GMO Mutual Funds > GMO TRUST
GMO Alternative Allocation Fund
$189.64M
Avg Monthly Net Assets
$353.24M
Total Assets
$166.16M
Total Liabilities
$187.07M
Net Assets
GMO Alternative Allocation Fund is a Mutual Fund in GMO TRUST
from GMO Mutual Funds,
based in Massachusetts,
United States of America.
The fund has three share classes
and monthly net assets of $189.64M.
On July 29th, 2024 it reported 891 holdings, the largest
being UMBS, TBA (22.7%), Berkshire Hathaway Inc (16.6%) and Daiwa Capital Markets America, Inc. (16.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I | C000213406 | GAAGX | |
| Class R6 | C000213405 | GAAKX | |
| Class VI | C000211299 | GAAVX |
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 |
|---|---|---|---|---|---|---|
| 3i Group PLC | Long | Equity-common | GB | $558K | 15K | 0.30 |
| 3M Co | Long | Equity-common | US | $554K | 6K | 0.30 |
| AAON Inc | Long | Equity-common | US | $494K | 7K | 0.26 |
| AbbVie Inc | Short | Equity-common | US | $-315K | -2K | -0.17 |
| Accor SA | Short | Equity-common | FR | $-421K | -10K | -0.22 |
| Acushnet Holdings Corp | Long | Equity-common | US | $556K | 8K | 0.30 |
| Adecco Group AG | Long | Equity-common | CH | $412K | 11K | 0.22 |
| adidas AG | Short | Equity-common | DE | $-573K | -2K | -0.31 |
| Admiral Group PLC | Short | Equity-common | GB | $-87K | -3K | -0.05 |
| Adyen NV | Short | Equity-common | NL | $-437K | -337 | -0.23 |
| Aegon Ltd | Long | Equity-common | BM | $58K | 9K | 0.03 |
| Aeon Co Ltd | Short | Equity-common | JP | $-470K | -22K | -0.25 |
| Aeroports de Paris SA | Short | Equity-common | FR | $-342K | -2K | -0.18 |
| AES Corp (AES Corp/The) | Short | Equity-common | US | $-593K | -27K | -0.32 |
| Ageas SA/NV | Long | Equity-common | BE | $523K | 10K | 0.28 |
| Agnico Eagle Mines Ltd | Short | Equity-common | CA | $-150K | -2K | -0.08 |
| Akamai Technologies Inc | Long | Equity-common | US | $340K | 4K | 0.18 |
| Akbank TAS | Long | Equity-common | TR | $49K | 24K | 0.03 |
| Albertsons Cos Inc | Long | Equity-common | US | $5M | 266K | 2.94 |
| Alimentation Couche-Tard Inc | Long | Equity-common | CA | $321K | 6K | 0.17 |
| Allegion plc | Long | Equity-common | IE | $139K | 1K | 0.07 |
| Ally Financial Inc | Long | Equity-common | US | $501K | 13K | 0.27 |
| Alnylam Pharmaceuticals Inc | Short | Equity-common | US | $-456K | -3K | -0.24 |
| Alphabet Inc | Long | Equity-common | US | $265K | 2K | 0.14 |
| Alphabet Inc | Long | Equity-common | US | $104K | 602 | 0.06 |
| ALTA GS SUPERVAL (Goldman Sachs & Co. LLC) | Derivative-equity | US | $73K | – | 0.04 | |
| ALTA MORD SUPERVAL (Morgan Stanley Capital Services LLC) | Derivative-equity | US | $265K | – | 0.14 | |
| AltaGas Ltd | Short | Equity-common | CA | $-505K | -22K | -0.27 |
| Altium Ltd | Long | Equity-common | AU | $2M | 54K | 1.29 |
| Amano Corp | Long | Equity-common | JP | $252K | 11K | 0.13 |
| Amazon.com Inc | Long | Equity-common | US | $374K | 2K | 0.20 |
| Amedisys Inc | Short | Equity-common | US | $-739K | -8K | -0.39 |
| American Tower Corp | Short | Equity-common | US | $-231K | -1K | -0.12 |
| Amgen Inc | Short | Equity-common | US | $-530K | -2K | -0.28 |
| Amplifon SpA | Short | Equity-common | IT | $-449K | -12K | -0.24 |
| Analog Devices Inc | Short | Equity-common | US | $-179K | -765 | -0.10 |
| Anheuser-Busch InBev SA/NV | Short | Equity-common | BE | $-478K | -8K | -0.26 |
| ANSYS Inc | Long | Equity-common | US | $3M | 9K | 1.60 |
| AP Moller - Maersk A/S | Long | Equity-common | DK | $422K | 232 | 0.23 |
| AP Moller - Maersk A/S | Long | Equity-common | DK | $214K | 122 | 0.11 |
| Apartment Income REIT Corp | Long | Equity-common | US | $1M | 30K | 0.62 |
| AptarGroup Inc | Long | Equity-common | US | $481K | 3K | 0.26 |
| ArcBest Corp | Long | Equity-common | US | $263K | 2K | 0.14 |
| ArcelorMittal SA | Long | Equity-common | LU | $500K | 19K | 0.27 |
| Arch Capital Group Ltd | Long | Equity-common | BM | $165K | 2K | 0.09 |
| Archer-Daniels-Midland Co | Long | Equity-common | US | $74K | 1K | 0.04 |
| Arthur J Gallagher & Co | Short | Equity-common | US | $-553K | -2K | -0.30 |
| Asahi Intecc Co Ltd | Short | Equity-common | JP | $-98K | -7K | -0.05 |
| ASGN Inc | Long | Equity-common | US | $399K | 4K | 0.21 |
| Aspen Technology Inc | Long | Equity-common | US | $115K | 546 | 0.06 |
| ASX Ltd | Short | Equity-common | AU | $-285K | -7K | -0.15 |
| Atkore Inc | Long | Equity-common | US | $218K | 1K | 0.12 |
| AUST 10Y BOND FUT JUN24 (ASX Clear (Futures)) | Derivative-interest rate | AU | $-10K | – | -0.01 | |
| Auto Trader Group PLC | Short | Equity-common | GB | $-484K | -46K | -0.26 |
| Avolta AG | Short | Equity-common | CH | $-88K | -2K | -0.05 |
| Axcelis Technologies Inc | Long | Equity-common | US | $455K | 4K | 0.24 |
| Axon Enterprise Inc | Short | Equity-common | US | $-461K | -2K | -0.25 |
| AZEK Co Inc/The | Long | Equity-common | US | $153K | 3K | 0.08 |
| Bachem Holding AG | Short | Equity-common | CH | $-30K | -332 | -0.02 |
| Balchem Corp | Long | Equity-common | US | $373K | 2K | 0.20 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Equity-common | ES | $532K | 49K | 0.28 |
| Banco Santander SA | Long | Equity-common | ES | $607K | 115K | 0.32 |
| Bank Leumi Le-Israel BM | Long | Equity-common | IL | $24K | 3K | 0.01 |
| Bank of America Corp | Long | Equity-common | US | $65K | 2K | 0.03 |
| Bank of Communications Co Ltd | Long | Equity-common | CN | $84K | 111K | 0.04 |
| Bayerische Motoren Werke AG | Long | Equity-preferred | DE | $196K | 2K | 0.10 |
| BE Semiconductor Industries NV | Short | Equity-common | NL | $-432K | -3K | -0.23 |
| Beijer Ref AB | Short | Equity-common | SE | $-256K | -16K | -0.14 |
| Beijing Enterprises Holdings Ltd | Long | Equity-common | HK | $62K | 18K | 0.03 |
| Berkeley Group Holdings PLC | Long | Equity-common | GB | $349K | 5K | 0.19 |
| Berkshire Hathaway Inc | Long | Equity-common | US | $31M | 75K | 16.61 |
| Best Buy Co Inc | Long | Equity-common | US | $60K | 710 | 0.03 |
| BHP Group Ltd | Long | Equity-common | AU | $329K | 11K | 0.18 |
| Bidvest Group Ltd/The | Long | Equity-common | ZA | $179K | 14K | 0.10 |
| BILL Holdings Inc | Short | Equity-common | US | $-91K | -2K | -0.05 |
| Bio-Rad Laboratories Inc | Long | Equity-common | US | $411K | 1K | 0.22 |
| BlueScope Steel Ltd | Long | Equity-common | AU | $411K | 29K | 0.22 |
| BMO3J3MP3 GMODUB (Goldman Sachs International) | Derivative-credit | US | $-7K | – | -0.00 | |
| BMO3JB0N4 GMODUB (Goldman Sachs International) | Derivative-credit | US | $-850.77 | – | -0.00 | |
| BMO3LBKW9 GMODUB (Goldman Sachs International) | Derivative-credit | US | $-124K | – | -0.07 | |
| Boeing Co/The | Short | Equity-common | US | $-506K | -3K | -0.27 |
| BorgWarner Inc | Long | Equity-common | US | $468K | 13K | 0.25 |
| Brambles Ltd | Long | Equity-common | AU | $360K | 38K | 0.19 |
| Bristol-Myers Squibb Co | Derivative-equity | US | $429K | 195K | 0.23 | |
| Broadcom Inc | Short | Equity-common | US | $-582K | -438 | -0.31 |
| Brookfield Renewable Corp | Short | Equity-common | CA | $-222K | -7K | -0.12 |
| BRP Inc | Long | Equity-common | CA | $23K | 372 | 0.01 |
| Bruker Corp | Long | Equity-common | US | $110K | 2K | 0.06 |
| BT Group PLC | Long | Equity-common | GB | $555K | 331K | 0.30 |
| Builders FirstSource Inc | Long | Equity-common | US | $442K | 3K | 0.24 |
| Burlington Stores Inc | Short | Equity-common | US | $-540K | -2K | -0.29 |
| CAC40 10 EURO FUT JUN24 (Euronext NV) | Derivative-equity | FR | $-66K | – | -0.04 | |
| Cactus Inc | Long | Equity-common | US | $249K | 5K | 0.13 |
| Caesars Entertainment Inc | Short | Equity-common | US | $-390K | -11K | -0.21 |
| Cameco Corp | Short | Equity-common | CA | $-585K | -11K | -0.31 |
| CAN 10YR BOND FUT SEP24 (The Montreal Exchange / Bourse De Montreal) | Derivative-interest rate | CA | $3K | – | 0.00 | |
| Canadian Tire Corp Ltd | Long | Equity-common | CA | $409K | 4K | 0.22 |
| CANOLA FUTR (WCE) JUL24 (ICE Futures Canada, Inc.) | Derivative-commodity | CA | $-9K | – | -0.00 | |
| Capital One Financial Corp | Long | Equity-common | US | $542K | 4K | 0.29 |
| CAR Group Ltd | Short | Equity-common | AU | $-117K | -5K | -0.06 |
| Catalent Inc | Long | Equity-common | US | $2M | 35K | 1.00 |
| CBOE VIX FUTURE JUN24 (CBOE Futures Exchange LLC) | Derivative-equity | US | $-4K | – | -0.00 | |
| CBRE Group Inc | Long | Equity-common | US | $123K | 1K | 0.07 |
| Cellnex Telecom SA | Short | Equity-common | ES | $-514K | -14K | -0.27 |
| Celsius Holdings Inc | Short | Equity-common | US | $-429K | -5K | -0.23 |
| Cemex SAB de CV | Long | Equity-common | MX | $20K | 3K | 0.01 |
| Centene Corp | Long | Equity-common | US | $438K | 6K | 0.23 |
| Cerevel Therapeutics Holdings Inc | Long | Equity-common | US | $2M | 46K | 1.00 |
| CGI Inc | Long | Equity-common | CA | $59K | 600 | 0.03 |
| ChampionX Corp | Long | Equity-common | US | $2M | 56K | 0.98 |
| Charter Communications Inc | Short | Equity-common | US | $-2M | -9K | -1.33 |
| Check Point Software Technologies Ltd | Long | Equity-common | IL | $294K | 2K | 0.16 |
| Chesapeake Energy Corp | Short | Equity-common | US | $-2M | -19K | -0.91 |
| Chevron Corp | Short | Equity-common | US | $-5M | -31K | -2.72 |
| China Construction Bank Corp | Long | Equity-common | CN | $498K | 702K | 0.27 |
