Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Always Active
Putnam PanAgora Market Neutral Fund (Class Y) (PPMYX)
Pursuing absolute return from a diversified set of arbitrage strategies
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Highlights
Objective
The fund seeks absolute return (i.e., positive total return in diverse market environments over time).
Strategy and process
- Uncorrelated alpha: The fund's investment strategies are designed to derive uncorrelated returns purely from alpha generation rather than from market risk.
- Arbitrage strategies: The fund invests in a diversified set of long/short global equity arbitrage strategies targeting different market inefficiencies and time horizons.
- Differentiated research: A systematic investment process combines fundamental signals with quantitative techniques.
Fund price |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$8.52
0.24% | $0.02 |
$8.52
01/14/21 |
$7.57
03/18/20 |
Fund facts as of 12/31/20
Total net assets
$8.72M
$8.72M
Turnover (fiscal year end)
--
--
Dividend frequency
Annually
Annually
Fiscal year-end
August
August
CUSIP / Fund code
74680L477 / 1887
74680L477 / 1887
Inception date
09/21/17
09/21/17
Category
Putnam PanAgora
Putnam PanAgora
Open to new investors
Ticker
PPMYX
PPMYX
Management team
Literature
Fund documents |
|
| Brochure (PDF) |
|
| Summary Prospectus (PDF) |
|
| Statutory Prospectus (PDF) |
|
| Fact sheet (Y share) (PDF) | |
| Statement of Additional Information (SAI) (PDF) | |
| Semiannual Report (PDF) |
|
| Annual Report (PDF) |
|
Performance
Total return (%) as of 12/31/20
Annual performance as of 12/31/20
Annualized Total return (%) as of 12/31/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | Life (inception: 09/21/17 ) |
|---|---|---|---|---|
| Before sales charge | -2.46% | -5.61% | -- | -5.49% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA U.S. Treasury Bill Index | 0.74% | 1.65% | 1.23% | -- |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 12/31/20 | 1.22% | - | |
| YTD as of 01/14/21 | 2.53% | - | |
Lipper rankings as of 11/30/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 26/60 | 43% |
| 3 yrs. | 36/57 | 63% |
| 5 yrs. | -- | |
| 10 yrs. | -- |
Morningstar Ratings™ as of 11/30/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 100 | |
| 3 yrs. | 100 |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| TREASURY BILL 00.0000 11/27/2020 | 14.42% |
|---|---|
| TREASURY BILL 00.0000 12/17/2020 | 14.42% |
| STATE ST INST US GOV MM-INV | 2.91% |
| PENN NATIONAL GAMING INC TOTAL RETURN SWAP 01/28/2025 | 0.85% |
| CIRRUS LOGIC INC TOTAL RETURN SWAP 01/28/2025 | 0.85% |
| TOPBUILD CORP TOTAL RETURN SWAP 01/28/2025 | 0.81% |
| MERITAGE HOMES CORP TOTAL RETURN SWAP 01/28/2025 | 0.80% |
| HUDSON LTD-CLASS A TOTAL RETURN SWAP 01/28/2025 | 0.80% |
| FIVE9 INC TOTAL RETURN SWAP 01/28/2025 | 0.80% |
| QUINSTREET INC TOTAL RETURN SWAP 01/28/2025 | 0.80% |
| INSTALLED BUILDING PRODUCTS TOTAL RETURN SWAP 01/28/2025 | 0.79% |
| ARTISAN PARTNERS ASSET MA -A TOTAL RETURN SWAP 01/28/2025 | 0.78% |
| DOMO INC - CLASS B TOTAL RETURN SWAP 01/28/2025 | 0.77% |
| DELPHI TECHNOLOGIES PLC TOTAL RETURN SWAP 01/28/2025 | 0.77% |
| ARCBEST CORP TOTAL RETURN SWAP 01/28/2025 | 0.76% |
| TD AMERITRADE HOLDING CORP TOTAL RETURN SWAP 01/28/2025 | 0.75% |
| SVMK INC TOTAL RETURN SWAP 01/28/2025 | 0.74% |
| TENABLE HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.74% |
| CLEARFIELD INC TOTAL RETURN SWAP 01/28/2025 | 0.73% |
| BUILDERS FIRSTSOURCE INC TOTAL RETURN SWAP 01/28/2025 | 0.70% |
| M/I HOMES INC TOTAL RETURN SWAP 01/28/2025 | 0.67% |
| HERMAN MILLER INC TOTAL RETURN SWAP 01/28/2025 | 0.67% |
| KFORCE INC TOTAL RETURN SWAP 01/28/2025 | 0.64% |
| HERON THERAPEUTICS INC TOTAL RETURN SWAP 01/28/2025 | 0.64% |
| ENSIGN GROUP INC/THE TOTAL RETURN SWAP 01/28/2025 | 0.64% |
| BOX INC - CLASS A TOTAL RETURN SWAP 01/28/2025 | 0.63% |
| MARTEN TRANSPORT LTD TOTAL RETURN SWAP 01/28/2025 | 0.63% |
| MOBILEIRON INC TOTAL RETURN SWAP 01/28/2025 | 0.61% |
| FABRINET TOTAL RETURN SWAP 01/28/2025 | 0.61% |
| LA-Z-BOY INC TOTAL RETURN SWAP 01/28/2025 | 0.61% |
| MOLECULAR TEMPLATES INC TOTAL RETURN SWAP 01/28/2025 | 0.59% |
| MEI PHARMA INC TOTAL RETURN SWAP 01/28/2025 | 0.59% |
| HILLTOP HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.58% |
| Q2 HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.58% |
| PC CONNECTION INC TOTAL RETURN SWAP 01/28/2025 | 0.58% |
| RADNET INC TOTAL RETURN SWAP 01/28/2025 | 0.58% |
| UFP INDUSTRIES INC TOTAL RETURN SWAP 01/28/2025 | 0.57% |
| AVAYA HOLDINGS CORP TOTAL RETURN SWAP 01/28/2025 | 0.56% |
| COMPUTER PROGRAMS & SYSTEMS TOTAL RETURN SWAP 01/28/2025 | 0.56% |
| PDF SOLUTIONS INC TOTAL RETURN SWAP 01/28/2025 | 0.56% |
| PZENA INVESTMENT MANAGM-CL A TOTAL RETURN SWAP 01/28/2025 | 0.55% |
| TEXAS ROADHOUSE INC TOTAL RETURN SWAP 01/28/2025 | 0.55% |
| PTC THERAPEUTICS INC TOTAL RETURN SWAP 01/28/2025 | 0.55% |
| IMMUNOGEN INC TOTAL RETURN SWAP 01/28/2025 | 0.54% |
| OIL-DRI CORP OF AMERICA TOTAL RETURN SWAP 01/28/2025 | 0.54% |
| SELECT MEDICAL HOLDINGS CORP TOTAL RETURN SWAP 01/28/2025 | 0.54% |
| PHARMA MAR SA TOTAL RETURN SWAP 01/28/2025 | 0.52% |
| KB HOME TOTAL RETURN SWAP 01/28/2025 | 0.52% |
| SYNDAX PHARMACEUTICALS INC TOTAL RETURN SWAP 01/28/2025 | 0.51% |
| BBX CAPITAL CORP TOTAL RETURN SWAP 01/28/2025 | 0.50% |
| BLACKLINE INC TOTAL RETURN SWAP 01/28/2025 | 0.50% |
| SERVICE PROPERTIES TRUST TOTAL RETURN SWAP 01/28/2025 | 0.50% |
| VERITIV CORP TOTAL RETURN SWAP 01/28/2025 | 0.49% |
| SKYWEST INC TOTAL RETURN SWAP 01/28/2025 | 0.49% |
| ASM INTERNATIONAL NV TOTAL RETURN SWAP 01/28/2025 | 0.49% |
| ACACIA COMMUNICATIONS INC TOTAL RETURN SWAP 01/28/2025 | 0.48% |
| FEDERAL SIGNAL CORP TOTAL RETURN SWAP 01/28/2025 | 0.48% |
| ALEXANDER & BALDWIN INC TOTAL RETURN SWAP 01/28/2025 | 0.48% |
| FORTRESS BIOTECH INC TOTAL RETURN SWAP 01/28/2025 | 0.47% |
| BARRETT BUSINESS SVCS INC TOTAL RETURN SWAP 01/28/2025 | 0.47% |
| MILLER INDUSTRIES INC/TENN TOTAL RETURN SWAP 01/28/2025 | 0.47% |
| STEELCASE INC-CL A TOTAL RETURN SWAP 01/28/2025 | 0.46% |
| ADVANCED DISPOSAL SERVICES I TOTAL RETURN SWAP 01/28/2025 | 0.46% |
| MCGRATH RENTCORP TOTAL RETURN SWAP 01/28/2025 | 0.46% |
| TRICO BANCSHARES TOTAL RETURN SWAP 01/28/2025 | 0.46% |
| WILLIS TOWERS WATSON PLC TOTAL RETURN SWAP 01/29/2020 | 0.46% |
| ESQUIRE FINANCIAL HOLDINGS I TOTAL RETURN SWAP 01/28/2025 | 0.46% |
| CRAFT BREW ALLIANCE INC TOTAL RETURN SWAP 01/28/2025 | 0.45% |
| HMS HOLDINGS CORP TOTAL RETURN SWAP 01/28/2025 | 0.45% |
| PROVIDENCE SERVICE CORP TOTAL RETURN SWAP 01/28/2025 | 0.45% |
| AMKOR TECHNOLOGY INC TOTAL RETURN SWAP 01/28/2025 | 0.45% |
| COCA-COLA CONSOLIDATED INC TOTAL RETURN SWAP 01/28/2025 | 0.45% |
| UNITED SECURITY BANCSHARE/CA TOTAL RETURN SWAP 01/28/2025 | 0.45% |
| FIRST FINL BANKSHARES INC TOTAL RETURN SWAP 01/28/2025 | 0.45% |
| ENOVA INTERNATIONAL INC TOTAL RETURN SWAP 01/28/2025 | 0.45% |
| SANGAMO THERAPEUTICS INC TOTAL RETURN SWAP 01/28/2025 | 0.45% |
| SONIC AUTOMOTIVE INC-CLASS A TOTAL RETURN SWAP 01/28/2025 | 0.45% |
| BANNER CORPORATION TOTAL RETURN SWAP 01/28/2025 | 0.44% |
| MACROGENICS INC TOTAL RETURN SWAP 01/28/2025 | 0.44% |
| ANDERSONS INC/THE TOTAL RETURN SWAP 01/28/2025 | 0.44% |
| SIERRA BANCORP TOTAL RETURN SWAP 01/28/2025 | 0.44% |
| CROSS COUNTRY HEALTHCARE INC TOTAL RETURN SWAP 01/28/2025 | 0.44% |
| CENTURY COMMUNITIES INC TOTAL RETURN SWAP 01/28/2025 | 0.43% |
| MEITUAN DIANPING-CLASS B TOTAL RETURN SWAP 01/28/2025 | 0.43% |
| RIGEL PHARMACEUTICALS INC TOTAL RETURN SWAP 01/28/2025 | 0.43% |
| QUANEX BUILDING PRODUCTS TOTAL RETURN SWAP 01/28/2025 | 0.43% |
| TELENAV INC TOTAL RETURN SWAP 01/28/2025 | 0.43% |
| CLOVIS ONCOLOGY INC TOTAL RETURN SWAP 01/28/2025 | 0.42% |
| INNERWORKINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.42% |
| ENPHASE ENERGY INC TOTAL RETURN SWAP 01/28/2025 | 0.42% |
| UNIVERSAL ELECTRONICS INC TOTAL RETURN SWAP 01/28/2025 | 0.42% |
| SUSHIRO GLOBAL HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | 0.42% |
| SWEDISH MATCH AB TOTAL RETURN SWAP 01/28/2025 | 0.42% |
| TOKYO ELECTRON LTD TOTAL RETURN SWAP 01/28/2025 | 0.41% |
| LIVONGO HEALTH INC TOTAL RETURN SWAP 01/28/2025 | 0.41% |
| CAPITAL CITY BANK GROUP INC TOTAL RETURN SWAP 01/28/2025 | 0.41% |
| KISMET ACQUISITION ONE CORP SEDOL BMDNMQ9 | 0.41% |
| TEXAS CAPITAL BANCSHARES INC TOTAL RETURN SWAP 01/28/2025 | 0.41% |
| INTERNATIONAL BANCSHARES CRP TOTAL RETURN SWAP 01/28/2025 | 0.41% |
| UNION ACQUISITION CORP II SEDOL BJDQYJ4 | 0.40% |
| GENMARK DIAGNOSTICS INC TOTAL RETURN SWAP 01/28/2025 | 0.40% |
| AIMMUNE THERAPEUTICS INC TOTAL RETURN SWAP 01/28/2025 | 0.40% |
| R1 RCM INC TOTAL RETURN SWAP 01/28/2025 | 0.40% |
| MOUNTAIN CREST ACQUISITION C SEDOL BM9JMZ0 | 0.40% |
| MOMENTA PHARMACEUTICALS INC TOTAL RETURN SWAP 01/28/2025 | 0.40% |
| AGENUS INC TOTAL RETURN SWAP 01/28/2025 | 0.40% |
| HANGER INC TOTAL RETURN SWAP 01/28/2025 | 0.40% |
| MEDTRONIC PLC TOTAL RETURN SWAP 01/28/2025 | 0.40% |
| SUNSTONE HOTEL INVESTORS INC TOTAL RETURN SWAP 01/28/2025 | 0.40% |
| DICERNA PHARMACEUTICALS INC TOTAL RETURN SWAP 01/28/2025 | 0.40% |
| ELASTIC NV TOTAL RETURN SWAP 01/28/2025 | 0.40% |
| DYNAVAX TECHNOLOGIES CORP TOTAL RETURN SWAP 01/28/2025 | 0.39% |
| GAP INC/THE TOTAL RETURN SWAP 01/28/2025 | 0.39% |
| MVC CAPITAL INC TOTAL RETURN SWAP 01/28/2025 | 0.39% |
| QUALYS INC TOTAL RETURN SWAP 01/28/2025 | 0.39% |
| COMPUTACENTER PLC TOTAL RETURN SWAP 01/28/2025 | 0.39% |
| ASSEMBLY BIOSCIENCES INC TOTAL RETURN SWAP 01/28/2025 | 0.39% |
| TIFFANY & CO TOTAL RETURN SWAP 01/28/2025 | 0.39% |
| VARIAN MEDICAL SYSTEMS INC TOTAL RETURN SWAP 01/28/2025 | 0.39% |
| KORN FERRY TOTAL RETURN SWAP 01/28/2025 | 0.39% |
| LONGFOR GROUP HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | 0.39% |
| SOUTH PLAINS FINANCIAL INC TOTAL RETURN SWAP 01/28/2025 | 0.39% |
| PROVIDENT FINANCIAL HLDGS TOTAL RETURN SWAP 01/28/2025 | 0.39% |
| BIOHAVEN PHARMACEUTICAL HOLD TOTAL RETURN SWAP 01/28/2025 | 0.38% |
| PUMA BIOTECHNOLOGY INC TOTAL RETURN SWAP 01/28/2025 | 0.38% |
| ATLANTIC CAPITAL BANCSHARES TOTAL RETURN SWAP 01/28/2025 | 0.38% |
| RUSH ENTERPRISES INC-CL A TOTAL RETURN SWAP 01/28/2025 | 0.38% |
| ARCUS BIOSCIENCES INC TOTAL RETURN SWAP 01/28/2025 | 0.38% |
| SURMODICS INC TOTAL RETURN SWAP 01/28/2025 | 0.38% |
| CIVISTA BANCSHARES INC TOTAL RETURN SWAP 01/28/2025 | 0.38% |
| NETEASE INC-ADR TOTAL RETURN SWAP 01/28/2025 | 0.38% |
