony Financial | Long | Equity-common | US | $2M | 51K | 0.20 |
| T Rowe Price Group Inc | Long | Equity-common | US | $526K | 4K | 0.05 |
| T&D Holdings Inc | Long | Equity-common | JP | $3M | 158K | 0.25 |
| T3EX Global Holdings Corp | Long | Equity-common | TW | $100K | 29K | 0.01 |
| TaiDoc Technology Corp | Long | Equity-common | TW | $60K | 12K | 0.01 |
| Taiwan Semiconductor Manufacturing Co Ltd | Long | Equity-common | TW | $4M | 173K | 0.40 |
| Taiwan Semiconductor Manufacturing Co Ltd | Long | Equity-common | TW | $3M | 22K | 0.30 |
| Taiwan Surface Mounting Technology Corp | Long | Equity-common | TW | $148K | 42K | 0.01 |
| Takeda Pharmaceutical Co Ltd | Long | Equity-common | JP | $162K | 6K | 0.01 |
| Talanx AG | Long | Equity-common | DE | $985K | 12K | 0.09 |
| Talanx AG | Short | Equity-common | DE | $-600K | -8K | -0.05 |
| Tamron Co Ltd | Long | Equity-common | JP | $152K | 3K | 0.01 |
| Tapestry Inc | Long | Equity-common | US | $164K | 4K | 0.01 |
| Tata Consultancy Services Ltd | Long | Equity-common | IN | $163K | 4K | 0.01 |
| Tatneft PJSC | Long | Equity-common | RU | $25K | 332K | 0.00 |
| Taylor Wimpey PLC | Long | Equity-common | GB | $957K | 506K | 0.09 |
| TBC Bank Group PLC | Long | Equity-common | GB | $109K | 3K | 0.01 |
| TCL Electronics Holdings Ltd | Long | Equity-common | KY | $62K | 86K | 0.01 |
| TDK Corp | Long | Equity-common | JP | $919K | 18K | 0.08 |
| TE Connectivity Ltd | Long | Equity-common | CH | $704K | 5K | 0.06 |
| Telecom Italia SpA/Milano | Long | Equity-common | IT | $1M | 4M | 0.10 |
| Telefonaktiebolaget LM Ericsson | Long | Equity-common | SE | $825K | 134K | 0.07 |
| Television Francaise 1 SA | Long | Equity-common | FR | $261K | 27K | 0.02 |
| Tenaris SA | Long | Equity-common | LU | $551K | 17K | 0.05 |
| Tencent Holdings Ltd | Long | Equity-common | KY | $2M | 42K | 0.17 |
| Tesco PLC | Long | Equity-common | GB | $262K | 66K | 0.02 |
| Tesla Inc | Short | Equity-common | US | $-2M | -10K | -0.16 |
| Test Research Inc | Long | Equity-common | TW | $29K | 5K | 0.00 |
| Teva Pharmaceutical Industries Ltd | Long | Equity-common | IL | $2M | 124K | 0.19 |
| Teva Pharmaceutical Industries Ltd | Long | Equity-common | IL | $240K | 14K | 0.02 |
| Texas Instruments Inc | Long | Equity-common | US | $1M | 7K | 0.12 |
| Texas Pacific Land Corp | Short | Equity-common | US | $-234K | -381 | -0.02 |
| Texhong International Group Ltd | Long | Equity-common | KY | $22K | 39K | 0.00 |
| Textron Inc | Long | Equity-common | US | $419K | 5K | 0.04 |
| Texwinca Holdings Ltd | Long | Equity-common | BM | $6K | 46K | 0.00 |
| Thai Oil PCL | Long | Equity-common | TH | $129K | 91K | 0.01 |
| THK Co Ltd | Long | Equity-common | JP | $2M | 83K | 0.14 |
| Tianjin Port Development Holdings Ltd | Long | Equity-common | KY | $1K | 16K | 0.00 |
| Tianneng Power International Ltd | Long | Equity-common | KY | $6K | 8K | 0.00 |
| TietoEVRY Oyj | Long | Equity-common | FI | $95K | 5K | 0.01 |
| Tiger Brands Ltd | Long | Equity-common | ZA | $161K | 16K | 0.01 |