| China Railway Group Ltd | Long | Equity-common | CN | $114K | 212K | 0.06 |
| Chipotle Mexican Grill Inc | Short | Equity-common | US | $-532K | -170 | -0.28 |
| Chubu Electric Power Co Inc | Long | Equity-common | JP | $185K | 13K | 0.10 |
| Cie de Saint-Gobain SA | Long | Equity-common | FR | $49K | 550 | 0.03 |
| Ciena Corp | Long | Equity-common | US | $407K | 8K | 0.22 |
| Cirrus Logic Inc | Long | Equity-common | US | $507K | 4K | 0.27 |
| Cisco Systems Inc | Long | Equity-common | US | $462K | 10K | 0.25 |
| CITIC Ltd | Long | Equity-common | HK | $190K | 187K | 0.10 |
| Citigroup Inc | Long | Equity-common | US | $562K | 9K | 0.30 |
| Cleveland-Cliffs Inc | Long | Equity-common | US | $424K | 25K | 0.23 |
| Cloudflare Inc | Short | Equity-common | US | $-393K | -6K | -0.21 |
| Coca-Cola HBC AG | Long | Equity-common | CH | $220K | 6K | 0.12 |
| Cochlear Ltd | Short | Equity-common | AU | $-379K | -2K | -0.20 |
| COCOA FUTURE JUL24 (ICE Futures U.S., Inc.) | Derivative-commodity | US | $-8K | – | -0.00 | |
| COCOA FUTURE SEP24 (ICE Futures U.S., Inc.) | Derivative-commodity | US | $-66K | – | -0.04 | |
| COFFEE 'C' FUTURE JUL24 (ICE Futures U.S., Inc.) | Derivative-commodity | US | $-124K | – | -0.07 | |
| Cognizant Technology Solutions Corp | Long | Equity-common | US | $502K | 8K | 0.27 |
| Cohen & Steers Inc | Long | Equity-common | US | $276K | 4K | 0.15 |
| Coinbase Global Inc | Short | Equity-common | US | $-238K | -1K | -0.13 |
| Coloplast A/S | Short | Equity-common | DK | $-365K | -3K | -0.19 |
| Comcast Corp | Long | Equity-common | US | $493K | 12K | 0.26 |
| Continental AG | Long | Equity-common | DE | $227K | 3K | 0.12 |
| CONTRA ABIOMED INC | Derivative-equity | US | $24K | 14K | 0.01 | |
| CONTRA RESOLUTE FOREST | Derivative-equity | US | $353K | 176K | 0.19 | |
| COPPER FUTURE JUL24 (Commodities Exchange Center) | Derivative-commodity | US | $-371K | – | -0.20 | |
| CORN FUTURE JUL24 (Chicago Board of Trade) | Derivative-commodity | US | $183K | – | 0.10 | |
| COSCO SHIPPING Holdings Co Ltd | Long | Equity-common | CN | $34K | 21K | 0.02 |
| COTTON NO.2 FUTR JUL24 (ICE Futures U.S., Inc.) | Derivative-commodity | US | $-152K | – | -0.08 | |
| Covestro AG | Short | Equity-common | DE | $-29K | -540 | -0.02 |
| Credit Saison Co Ltd | Long | Equity-common | JP | $379K | 18K | 0.20 |
| Crescent Energy Co | Short | Equity-common | US | $-2M | -131K | -0.88 |
| Cummins Inc | Long | Equity-common | US | $64K | 226 | 0.03 |
| Curtiss-Wright Corp | Long | Equity-common | US | $385K | 1K | 0.21 |
| CVS Health Corp | Long | Equity-common | US | $502K | 8K | 0.27 |
| CyberArk Software Ltd | Short | Equity-common | IL | $-481K | -2K | -0.26 |
| Daimler Truck Holding AG | Long | Equity-common | DE | $57K | 1K | 0.03 |
| Daiwabo Holdings Co Ltd | Long | Equity-common | JP | $366K | 21K | 0.20 |
| Danske Bank A/S | Long | Equity-common | DK | $542K | 18K | 0.29 |
| DAX INDEX FUTURE JUN24 (Eurex Deutschland) | Derivative-equity | DE | $-6K | – | -0.00 | |
| Dayforce Inc | Short | Equity-common | US | $-351K | -7K | -0.19 |
| Delivery Hero SE | Short | Equity-common | DE | $-454K | -15K | -0.24 |
| Denka Co Ltd | Long | Equity-common | JP | $287K | 20K | 0.15 |
| Dexcom Inc | Short | Equity-common | US | $-522K | -4K | -0.28 |
| DHL Group | Long | Equity-common | DE | $29K | 686 | 0.02 |
| DiaSorin SpA | Short | Equity-common | IT | $-2K | -20 | -0.00 |
| Disco Corp | Short | Equity-common | JP | $-551K | -1K | -0.29 |
| Discover Financial Services | Long | Equity-common | US | $535K | 4K | 0.29 |
| Dolby Laboratories Inc | Long | Equity-common | US | $172K | 2K | 0.09 |
| Dominion Energy Inc | Short | Equity-common | US | $-52K | -964 | -0.03 |
| Dongfeng Motor Group Co Ltd | Long | Equity-common | CN | $49K | 152K | 0.03 |
| DR Horton Inc | Long | Equity-common | US | $314K | 2K | 0.17 |
| DraftKings Inc | Short | Equity-common | US | $-421K | -12K | -0.23 |
| Dropbox Inc | Long | Equity-common | US | $96K | 4K | 0.05 |
| DS Smith PLC | Long | Equity-common | GB | $3M | 576K | 1.51 |
| E-MINI RUSS 2000 JUN24 (Chicago Mercantile Exchange) | Derivative-equity | US | $149K | – | 0.08 | |
| E.ON SE | Long | Equity-common | DE | $35K | 3K | 0.02 |
| East Japan Railway Co | Short | Equity-common | JP | $-35K | -2K | -0.02 |
| eBay Inc | Long | Equity-common | US | $589K | 11K | 0.31 |
| Elisa Oyj | Short | Equity-common | FI | $-92K | -2K | -0.05 |
| Empire Co Ltd | Long | Equity-common | CA | $21K | 900 | 0.01 |
| Enbridge Inc | Short | Equity-common | CA | $-547K | -15K | -0.29 |
| Endeavor Group Holdings Inc | Long | Equity-common | US | $769K | 29K | 0.41 |
| EPAM Systems Inc | Long | Equity-common | US | $26K | 148 | 0.01 |
| EQT AB | Short | Equity-common | SE | $-448K | -15K | -0.24 |
| EQT Corp | Short | Equity-common | US | $-1M | -30K | -0.66 |
| Equinor ASA | Long | Equity-common | NO | $507K | 17K | 0.27 |
| Equitrans Midstream Corp | Long | Equity-common | US | $787K | 55K | 0.42 |
| Equity LifeStyle Properties Inc | Short | Equity-common | US | $-94K | -1K | -0.05 |
| Erie Indemnity Co | Short | Equity-common | US | $-262K | -723 | -0.14 |
| ESC GCI LIBERTY INC SR | Long | Equity-common | US | $0.1 | 96K | 0.00 |
| ESC PERSHING SQUARE TO | Long | Equity-common | US | $0.15 | 154K | 0.00 |
| ESCROW ALTEGRITY INC | Long | Equity-common | US | $3M | 1M | 1.70 |
| Essent Group Ltd | Long | Equity-common | BM | $535K | 9K | 0.29 |
| Etsy Inc | Long | Equity-common | US | $369K | 6K | 0.20 |
| EURO-BUND FUTURE JUN24 (Eurex Deutschland) | Derivative-interest rate | DE | $45K | – | 0.02 | |
| Everest Group Ltd | Long | Equity-common | BM | $63K | 160 | 0.03 |
| Evolution AB | Short | Equity-common | SE | $-2K | -22 | -0.00 |
| Exact Sciences Corp | Short | Equity-common | US | $-349K | -8K | -0.19 |
| EXEO Group Inc | Long | Equity-common | JP | $170K | 17K | 0.09 |
| EXOR NV | Long | Equity-common | NL | $516K | 5K | 0.28 |
| Expedia Group Inc | Long | Equity-common | US | $404K | 4K | 0.22 |
| F5 Inc | Long | Equity-common | US | $235K | 1K | 0.13 |
| Fabrinet | Long | Equity-common | KY | $403K | 2K | 0.22 |
| Fair Isaac Corp | Short | Equity-common | US | $-553K | -429 | -0.30 |
| Fastenal Co | Short | Equity-common | US | $-20K | -309 | -0.01 |
| Fastighets AB Balder | Long | Equity-common | SE | $383K | 57K | 0.20 |
| Ferrari NV | Short | Equity-common | NL | $-542K | -1K | -0.29 |
| Ferrovial SE | Short | Equity-common | NL | $-556K | -14K | -0.30 |
| Fidelity National Financial Inc | Long | Equity-common | US | $396K | 8K | 0.21 |
| Fidelity National Information Services Inc | Short | Equity-common | US | $-598K | -8K | -0.32 |
| FinecoBank Banca Fineco SpA | Short | Equity-common | IT | $-527K | -32K | -0.28 |
| Flutter Entertainment PLC | Short | Equity-common | IE | $-438K | -2K | -0.23 |
| Ford Motor Co | Long | Equity-common | US | $534K | 44K | 0.29 |
| Fortinet Inc | Short | Equity-common | US | $-26K | -434 | -0.01 |
| Fox Corp | Long | Equity-common | US | $527K | 17K | 0.28 |
| Fox Corp | Long | Equity-common | US | $10K | 296 | 0.01 |
| Franco-Nevada Corp | Short | Equity-common | CA | $-497K | -4K | -0.27 |
| Franklin Resources Inc | Long | Equity-common | US | $415K | 18K | 0.22 |
| FSWP: AUD 3.843600 19-JUN-2026 AUD (LCH Limited) | Derivative-interest rate | US | $21K | – | 0.01 | |
| FSWP: AUD 3.914500 19-JUN-2026 AUD (LCH Limited) | Derivative-interest rate | US | $31K | – | 0.02 | |
| FSWP: AUD 3.920000 19-JUN-2026 AUD (LCH Limited) | Derivative-interest rate | US | $69K | – | 0.04 | |
| FSWP: AUD 4.228400 19-JUN-2034 AUD (LCH Limited) | Derivative-interest rate | US | $-19K | – | -0.01 | |
| FSWP: AUD 4.273500 19-JUN-2026 AUD (LCH Limited) | Derivative-interest rate | US | $810.17 | – | 0.00 | |
| FSWP: AUD 4.278000 19-JUN-2034 AUD (LCH Limited) | Derivative-interest rate | US | $-32K | – | -0.02 | |
| FSWP: AUD 4.281000 19-JUN-2034 AUD (LCH Limited) | Derivative-interest rate | US | $22K | – | 0.01 | |
| FSWP: AUD 4.360000 19-JUN-2034 AUD (LCH Limited) | Derivative-interest rate | US | $14K | – | 0.01 | |
| FSWP: AUD 4.386500 19-JUN-2034 AUD (LCH Limited) | Derivative-interest rate | US | $-16K | – | -0.01 | |
| FSWP: AUD 4.386600 19-JUN-2034 AUD (LCH Limited) | Derivative-interest rate | US | $-189K | – | -0.10 | |
| FSWP: AUD 4.390000 19-JUN-2034 AUD (LCH Limited) | Derivative-interest rate | US | $-38K | – | -0.02 | |
| FSWP: AUD 4.602000 19-JUN-2034 AUD (LCH Limited) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| FSWP: AUD 4.602500 19-JUN-2034 AUD (LCH Limited) | Derivative-interest rate | US | $-13K | – | -0.01 | |
| FSWP: AUD 4.750000 19-JUN-2034 AUD (LCH Limited) | Derivative-interest rate | US | $-9K | – | -0.00 | |
| FSWP: NZD 4.455000 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $-16K | – | -0.01 | |
| FSWP: NZD 4.499000 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| FSWP: NZD 4.501000 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $-16K | – | -0.01 | |
| FSWP: NZD 4.573000 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| FSWP: NZD 4.640000 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $805.79 | – | 0.00 | |
| FSWP: NZD 4.686000 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $-789.73 | – | -0.00 | |