| COMFORT SYSTEMS USA INC TOTAL RETURN SWAP 01/28/2025 | 0.37% |
| ENTERPRISE BANCORP INC TOTAL RETURN SWAP 01/28/2025 | 0.37% |
| INFUSYSTEM HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.37% |
| MAXIM INTEGRATED PRODUCTS TOTAL RETURN SWAP 01/28/2025 | 0.37% |
| RCI HOSPITALITY HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.37% |
| WILLIAM HILL PLC TOTAL RETURN SWAP 01/28/2025 | 0.37% |
| JD.COM INC-ADR TOTAL RETURN SWAP 01/28/2025 | 0.37% |
| MASTECH DIGITAL INC TOTAL RETURN SWAP 01/28/2025 | 0.37% |
| AFFIMED NV TOTAL RETURN SWAP 01/28/2025 | 0.37% |
| SALESFORCE.COM INC TOTAL RETURN SWAP 01/28/2025 | 0.36% |
| DONNELLEY FINANCIAL SOLUTION TOTAL RETURN SWAP 01/28/2025 | 0.36% |
| REGIONAL MANAGEMENT CORP TOTAL RETURN SWAP 01/28/2025 | 0.36% |
| KADMON HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.36% |
| FIVE PRIME THERAPEUTICS INC TOTAL RETURN SWAP 01/28/2025 | 0.36% |
| SENECA FOODS CORP - CL A TOTAL RETURN SWAP 01/28/2025 | 0.35% |
| BANK OF MARIN BANCORP/CA TOTAL RETURN SWAP 01/28/2025 | 0.35% |
| COASTAL FINANCIAL CORP/WA TOTAL RETURN SWAP 01/28/2025 | 0.35% |
| CENTRAL VALLEY COMM BANCORP TOTAL RETURN SWAP 01/28/2025 | 0.35% |
| FEDERATED HERMES INC TOTAL RETURN SWAP 01/28/2025 | 0.35% |
| ASHTEAD GROUP PLC TOTAL RETURN SWAP 01/28/2025 | 0.35% |
| TAIWAN SEMICONDUCTOR-SP ADR TOTAL RETURN SWAP 01/28/2025 | 0.35% |
| CONMED CORP TOTAL RETURN SWAP 01/28/2025 | 0.34% |
| BJ'S RESTAURANTS INC TOTAL RETURN SWAP 01/28/2025 | 0.34% |
| CYTOMX THERAPEUTICS INC TOTAL RETURN SWAP 01/28/2025 | 0.34% |
| OPPENHEIMER HOLDINGS-CL A TOTAL RETURN SWAP 01/28/2025 | 0.34% |
| QUALCOMM INC TOTAL RETURN SWAP 01/28/2025 | 0.34% |
| SONOVA HOLDING AG-REG TOTAL RETURN SWAP 01/28/2025 | 0.34% |
| FIRST BANCORP/NC TOTAL RETURN SWAP 01/28/2025 | 0.34% |
| SPIRIT OF TEXAS BANCSHARES I TOTAL RETURN SWAP 01/28/2025 | 0.34% |
| INDEPENDENT BANK CORP - MICH TOTAL RETURN SWAP 01/28/2025 | 0.34% |
| KINGBOARD LAMINATES HLDG LTD TOTAL RETURN SWAP 01/28/2025 | 0.34% |
| RAPID7 INC TOTAL RETURN SWAP 01/28/2025 | 0.34% |
| AMPLITUDE HEALTHCARE ACQ-A SEDOL BK1HVJ5 | 0.34% |
| FIRST CHOICE BANCORP TOTAL RETURN SWAP 01/28/2025 | 0.34% |
| BANCORP INC/THE TOTAL RETURN SWAP 01/28/2025 | 0.34% |
| INTERPRIVATE ACQUISITION COR SEDOL BJVLX16 | 0.34% |
| COMMUNITY HEALTH SYSTEMS INC TOTAL RETURN SWAP 01/28/2025 | 0.33% |
| FRANKLIN FINANCIAL SERVICES TOTAL RETURN SWAP 01/28/2025 | 0.33% |
| BAYCOM CORP TOTAL RETURN SWAP 01/28/2025 | 0.33% |
| WESTWOOD HOLDINGS GROUP INC TOTAL RETURN SWAP 01/28/2025 | 0.33% |
| HEALTHSTREAM INC TOTAL RETURN SWAP 01/28/2025 | 0.33% |
| UNIMICRON TECHNOLOGY CORP TOTAL RETURN SWAP 01/28/2025 | 0.32% |
| LIVEPERSON INC TOTAL RETURN SWAP 01/28/2025 | 0.32% |
| ONE SEDOL BLBP7G5 | 0.32% |
| THERAVANCE BIOPHARMA INC TOTAL RETURN SWAP 01/28/2025 | 0.32% |
| BCTG ACQUISITION CORP SEDOL BMXL0D6 | 0.32% |
| COSTAR GROUP INC TOTAL RETURN SWAP 01/28/2025 | 0.32% |
| WEICHAI POWER CO LTD-H TOTAL RETURN SWAP 01/28/2025 | 0.32% |
| NORTHERN GENESIS ACQUISITION SEDOL BJP47D1 | 0.32% |
| GAMCO INVESTORS INC-A TOTAL RETURN SWAP 01/28/2025 | 0.32% |
| LIV CAPITAL ACQUISITION CO-A SEDOL BL4PTR7 | 0.32% |
| GRAY TELEVISION INC TOTAL RETURN SWAP 01/28/2025 | 0.32% |
| ROTH CH ACQUISITION I CO SEDOL BLCH8F6 | 0.32% |
| ALIBABA GROUP HOLDING-SP ADR TOTAL RETURN SWAP 01/28/2025 | 0.32% |
| COLLECTIVE GROWTH CORP- CL A SEDOL BJJQ410 | 0.32% |
| RIVERVIEW BANCORP INC TOTAL RETURN SWAP 01/28/2025 | 0.32% |
| JAWS ACQUISITION CORP-CL A SEDOL BMFYGM4 | 0.31% |
| JAZZ PHARMACEUTICALS PLC TOTAL RETURN SWAP 01/28/2025 | 0.31% |
| REDBALL ACQUISITION CORP SEDOL BMG9DQ1 | 0.31% |
| FOLEY TRASIMENE ACQ-CLASS A SEDOL BMFZVW2 | 0.31% |
| FORUM MERGER III CORP SEDOL BLD0Z86 | 0.31% |
| INDOFOOD SUKSES MAKMUR TBK P TOTAL RETURN SWAP 01/28/2025 | 0.31% |
| BOYD GAMING CORP TOTAL RETURN SWAP 01/28/2025 | 0.31% |
| COLONNADE ACQUISITION CORP SEDOL BN741Y6 | 0.31% |
| FAST ACQUISITION CORP SEDOL BN741W4 | 0.31% |
| SAUL CENTERS INC TOTAL RETURN SWAP 01/28/2025 | 0.31% |
| CM LIFE SCIENCES INC SEDOL BMC6162 | 0.31% |
| HOLICITY INC SEDOL BMX3P82 | 0.31% |
| CC NEUBERGER PRINCIPAL HOLDI SEDOL BMCX3N4 | 0.31% |
| ESSENT GROUP LTD TOTAL RETURN SWAP 01/28/2025 | 0.31% |
| HORIZON ACQUISITION CORP SEDOL BLB2NZ7 | 0.31% |
| PETS AT HOME GROUP PLC TOTAL RETURN SWAP 01/28/2025 | 0.31% |
| BOWX ACQUISITION CORP SEDOL BMX3NQ6 | 0.30% |
| GORES HOLDINGS V INC SEDOL BMDMZT0 | 0.30% |
| FORTRESS VALUE ACQUISITION C SEDOL BMFNDL9 | 0.30% |
| STAR PEAK ENERGY TRANSITION SEDOL BLBP7F4 | 0.30% |
| CUMMINS INC TOTAL RETURN SWAP 01/28/2025 | 0.30% |
| FOLEY TRASIMENE ACQUISITION SEDOL BMTV7B7 | 0.30% |
| NATIONAL RESEARCH CORP TOTAL RETURN SWAP 01/28/2025 | 0.30% |
| TOYO SUISAN KAISHA LTD TOTAL RETURN SWAP 01/28/2025 | 0.30% |
| YUCAIPA ACQUISITION CORP SEDOL BLD6QC5 | 0.30% |
| ANTARES PHARMA INC TOTAL RETURN SWAP 01/28/2025 | 0.30% |
| HUBSPOT INC TOTAL RETURN SWAP 01/28/2025 | 0.30% |
| ACE CONVERGENCE ACQUISITION SEDOL BMW15F4 | 0.30% |
| HIGHCAPE CAPITAL ACQUISITION SEDOL BN2BGB4 | 0.30% |
| STARBOARD VALUE ACQUISITION SEDOL BMXP5L1 | 0.30% |
| HPX CORP SEDOL BL5DH32 | 0.30% |
| CF FINANCE ACQUISITION CORP SEDOL BMGYN55 | 0.30% |
| CHARDAN HEALTHCARE ACQUISITI SEDOL BLSQ6W0 | 0.30% |
| DMY TECHNOLOGY GROUP INC II SEDOL BMH1V39 | 0.30% |
| PRIME IMPACT ACQUISITION I SEDOL BMZ63F2 | 0.30% |
| VISTAS MEDIA ACQUISITION CO SEDOL BN4PR11 | 0.30% |
| FTAC OLYMPUS ACQUISITION COR SEDOL BMGYJ35 | 0.30% |
| INDUSTRIAL TECH ACQUISITION SEDOL BKPV449 | 0.30% |
| NAVSIGHT HOLDINGS INC SEDOL BMFNFL3 | 0.30% |
| CAPSTAR SPECIAL PURPOSE ACQU SEDOL BMX02B5 | 0.30% |
| CHURCHILL CAPITAL CORP IV SEDOL BN2YKZ5 | 0.30% |
| GO ACQUISITION CORP SEDOL BLF9365 | 0.30% |
| HOLOGIC INC TOTAL RETURN SWAP 01/28/2025 | 0.30% |
| PTK ACQUISITION CORP SEDOL BMX0K22 | 0.30% |
| SOFTWARE ACQUISITION GROUP SEDOL BL5JXK9 | 0.30% |
| E.MERGE TECHNOLOGY ACQUISITI SEDOL BMYFR70 | 0.30% |
| EAST RESOURCES ACQUISITION C SEDOL BMWWGF4 | 0.30% |
| LIONHEART ACQUISITION CORP SEDOL BL0NBD5 | 0.30% |
| NEWHOLD INVESTMENT CORP SEDOL BLBR5T0 | 0.30% |
| PROPERTY SOLUTIONS ACQUISITI SEDOL BMVV9N1 | 0.30% |
| BRILLIANT ACQUISITION CORP SEDOL BL6C2G6 | 0.29% |
| D8 HOLDINGS CORP SEDOL BL5DH43 | 0.29% |
| INSTEEL INDUSTRIES INC TOTAL RETURN SWAP 01/28/2025 | 0.29% |
| LONGVIEW ACQUISITION CORP-A SEDOL BMY8CN0 | 0.29% |
| TAUBMAN CENTERS INC TOTAL RETURN SWAP 01/28/2025 | 0.29% |
| X4 PHARMACEUTICALS INC TOTAL RETURN SWAP 01/28/2025 | 0.29% |
| BROADSTONE ACQUISITION CORP SEDOL BLNPNS7 | 0.29% |
| SAMSUNG ELECTRONICS CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.29% |
| ROYAL MAIL PLC TOTAL RETURN SWAP 01/28/2025 | 0.29% |
| VPC IMPACT ACQUISITION HOLDI SEDOL BM8MW38 | 0.29% |
| ASPIRATIONAL CONSUMER LIFEST SEDOL BN79033 | 0.29% |
| TWC TECH HOLDINGS II CORP SEDOL BN7RYM4 | 0.29% |
| GREENCITY ACQUISITION CORP SEDOL BK80XB3 | 0.29% |
| HUDSON EXECUTIVE INVEST-CL A SEDOL BMC5BR0 | 0.29% |
| LEXICON PHARMACEUTICALS INC TOTAL RETURN SWAP 01/28/2025 | 0.29% |
| PMV CONSUMER ACQUISITION COR SEDOL BMTV6X2 | 0.29% |
| RADIAN GROUP INC TOTAL RETURN SWAP 01/28/2025 | 0.29% |
| INTRICON CORP TOTAL RETURN SWAP 01/28/2025 | 0.28% |
| MALACCA STRAITS ACQUISI-CL A SEDOL BMCC5C4 | 0.28% |
| SANDBRIDGE ACQUISITION CORP SEDOL BM9TQW5 | 0.28% |
| FONAR CORP TOTAL RETURN SWAP 01/28/2025 | 0.28% |
| BLACKROCK CORP HI YLD TOTAL RETURN SWAP 01/28/2025 | 0.28% |
| CDW CORP/DE TOTAL RETURN SWAP 01/28/2025 | 0.28% |
| PENNYMAC FINANCIAL SERVICES TOTAL RETURN SWAP 01/28/2025 | 0.28% |
| CAPITAL ONE FINANCIAL CORP TOTAL RETURN SWAP 01/28/2025 | 0.28% |
| INSPERITY INC TOTAL RETURN SWAP 01/28/2025 | 0.28% |
| ITT INC TOTAL RETURN SWAP 01/28/2025 | 0.28% |
| SESA SPA TOTAL RETURN SWAP 01/28/2025 | 0.28% |
| XILINX INC TOTAL RETURN SWAP 01/28/2025 | 0.27% |
| INVESCO SENIOR INCOME TRUST TOTAL RETURN SWAP 01/28/2025 | 0.27% |
| NUVEEN AMT-FR QU MUNI INC FD TOTAL RETURN SWAP 01/28/2025 | 0.27% |
| SVB FINANCIAL GROUP TOTAL RETURN SWAP 01/28/2025 | 0.27% |
| CHICO'S FAS INC TOTAL RETURN SWAP 01/28/2025 | 0.27% |
| ROKU INC TOTAL RETURN SWAP 01/28/2025 | 0.27% |
| KUWAIT FINANCE HOUSE TOTAL RETURN SWAP 01/28/2025 | 0.27% |
| MERCK & CO. INC. TOTAL RETURN SWAP 01/28/2025 | 0.27% |
| KONINKLIJKE AHOLD DELHAIZE N TOTAL RETURN SWAP 01/28/2025 | 0.27% |
| MOBILE TELECOMMUNICATIONS CO TOTAL RETURN SWAP 01/28/2025 | 0.27% |
| REGAL BELOIT CORP TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| VEEVA SYSTEMS INC-CLASS A TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| MALIBU BOATS INC - A TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| LPL FINANCIAL HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| GENTEX CORP TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| CIIG MERGER CORP-CL A SEDOL BKMDY82 | 0.26% |
| NUVEEN CREDIT STRAT INCM TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| BOOHOO GROUP PLC TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| CD PROJEKT SA TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| URBAN EDGE PROPERTIES TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| KIA MOTORS CORP TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| DOMINO'S PIZZA GROUP PLC TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| NEWELL BRANDS INC TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| ROYAL UNIBREW TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| AGILITY TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| WRIGHT MEDICAL GROUP NV TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| INNOVENT BIOLOGICS INC TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| BOUBYAN BANK K.S.C TOTAL RETURN SWAP 01/28/2025 | 0.25% |
| AMAZON.COM INC TOTAL RETURN SWAP 01/28/2025 | 0.25% |
| FUYAO GLASS INDUSTRY GROUP-H TOTAL RETURN SWAP 01/28/2025 | 0.25% |
| POWELL INDUSTRIES INC TOTAL RETURN SWAP 01/28/2025 | 0.25% |
| LEE & MAN PAPER MANUFACTURIN TOTAL RETURN SWAP 01/28/2025 | 0.25% |
| ONCOTHERAPY SCIENCE INC TOTAL RETURN SWAP 01/28/2025 | 0.25% |
| PULTEGROUP INC TOTAL RETURN SWAP 01/28/2025 | 0.25% |
| 1LIFE HEALTHCARE INC TOTAL RETURN SWAP 01/28/2025 | 0.25% |
| WUXI APPTEC CO LTD-H TOTAL RETURN SWAP 01/28/2025 | 0.25% |
| RETROPHIN INC TOTAL RETURN SWAP 01/28/2025 | 0.25% |
| TOYO CONSTRUCTION CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.25% |
| ESSITY AKTIEBOLAG-B TOTAL RETURN SWAP 01/28/2025 | 0.24% |
| MOTOROLA SOLUTIONS INC TOTAL RETURN SWAP 01/28/2025 | 0.24% |
| KENSINGTON CAPITAL ACQUIS-A SEDOL BMVT2X6 | 0.24% |