| TIM SA/Brazil | Long | Equity-common | BR | $372K | 123K | 0.03 |
| TIM SA/Brazil | Long | Equity-common | BR | $156K | 10K | 0.01 |
| Toast Inc | Short | Equity-common | US | $-2M | -71K | -0.15 |
| Tobu Railway Co Ltd | Short | Equity-common | JP | $-285K | -16K | -0.03 |
| Tokai Carbon Co Ltd | Long | Equity-common | JP | $2M | 281K | 0.16 |
| Tokai Rika Co Ltd | Long | Equity-common | JP | $27K | 2K | 0.00 |
| Tokyo Electric Power Co Holdings Inc | Long | Equity-common | JP | $2M | 277K | 0.15 |
| Tokyo Gas Co Ltd | Long | Equity-common | JP | $3M | 118K | 0.24 |
| Tokyo Steel Manufacturing Co Ltd | Long | Equity-common | JP | $261K | 26K | 0.02 |
| Tokyu Corp | Short | Equity-common | JP | $-749K | -64K | -0.07 |
| Toronto-Dominion Bank/The | Long | Equity-common | CA | $2M | 45K | 0.22 |
| Toronto-Dominion Bank/The | Long | Equity-common | CA | $282K | 5K | 0.03 |
| Torrent Power Ltd | Long | Equity-common | IN | $187K | 11K | 0.02 |
| Tosei Corp | Long | Equity-common | JP | $2M | 123K | 0.16 |
| Tosoh Corp | Long | Equity-common | JP | $1M | 80K | 0.09 |
| TotalEnergies SE | Long | Equity-common | FR | $7M | 98K | 0.64 |
| Toyo Tire Corp | Long | Equity-common | JP | $151K | 8K | 0.01 |
| Toyoda Gosei Co Ltd | Long | Equity-common | JP | $95K | 5K | 0.01 |
| Toyota Boshoku Corp | Long | Equity-common | JP | $167K | 11K | 0.01 |
| Toyota Industries Corp | Long | Equity-common | JP | $1M | 14K | 0.12 |
| Toyota Tsusho Corp | Long | Equity-common | JP | $2M | 35K | 0.19 |
| Trade Desk Inc/The | Short | Equity-common | US | $-390K | -4K | -0.03 |
| Transcend Information Inc | Long | Equity-common | TW | $91K | 25K | 0.01 |
| Transcosmos Inc | Long | Equity-common | JP | $28K | 1K | 0.00 |
| TransDigm Group Inc | Short | Equity-common | US | $-2M | -1K | -0.18 |
| Transmissora Alianca de Energia Eletrica S/A | Long | Equity-common | BR | $86K | 13K | 0.01 |
| Transneft PJSC | Long | Equity-preferred | RU | $3K | 16K | 0.00 |
| Travis Perkins PLC | Long | Equity-common | GB | $61K | 6K | 0.01 |
| Tripod Technology Corp | Long | Equity-common | TW | $184K | 28K | 0.02 |
| Truworths International Ltd | Long | Equity-common | ZA | $317K | 78K | 0.03 |
| Tsubakimoto Chain Co | Long | Equity-common | JP | $8K | 200 | 0.00 |
| Tsugami Corp | Long | Equity-common | JP | $93K | 10K | 0.01 |
| TTY Biopharm Co Ltd | Long | Equity-common | TW | $19K | 8K | 0.00 |
| Tung Ho Steel Enterprise Corp | Long | Equity-common | TW | $41K | 19K | 0.00 |
| Turk Hava Yollari AO | Long | Equity-common | TR | $180K | 19K | 0.02 |
| TV Asahi Holdings Corp | Long | Equity-common | JP | $232K | 18K | 0.02 |
| TXC Corp | Long | Equity-common | TW | $56K | 16K | 0.01 |
| Tyson Foods Inc | Long | Equity-common | US | $1M | 26K | 0.13 |
| u-blox Holding AG | Long | Equity-common | CH | $64K | 602 | 0.01 |
| U.S. Treasury Floating Rate Notes (United States Treasury) | Long | Debt | US | $28M | – | 2.51 |