| FSWP: NZD 4.686000 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| FSWP: NZD 4.700000 19-JUN-2026 3M (LCH Limited) | Derivative-interest rate | US | $30K | – | 0.02 | |
| FSWP: NZD 4.794700 19-JUN-2026 3M (LCH Limited) | Derivative-interest rate | US | $27K | – | 0.01 | |
| FSWP: NZD 4.933000 19-JUN-2026 3M (LCH Limited) | Derivative-interest rate | US | $10K | – | 0.01 | |
| FSWP: NZD 5.095500 19-JUN-2026 3M (LCH Limited) | Derivative-interest rate | US | $2K | – | 0.00 | |
| FSWP: OIS 0.985500 19-JUN-2026 SAR (LCH Limited) | Derivative-interest rate | US | $24K | – | 0.01 | |
| FSWP: OIS 0.988400 19-JUN-2026 SAR (LCH Limited) | Derivative-interest rate | US | $-174K | – | -0.09 | |
| FSWP: OIS 1.020800 19-JUN-2026 SAR (LCH Limited) | Derivative-interest rate | US | $-34K | – | -0.02 | |
| FSWP: OIS 1.133700 19-JUN-2034 SAR (LCH Limited) | Derivative-interest rate | US | $-16K | – | -0.01 | |
| FSWP: OIS 1.175300 19-JUN-2034 SAR (LCH Limited) | Derivative-interest rate | US | $19K | – | 0.01 | |
| FSWP: OIS 1.190800 19-JUN-2034 SAR (LCH Limited) | Derivative-interest rate | US | $89K | – | 0.05 | |
| FSWP: OIS 1.299500 19-JUN-2026 SAR (LCH Limited) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| FSWP: OIS 1.349500 19-JUN-2034 SAR (LCH Limited) | Derivative-interest rate | US | $1K | – | 0.00 | |
| FSWP: OIS 2.454500 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $17K | – | 0.01 | |
| FSWP: OIS 2.464300 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $-65K | – | -0.03 | |
| FSWP: OIS 2.478000 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $46K | – | 0.02 | |
| FSWP: OIS 2.487500 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $15K | – | 0.01 | |
| FSWP: OIS 2.507500 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $35K | – | 0.02 | |
| FSWP: OIS 2.515900 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $53K | – | 0.03 | |
| FSWP: OIS 2.527500 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $23K | – | 0.01 | |
| FSWP: OIS 2.536000 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $20K | – | 0.01 | |
| FSWP: OIS 2.539500 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $-18K | – | -0.01 | |
| FSWP: OIS 2.551500 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $-30K | – | -0.02 | |
| FSWP: OIS 2.612000 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $16K | – | 0.01 | |
| FSWP: OIS 2.733500 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $2K | – | 0.00 | |
| FSWP: OIS 2.747000 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| FSWP: OIS 2.759000 19-JUN-2026 EST (LCH Limited) | Derivative-interest rate | US | $99K | – | 0.05 | |
| FSWP: OIS 3.161000 19-JUN-2026 EST (LCH Limited) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| FSWP: OIS 3.389000 19-JUN-2034 CAD (LCH Limited) | Derivative-interest rate | US | $-44K | – | -0.02 | |
| FSWP: OIS 3.400000 19-JUN-2034 CAD (LCH Limited) | Derivative-interest rate | US | $42K | – | 0.02 | |
| FSWP: OIS 3.420000 19-JUN-2034 CAD (LCH Limited) | Derivative-interest rate | US | $-11K | – | -0.01 | |
| FSWP: OIS 3.597000 19-JUN-2034 CAD (LCH Limited) | Derivative-interest rate | US | $-637.79 | – | -0.00 | |
| FSWP: OIS 3.613000 19-JUN-2034 SON (LCH Limited) | Derivative-interest rate | US | $41K | – | 0.02 | |
| FSWP: OIS 3.632000 19-JUN-2034 CAD (LCH Limited) | Derivative-interest rate | US | $5K | – | 0.00 | |
| FSWP: OIS 3.656500 19-JUN-2034 CAD (LCH Limited) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| FSWP: OIS 3.693000 19-JUN-2034 CAD (LCH Limited) | Derivative-interest rate | US | $-10K | – | -0.01 | |
| FSWP: OIS 3.721800 19-JUN-2034 SON (LCH Limited) | Derivative-interest rate | US | $-24K | – | -0.01 | |
| FSWP: OIS 3.748000 19-JUN-2034 CAD (LCH Limited) | Derivative-interest rate | US | $-9K | – | -0.00 | |
| FSWP: OIS 3.771000 19-JUN-2034 CAD (LCH Limited) | Derivative-interest rate | US | $16K | – | 0.01 | |
| FSWP: OIS 3.800000 19-JUN-2034 SON (LCH Limited) | Derivative-interest rate | US | $24K | – | 0.01 | |
| FSWP: OIS 3.875000 20-JUN-2034 SOF (LCH Limited) | Derivative-interest rate | US | $-21K | – | -0.01 | |
| FSWP: OIS 3.905500 19-JUN-2026 CAD (LCH Limited) | Derivative-interest rate | US | $-52K | – | -0.03 | |
| FSWP: OIS 3.932000 19-JUN-2034 SON (LCH Limited) | Derivative-interest rate | US | $-10K | – | -0.01 | |
| FSWP: OIS 3.939000 19-JUN-2026 CAD (LCH Limited) | Derivative-interest rate | US | $12K | – | 0.01 | |
| FSWP: OIS 3.957500 19-JUN-2034 SON (LCH Limited) | Derivative-interest rate | US | $5K | – | 0.00 | |
| FSWP: OIS 3.979000 20-JUN-2034 SOF (LCH Limited) | Derivative-interest rate | US | $8K | – | 0.00 | |
| FSWP: OIS 4.046000 19-JUN-2034 SON (LCH Limited) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| FSWP: OIS 4.060000 19-JUN-2034 SON (LCH Limited) | Derivative-interest rate | US | $2K | – | 0.00 | |
| FSWP: OIS 4.152000 19-JUN-2026 SON (LCH Limited) | Derivative-interest rate | US | $-58K | – | -0.03 | |
| FSWP: OIS 4.218300 20-JUN-2034 SOF (LCH Limited) | Derivative-interest rate | US | $1K | – | 0.00 | |
| FSWP: OIS 4.220000 20-JUN-2034 SOF (LCH Limited) | Derivative-interest rate | US | $-9K | – | -0.00 | |
| FSWP: OIS 4.245500 19-JUN-2026 CAD (LCH Limited) | Derivative-interest rate | US | $-10K | – | -0.01 | |
| FSWP: OIS 4.274400 19-JUN-2026 SON (LCH Limited) | Derivative-interest rate | US | $35K | – | 0.02 | |
| FSWP: OIS 4.330000 20-JUN-2026 SOF (LCH Limited) | Derivative-interest rate | US | $33K | – | 0.02 | |
| FSWP: OIS 4.376100 19-JUN-2026 SON (LCH Limited) | Derivative-interest rate | US | $-35K | – | -0.02 | |
| FSWP: OIS 4.515000 20-JUN-2026 SOF (LCH Limited) | Derivative-interest rate | US | $-12K | – | -0.01 | |
| FSWP: OIS 4.594000 19-JUN-2026 SON (LCH Limited) | Derivative-interest rate | US | $-10K | – | -0.01 | |
| FSWP: OIS 4.673000 19-JUN-2026 SON (LCH Limited) | Derivative-interest rate | US | $3K | – | 0.00 | |
| FSWP: OIS 4.727000 19-JUN-2026 SON (LCH Limited) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| FSWP: OIS 4.825600 20-JUN-2026 SOF (LCH Limited) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| FSWP: SEK 2.652000 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $12K | – | 0.01 | |
| FSWP: SEK 2.685500 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $100K | – | 0.05 | |
| FSWP: SEK 2.690000 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $13K | – | 0.01 | |
| FSWP: SEK 2.744000 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $6K | – | 0.00 | |
| FSWP: SEK 2.852000 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $7K | – | 0.00 | |
| FSWP: SEK 2.889500 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| FSWP: SEK 2.905000 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $6K | – | 0.00 | |
| FSWP: SEK 3.049000 19-JUN-2026 3M (LCH Limited) | Derivative-interest rate | US | $-16K | – | -0.01 | |
| FSWP: SEK 3.265000 19-JUN-2026 3M (LCH Limited) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| FSWP: SEK 3.304500 19-JUN-2026 3M (LCH Limited) | Derivative-interest rate | US | $7K | – | 0.00 | |
| FTI Consulting Inc | Long | Equity-common | US | $270K | 1K | 0.14 |
| FTSE 100 IDX FUT JUN24 (ICE Futures Europe - Financial Products Division) | Derivative-equity | GB | $495.06 | – | 0.00 | |
| FTSE TAIWAN INDEX JUN24 (Singapore Exchange Derivatives Clearing Limited) | Derivative-equity | SG | $141K | – | 0.08 | |
| FTSE/MIB IDX FUT JUN24 (Italian Derivatives Market) | Derivative-equity | IT | $122K | – | 0.07 | |
| Fuji Corp/Aichi | Long | Equity-common | JP | $312K | 19K | 0.17 |
| FUJIFILM Holdings Corp | Long | Equity-common | JP | $368K | 16K | 0.20 |
| Fujikura Ltd | Long | Equity-common | JP | $318K | 15K | 0.17 |
| Gartner Inc | Short | Equity-common | US | $-402K | -959 | -0.22 |
| GASOLINE RBOB FUT JUL24 (New York Mercantile Exchange) | Derivative-commodity | US | $-48K | – | -0.03 | |
| GE HealthCare Technologies Inc | Long | Equity-common | US | $437K | 6K | 0.23 |
| General Motors Co | Long | Equity-common | US | $565K | 13K | 0.30 |
| Genmab A/S | Long | Equity-common | DK | $385K | 1K | 0.21 |
| Gentex Corp | Long | Equity-common | US | $506K | 14K | 0.27 |
| Getlink SE | Short | Equity-common | FR | $-461K | -26K | -0.25 |
| GFL Environmental Inc | Short | Equity-common | CA | $-464K | -15K | -0.25 |
| Globus Medical Inc | Long | Equity-common | US | $653K | 10K | 0.35 |
| GMO Resources Fund | Long | Equity-common | US | $4M | 161K | 1.97 |
| GOLD 100 OZ FUTR AUG24 (Commodities Exchange Center) | Derivative-commodity | US | $30K | – | 0.02 | |
| GPT Group/The | Long | Equity-common | AU | $173K | 62K | 0.09 |
| Grab Holdings Ltd | Short | Equity-common | KY | $-465K | -127K | -0.25 |
| Groupe Bruxelles Lambert NV | Long | Equity-common | BE | $138K | 2K | 0.07 |
| GS Holdings Corp | Long | Equity-common | KR | $46K | 1K | 0.02 |
| GSK PLC | Long | Equity-common | GB | $50K | 1K | 0.03 |
| H & M Hennes & Mauritz AB | Short | Equity-common | SE | $-137K | -8K | -0.07 |
| H.U. Group Holdings Inc | Long | Equity-common | JP | $403K | 25K | 0.22 |
| HANG SENG IDX FUT JUN24 (Hong Kong Futures Exchange Ltd.) | Derivative-equity | HK | $151K | – | 0.08 | |
| Hargreaves Lansdown PLC | Short | Equity-common | GB | $-261K | -19K | -0.14 |
| HashiCorp Inc | Long | Equity-common | US | $2M | 47K | 0.85 |
| Hermes International SCA | Short | Equity-common | FR | $-529K | -223 | -0.28 |