| PROCTER & GAMBLE CO/THE TOTAL RETURN SWAP 01/28/2025 | 0.24% |
| JARIR MARKETING CO TOTAL RETURN SWAP 01/28/2025 | 0.24% |
| ADAPTIMMUNE THERAPEUTICS-ADR TOTAL RETURN SWAP 01/28/2025 | 0.24% |
| HALFORDS GROUP PLC TOTAL RETURN SWAP 01/28/2025 | 0.24% |
| INPHI CORP TOTAL RETURN SWAP 01/28/2025 | 0.24% |
| SPECTRUM BRANDS HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.24% |
| SYNOPSYS INC TOTAL RETURN SWAP 08/31/2020 | 0.24% |
| EAST STONE ACQUISITION CORP SEDOL BKVFF64 | 0.24% |
| NATIONAL BANK OF KUWAIT TOTAL RETURN SWAP 01/28/2025 | 0.24% |
| BEIGENE LTD-ADR TOTAL RETURN SWAP 01/28/2025 | 0.24% |
| OAK VALLEY BANCORP TOTAL RETURN SWAP 01/28/2025 | 0.24% |
| HISCOX LTD TOTAL RETURN SWAP 01/28/2025 | 0.24% |
| MABANEE CO SAKC TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| AO WORLD PLC TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| EBAY INC TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| KINGFISHER PLC TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| PIMCO CORPORATE & INCOME OPP TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| ROCHE HOLDING AG-GENUSSCHEIN TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| DALI FOODS GROUP CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| FORD OTOMOTIV SANAYI AS TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| INDAH KIAT PULP & PAPER TBK TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| RETRACTABLE TECHNOLOGIES INC TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| CHAROEN POKPHAND FOODS-NVDR TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| DOVER CORP TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| GETINGE AB-B SHS TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| INCYTE CORP TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| PHOENIX GROUP HOLDINGS PLC TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| COSCO SHIPPING HOLDINGS CO-H TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| GREAT WALL MOTOR COMPANY-H TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| TOFAS TURK OTOMOBIL FABRIKA TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| MICROSOFT CORP TOTAL RETURN SWAP 01/28/2025 | 0.22% |
| DIALOG SEMICONDUCTOR PLC TOTAL RETURN SWAP 01/28/2025 | 0.22% |
| L BRANDS INC TOTAL RETURN SWAP 01/28/2025 | 0.22% |
| CARRIER GLOBAL CORP TOTAL RETURN SWAP 01/28/2025 | 0.22% |
| CADENCE DESIGN SYS INC TOTAL RETURN SWAP 01/28/2025 | 0.22% |
| ALPHABET INC-CL A TOTAL RETURN SWAP 01/28/2025 | 0.22% |
| BANK OF AMERICA CORP TOTAL RETURN SWAP 01/28/2025 | 0.22% |
| GIANT MANUFACTURING TOTAL RETURN SWAP 01/28/2025 | 0.22% |
| SUNDRUG CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.22% |
| CINCINNATI BELL INC TOTAL RETURN SWAP 01/28/2025 | 0.22% |
| DAELIM INDUSTRIAL CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| EATON VANCE CORP TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| HANOVER INSURANCE GROUP INC/ TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| PETROBRAS DISTRIBUIDORA SA TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| ANGIODYNAMICS INC TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| MCKESSON EUROPE AG TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| COMPAL ELECTRONICS TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| IQVIA HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| MICRO-STAR INTERNATIONAL CO TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| EGAIN CORP TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| MASTERCARD INC - A TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| SIAM CEMENT PCL-NVDR TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| ASUSTEK COMPUTER INC TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| GENERAC HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| NUVEEN QUAL MUNI INCOME FD TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| ALLISON TRANSMISSION HOLDING TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| TRANSUNION TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| CHINA LESSO GROUP HOLDINGS L TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| CITRIX SYSTEMS INC TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| FITBIT INC - A TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| ALPHA HEALTHCARE ACQUISITION SEDOL BN15FB0 | 0.20% |
| POLARIS INC TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| POWERTECH TECHNOLOGY INC TOTAL RETURN SWAP 01/30/2020 | 0.20% |
| HARTFORD FINANCIAL SVCS GRP TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| KLABIN SA - UNIT TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| NUVEEN AMT-FR MUNI CREDIT FD TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| TRAVIS PERKINS PLC TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| MEGAWORLD CORP TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| MR COOPER GROUP INC TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| BED BATH & BEYOND INC TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| BRUNSWICK CORP TOTAL RETURN SWAP 08/31/2020 | 0.20% |
| NUVEEN MUNI HIGH INC OPP FD TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| VEECO INSTRUMENTS INC TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| BRISTOL-MYERS SQUIBB CO TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| CHICONY ELECTRONICS CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| BROOKFIELD REAL ASSETS INCOM TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| FORTINET INC TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| MEDIGEN VACCINE BIOLOGICS TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| TEMPUR SEALY INTERNATIONAL I TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| VISA INC-CLASS A SHARES TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| SANDERSON FARMS INC TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| GUGGENHEIM STRATEGIC OPPORTU TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| OTIS WORLDWIDE CORP TOTAL RETURN SWAP 01/28/2025 | 0.19% |
| TAKE-TWO INTERACTIVE SOFTWRE TOTAL RETURN SWAP 01/28/2025 | 0.19% |
| BERKELEY GROUP HOLDINGS/THE TOTAL RETURN SWAP 01/28/2025 | 0.19% |
| KINGBOARD HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | 0.19% |
| APPLE INC TOTAL RETURN SWAP 01/28/2025 | 0.19% |
| GENEXINE CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.19% |
| GULF BANK TOTAL RETURN SWAP 01/28/2025 | 0.19% |
| TWITTER INC TOTAL RETURN SWAP 01/28/2025 | 0.19% |
| KESKO OYJ-B SHS TOTAL RETURN SWAP 01/28/2025 | 0.19% |
| METLIFE INC TOTAL RETURN SWAP 01/28/2025 | 0.19% |
| WESTERN ALLIANCE BANCORP TOTAL RETURN SWAP 01/28/2025 | 0.19% |
| DOUYU INTERNATIONAL HOLD-ADR TOTAL RETURN SWAP 01/28/2025 | 0.19% |
| GIGCAPITAL3 INC SEDOL BJP4Z26 | 0.19% |
| II-VI INC TOTAL RETURN SWAP 01/28/2025 | 0.19% |
| REGENERON PHARMACEUTICALS TOTAL RETURN SWAP 01/28/2025 | 0.19% |
| DIGITAL TURBINE INC TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| ZOOMLION HEAVY INDUSTRY - H TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| PVH CORP TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| BALFOUR BEATTY PLC TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| BLACKROCK TAXABLE MUNICIPAL TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| HUTCHISON CHINA MEDITECH-ADR TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| CHEMOMETEC A/S TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| INVESCO DYNAMIC CREDIT OPP TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| GRUMA S.A.B.-B TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| LOJAS AMERICANAS SA-PREF TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| OVERSTOCK.COM INC TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| CHINA VANKE CO LTD-H TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| FIELMANN AG TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| YUEXIU PROPERTY CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| DCC PLC TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| LIMELIGHT NETWORKS INC TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| NOVUS CAPITAL CORP SEDOL BKP3C30 | 0.18% |
| YUM CHINA HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| LIVE OAK ACQUISITION CORP-A SEDOL BJJQ409 | 0.18% |
| SCINOPHARM TAIWAN LTD TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| VOLKSWAGEN AG-PREF TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| AMERIPRISE FINANCIAL INC TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| MANPOWERGROUP INC TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| ERICSSON LM-B SHS TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| CHONG KUN DANG PHARMACEUTICA TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| KLCCP STAPLED GROUP TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| SEVEN GROUP HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| BECHTLE AG TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| TESLA INC TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| AGILYSYS INC TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| AMADA CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| EMPIRE CO LTD 'A' TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| SHOTSPOTTER INC TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| ALLSTATE CORP TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| DFP HEALTHCARE ACQUISIT-CL A SEDOL BLP4S21 | 0.17% |