| U.S. Treasury Floating Rate Notes (United States Treasury) | Long | Debt | US | $10M | – | 0.90 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $80M | – | 7.19 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $48M | – | 4.31 |
| Uber Technologies Inc | Short | Equity-common | US | $-790K | -12K | -0.07 |
| UBS Group AG | Long | Equity-common | CH | $28K | 884 | 0.00 |
| UCB SA | Long | Equity-common | BE | $2M | 15K | 0.19 |
| UFP Industries Inc | Long | Equity-common | US | $215K | 2K | 0.02 |
| Ultrapar Participacoes SA | Long | Equity-common | BR | $567K | 128K | 0.05 |
| Umicore SA | Long | Equity-common | BE | $53K | 3K | 0.00 |
| UniCredit SpA | Long | Equity-common | IT | $1M | 34K | 0.12 |
| Unieuro SpA | Long | Equity-common | IT | $16K | 1K | 0.00 |
| Unifin Financiera SAB de CV | Long | Equity-common | MX | $0 | 815 | – |
| Unilever PLC | Long | Equity-common | GB | $2M | 39K | 0.19 |
| Unipar Carbocloro SA | Long | Equity-preferred | BR | $27K | 3K | 0.00 |
| Unipol Gruppo SpA | Long | Equity-common | IT | $2M | 234K | 0.22 |
| Unipro PJSC | Long | Equity-common | RU | $274.69 | 1M | 0.00 |
| United Co RUSAL International PJSC | Long | Equity-common | RU | $240.93 | 51K | 0.00 |
| United Microelectronics Corp | Long | Equity-common | TW | $10K | 6K | 0.00 |
| United Overseas Bank Ltd | Long | Equity-common | SG | $844K | 37K | 0.08 |
| United Therapeutics Corp | Long | Equity-common | US | $469K | 2K | 0.04 |
| UnitedHealth Group Inc | Long | Equity-common | US | $845K | 2K | 0.08 |
| Unity Software Inc | Short | Equity-common | US | $-365K | -20K | -0.03 |
| Universal Music Group NV | Short | Equity-common | NL | $-2M | -59K | -0.16 |
| UNTRADE.CH GREENFRESH | Long | Equity-common | HK | $0.14 | 1M | 0.00 |
| UNTRADE.CHINA ZHONGWANG | Long | Equity-common | HK | $0.23 | 2M | 0.00 |
| Unum Group | Long | Equity-common | US | $401K | 7K | 0.04 |
| UOL Group Ltd | Long | Equity-common | SG | $102K | 25K | 0.01 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $32K | – | 0.00 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-65K | – | -0.01 | |
| US Bancorp | Long | Equity-common | US | $1M | 34K | 0.12 |
| Vail Resorts Inc | Short | Equity-common | US | $-1M | -7K | -0.11 |
| Vale SA | Long | Equity-common | BR | $620K | 51K | 0.06 |
| Vale SA | Long | Equity-common | BR | $79K | 7K | 0.01 |
| Valeo SE | Long | Equity-common | FR | $97K | 8K | 0.01 |
| Valero Energy Corp | Long | Equity-common | US | $1M | 7K | 0.10 |
| Valmet Oyj | Long | Equity-common | FI | $371K | 14K | 0.03 |
| Vardhman Textiles Ltd | Long | Equity-common | IN | $53K | 10K | 0.00 |
| VAT Group AG | Short | Equity-common | CH | $-341K | -622 | -0.03 |
| Venture Corp Ltd | Long | Equity-common | SG | $126K | 12K | 0.01 |
| Verbund AG | Short | Equity-common | AT | $-821K | -10K | -0.07 |
| Verizon Communications Inc | Long | Equity-common | US | $4M | 87K | 0.32 |
| Vestel Beyaz Esya Sanayi ve Ticaret AS | Long | Equity-common | TR | $83K | 112K | 0.01 |
| Vesuvius PLC | Long | Equity-common | GB | $133K | 21K | 0.01 |