| Hess Corp | Long | Equity-common | US | $5M | 31K | 2.52 |
| Hewlett Packard Enterprise Co | Long | Equity-common | US | $465K | 26K | 0.25 |
| Honda Motor Co Ltd | Long | Equity-common | JP | $539K | 48K | 0.29 |
| Houlihan Lokey Inc | Long | Equity-common | US | $517K | 4K | 0.28 |
| HP Inc | Long | Equity-common | US | $660K | 18K | 0.35 |
| HubSpot Inc | Short | Equity-common | US | $-517K | -846 | -0.28 |
| Hyatt Hotels Corp | Short | Equity-common | US | $-229K | -2K | -0.12 |
| Hyundai Glovis Co Ltd | Long | Equity-common | KR | $23K | 178 | 0.01 |
| Hyundai Mobis Co Ltd | Long | Equity-common | KR | $100K | 644 | 0.05 |
| Hyundai Motor Co | Long | Equity-common | KR | $301K | 2K | 0.16 |
| iA Financial Corp Inc | Long | Equity-common | CA | $117K | 2K | 0.06 |
| Ibiden Co Ltd | Short | Equity-common | JP | $-16K | -400 | -0.01 |
| IDP Education Ltd | Short | Equity-common | AU | $-198K | -19K | -0.11 |
| IFSC NIFTY 50 FUT JUN24 (National Stock Exchange Of India) | Derivative-equity | IN | $149K | – | 0.08 | |
| Incyte Corp | Long | Equity-common | US | $472K | 8K | 0.25 |
| Informa PLC | Short | Equity-common | GB | $-552K | -51K | -0.30 |
| Infrastrutture Wireless Italiane SpA | Short | Equity-common | IT | $-381K | -35K | -0.20 |
| ING Groep NV | Long | Equity-common | NL | $582K | 33K | 0.31 |
| Inpex Corp | Long | Equity-common | JP | $505K | 33K | 0.27 |
| Insulet Corp | Short | Equity-common | US | $-451K | -3K | -0.24 |
| Intel Corp | Long | Equity-common | US | $470K | 15K | 0.25 |
| InterContinental Hotels Group PLC | Short | Equity-common | GB | $-473K | -5K | -0.25 |
| International Business Machines Corp | Long | Equity-common | US | $485K | 3K | 0.26 |
| International Paper Co | Short | Equity-common | US | $-3M | -74K | -1.78 |
| Investor AB | Long | Equity-common | SE | $585K | 22K | 0.31 |
| IQVIA Holdings Inc | Short | Equity-common | US | $-398K | -2K | -0.21 |
| Iron Mountain Inc | Short | Equity-common | US | $-282K | -3K | -0.15 |
| Israel Discount Bank Ltd | Long | Equity-common | IL | $20K | 4K | 0.01 |
| Isuzu Motors Ltd | Long | Equity-common | JP | $383K | 29K | 0.20 |
| ITOCHU Corp | Long | Equity-common | JP | $543K | 12K | 0.29 |
| J & J Snack Foods Corp | Long | Equity-common | US | $419K | 3K | 0.22 |
| Japan Exchange Group Inc | Short | Equity-common | JP | $-393K | -17K | -0.21 |
| Japan Treasury Discount Bill (JAPAN TREASURY DISC BILL) | Long | Short-term investment vehicle | JP | $13M | – | 6.80 |
| Jazz Pharmaceuticals PLC | Long | Equity-common | IE | $400K | 4K | 0.21 |
| John B Sanfilippo & Son Inc | Long | Equity-common | US | $95K | 940 | 0.05 |
| Juniper Networks Inc | Short | Equity-common | US | $-900K | -25K | -0.48 |
| Kadant Inc | Long | Equity-common | US | $184K | 644 | 0.10 |
| Kanematsu Corp | Long | Equity-common | JP | $443K | 26K | 0.24 |
| Kansai Electric Power Co Inc/The | Long | Equity-common | JP | $94K | 5K | 0.05 |
| Kasikornbank PCL | Long | Equity-common | TH | $347K | 97K | 0.19 |
| Kawasaki Kisen Kaisha Ltd | Long | Equity-common | JP | $98K | 7K | 0.05 |
| Keisei Electric Railway Co Ltd | Short | Equity-common | JP | $-133K | -4K | -0.07 |
| Keysight Technologies Inc | Long | Equity-common | US | $83K | 599 | 0.04 |
| Kia Corp | Long | Equity-common | KR | $496K | 6K | 0.26 |
| Kinder Morgan Inc | Long | Equity-common | US | $523K | 27K | 0.28 |
| Kingboard Holdings Ltd | Long | Equity-common | KY | $32K | 13K | 0.02 |
| Kingfisher PLC | Long | Equity-common | GB | $350K | 103K | 0.19 |
| Kintetsu Group Holdings Co Ltd | Short | Equity-common | JP | $-145K | -7K | -0.08 |
| Kirin Holdings Co Ltd | Long | Equity-common | JP | $297K | 22K | 0.16 |
| Kobe Bussan Co Ltd | Short | Equity-common | JP | $-161K | -7K | -0.09 |
| KOC Holding AS | Long | Equity-common | TR | $147K | 20K | 0.08 |
| Koninklijke Ahold Delhaize NV | Long | Equity-common | NL | $503K | 16K | 0.27 |
| Koninklijke Philips NV | Long | Equity-common | NL | $563K | 21K | 0.30 |
| KOSPI2 INX FUT JUN24 (Korea Exchange (Futures Market)) | Derivative-equity | KR | $7K | – | 0.00 | |
| Kraft Heinz Co/The | Long | Equity-common | US | $472K | 13K | 0.25 |
| Kroger Co/The | Long | Equity-common | US | $125K | 2K | 0.07 |
| Kroger Co/The | Short | Equity-common | US | $-2M | -29K | -0.81 |
| Krung Thai Bank PCL | Long | Equity-common | TH | $344K | 734K | 0.18 |
| KT Corp | Long | Equity-common | KR | $39K | 3K | 0.02 |
| Kyudenko Corp | Long | Equity-common | JP | $179K | 4K | 0.10 |
| Lamb Weston Holdings Inc | Short | Equity-common | US | $-51K | -575 | -0.03 |
| Lancaster Colony Corp | Long | Equity-common | US | $514K | 3K | 0.27 |
| Landstar System Inc | Long | Equity-common | US | $525K | 3K | 0.28 |
| Lasertec Corp | Short | Equity-common | JP | $-514K | -2K | -0.27 |
| Lattice Semiconductor Corp | Short | Equity-common | US | $-353K | -5K | -0.19 |
| LEAN HOGS FUTURE JUL24 (Chicago Mercantile Exchange) | Derivative-commodity | US | $66K | – | 0.04 | |
| Lennar Corp | Long | Equity-common | US | $313K | 2K | 0.17 |
| Leonardo SpA | Long | Equity-common | IT | $264K | 10K | 0.14 |
| LG Corp | Long | Equity-common | KR | $153K | 3K | 0.08 |
| LG Electronics Inc | Long | Equity-common | KR | $479K | 6K | 0.26 |
| Liberty Broadband Corp | Long | Equity-common | US | $2M | 41K | 1.19 |
| Liberty Global Ltd | Long | Equity-common | BM | $2M | 96K | 0.86 |
| Liberty Global Ltd | Short | Equity-common | BM | $-2M | -91K | -0.83 |
| Liberty Media Corp-Liberty Formula One | Long | Equity-common | US | $617K | 9K | 0.33 |
| Liberty Media Corp-Liberty Formula One | Short | Equity-common | US | $-1M | -16K | -0.61 |
| Linde PLC | Short | Equity-common | IE | $-559K | -1K | -0.30 |
| LIVE CATTLE FUTR AUG24 (Chicago Mercantile Exchange) | Derivative-commodity | US | $-6K | – | -0.00 | |
| Live Nation Entertainment Inc | Short | Equity-common | US | $-512K | -5K | -0.27 |
| London Stock Exchange Group PLC | Short | Equity-common | GB | $-564K | -5K | -0.30 |
| LONG GILT FUTURE SEP24 (ICE Futures Europe - Financial Products Division) | Derivative-interest rate | GB | $-32K | – | -0.02 | |
| Lottery Corp Ltd/The | Short | Equity-common | AU | $-163K | -50K | -0.09 |
| Lotus Bakeries NV | Short | Equity-common | BE | $-95K | -9 | -0.05 |
| M&G PLC | Short | Equity-common | GB | $-132K | -52K | -0.07 |
| Magna International Inc | Long | Equity-common | CA | $72K | 2K | 0.04 |
| Magna International Inc | Long | Equity-common | CA | $19K | 427 | 0.01 |
| Malibu Boats Inc | Long | Equity-common | US | $290K | 8K | 0.15 |
| Manhattan Associates Inc | Short | Equity-common | US | $-220K | -1K | -0.12 |
| Manulife Financial Corp | Long | Equity-common | CA | $369K | 14K | 0.20 |
| Manulife Financial Corp | Long | Equity-common | CA | $234K | 9K | 0.12 |
| MarketAxess Holdings Inc | Short | Equity-common | US | $-138K | -695 | -0.07 |
| Maruichi Steel Tube Ltd | Long | Equity-common | JP | $227K | 10K | 0.12 |
| Marvell Technology Inc | Short | Equity-common | US | $-66K | -959 | -0.04 |
| Mastercard Inc | Short | Equity-common | US | $-542K | -1K | -0.29 |
| Match Group Inc | Long | Equity-common | US | $423K | 14K | 0.23 |
| McDonald's Holdings Co Japan Ltd | Short | Equity-common | JP | $-20K | -500 | -0.01 |
| McGrath RentCorp | Long | Equity-common | US | $3M | 28K | 1.64 |
| McKesson Corp | Short | Equity-common | US | $-534K | -937 | -0.29 |
| Medpace Holdings Inc | Long | Equity-common | US | $199K | 515 | 0.11 |
| Melrose Industries PLC | Short | Equity-common | GB | $-20K | -2K | -0.01 |
| MercadoLibre Inc | Short | Equity-common | US | $-590K | -342 | -0.32 |
| Mercedes-Benz Group AG | Long | Equity-common | DE | $249K | 3K | 0.13 |
| Merck & Co Inc | Long | Equity-common | US | $412K | 3K | 0.22 |
| Meridian Energy Ltd | Long | Equity-common | NZ | $69K | 17K | 0.04 |
| Meta Platforms Inc | Long | Equity-common | US | $457K | 980 | 0.24 |
| Mineral Resources Ltd | Short | Equity-common | AU | $-33K | -685 | -0.02 |
| Mirvac Group | Long | Equity-common | AU | $193K | 147K | 0.10 |
| Mitsubishi Electric Corp | Long | Equity-common | JP | $532K | 31K | 0.28 |
| Mitsui OSK Lines Ltd | Long | Equity-common | JP | $448K | 14K | 0.24 |
| Moderna Inc | Long | Equity-common | US | $534K | 4K | 0.29 |
| Monday.com Ltd | Short | Equity-common | IL | $-59K | -261 | -0.03 |
| MongoDB Inc | Short | Equity-common | US | $-305K | -1K | -0.16 |
| MonotaRO Co Ltd | Short | Equity-common | JP | $-238K | -23K | -0.13 |
| Moody's Corp | Short | Equity-common | US | $-399K | -1K | -0.21 |
| Morinaga & Co Ltd/Japan | Long | Equity-common | JP | $195K | 12K | 0.10 |
| Mosaic Co/The | Long | Equity-common | US | $170K | 5K | 0.09 |
| Motorola Solutions Inc | Short | Equity-common | US | $-30K | -83 | -0.02 |
| MS&AD Insurance Group Holdings Inc | Long | Equity-common | JP | $229K | 11K | 0.12 |
| MSCI Inc | Short | Equity-common | US | $-495K | -1K | -0.26 |
| MSCI SING IX ETS JUN24 (Singapore Exchange Derivatives Clearing Limited) | Derivative-equity | SG | $6K | – | 0.00 | |
| MTU Aero Engines AG | Short | Equity-common | DE | $-494K | -2K | -0.26 |
| NATURAL GAS FUTR JUL24 (New York Mercantile Exchange) | Derivative-commodity | US | $14K | – | 0.01 | |
| NAVER Corp | Long | Equity-common | KR | $16K | 127 | 0.01 |