| GODADDY INC - CLASS A TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| LS ELECTRIC CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| TEXTAINER GROUP HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| DE'LONGHI SPA TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| HOME DEPOT INC TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| MCKESSON CORP TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| IPSEN TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| OWENS CORNING TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| PAYPAL HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| TTY BIOPHARM CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| DEUTSCHE POST AG-REG TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| EMAAR DEVELOPMENT PJSC TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| ROCKY BRANDS INC TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| ARCH CAPITAL GROUP LTD TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| CRANE CO TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| APPFOLIO INC - A TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| EATON VANCE LTD DURATION FND TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| NUVEEN SENIOR INC FD TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| SOFTWARE AG TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| WESTERN ASSET HIGH INC II TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| BPOST SA TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| GALENICA AG TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| LONZA GROUP AG-REG TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| SWECO AB-B SHS TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| AIRTAC INTERNATIONAL GROUP TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| YULON NISSAN MOTOR CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| DEERE & CO TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| PREMIER INVESTMENTS LTD TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| BILIA AB-A SHS TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| BRUKER CORP TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| TIMES CHINA HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| WPP PLC TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| FTI CONSULTING INC TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| GN STORE NORD A/S TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| LAWSON PRODUCTS INC TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| SAP SE TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| WR BERKLEY CORP TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| BOUBYAN PETROCHEMICALS CO TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| CARLSBERG AS-B TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| CLEAN HARBORS INC TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| NIFCO INC TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| LAFARGEHOLCIM LTD-REG TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| WESTERN ASSET EMRG MRKT DBT TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| AURIZON HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| NUVEEN FLOAT RATE INC FD TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| RAMI LEVY CHAIN STORES HASHI TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| SPIRENT COMMUNICATIONS PLC TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| B. RILEY PRINCIPAL MERGER-A SEDOL BMFV0V2 | 0.15% |
| JARDINE CYCLE & CARRIAGE LTD TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| KADOKAWA CORP TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| FACEBOOK INC-CLASS A TOTAL RETURN SWAP 08/31/2020 | 0.15% |
| FLEETCOR TECHNOLOGIES INC TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| PIAGGIO & C. S.P.A. TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| CERNER CORP TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| DICK'S SPORTING GOODS INC TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| HIGHLAND INCOME FUND TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| LGL SYSTEMS ACQUISITION-A SEDOL BL1F055 | 0.15% |
| JPMORGAN CHASE & CO TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| UNI-PRESIDENT CHINA HOLDINGS TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| VALMONT INDUSTRIES TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| SKF AB-B SHARES TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| STANDARD FOODS CORP TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| YARA INTERNATIONAL ASA TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| BURGAN BANK TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| EIFFAGE TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| FUSION ACQUISITION CORP-A SEDOL BMHMWD9 | 0.14% |
| WORKDAY INC-CLASS A TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| ALPHA & OMEGA SEMICONDUCTOR TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| BRINKER INTERNATIONAL INC TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| MOHAWK INDUSTRIES INC TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| NORTHERN TRUST CORP TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| AKZO NOBEL N.V. TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| AXON ENTERPRISE INC TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| NVR INC TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| SEI INVESTMENTS COMPANY TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| BLACKROCK FLOAT RT INCOME ST TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| FORD MOTOR CO TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| TE CONNECTIVITY LTD TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| HERBALIFE NUTRITION LTD TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| EPIZYME INC TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| UNITED THERAPEUTICS CORP TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| ZILLOW GROUP INC - A TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| NUVEEN MUNI CREDIT INC FD TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| PORSCHE AUTOMOBIL HLDG-PRF TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| ROLAND DG CORP TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| SIMCORP A/S TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| ROCKWELL AUTOMATION INC TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| TRANE TECHNOLOGIES PLC TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| BILL.COM HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| HANWHA CORPORATION TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| JABIL INC TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| MIMASU SEMICONDUCTOR INDUST TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| TEMPLETON EMERG MKTS INC FD TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| ABIVAX SA TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| CHARM CARE CORP TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| TARGET CORP TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| TOSOH CORP TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| BEAUTY GARAGE INC TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| YUHAN CORP TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| CAWACHI LTD TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| BLOOMIN' BRANDS INC TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| INCHCAPE PLC TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| TIMBERLAND BANCORP INC TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| MIXI INC TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| PEOPLES BANCORP OF NC TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| MORGAN STANLEY | 0.12% |
| SCVX CORP - CLASS A SEDOL BLK77N9 | 0.12% |
| Z HOLDINGS CORP TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| CELLTRION INC TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| EATON VANCE SR FLTG RATE TR TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| WILL GROUP INC TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| DEXERIALS CORP TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| KEMIRA OYJ TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| TSUGAMI CORP TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| HEIDELBERGCEMENT AG TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| HUMANA INC TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| MAGNA INTERNATIONAL INC TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| TRI POINTE GROUP INC TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| ARGO GRAPHICS INC TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| BOLLORE TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| TAPESTRY INC TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| JAPAN REAL ESTATE INVESTMENT TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| NINTENDO CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| RICHMOND MUTUAL BANCORPORATI TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| VALMET OYJ TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| TOKYOTOKEIBA CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| VALUECOMMERCE CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| NGK INSULATORS LTD TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| SYNNEX CORP TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| UNIVERSAL HEALTH SERVICES-B TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| WESTPORTS HOLDINGS BHD TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| GENOMMA LAB INTERNACIONAL-B TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| UNITED INC TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| BOGOTA FINANCIAL CORP TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| IDOM INC TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| INGENIA COMMUNITIES GROUP TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| NU SKIN ENTERPRISES INC - A TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| AVI LTD TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| BLACKSTONE/GSO STRATEGIC C TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| NOMURA REAL ESTATE HOLDINGS TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| SOUTHWEST AIRLINES CO TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| BRIDGESTONE CORP TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| CONDOR HOSPITALITY TRUST INC TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| FUJI ELECTRIC CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| KOMERI CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| ONO PHARMACEUTICAL CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| SAVILLS PLC TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| FORMULA SYSTEMS (1985) LTD TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| SILICON LABORATORIES INC TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| FRESENIUS MEDICAL CARE AG & TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| LIFE HEALTHCARE GROUP HOLDIN TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| MITSUBISHI GAS CHEMICAL CO TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| PANASONIC CORP TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| REDROW PLC TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| G4S PLC TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| GRUPO BIMBO SAB- SERIES A TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| STONEX GROUP INC TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| SUMITOMO DAINIPPON PHARMA CO TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| CHEGG INC TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| EATON VANCE FLOAT RT INC TR TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| HOWMET AEROSPACE INC TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| OBAYASHI CORP TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| DROPBOX INC-CLASS A TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| LG CORP TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| SHUN TAK HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| SUMITOMO ELECTRIC INDUSTRIES TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| TOKYO ELECTRON DEVICE LTD TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| CARABAO GROUP PCL-NVDR TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| HANKYU HANSHIN HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| NEW RELIC INC TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| OSPREY TECHNOLOGY ACQUISIT-A SEDOL BKWD363 | 0.10% |