| VF Corp | Long | Equity-common | US | $164K | 12K | 0.01 |
| Viatris Inc | Long | Equity-common | US | $2M | 186K | 0.18 |
| Vibra Energia SA | Long | Equity-common | BR | $648K | 158K | 0.06 |
| Vietnam Dairy Products JSC | Long | Equity-common | VN | $188K | 73K | 0.02 |
| Vietnam Joint Stock Commercial Bank for Industry and Trade | Long | Equity-common | VN | $139K | 111K | 0.01 |
| Villeroy & Boch AG | Long | Equity-preferred | DE | $9K | 512 | 0.00 |
| Vistra Corp | Short | Equity-common | US | $-547K | -6K | -0.05 |
| Vivendi SE | Long | Equity-common | FR | $2M | 146K | 0.14 |
| VIX Securities JSC | Long | Equity-common | VN | $68K | 95K | 0.01 |
| VNDirect Securities Corp | Long | Equity-common | VN | $292K | 414K | 0.03 |
| VNDIRECT SECURITIES CORP | Derivative-equity | VN | $24K | 79K | 0.00 | |
| Vodafone Group PLC | Long | Equity-common | GB | $3M | 292K | 0.25 |
| Vodafone Group PLC | Long | Equity-common | GB | $910K | 941K | 0.08 |
| Volkswagen AG | Long | Equity-preferred | DE | $2M | 15K | 0.17 |
| Volkswagen AG | Long | Equity-common | DE | $156K | 1K | 0.01 |
| Volvo AB | Long | Equity-common | SE | $2M | 62K | 0.15 |
| Volvo AB | Long | Equity-common | SE | $126K | 5K | 0.01 |
| Volvo Car AB | Long | Equity-common | SE | $133K | 39K | 0.01 |
| Vonovia SE | Short | Equity-common | DE | $-78K | -2K | -0.01 |
| VSTECS Holdings Ltd | Long | Equity-common | KY | $112K | 190K | 0.01 |
| VTech Holdings Ltd | Long | Equity-common | BM | $208K | 29K | 0.02 |
| Wacoal Holdings Corp | Long | Equity-common | JP | $89K | 4K | 0.01 |
| Wajax Corp | Long | Equity-common | CA | $23K | 1K | 0.00 |
| Wal-Mart de Mexico SAB de CV | Long | Equity-common | MX | $430K | 114K | 0.04 |
| Walgreens Boots Alliance Inc | Long | Equity-common | US | $2M | 107K | 0.16 |
| Wallenius Wilhelmsen ASA | Long | Equity-common | NO | $264K | 25K | 0.02 |
| Watsco Inc | Short | Equity-common | US | $-2M | -4K | -0.16 |
| Weichai Power Co Ltd | Long | Equity-common | CN | $156K | 87K | 0.01 |
| Wells Fargo & Co | Long | Equity-common | US | $3M | 44K | 0.23 |
| West Fraser Timber Co Ltd | Long | Equity-common | CA | $2M | 23K | 0.17 |
| West Fraser Timber Co Ltd | Long | Equity-common | CA | $338K | 4K | 0.03 |
| West Japan Railway Co | Short | Equity-common | JP | $-170K | -9K | -0.02 |
| Western Union Co/The | Long | Equity-common | US | $326K | 25K | 0.03 |
| Westlake Corp | Long | Equity-common | US | $241K | 2K | 0.02 |
| Westpac Banking Corp | Long | Equity-common | AU | $102K | 6K | 0.01 |
| WH Group Ltd | Long | Equity-common | KY | $1M | 2M | 0.11 |
| Whirlpool Corp | Long | Equity-common | US | $221K | 2K | 0.02 |
| Wienerberger AG | Long | Equity-common | AT | $210K | 6K | 0.02 |
| Williams Cos Inc/The | Short | Equity-common | US | $-2M | -49K | -0.18 |
| Wisdom Marine Lines Co Ltd | Long | Equity-common | KY | $67K | 28K | 0.01 |
| Wise PLC | Short | Equity-common | GB | $-1M | -96K | -0.09 |
| WiseTech Global Ltd | Short | Equity-common | AU | $-1M | -19K | -0.11 |