| NEC Corp | Long | Equity-common | JP | $350K | 5K | 0.19 |
| Neogen Corp | Long | Equity-common | US | $206K | 16K | 0.11 |
| New York Times Co/The | Long | Equity-common | US | $551K | 11K | 0.29 |
| Newmont Corp | Short | Equity-common | US | $-580K | -14K | -0.31 |
| NH Foods Ltd | Long | Equity-common | JP | $396K | 13K | 0.21 |
| Nippon Yusen KK | Long | Equity-common | JP | $438K | 14K | 0.23 |
| NiSource Inc | Short | Equity-common | US | $-125K | -4K | -0.07 |
| Nissan Motor Co Ltd | Long | Equity-common | JP | $19K | 5K | 0.01 |
| NN Group NV | Long | Equity-common | NL | $155K | 3K | 0.08 |
| Nokia Oyj | Long | Equity-common | FI | $558K | 143K | 0.30 |
| Novo Nordisk A/S | Short | Equity-common | DK | $-88K | -648 | -0.05 |
| Nucor Corp | Long | Equity-common | US | $509K | 3K | 0.27 |
| Nutrien Ltd | Long | Equity-common | CA | $129K | 2K | 0.07 |
| Nuvei Corp | Long | Equity-common | CA | $1M | 36K | 0.62 |
| NY HARB ULSD FUT JUL24 (New York Mercantile Exchange) | Derivative-commodity | US | $-95K | – | -0.05 | |
| OCI NV | Short | Equity-common | NL | $-215K | -8K | -0.11 |
| Okta Inc | Short | Equity-common | US | $-443K | -5K | -0.24 |
| Ollie's Bargain Outlet Holdings Inc | Long | Equity-common | US | $561K | 7K | 0.30 |
| OMXS30 IND FUTURE JUN24 (Nasdaq Stockholm AB) | Derivative-equity | SE | $453.55 | – | 0.00 | |
| ON Semiconductor Corp | Long | Equity-common | US | $428K | 6K | 0.23 |
| ONEOK Inc | Short | Equity-common | US | $-579K | -7K | -0.31 |
| Onex Corp | Long | Equity-common | CA | $198K | 3K | 0.11 |
| Ono Pharmaceutical Co Ltd | Long | Equity-common | JP | $25K | 2K | 0.01 |
| Orient Overseas International Ltd | Long | Equity-common | BM | $178K | 11K | 0.10 |
| Oriental Land Co Ltd/Japan | Short | Equity-common | JP | $-447K | -16K | -0.24 |
| ORLEN SA | Long | Equity-common | PL | $433K | 27K | 0.23 |
| Ovintiv Inc | Long | Equity-common | US | $419K | 8K | 0.22 |
| PACCAR Inc | Long | Equity-common | US | $512K | 5K | 0.27 |
| Palantir Technologies Inc | Short | Equity-common | US | $-483K | -22K | -0.26 |
| Palo Alto Networks Inc | Short | Equity-common | US | $-136K | -461 | -0.07 |
| Pan American Silver Corp | Short | Equity-common | CA | $-165K | -8K | -0.09 |
| Panasonic Holdings Corp | Long | Equity-common | JP | $320K | 36K | 0.17 |
| Pandora A/S | Long | Equity-common | DK | $21K | 126 | 0.01 |
| Paramount Global | Long | Equity-common | US | $462K | 39K | 0.25 |
| Partners Group Holding AG | Short | Equity-common | CH | $-207K | -154 | -0.11 |
| Paychex Inc | Short | Equity-common | US | $-407K | -3K | -0.22 |
| PayPal Holdings Inc | Long | Equity-common | US | $555K | 9K | 0.30 |
| Pembina Pipeline Corp | Short | Equity-common | CA | $-568K | -15K | -0.30 |
| Penta-Ocean Construction Co Ltd | Long | Equity-common | JP | $196K | 49K | 0.10 |
| PERSHING SQUARE SPARC HOLDINGS | Derivative-equity | US | $12K | 38K | 0.01 | |
| Petroleo Brasileiro SA | Long | Equity-common | BR | $68K | 4K | 0.04 |
| Petroleo Brasileiro SA | Long | Equity-common | BR | $19K | 1K | 0.01 |
| Pfizer Inc | Long | Equity-common | US | $548K | 19K | 0.29 |
| PGE Polska Grupa Energetyczna SA | Long | Equity-common | PL | $63K | 36K | 0.03 |
| Phoenix Group Holdings PLC | Short | Equity-common | GB | $-220K | -35K | -0.12 |
| PLATINUM FUTURE JUL24 (New York Mercantile Exchange) | Derivative-commodity | US | $57K | – | 0.03 | |
| Porsche Automobil Holding SE | Long | Equity-preferred | DE | $477K | 9K | 0.25 |
| POSCO Holdings Inc | Long | Equity-common | KR | $283K | 4K | 0.15 |
| POSCO Holdings Inc | Long | Equity-common | KR | $16K | 59 | 0.01 |
| Power Corp of Canada | Long | Equity-common | CA | $55K | 2K | 0.03 |
| Power Integrations Inc | Long | Equity-common | US | $433K | 6K | 0.23 |
| Preformed Line Products Co | Long | Equity-common | US | $79K | 587 | 0.04 |
| PriceSmart Inc | Long | Equity-common | US | $278K | 3K | 0.15 |
| PTC Inc | Short | Equity-common | US | $-233K | -1K | -0.12 |
| PTT Exploration & Production PCL | Long | Equity-common | TH | $45K | 11K | 0.02 |
| PTT PCL | Long | Equity-common | TH | $25K | 28K | 0.01 |
| PulteGroup Inc | Long | Equity-common | US | $314K | 3K | 0.17 |
| PURCHASED AUD / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | AU | $8K | – | 0.00 | |
| PURCHASED AUD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | AU | $6K | – | 0.00 | |
| PURCHASED AUD / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | AU | $2K | – | 0.00 | |
| PURCHASED AUD / SOLD USD (Citibank NA) | Derivative-foreign exchange | AU | $696.91 | – | 0.00 | |
| PURCHASED BRL / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | BR | $-948.91 | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | BR | $-10K | – | -0.01 | |
| PURCHASED BRL / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | BR | $-16K | – | -0.01 | |
| PURCHASED BRL / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | BR | $-51K | – | -0.03 | |
| PURCHASED BRL / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | BR | $-76K | – | -0.04 | |
| PURCHASED CAD / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | CA | $56K | – | 0.03 | |
| PURCHASED CAD / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | CA | $4K | – | 0.00 | |
| PURCHASED CAD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CA | $2K | – | 0.00 | |
| PURCHASED CAD / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | CA | $1K | – | 0.00 | |
| PURCHASED CHF / SOLD USD (Deutsche Bank AG) | Derivative-foreign exchange | CH | $6K | – | 0.00 | |
| PURCHASED CLP / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | CL | $-19K | – | -0.01 | |
| PURCHASED COP / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | CO | $-3.14 | – | -0.00 | |
| PURCHASED COP / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | CO | $-5K | – | -0.00 | |
| PURCHASED CZK / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | CZ | $6K | – | 0.00 | |
| PURCHASED CZK / SOLD USD (Brown Brothers Harriman & Co.) | Derivative-foreign exchange | CZ | $4K | – | 0.00 | |
| PURCHASED CZK / SOLD USD (Bank of America NA) | Derivative-foreign exchange | CZ | $4K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Citibank NA) | Derivative-foreign exchange | XX | $1K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | XX | $1K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | XX | $164.07 | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Citibank NA) | Derivative-foreign exchange | XX | $-1K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | XX | $-2K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | GB | $14K | – | 0.01 | |
| PURCHASED GBP / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | GB | $8K | – | 0.00 | |
| PURCHASED GBP / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | GB | $5K | – | 0.00 | |
| PURCHASED GBP / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | GB | $2K | – | 0.00 | |
| PURCHASED GBP / SOLD USD (Deutsche Bank AG) | Derivative-foreign exchange | GB | $-1K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | GB | $-4K | – | -0.00 | |
| PURCHASED HUF / SOLD USD (Citibank NA) | Derivative-foreign exchange | HU | $-219.12 | – | -0.00 | |
| PURCHASED HUF / SOLD USD (Citibank NA) | Derivative-foreign exchange | HU | $-377.85 | – | -0.00 | |
| PURCHASED IDR / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | ID | $-170.14 | – | -0.00 | |
| PURCHASED IDR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ID | $-246.69 | – | -0.00 | |
| PURCHASED IDR / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | ID | $-898.91 | – | -0.00 | |
| PURCHASED ILS / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | IL | $247.8 | – | 0.00 | |
| PURCHASED ILS / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | IL | $-464.83 | – | -0.00 | |
| PURCHASED ILS / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | IL | $-782.6 | – | -0.00 | |
| PURCHASED ILS / SOLD USD (Citibank NA) | Derivative-foreign exchange | IL | $-882.79 | – | -0.00 | |
| PURCHASED ILS / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | IL | $-1K | – | -0.00 | |
| PURCHASED INR / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | IN | $535.13 | – | 0.00 | |
| PURCHASED JPY / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | JP | $-633.37 | – | -0.00 | |
| PURCHASED JPY / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | JP | $-2K | – | -0.00 | |
| PURCHASED JPY / SOLD USD (Deutsche Bank AG) | Derivative-foreign exchange | JP | $-11K | – | -0.01 | |
| PURCHASED JPY / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | JP | $-144K | – | -0.08 | |
| PURCHASED KRW / SOLD USD (Citibank NA) | Derivative-foreign exchange | KR | $-258.31 | – | -0.00 | |
| PURCHASED MXN / SOLD USD (Deutsche Bank AG) | Derivative-foreign exchange | MX | $-88.47 | – | -0.00 | |
| PURCHASED MXN / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | MX | $-816.38 | – | -0.00 | |
| PURCHASED MXN / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| PURCHASED MXN / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | MX | $-10K | – | -0.01 | |
| PURCHASED MXN / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | MX | $-14K | – | -0.01 | |
| PURCHASED MXN / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | MX | $-17K | – | -0.01 | |
| PURCHASED NOK / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | NO | $698K | – | 0.37 | |