| ATACADAO SA TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| GALILEO ACQUISITION CORP SEDOL BKP5PK4 | 0.10% |
| REDHILL BIOPHARMA LTD-SP ADR TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| RELIA INC TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| ALLIANZGI CONVERTIBLE & INCO TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| CARLISLE COS INC TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| GREE INC TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| PIONEER BANCORP INC/NY TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| ROBERT HALF INTL INC TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| TUTOR PERINI CORP TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| WILLIAMS-SONOMA INC TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| BERGENBIO ASA TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| CIENA CORP TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| DONG-A SOCIO HOLDINGS CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| GENTING SINGAPORE LTD TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| S&P GLOBAL INC TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| YAMAHA MOTOR CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| ALUSSA ENERGY ACQUISITION -A SEDOL BJN4RS8 | 0.10% |
| ARATA CORP TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| FURUNO ELECTRIC CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| POSCO INTERNATIONAL CORP TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| SONY CORP TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| THAI UNION GROUP PCL-NVDR TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| ZYNGA INC - CL A TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| NISHIO RENT ALL CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| STATE STREET CORP TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| DAIFUKU CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| FINSERV ACQUISITION CORP-A SEDOL BKWD545 | 0.10% |
| SHANGHAI PHARMACEUTICALS-H TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| SONAE TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| BANK OF NEW YORK MELLON CORP TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| DAIWA SECURITIES LIVING INVE TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| EXELIXIS INC TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| MFS INTERMEDIATE INC TRUST TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| SHIP HEALTHCARE HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| ALTRIA GROUP INC TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| CHEMED CORP TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| CIE AUTOMOTIVE SA TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| NIPPON SHINYAKU CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| PAPYLESS CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| BAIC MOTOR CORP LTD-H TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| FIRST AMERICAN FINANCIAL TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| TINGYI (CAYMAN ISLN) HLDG CO TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| GENERAL ELECTRIC CO TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| SCALA INC TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| CVX CORP - CLASS A -CW25 SEDOL BLBKHY8 | 0.09% |
| ILYANG PHARMACEUTICAL CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| PRESSANCE CORP TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| RHEINMETALL AG TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| NEXTCURE INC TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| KFC HOLDINGS JAPAN LTD TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| KOBE BUSSAN CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| OMRON CORP TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| PGIM HIGH YIELD BOND FUND TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| BANK OF COMMERCE HOLDINGS TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| ROHM CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| PGIM GLOBAL HIGH YIELD FUND TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| PIMCO INCOME STRATEGY FD II TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| PIVOTAL INVESTMENT II -CW25 SEDOL BKTNCJ2 | 0.09% |
| CASTELLUM AB TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| FUJITSU LTD TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| INABA DENKI SANGYO CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| S-1 CORPORATION TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| SCSK CORP TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| BIGLARI HOLDINGS INC-B TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| EUREKA HOMESTEAD BANCORP INC TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| MURATA MANUFACTURING CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| NOVUS CAPITAL CORP -CW27 SEDOL BMTD3D7 | 0.08% |
| RICOH CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| TDK CORP TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| AUSTRALIAN PHARMA INDUS LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| CHINA ENERGY ENGINEERING C-H TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| CURO GROUP HOLDINGS CORP TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| FIRST TRUST HIGH INCOME LONG TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| KANDENKO CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| NISSIN FOODS HOLDINGS CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| MAXELL HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| MEGMILK SNOW BRAND CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| GILEAD SCIENCES INC TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| JUNGHEINRICH - PRFD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| KATO SANGYO CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| IPSOS TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| SEKISUI HOUSE LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| DISCO CORP TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| LINTEC CORP TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| MITSUI-SOKO HOLDINGS CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| NGK SPARK PLUG CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| SKY PERFECT JSAT HOLDINGS TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| CK LIFE SCIENCES INTL HLDGS TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| EUBIOLOGICS CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| INSU ACQUISITION CORP II SEDOL BMTV6V0 | 0.08% |
| SEIKO EPSON CORP TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| SUMITOMO CHEMICAL CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| TOYOBO CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| KEYCORP TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| RENGO CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| TAILWING ACQUISITION CORP SEDOL BMTXP42 | 0.08% |
| ZEALAND PHARMA A/S TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| DIGITAL HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| GORES HOLDINGS IV INC-CL A SEDOL BK72L50 | 0.08% |
| IBIDEN CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| KISSEI PHARMACEUTICAL CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| PHARMA RESEARCH PRODUCTS CO TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| UBE INDUSTRIES LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| CANON INC TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| DICKER DATA LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| EL.EN. SPA TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| INVESCO MUNICIPAL OPPORTUNI TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| PLUMAS BANCORP TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| PROSEGUR COMP SEGURIDAD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| COLLINS FOODS LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| FANCL CORP TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| HEXCEL CORP TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| IMI PLC TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| JAPFA LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| NIHON KOHDEN CORP TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| SANKI ENGINEERING CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| CONZZETA AG-REG TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| HAKUHODO DY HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| ALEXANDER'S INC TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| BROTHER INDUSTRIES LTD TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| BUZZI UNICEM SPA TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| CC NEUBERGER PRINCIPAL -CW25 SEDOL BMGB776 | 0.07% |