| Wolters Kluwer NV | Long | Equity-common | NL | $860K | 5K | 0.08 |
| Woolworths Holdings Ltd/South Africa | Long | Equity-common | ZA | $65K | 23K | 0.01 |
| Woori Financial Group Inc | Long | Equity-common | KR | $539K | 53K | 0.05 |
| Xero Ltd | Short | Equity-common | NZ | $-2M | -20K | -0.16 |
| YAMABIKO Corp | Long | Equity-common | JP | $201K | 15K | 0.02 |
| Yamaha Corp | Long | Equity-common | JP | $1M | 60K | 0.12 |
| Yamaha Motor Co Ltd | Long | Equity-common | JP | $5M | 512K | 0.45 |
| Yamato Kogyo Co Ltd | Long | Equity-common | JP | $68K | 1K | 0.01 |
| Yamazen Corp | Long | Equity-common | JP | $210K | 24K | 0.02 |
| Yang Ming Marine Transport Corp | Long | Equity-common | TW | $1M | 620K | 0.12 |
| Yangzijiang Financial Holding Ltd | Long | Equity-common | SG | $22K | 90K | 0.00 |
| Yangzijiang Shipbuilding Holdings Ltd | Long | Equity-common | SG | $2M | 1M | 0.20 |
| Yanlord Land Group Ltd | Long | Equity-common | SG | $46K | 134K | 0.00 |
| Yapi ve Kredi Bankasi AS | Long | Equity-common | TR | $2M | 2M | 0.14 |
| Yellow Hat Ltd | Long | Equity-common | JP | $206K | 16K | 0.02 |
| Yokogawa Bridge Holdings Corp | Long | Equity-common | JP | $2M | 87K | 0.14 |
| Yokohama Rubber Co Ltd/The | Long | Equity-common | JP | $264K | 11K | 0.02 |
| Youngone Corp | Long | Equity-common | KR | $82K | 3K | 0.01 |
| Yuanta Financial Holding Co Ltd | Long | Equity-common | TW | $326K | 333K | 0.03 |
| Yuasa Trading Co Ltd | Long | Equity-common | JP | $225K | 6K | 0.02 |
| Yue Yuen Industrial Holdings Ltd | Long | Equity-common | BM | $131K | 71K | 0.01 |
| Yum China Holdings Inc | Short | Equity-common | US | $-50K | -1K | -0.00 |
| Z96J5F3R6 (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-967K | – | -0.09 | |
| Zalando SE | Short | Equity-common | DE | $-277K | -10K | -0.02 |
| Zenkoku Hosho Co Ltd | Long | Equity-common | JP | $1M | 39K | 0.12 |
| Zensar Technologies Ltd | Long | Equity-common | IN | $21K | 3K | 0.00 |
| Zensho Holdings Co Ltd | Short | Equity-common | JP | $-319K | -8K | -0.03 |
| Zigup PLC | Long | Equity-common | GB | $198K | 35K | 0.02 |
| Zillow Group Inc | Short | Equity-common | US | $-122K | -3K | -0.01 |
| Zoom Video Communications Inc | Long | Equity-common | US | $2M | 27K | 0.15 |
| Zscaler Inc | Short | Equity-common | US | $-1M | -9K | -0.13 |
| Zydus Lifesciences Ltd | Long | Equity-common | IN | $517K | 43K | 0.05 |
Address
GMO TRUST
53 State Street, 33rd Floor
BOSTON
Massachusetts
02109
United States of America
Websites
Directors
Peter Tufano
Dina Santoro
Paul Braverman
Donald W. Glazer
Transfer Agents
State Street Bank and Trust Company
Pricing Services
London Stock Exchange Group PLC
ICE Data Services, Inc.
LCH Group Holdings Limited
Bloomberg L.P.
IDC Securities Corporation
S&P Global Inc.
JPMorgan Chase & Co.
State Street Bank and Trust Company
CME Group Inc.
Custodians
State Street Bank and Trust Company
Euroclear Bank
Shareholder Servicing Agents
State Street Bank and Trust Company
Admins
State Street Bank and Trust Company
Brokers
N/A