| PURCHASED NOK / SOLD USD (Citibank NA) | Derivative-foreign exchange | NO | $187K | – | 0.10 | |
| PURCHASED NOK / SOLD USD (Bank of America NA) | Derivative-foreign exchange | NO | $15K | – | 0.01 | |
| PURCHASED NOK / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | NO | $7K | – | 0.00 | |
| PURCHASED NOK / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | NO | $1K | – | 0.00 | |
| PURCHASED NZD / SOLD USD (Citibank NA) | Derivative-foreign exchange | NZ | $4K | – | 0.00 | |
| PURCHASED PEN / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | PE | $910.93 | – | 0.00 | |
| PURCHASED PEN / SOLD USD (Citibank NA) | Derivative-foreign exchange | PE | $582.81 | – | 0.00 | |
| PURCHASED PEN / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | PE | $319.4 | – | 0.00 | |
| PURCHASED PEN / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | PE | $-274.25 | – | -0.00 | |
| PURCHASED PEN / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | PE | $-276.68 | – | -0.00 | |
| PURCHASED PEN / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | PE | $-729.3 | – | -0.00 | |
| PURCHASED PEN / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | PE | $-918.26 | – | -0.00 | |
| PURCHASED PHP / SOLD USD (Citibank NA) | Derivative-foreign exchange | PH | $-158.05 | – | -0.00 | |
| PURCHASED PHP / SOLD USD (Citibank NA) | Derivative-foreign exchange | PH | $-1K | – | -0.00 | |
| PURCHASED PLN / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | PL | $-216.43 | – | -0.00 | |
| PURCHASED PLN / SOLD USD (Citibank NA) | Derivative-foreign exchange | PL | $-423.95 | – | -0.00 | |
| PURCHASED RON / SOLD USD (Deutsche Bank AG) | Derivative-foreign exchange | RO | $9 | – | 0.00 | |
| PURCHASED RON / SOLD USD (Deutsche Bank AG) | Derivative-foreign exchange | RO | $-48.34 | – | -0.00 | |
| PURCHASED SEK / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | SE | $68K | – | 0.04 | |
| PURCHASED SEK / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | SE | $2K | – | 0.00 | |
| PURCHASED TWD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | TW | $81.39 | – | 0.00 | |
| PURCHASED TWD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | TW | $15.36 | – | 0.00 | |
| PURCHASED TWD / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | TW | $-368.25 | – | -0.00 | |
| PURCHASED USD / SOLD AUD (UBS AG) | Derivative-foreign exchange | US | $593.14 | – | 0.00 | |
| PURCHASED USD / SOLD AUD (Citibank NA) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD AUD (Citibank NA) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| PURCHASED USD / SOLD AUD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $-25K | – | -0.01 | |
| PURCHASED USD / SOLD AUD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $-47K | – | -0.03 | |
| PURCHASED USD / SOLD BRL (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $17K | – | 0.01 | |
| PURCHASED USD / SOLD BRL (Barclays Bank PLC) | Derivative-foreign exchange | US | $11K | – | 0.01 | |
| PURCHASED USD / SOLD BRL (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| PURCHASED USD / SOLD CAD (Barclays Bank PLC) | Derivative-foreign exchange | US | $-10K | – | -0.01 | |
| PURCHASED USD / SOLD CHF (Deutsche Bank AG) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD CHF (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $-30K | – | -0.02 | |
| PURCHASED USD / SOLD CHF (UBS AG) | Derivative-foreign exchange | US | $-67K | – | -0.04 | |
| PURCHASED USD / SOLD CHF (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $-68K | – | -0.04 | |
| PURCHASED USD / SOLD CLP (Goldman Sachs International) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD CLP (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| PURCHASED USD / SOLD COP (Goldman Sachs International) | Derivative-foreign exchange | US | $-217.26 | – | -0.00 | |
| PURCHASED USD / SOLD CZK (Citibank NA) | Derivative-foreign exchange | US | $-83.35 | – | -0.00 | |
| PURCHASED USD / SOLD CZK (Goldman Sachs International) | Derivative-foreign exchange | US | $-16K | – | -0.01 | |
| PURCHASED USD / SOLD EUR (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $-66K | – | -0.04 | |
| PURCHASED USD / SOLD GBP (Citibank NA) | Derivative-foreign exchange | US | $-406.28 | – | -0.00 | |
| PURCHASED USD / SOLD GBP (Citibank NA) | Derivative-foreign exchange | US | $-12K | – | -0.01 | |
| PURCHASED USD / SOLD HUF (Deutsche Bank AG) | Derivative-foreign exchange | US | $-41.7 | – | -0.00 | |
| PURCHASED USD / SOLD IDR (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $99.34 | – | 0.00 | |
| PURCHASED USD / SOLD ILS (Citibank NA) | Derivative-foreign exchange | US | $669.18 | – | 0.00 | |
| PURCHASED USD / SOLD INR (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $254.13 | – | 0.00 | |
| PURCHASED USD / SOLD INR (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $101.54 | – | 0.00 | |
| PURCHASED USD / SOLD INR (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $49.33 | – | 0.00 | |
| PURCHASED USD / SOLD INR (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $-170.99 | – | -0.00 | |
| PURCHASED USD / SOLD JPY (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $607K | – | 0.32 | |
| PURCHASED USD / SOLD JPY (Deutsche Bank AG) | Derivative-foreign exchange | US | $32K | – | 0.02 | |
| PURCHASED USD / SOLD JPY (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $32K | – | 0.02 | |
| PURCHASED USD / SOLD JPY (Citibank NA) | Derivative-foreign exchange | US | $31K | – | 0.02 | |
| PURCHASED USD / SOLD JPY (Goldman Sachs International) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| PURCHASED USD / SOLD JPY (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD KRW (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $902.43 | – | 0.00 | |
| PURCHASED USD / SOLD KRW (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $596.56 | – | 0.00 | |
| PURCHASED USD / SOLD KRW (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $394.53 | – | 0.00 | |
| PURCHASED USD / SOLD MXN (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD MXN (Barclays Bank PLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD MXN (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $847.19 | – | 0.00 | |
| PURCHASED USD / SOLD NOK (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD NOK (Bank of America NA) | Derivative-foreign exchange | US | $887.48 | – | 0.00 | |
| PURCHASED USD / SOLD NOK (Barclays Bank PLC) | Derivative-foreign exchange | US | $-342.52 | – | -0.00 | |
| PURCHASED USD / SOLD NOK (Bank of America NA) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD NOK (Barclays Bank PLC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| PURCHASED USD / SOLD NOK (Barclays Bank PLC) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| PURCHASED USD / SOLD NOK (Barclays Bank PLC) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| PURCHASED USD / SOLD NOK (Barclays Bank PLC) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| PURCHASED USD / SOLD NOK (Citibank NA) | Derivative-foreign exchange | US | $-14K | – | -0.01 | |
| PURCHASED USD / SOLD NZD (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD NZD (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| PURCHASED USD / SOLD PEN (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD PHP (Citibank NA) | Derivative-foreign exchange | US | $71.68 | – | 0.00 | |
| PURCHASED USD / SOLD PLN (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $951.11 | – | 0.00 | |
| PURCHASED USD / SOLD PLN (Citibank NA) | Derivative-foreign exchange | US | $-41.79 | – | -0.00 | |
| PURCHASED USD / SOLD RON (Citibank NA) | Derivative-foreign exchange | US | $-291.59 | – | -0.00 | |
| PURCHASED USD / SOLD RON (Barclays Bank PLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD RON (Barclays Bank PLC) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| PURCHASED USD / SOLD SEK (Bank of America NA) | Derivative-foreign exchange | US | $-523.03 | – | -0.00 | |
| PURCHASED USD / SOLD SEK (Barclays Bank PLC) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| PURCHASED USD / SOLD SEK (Deutsche Bank AG) | Derivative-foreign exchange | US | $-10K | – | -0.01 | |
| PURCHASED USD / SOLD SGD (Citibank NA) | Derivative-foreign exchange | US | $237.53 | – | 0.00 | |
| PURCHASED USD / SOLD SGD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $22.05 | – | 0.00 | |
| PURCHASED USD / SOLD SGD (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $-196.51 | – | -0.00 | |
| PURCHASED USD / SOLD SGD (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $-705.33 | – | -0.00 | |
| PURCHASED USD / SOLD SGD (Citibank NA) | Derivative-foreign exchange | US | $-838.33 | – | -0.00 | |
| PURCHASED USD / SOLD SGD (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD THB (Barclays Bank PLC) | Derivative-foreign exchange | US | $11K | – | 0.01 | |
| PURCHASED USD / SOLD THB (Barclays Bank PLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD THB (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD THB (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $908.9 | – | 0.00 | |
| PURCHASED USD / SOLD THB (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $-18.87 | – | -0.00 | |
| PURCHASED USD / SOLD TWD (Goldman Sachs International) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD TWD (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $952.59 | – | 0.00 | |