| YOKOGAWA ELECTRIC CORP TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| BLACKROCK MUNIHOLDINGS QUALI TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| GS RETAIL CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| INFO SERVICES INTL DENTSU TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| PIMCO MUNICIPAL INCOME FD II TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| RIVERNRTH/DOUBLELNE STR OPP TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| WORKSPACE GROUP PLC TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| YANLORD LAND GROUP LTD TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| ADVENT CONVERT & INCOME TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| FIRST WESTERN FINANCIAL INC TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| MATRIX IT LTD TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| TOBU RAILWAY CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| ABERDEEN INCOME CREDIT STRAT TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| BORUSSIA DORTMUND GMBH & CO TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| DIP CORP TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| HAYS PLC TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| INVESCO MUNICIPAL TRUST TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| JB HI-FI LTD TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| RESORTTRUST INC TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| SAIZERIYA CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| C&C GROUP PLC TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| CK HUTCHISON HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| COCA-COLA HBC AG-DI TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| HANWA CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| SHIMADZU CORP TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| ASTELLAS PHARMA INC TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| OYO CORP TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| WARABEYA NICHIYO HOLDINGS CO TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| FUKUI COMPUTER HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| BLACKROCK DEBT STRATEGIES FUND TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| ENVESTNET INC TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| KENSINGTON CAPITAL ACQ -CW27 SEDOL BMF3RJ5 | 0.07% |
| NIPPON ACCOMMODATIONS FUND TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| SUBARU CORP TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| 4IMPRINT GROUP PLC TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| INVESCO TRUST FOR INVESTMEN TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| WACOAL HOLDINGS CORP TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| CHP MERGER CORP -CW24 SEDOL BJVNJS1 | 0.06% |
| MIZUNO CORP TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| SYUPPIN CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| JAPAN STEEL WORKS LTD TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| MELCO INTERNATIONAL DEVELOP. TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| BLACKROCK MUNIYIELD QUALITY TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| CMIC HOLDINGS CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| NETGEAR INC TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| NUVEEN TAX MUNI INC TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| KOITO MANUFACTURING CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| CK ASSET HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| CKD CORP TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| INVESCO VALUE MUNICIPAL INCO TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| LIFESCI ACQUISITION COR-CW25 SEDOL BLB80J8 | 0.06% |
| NISSHIN SEIFUN GROUP INC TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| TSUBAKIMOTO CHAIN CO TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| EATON VANCE MUNICIPAL INCOME TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| INES CORP TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| JAPAN RETAIL FUND INVESTMENT TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| ALLIANZGI CONV & INCOME II TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| CALAMOS DYNAMIC CONVERTIBLE TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| NET ONE SYSTEMS CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| ZUORA INC - CLASS A TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| BLACKROCK MUNIVEST FUND TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| SOUTH MOUNTAIN MERGER CORP-A SEDOL BK95DS4 | 0.05% |
| TUSCAN HOLDINGS CORP II SEDOL BKDX3K6 | 0.05% |
| SAINT MARC HOLDINGS CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| TOWA CORP TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| KAGA ELECTRONICS CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| MAINSTAY MACKAY DEFINEDTERM TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| CYBERNET SYSTEMS CO TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| GUGGENHEIM TAXABLE MUNICIPAL TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| WELLS FARGO MULTI-SECTOR INC TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| ANGES INC TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| BLACKROCK MUNIYIELD FUND TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| DRAGONEER GROWTH OPPORTUNITI SEDOL BKSGZD7 | 0.05% |
| I-PEX INC TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| INVESCO CA V M I TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| BLACKROCK CALIFOR MUNI IN TR TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| EIKEN CHEMICAL CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| LEONARDO SPA TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| WESTERN ASSET MANAGED MUNICI TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| ALTECH CORP TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| CIIG MERGER CORP -CW26 SEDOL BKKFCG4 | 0.04% |
| EPS HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| EXEDY CORP TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| FIRST TRUST SENIOR FLOATING TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| KOHNAN SHOJI CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| MOCHIDA PHARMACEUTICAL CO TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| NSD CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| JAPAN WOOL TEXTILE CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| PIONEER HIGH INCOME TRUST TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| SCREEN HOLDINGS CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| SHINDENGEN ELECTRIC MFG TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| BLACKROCK MUNICIPAL INC TRST TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| GUNZE LTD TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| NIPPON PAPER INDUSTRIES CO L TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| PIMCO INCOME STRATEGY FUND TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| PIONEER MUNI HI INC ADV TRST TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| AVNET INC TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| BLACKROCK MUNIYIELD CA QUALI TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| DFP HEALTHCARE ACQUISIT-CW22 SEDOL BKP3GC7 | 0.04% |
| INVESCO QUALITY MUNI INC TR TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| BNYM STRAT MUNI BND TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| DEERFIELD HEALTHCARE TECHNOL SEDOL BLCB9J9 | 0.04% |
| DWS MUNICIPAL INCOME TRUST TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| MORGAN STANLEY EMERGING MARK SEDOL B1W7RN7 | 0.04% |
| ULVAC INC TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| ALLIANZGI DIVERSIFIED INCOME TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| ASCENDANT DIGITAL ACQUISITIO SEDOL BL57PD0 | 0.04% |
| BLACKROCK FLT RT INC TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| FUJIMI INC TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| INVESCO AD MIT II TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| BNYM STRAT MUNI TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| PIMCO MUNICIPAL INCOME FUND TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| TILLY'S INC-CLASS A SHRS TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| BELLSYSTEM24 HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| EBOOK INITIATIVE JAPAN CO LT TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| FRANKLIN LTD DUR INC TR TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| PIMCO CALIFORNIA MUNI INC FD TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| AARON'S INC TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| ORASURE TECHNOLOGIES INC TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| TAKARA LEBEN CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| TENABLE HOLDINGS INC SEDOL BF7J7N6 | 0.04% |
| URBAN OUTFITTERS INC TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| PALTAC CORPORATION TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| APOLLO SENIOR FLOATING RATE TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| GUGGENHEIM CREDIT ALLOCATION TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| NUVEEN ENH MUNI VALUE FD TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| LIVE OAK ACQUISITION CO-CW27 SEDOL BMTMZ83 | 0.03% |
| NIPPON STEEL TRADING CORP TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| BLACKROCK MUNIYIELD QUALITY TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| FUSION ACQUISITION -CW27 SEDOL BMFM6F1 | 0.03% |
| LGL SYSTEMS ACQUISITI -CW26 SEDOL BL1F1C9 | 0.03% |
| NUVEEN NJ QUAL MUNI INC FD TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| NUVEEN SHT DUR CRED OPP FD TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| PIMCO MUNI INCOME FUND III TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| BLACKROCK MUNIENHANCED FUND TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| EATON VANCE CAL MUNI BOND TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| EBARA CORP TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| TRANSCOSMOS INC TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| UNION ACQUISITION COR -CW25 SEDOL BKM6CS7 | 0.03% |
| XAI OCTAGON FLOATING RATE AL TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| BLACKROCK MUNIHOLDINGS NJ QU TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| GIGCAPITAL3 INC-CW25 SEDOL BL0P380 | 0.03% |
| ISB CORP TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| BLACKROCK MUNIHOLDINGS QU II TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| BRANDYWINEGLOBAL GLOBAL INCO TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| PIONEER MUNI HI INCOME TRUST TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| RMG ACQUISITION CORP-CW24 SEDOL BJVK9H1 | 0.03% |
| NEW AMERICA HIGH INCOME FUND TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| TOKUYAMA CORP TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| CITIC CAPITAL ACQUISITION-A SEDOL BL1NPD2 | 0.03% |
| NEUBERGER BERMAN MUNICIPAL TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| INVESCO HIGH INCOME TRUST II TOTAL RETURN SWAP 01/28/2025 | 0.02% |
| JUNIPER INDUSTRIAL HLDG-CW26 SEDOL BKPNQB6 | 0.02% |