| PURCHASED USD / SOLD TWD (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $863.12 | – | 0.00 | |
| PURCHASED USD / SOLD TWD (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $761.35 | – | 0.00 | |
| PURCHASED USD / SOLD TWD (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $650.38 | – | 0.00 | |
| PURCHASED USD / SOLD TWD (Citibank NA) | Derivative-foreign exchange | US | $-696.4 | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (Bank of New York Mellon) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (Bank of America NA) | Derivative-foreign exchange | ZA | $1K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | ZA | $283.13 | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | ZA | $-1K | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ZA | $-2K | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ZA | $-2K | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (Bank of America NA) | Derivative-foreign exchange | ZA | $-2K | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (Bank of America NA) | Derivative-foreign exchange | ZA | $-2K | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | ZA | $-3K | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | ZA | $-3K | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | ZA | $-3K | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | ZA | $-7K | – | -0.00 | |
| QUALCOMM Inc | Long | Equity-common | US | $313K | 2K | 0.17 |
| Quebecor Inc | Long | Equity-common | CA | $266K | 13K | 0.14 |
| Rakuten Group Inc | Short | Equity-common | JP | $-471K | -91K | -0.25 |
| Ramsay Health Care Ltd | Short | Equity-common | AU | $-194K | -6K | -0.10 |
| Rational AG | Short | Equity-common | DE | $-270K | -316 | -0.14 |
| RBC Bearings Inc | Long | Equity-common | US | $626K | 2K | 0.33 |
| REA Group Ltd | Short | Equity-common | AU | $-25K | -201 | -0.01 |
| Regeneron Pharmaceuticals Inc | Long | Equity-common | US | $555K | 566 | 0.30 |
| Renault SA | Long | Equity-common | FR | $557K | 9K | 0.30 |
| Renesas Electronics Corp | Long | Equity-common | JP | $228K | 12K | 0.12 |
| Repligen Corp | Short | Equity-common | US | $-399K | -3K | -0.21 |
| REPO DAIWA (Daiwa Capital Markets America, Inc.) | Long | Repurchase agreement | US | $31M | – | 16.57 |
| Restaurant Brands International Inc | Short | Equity-common | CA | $-443K | -6K | -0.24 |
| Rheinmetall AG | Short | Equity-common | DE | $-12K | -21 | -0.01 |
| Rivian Automotive Inc | Short | Equity-common | US | $-208K | -19K | -0.11 |
| ROBLOX Corp | Short | Equity-common | US | $-410K | -12K | -0.22 |
| Roche Holding AG | Long | Equity-common | CH | $535K | 2K | 0.29 |
| ROCKWOOL A/S | Long | Equity-common | DK | $353K | 840 | 0.19 |
| Rohm Co Ltd | Long | Equity-common | JP | $296K | 23K | 0.16 |
| Roku Inc | Short | Equity-common | US | $-373K | -6K | -0.20 |
| Rollins Inc | Short | Equity-common | US | $-503K | -11K | -0.27 |
| Rolls-Royce Holdings PLC | Short | Equity-common | GB | $-548K | -94K | -0.29 |
| S+P 500 INDEX (Morgan Stanley & Co. LLC) | Derivative-equity | US | $0 | – | – | |
| S+P 500 INDEX (Morgan Stanley & Co. LLC) | Derivative-equity | US | $-160 | – | -0.00 | |
| S+P 500 INDEX (Morgan Stanley & Co. LLC) | Derivative-equity | US | $-3K | – | -0.00 | |
| S+P 500 INDEX (Morgan Stanley & Co. LLC) | Derivative-equity | US | $-6K | – | -0.00 | |
| S+P 500 INDEX (Morgan Stanley & Co. LLC) | Derivative-equity | US | $-15K | – | -0.01 | |
| S+P 500 INDEX (Morgan Stanley & Co. LLC) | Derivative-equity | US | $-27K | – | -0.01 | |
| S+P 500 INDEX (Morgan Stanley & Co. LLC) | Derivative-equity | US | $-29K | – | -0.02 | |
| S+P/TSX 60 IX FUT JUN24 (The Montreal Exchange / Bourse De Montreal) | Derivative-equity | CA | $-11K | – | -0.01 | |
| S+P500 EMINI FUT JUN24 (Chicago Mercantile Exchange) | Derivative-equity | US | $252K | – | 0.13 | |
| Samsara Inc | Short | Equity-common | US | $-260K | -8K | -0.14 |
| Sankyu Inc | Long | Equity-common | JP | $264K | 7K | 0.14 |
| Sartorius AG | Short | Equity-preferred | DE | $-363K | -1K | -0.19 |
| Sartorius Stedim Biotech | Short | Equity-common | FR | $-32K | -163 | -0.02 |
| SCB X PCL | Long | Equity-common | TH | $29K | 10K | 0.02 |
| Scentre Group | Long | Equity-common | AU | $150K | 71K | 0.08 |
| Schlumberger NV | Short | Equity-common | CW | $-2M | -41K | -1.01 |
| Seagate Technology Holdings PLC | Short | Equity-common | IE | $-81K | -864 | -0.04 |
| Seatrium Ltd | Short | Equity-common | SG | $-313K | -240K | -0.17 |
| Securitas AB | Long | Equity-common | SE | $25K | 2K | 0.01 |
| Sega Sammy Holdings Inc | Long | Equity-common | JP | $332K | 24K | 0.18 |
| Sekisui House Ltd | Long | Equity-common | JP | $432K | 19K | 0.23 |
| Severn Trent PLC | Short | Equity-common | GB | $-216K | -7K | -0.12 |
| SGX IRON ORE 62 JUL24 (Singapore Exchange Derivatives Clearing Limited) | Derivative-commodity | SG | $-97K | – | -0.05 | |
| Shanghai Pharmaceuticals Holding Co Ltd | Long | Equity-common | CN | $13K | 9K | 0.01 |
| Sharp Corp/Japan | Short | Equity-common | JP | $-20K | -3K | -0.01 |
| Shell PLC | Long | Equity-common | GB | $57K | 778 | 0.03 |
| Shinhan Financial Group Co Ltd | Long | Equity-common | KR | $42K | 1K | 0.02 |
| Shinko Electric Industries Co Ltd | Long | Equity-common | JP | $2M | 69K | 1.33 |
| Shionogi & Co Ltd | Long | Equity-common | JP | $234K | 5K | 0.13 |
| Shiseido Co Ltd | Short | Equity-common | JP | $-216K | -7K | -0.12 |
| Siemens AG | Long | Equity-common | DE | $32K | 164 | 0.02 |
| Siemens Energy AG | Short | Equity-common | DE | $-191K | -7K | -0.10 |
| SIG Group AG | Short | Equity-common | CH | $-86K | -4K | -0.05 |
| SILVER FUTURE JUL24 (Commodities Exchange Center) | Derivative-commodity | US | $-414K | – | -0.22 | |
| SilverBow Resources Inc | Long | Equity-common | US | $2M | 51K | 1.07 |
| Simon Property Group Inc | Short | Equity-common | US | $-108K | -717 | -0.06 |
| Singapore Airlines Ltd | Short | Equity-common | SG | $-26K | -5K | -0.01 |
| Sinopharm Group Co Ltd | Long | Equity-common | CN | $47K | 17K | 0.03 |
| SK Telecom Co Ltd | Long | Equity-common | KR | $26K | 1K | 0.01 |
| Skanska AB | Long | Equity-common | SE | $140K | 8K | 0.08 |
| Skyworks Solutions Inc | Long | Equity-common | US | $459K | 5K | 0.25 |
| Smurfit Kappa Group PLC | Short | Equity-common | IE | $-2M | -32K | -0.84 |
| Snap Inc | Short | Equity-common | US | $-27K | -2K | -0.01 |
| Snowflake Inc | Short | Equity-common | US | $-446K | -3K | -0.24 |
| Societe Generale SA | Long | Equity-common | FR | $519K | 17K | 0.28 |
| SoftBank Corp | Short | Equity-common | JP | $-500K | -42K | -0.27 |
| SoftBank Group Corp | Short | Equity-common | JP | $-203K | -4K | -0.11 |
| SolarEdge Technologies Inc | Long | Equity-common | US | $110K | 2K | 0.06 |
| Solventum Corp | Long | Equity-common | US | $82K | 1K | 0.04 |
| Southern Copper Corp | Short | Equity-common | US | $-518K | -4K | -0.28 |
| Southwestern Energy Co | Long | Equity-common | US | $2M | 215K | 0.87 |
| SOYBEAN FUTURE JUL24 (Chicago Board of Trade) | Derivative-commodity | US | $123K | – | 0.07 | |
| SOYBEAN MEAL FUTR JUL24 (Chicago Board of Trade) | Derivative-commodity | US | $133K | – | 0.07 | |
| SOYBEAN OIL FUTR JUL24 (Chicago Board of Trade) | Derivative-commodity | US | $-5K | – | -0.00 | |
| Spirax-Sarco Engineering PLC | Short | Equity-common | GB | $-59K | -520 | -0.03 |
| SS&C Technologies Holdings Inc | Long | Equity-common | US | $40K | 638 | 0.02 |
| Stanley Electric Co Ltd | Long | Equity-common | JP | $388K | 21K | 0.21 |
| Starbucks Corp | Short | Equity-common | US | $-35K | -431 | -0.02 |
| State Street Institutional Treasury Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $1M | 1M | 0.80 |
| Steel Dynamics Inc | Long | Equity-common | US | $498K | 4K | 0.27 |
| Stellantis NV | Long | Equity-common | NL | $472K | 21K | 0.25 |
| StepStone Group Inc | Long | Equity-common | US | $537K | 13K | 0.29 |
| STMicroelectronics NV | Long | Equity-common | NL | $303K | 7K | 0.16 |
| Stockland | Long | Equity-common | AU | $212K | 70K | 0.11 |
| Stora Enso Oyj | Long | Equity-common | FI | $127K | 9K | 0.07 |
| Subaru Corp | Long | Equity-common | JP | $308K | 14K | 0.16 |
| SUGAR 11 (WORLD) JUL24 (ICE Futures U.S., Inc.) | Derivative-commodity | US | $-323K | – | -0.17 | |
| SUMCO Corp | Long | Equity-common | JP | $469K | 31K | 0.25 |
| Sumitomo Corp | Long | Equity-common | JP | $507K | 20K | 0.27 |
| Sumitomo Mitsui Financial Group Inc | Long | Equity-common | JP | $537K | 8K | 0.29 |
| Sumitomo Mitsui Trust Holdings Inc | Long | Equity-common | JP | $386K | 17K | 0.21 |
| Super Micro Computer Inc | Short | Equity-common | US | $-58K | -74 | -0.03 |
| SWAP/CDSWAP/CDS: (CDX.NA.HY.33 15-25%) (Citibank NA) | Derivative-credit | US | $-83K | – | -0.04 | |
| SWAP/CDSWAP/CDS: (CDX.NA.HY.33 35-100%)_SCI24Z20US04 (Citibank NA) | Derivative-credit | US | $164K | – | 0.09 | |
| SWAP/CDSWAP/CDS: (CDX.NA.HY.41.V2 15-25%) (Morgan Stanley Capital Services LLC) | Derivative-credit | GB | $-134K | – | -0.07 | |
| SWAP/CDSWAP/CDS: (CDX.NA.HY.41.V2 25-35%) (Morgan Stanley Capital Services LLC) | Derivative-credit | GB | $-408K | – | -0.22 | |
| SWAP/CDSWAP/CDS: (CDX.NA.HY.41.V2 35-100%) (Morgan Stanley Capital Services LLC) | Derivative-credit | GB | $4M | – | 1.96 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.10.AAA)_SGO59X17US04 (Goldman Sachs & Co. LLC) | Derivative-credit | US | $-7K | – | -0.00 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.11.BBB-) (Citibank NA) | Derivative-credit | US | $244K | – | 0.13 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.14.AAA) (Citibank NA) | Derivative-credit | US | $-102K | – | -0.05 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.14.BBB-) (Citibank NA) | Derivative-credit | US | $118K | – | 0.06 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.15.A) (Citibank NA) | Derivative-credit | US | $139K | – | 0.07 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.15.AAA) (Goldman Sachs & Co. LLC) | Derivative-credit | US | $-21K | – | -0.01 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.15.AAA) (Citibank NA) | Derivative-credit | US | $-54K | – | -0.03 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.9.A) (Morgan Stanley Capital Services LLC) | Derivative-credit | US | $-124K | – | -0.07 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.9.A)_ (Merrill Lynch Capital Services, Inc.) | Derivative-credit | US | $-75K | – | -0.04 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.9.A)_SCI58U17US07 (Citibank NA) | Derivative-credit | US | $-99K | – | -0.05 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.9.A)_SCI58U17US0A (Citibank NA) | Derivative-credit | US | $-62K | – | -0.03 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.9.BBB-)_ (Merrill Lynch Capital Services, Inc.) | Derivative-credit | US | $328K | – | 0.18 | |
| SWAP/CDSWAP/ICE: (CDX.NA.HY.42.V1) (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-972K | – | -0.52 | |
| SWAP/CDSWAP/ICE: (CDX.NA.IG.42.V1) (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-2M | – | -1.13 | |
| SWISS MKT IX FUTR JUN24 (Eurex Deutschland) | Derivative-equity | DE | $7K | – | 0.00 | |
| Symrise AG | Short | Equity-common | DE | $-481K | -4K | -0.26 |
| Synchrony Financial | Long | Equity-common | US | $503K | 11K | 0.27 |
| Synopsys Inc | Short | Equity-common | US | $-2M | -3K | -0.98 |
| T&D Holdings Inc | Long | Equity-common | JP | $506K | 28K | 0.27 |
| Talanx AG | Short | Equity-common | DE | $-176K | -2K | -0.09 |
| Taylor Wimpey PLC | Long | Equity-common | GB | $231K | 122K | 0.12 |
| TDK Corp | Long | Equity-common | JP | $276K | 6K | 0.15 |
| TE Connectivity Ltd | Long | Equity-common | CH | $220K | 1K | 0.12 |
| Telecom Italia SpA/Milano | Long | Equity-common | IT | $345K | 1M | 0.18 |
| Tesla Inc | Short | Equity-common | US | $-533K | -3K | -0.28 |
| Teva Pharmaceutical Industries Ltd | Long | Equity-common | IL | $613K | 36K | 0.33 |
| Teva Pharmaceutical Industries Ltd | Long | Equity-common | IL | $69K | 4K | 0.04 |
| Texas Pacific Land Corp | Short | Equity-common | US | $-73K | -119 | -0.04 |
| Textron Inc | Long | Equity-common | US | $120K | 1K | 0.06 |
| Thai Oil PCL | Long | Equity-common | TH | $11K | 8K | 0.01 |
| THK Co Ltd | Long | Equity-common | JP | $271K | 14K | 0.15 |
| Toast Inc | Short | Equity-common | US | $-511K | -21K | -0.27 |
| Tobu Railway Co Ltd | Short | Equity-common | JP | $-83K | -5K | -0.04 |
| Tokai Carbon Co Ltd | Long | Equity-common | JP | $337K | 53K | 0.18 |
| Tokyo Electric Power Co Holdings Inc | Long | Equity-common | JP | $484K | 81K | 0.26 |
| Tokyu Corp | Short | Equity-common | JP | $-233K | -20K | -0.12 |
| TopBuild Corp | Long | Equity-common | US | $375K | 898 | 0.20 |
| TOPIX INDX FUTR JUN24 (Osaka Exchange) | Derivative-equity | JP | $15K | – | 0.01 | |
| Toyota Industries Corp | Long | Equity-common | JP | $292K | 3K | 0.16 |
| Toyota Tsusho Corp | Long | Equity-common | JP | $85K | 1K | 0.05 |
| Trade Desk Inc/The | Short | Equity-common | US | $-113K | -1K | -0.06 |
| TransDigm Group Inc | Short | Equity-common | US | $-583K | -434 | -0.31 |
| TRSWAP: BRK/B US EQUITY (Goldman Sachs & Co. LLC) | Derivative-equity | GB | $72K | – | 0.04 | |
| TRSWAP: IBOXIG INDEX (JPMorgan Chase Bank NA) | Derivative-credit | US | $57K | – | 0.03 | |
| TRSWAP: NDUGEAFE INDEX (Goldman Sachs & Co. LLC) | Derivative-equity | GB | $34K | – | 0.02 | |
| TRSWAP: NDUGEAFE INDEX (UBS AG) | Derivative-equity | GB | $9K | – | 0.00 | |
| TRSWAP: NDUGEAFE INDEX (JPMorgan Chase Bank NA) | Derivative-equity | US | $-26K | – | -0.01 | |
| TRSWAP: NDUVEAFE INDEX (Goldman Sachs & Co. LLC) | Derivative-equity | GB | $14K | – | 0.01 | |
| TRSWAP: NDUVEAFE INDEX (UBS AG) | Derivative-equity | GB | $5K | – | 0.00 | |
| TRSWAP: NDUVEAFE INDEX (JPMorgan Chase Bank NA) | Derivative-equity | US | $-8K | – | -0.00 | |
| Turk Hava Yollari AO | Long | Equity-common | TR | $53K | 6K | 0.03 |
| Tyson Foods Inc | Long | Equity-common | US | $436K | 8K | 0.23 |
| U.S. Treasury Floating Rate Notes (United States Treasury) | Long | Debt | US | $26M | – | 13.67 |
| U.S. Treasury Floating Rate Notes (United States Treasury) | Long | Debt | US | $7M | – | 3.90 |
| U.S. Treasury Floating Rate Notes (United States Treasury) | Long | Debt | US | $5M | – | 2.66 |
| U.S. Treasury Floating Rate Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.63 |
| Uber Technologies Inc | Short | Equity-common | US | $-229K | -4K | -0.12 |
| UCB SA | Long | Equity-common | BE | $545K | 4K | 0.29 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $43M | – | 22.75 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $2M | – | 1.31 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-27M | – | -14.41 |
| Unilever PLC | Long | Equity-common | GB | $256K | 5K | 0.14 |
| United States Steel Corp | Long | Equity-common | US | $5M | 127K | 2.61 |
| United Therapeutics Corp | Long | Equity-common | US | $62K | 224 | 0.03 |
| Unity Software Inc | Short | Equity-common | US | $-106K | -6K | -0.06 |
| Universal Display Corp | Long | Equity-common | US | $159K | 905 | 0.08 |
| Universal Music Group NV | Short | Equity-common | NL | $-535K | -17K | -0.29 |
| UNTRADE.CHINA ZHONGWANG | Long | Equity-common | HK | $0.04 | 308K | 0.00 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $2K | – | 0.00 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-750 | – | -0.00 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-168.39 | – | -0.00 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-10K | – | -0.01 | |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $8K | – | 0.00 | |
| Vail Resorts Inc | Short | Equity-common | US | $-359K | -2K | -0.19 |
| Vale SA | Long | Equity-common | BR | $47K | 4K | 0.03 |
| Valero Energy Corp | Long | Equity-common | US | $91K | 577 | 0.05 |
| VAT Group AG | Short | Equity-common | CH | $-99K | -180 | -0.05 |
| Verbund AG | Short | Equity-common | AT | $-252K | -3K | -0.13 |
| Verizon Communications Inc | Long | Equity-common | US | $548K | 13K | 0.29 |
| Viatris Inc | Long | Equity-common | US | $464K | 44K | 0.25 |
| Vistra Corp | Short | Equity-common | US | $-150K | -2K | -0.08 |
| Vivendi SE | Long | Equity-common | FR | $215K | 20K | 0.11 |
| Vizio Holding Corp | Long | Equity-common | US | $1M | 108K | 0.62 |
| Vodafone Group PLC | Long | Equity-common | GB | $524K | 55K | 0.28 |
| Volkswagen AG | Long | Equity-preferred | DE | $496K | 4K | 0.27 |
| Volvo Car AB | Long | Equity-common | SE | $19K | 6K | 0.01 |
| Vonovia SE | Short | Equity-common | DE | $-28K | -888 | -0.01 |
| Walgreens Boots Alliance Inc | Long | Equity-common | US | $388K | 24K | 0.21 |
| Watsco Inc | Short | Equity-common | US | $-527K | -1K | -0.28 |
| West Fraser Timber Co Ltd | Long | Equity-common | CA | $400K | 5K | 0.21 |
| West Fraser Timber Co Ltd | Long | Equity-common | CA | $97K | 1K | 0.05 |
| West Japan Railway Co | Short | Equity-common | JP | $-48K | -2K | -0.03 |
| Westlake Corp | Long | Equity-common | US | $61K | 378 | 0.03 |
| Westrock Co | Long | Equity-common | US | $2M | 32K | 0.92 |
| WHEAT FUTURE(CBT) JUL24 (Chicago Board of Trade) | Derivative-commodity | US | $-846K | – | -0.45 | |
| Williams Cos Inc/The | Short | Equity-common | US | $-595K | -14K | -0.32 |
| WillScot Mobile Mini Holdings Corp | Short | Equity-common | US | $-1M | -32K | -0.67 |
| Wise PLC | Short | Equity-common | GB | $-296K | -28K | -0.16 |
| WiseTech Global Ltd | Short | Equity-common | AU | $-376K | -6K | -0.20 |
| Woodward Inc | Long | Equity-common | US | $404K | 2K | 0.22 |
| WTI CRUDE FUTURE JUL24 (New York Mercantile Exchange) | Derivative-commodity | US | $42K | – | 0.02 | |
| Xero Ltd | Short | Equity-common | NZ | $-543K | -6K | -0.29 |
| XPEL Inc | Long | Equity-common | US | $97K | 3K | 0.05 |
| Yamaha Corp | Long | Equity-common | JP | $269K | 12K | 0.14 |
| Yamaha Motor Co Ltd | Long | Equity-common | JP | $267K | 27K | 0.14 |
| Yapi ve Kredi Bankasi AS | Long | Equity-common | TR | $358K | 357K | 0.19 |
| Yum China Holdings Inc | Short | Equity-common | US | $-20K | -565 | -0.01 |
| Zalando SE | Short | Equity-common | DE | $-72K | -3K | -0.04 |
| Zenkoku Hosho Co Ltd | Long | Equity-common | JP | $233K | 7K | 0.12 |
| Zensho Holdings Co Ltd | Short | Equity-common | JP | $-67K | -2K | -0.04 |
| Zillow Group Inc | Short | Equity-common | US | $-38K | -918 | -0.02 |
| Zoom Video Communications Inc | Long | Equity-common | US | $450K | 7K | 0.24 |
| Zscaler Inc | Short | Equity-common | US | $-408K | -2K | -0.22 |
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