| ROTH CH ACQUISITION I C-CW25 SEDOL BMTD3H1 | 0.02% |
| BLACKROCK MUNICIPAL INCOME Q TOTAL RETURN SWAP 01/28/2025 | 0.02% |
| BLACKROCK MUNIYIELD NJ FUND TOTAL RETURN SWAP 01/28/2025 | 0.02% |
| NEUBERGER BERMAN HIGH YIELD TOTAL RETURN SWAP 01/28/2025 | 0.02% |
| NUVEEN PA QUAL MUNI INC FD TOTAL RETURN SWAP 01/28/2025 | 0.02% |
| BLACKROCK MUNIVEST FUND II TOTAL RETURN SWAP 01/28/2025 | 0.02% |
| FOLEY TRASIMENE ACQUI-CW25 SEDOL BMW1DM7 | 0.02% |
| BLACKROCK MUNIHOLDINGS QUALI TOTAL RETURN SWAP 01/28/2025 | 0.02% |
| BLACKROCK MUNIYIELD MI QUALI TOTAL RETURN SWAP 01/28/2025 | 0.02% |
| CHARDAN HEALTHCARE ACQ -CW25 SEDOL BMY7CY8 | 0.02% |
| MAIL.RU GROUP-GDR REGS TOTAL RETURN SWAP 01/28/2025 | 0.02% |
| PHARMALLY INTERENATIONAL HOL TOTAL RETURN SWAP 01/28/2025 | 0.02% |
| PIMCO GLOBAL STOCKSPLUS & IN TOTAL RETURN SWAP 01/28/2025 | 0.02% |
| AMPLITUDE HEALTHCARE AC-CW26 SEDOL BKMG4S1 | 0.02% |
| EATON VANCE SHORT DUR DIV IN TOTAL RETURN SWAP 01/28/2025 | 0.02% |
| JAWS ACQUISTION-CW25 SEDOL BLSP263 | 0.02% |
| B. RILEY PRINCIPAL MER -CW26 SEDOL BMYN0C0 | 0.02% |
| GREENROSE ACQUISITION-CW24 SEDOL BMVX2X8 | 0.02% |
| SHOE CARNIVAL INC TOTAL RETURN SWAP 01/28/2025 | 0.02% |
| MFS MUNICIPAL INCOME TRUST TOTAL RETURN SWAP 01/28/2025 | 0.02% |
| FIRST EAGLE SENIOR LOAN FUND TOTAL RETURN SWAP 01/28/2025 | 0.02% |
| HUDSON EXECUTIVE INV -CW25 SEDOL BK7ZX75 | 0.02% |
| JACK IN THE BOX INC TOTAL RETURN SWAP 01/28/2025 | 0.02% |
| LIV CAPITAL ACQUISITI -CW25 SEDOL BL9BWJ3 | 0.02% |
| INTERPRIVATE ACQUISITI -CW24 SEDOL BLGM8B3 | 0.01% |
| REPLAY ACQUISITION -CW20 SEDOL BK6ZTS9 | 0.01% |
| STONE HARBOR EM MKT TOTL INC TOTAL RETURN SWAP 01/28/2025 | 0.01% |
| WINNEBAGO INDUSTRIES TOTAL RETURN SWAP 01/28/2025 | 0.01% |
| EAST STONE ACQUISITION -CW26 SEDOL BL6CGW0 | 0.01% |
| VERA BRADLEY INC TOTAL RETURN SWAP 01/28/2025 | 0.01% |
| EAST STONE ACQUISITION-RIGHT SEDOL BL6CGX1 | 0.01% |
| GX ACQUISITION CORP -CW26 SEDOL BJ9N9D8 | 0.01% |
| MIMECAST LTD TOTAL RETURN SWAP 01/28/2025 | 0.01% |
| COLLECTIVE GROWTH COR -CW SEDOL BJK0Q15 | 0.01% |
| LONGVIEW ACQUISITION CO-CW25 SEDOL BKY8CN6 | 0.01% |
| NEXTGEN HEALTHCARE INC TOTAL RETURN SWAP 01/28/2025 | 0.01% |
| H&E EQUIPMENT SERVICES INC TOTAL RETURN SWAP 01/28/2025 | 0.01% |
| BRILLIANT ACQUISITION -CW SEDOL BMWWG76 | 0.01% |
| ACAMAR PARTNERS ACQUISI-CW26 SEDOL BJ0LV46 | 0.01% |
| OSPREY TECHNOLOGY ACQ -CW24 SEDOL BKSD8V7 | 0.01% |
| ZUMIEZ INC TOTAL RETURN SWAP 01/28/2025 | 0.01% |
| BRILLIANT ACQUISITION - RTS SEDOL BMWWG87 | 0.01% |
| GALILEO ACQUISITION CORP SEDOL BKPGKZ7 | 0.01% |
| GORES HOLDINGS IV INC -CW25 SEDOL BJP51C1 | 0.01% |
| MALACCA STRAITS ACQUI -CW27 SEDOL BMF3TL1 | 0.01% |
| FINSERV ACQUISITITION -CW26 SEDOL BKWC8F4 | 0.00% |
| SOUTH MOUNTAIN MERGER -CW24 SEDOL BKLVKV2 | 0.00% |
| ALUSSA ENERGY ACQUISIT -CW26 SEDOL BL0MGT3 | 0.00% |
| LSC COMMUNICATIONS INC TOTAL RETURN SWAP 01/28/2025 | 0.00% |
| YUNHONG INTERNATIONAL -CW27 SEDOL BM7Y2S0 | 0.00% |
| CITIC CAPITAL ACQUISIT-CW27 SEDOL BMF8DM5 | 0.00% |
| YUNHONG INTERNATIONAL -RIGHT SEDOL BM7Y2T1 | 0.00% |
| TUSCAN HOLDINGS CORP II-CW25 SEDOL BK1XSX6 | 0.00% |
| RIVERNRTH/DOUBLELNE ST-R TOTAL RETURN SWAP 01/28/2025 | 0.00% |
| ASTON MARTIN LAGONDA GLOBAL TOTAL RETURN SWAP 01/28/2025 | -0.01% |
| EVENTBRITE INC-CLASS A TOTAL RETURN SWAP 01/28/2025 | -0.01% |
| CIM COMMERCIAL TRUST CORP TOTAL RETURN SWAP 01/28/2025 | -0.02% |
| DBV TECHNOLOGIES SA TOTAL RETURN SWAP 01/28/2025 | -0.02% |
| AMARIN CORP PLC -ADR TOTAL RETURN SWAP 01/28/2025 | -0.02% |
| NANKAI ELECTRIC RAILWAY CO TOTAL RETURN SWAP 01/28/2025 | -0.02% |
| ORCHARD THERAPEUTICS PLC TOTAL RETURN SWAP 01/28/2025 | -0.02% |
| JG SUMMIT HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | -0.03% |
| SOLID BIOSCIENCES INC TOTAL RETURN SWAP 01/28/2025 | -0.03% |
| INTERCURE LTD TOTAL RETURN SWAP 01/28/2025 | -0.03% |
| HF FOODS GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.03% |
| INSPEC INC TOTAL RETURN SWAP 01/28/2025 | -0.03% |
| GTY TECHNOLOGY HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | -0.03% |
| AUTONOMOUS CONTROL SYSTEMS L TOTAL RETURN SWAP 01/28/2025 | -0.03% |
| CIRCOR INTERNATIONAL INC TOTAL RETURN SWAP 01/28/2025 | -0.03% |
| SOTETSU HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | -0.03% |
| NAGAILEBEN CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.03% |
| SANYO SHOKAI LTD TOTAL RETURN SWAP 01/28/2025 | -0.03% |
| DYDO GROUP HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | -0.03% |
| MJ GLEESON PLC TOTAL RETURN SWAP 01/28/2025 | -0.03% |
| JAPAN DISPLAY INC TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| LEOPALACE21 CORP TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| NISSEI ASB MACHINE CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| SHOEI FOODS CORP TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| PEPPER FOOD SERVICE CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| SHIMA SEIKI MFG LTD TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| VELTRA CORP TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| JINS HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| NISSIN ELECTRIC CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| SOURCENEXT CORP TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| ZOJIRUSHI CORP TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| HITACHI LTD TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| ISHIKAWA SEISAKUSHO LTD TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| DDS INC TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| EXONE CO/THE TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| JDC CORP TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| KOURAKUEN HOLDINGS CORP TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| AI HOLDINGS CORP TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| CIT GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| SCORPIO BULKERS INC TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| SURALA NET CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| TOBILA SYSTEMS INC TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| WATAMI CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| RAMSAY GENERALE DE SANTE TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| RECRUIT HOLDINGS CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| SPLITIT PAYMENTS LTD TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| UROGEN PHARMA LTD TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| EAST JAPAN RAILWAY CO TOTAL RETURN SWAP 01/28/2025 | -0.05% |
| RAKSUL INC TOTAL RETURN SWAP 01/28/2025 | -0.05% |
| SUNCITY GROUP HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | -0.05% |
| ROCK FIELD CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.05% |
| TUFIN SOFTWARE TECHNOLOGIES TOTAL RETURN SWAP 01/28/2025 | -0.05% |
| INNOVIVA INC TOTAL RETURN SWAP 01/28/2025 | -0.05% |
| LANNETT CO INC TOTAL RETURN SWAP 01/28/2025 | -0.05% |
| ESPERION THERAPEUTICS INC TOTAL RETURN SWAP 01/28/2025 | -0.05% |
| POINTSBET HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | -0.05% |
| TRIUMPH GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.05% |
| ANA HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | -0.05% |
| ANI PHARMACEUTICALS INC TOTAL RETURN SWAP 01/28/2025 | -0.05% |
| PEPTIDREAM INC TOTAL RETURN SWAP 01/28/2025 | -0.05% |
| BROADBAND TOWER INC TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| CAESARSTONE LTD TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| FATTAL HOLDINGS 1998 LTD TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| TRAINLINE PLC TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| AFI PROPERTIES LTD TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| ASCENTIAL PLC TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| HYUNDAI HEAVY INDUSTRIES HOL TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| JUVENTUS FOOTBALL CLUB SPA TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| RICKSOFT CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| SHOP APOTHEKE EUROPE NV TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| PDL COMMUNITY BANCORP TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| CARDLYTICS INC TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| ODAKYU ELECTRIC RAILWAY CO TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| SAWAI PHARMACEUTICAL CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| ROADRUNNER TRANSPORTATION SY TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| KRYSTAL BIOTECH INC TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| SCAPA GROUP PLC TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| B&M EUROPEAN VALUE RETAIL SA TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| MANI INC TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| TAKARA BIO INC TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| AMERANT BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| CENTURIA OFFICE REIT TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| CERAGON NETWORKS LTD TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| JTEKT CORP TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| GOSSAMER BIO INC TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| LINK AND MOTIVATION INC TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| SEC CARBON LTD TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| MINEBEA MITSUMI INC TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| ROCKWELL MEDICAL INC TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| AIRBUS SE TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| FORGENT NETWORKS INC TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| HELLOWORLD TRAVEL LTD TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| AGC INC TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| DENTSU GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| ITOKURO INC TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| CORMEDIX INC TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| TOYO SEIKAN GROUP HOLDINGS L TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| SERVERWORKS CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| KEIKYU CORP TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| SEMBCORP MARINE LTD TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| SMAREGI INC TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| SMC CORP TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| ALLAKOS INC TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| IQIYI INC-ADR TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| UNION BANKSHARES INC /VT TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| GRIFFIN INDUSTRIAL REALTY IN TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| NTT DATA CORP TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| PERSOL HOLDINGS CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| PICO HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| SANOH INDUSTRIAL CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| SIGNPOST CORP TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| TAV HAVALIMANLARI HOLDING AS TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| TREASURY WINE ESTATES LTD TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| ASSOCIATED CAPITAL GROUP - A TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| CIMIC GROUP LTD TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| RESTAURANT GROUP PLC TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| FACC AG TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| GW PHARMACEUTICALS -ADR TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| SIGA TECHNOLOGIES INC TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| ALPS ALPINE CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| HEROZ INC TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| MEYER BURGER TECHNOLOGY AG TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| OBARA GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| US ECOLOGY INC TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| CROSSFIRST BANKSHARES INC TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| ITM POWER PLC TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| KURARAY CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| AVID BIOSERVICES INC TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| TAKI CHEMICAL CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| AERCAP HOLDINGS NV TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| KEYHOLDER INC TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| TRICIDA INC TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| YAMAZAKI BAKING CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| BEST INC - ADR TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| KUDAN INC TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| AGREE REALTY CORP TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| GLENVEAGH PROPERTIES PLC TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| ASUKANET CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| UNIPRES CORP TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| BIOCARTIS NV TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| CHIYODA CORP TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| HENDERSON LAND DEVELOPMENT TOTAL RETURN SWAP 01/29/2020 | -0.08% |
| BMO COMMERCIAL PROPERTY TRUS TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| FRONTEO INC TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| MINOR INTERNATIONAL PCL-FOR TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| INNOVATIVE INDUSTRIAL PROPER TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| SECURITAS AB-B SHS TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| NOVOZYMES A/S-B SHARES TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| FILA SPA TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| AIR CHINA LTD-H TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| AMBAC FINANCIAL GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| AUDINATE GROUP LTD TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| BILFINGER SE TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| VISIONARYHOLDINGS CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| YAMATO HOLDINGS CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| ADBRI LTD TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| CRONOS GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| FRAPORT AG FRANKFURT AIRPORT TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| MARUWA UNYU KIKAN CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| NANYA TECHNOLOGY CORP TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| RETAIL ESTATES TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| ADO PROPERTIES SA TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| IRISO ELECTRONICS CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| NOKIA CORP-SPON ADR TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| OSG CORP TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| CYBERARK SOFTWARE LTD/ISRAEL TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| FUJIO FOOD GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| GCP STUDENT LIVING PLC TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| SINGAPORE AIRLINES LTD TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| EMBRAER SA-SPON ADR TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| SINOPS INC TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| BRUNELLO CUCINELLI SPA TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| 22ND CENTURY GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| HARVEY NORMAN HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| MTU AERO ENGINES AG TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| NIPPON DENSETSU KOGYO CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| TOKYU REIT INC TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| SEMBCORP INDUSTRIES LTD TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| WASHTEC AG TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| BRIGHTVIEW HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| KOOLEARN TECHNOLOGY HOLDING TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| LPP SA TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| RUBIUS THERAPEUTICS INC TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| FLUGHAFEN ZURICH AG-REG TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| INVESTAR HOLDING CORP TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| SHARP CORP TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| BREMBO SPA TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| MAXAR TECHNOLOGIES INC TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| OMEROS CORP TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| AMA GROUP LTD TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| FVCBANKCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| HAMBORNER REIT AG TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| LIFESTYLE INTL HLDGS LTD TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| SANRIO CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| UNICHARM CORP TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| BLACKMORES LTD TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| CERES POWER HOLDINGS PLC TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| OPEN DOOR INC TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| HUFVUDSTADEN AB-A SHS TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| KOEI CHEMICAL CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| PACT GROUP HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| YAMASHIN-FILTER CORP TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| IDEA CONSULTANTS INC TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| TAIYO NIPPON SANSO CORP TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| RADWARE LTD TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| PIRELLI & C SPA TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| SOHO CHINA LTD TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| CSTONE PHARMACEUTICALS TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| TURK HAVA YOLLARI AO TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| BEIJING CAPITAL INTL AIRPO-H TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| EVOLUS INC TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| PINDUODUO INC-ADR TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| TOKAI CARBON CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| TRATON SE TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| WIWYNN CORP TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| BTS GROUP HOLDINGS PCL-FORGN TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| SMART METERING SYSTEMS PLC TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| HOUSE DO CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| KOMAX HOLDING AG-REG TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| NEXTAGE CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| POLYNOVO LTD TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| GENSCRIPT BIOTECH CORP TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| HOMOLOGY MEDICINES INC TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| SAINSBURY (J) PLC TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| SM PRIME HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| UNITY BIOTECHNOLOGY INC TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| AYALA CORPORATION TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| MGM CHINA HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| BRASKEM SA-PREF A TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| EUGLENA CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| MATSUYA CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| MISUMI GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| NEARMAP LTD TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| TATERU INC TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| TOKYO BASE CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| PARK24 CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| COLOPLAST-B TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| GROWTHPOINT PROPERTIES LTD TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| PAE INC TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| MAEDA KOSEN CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| BLUE PRISM GROUP PLC TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| FOMENTO ECONOMICO MEX-SP ADR TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| C.H. ROBINSON WORLDWIDE INC TOTAL RETURN SWAP 01/29/2020 | -0.12% |
| FURUYA METAL CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| NISSAN MOTOR CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| SILVERLAKE AXIS LTD TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| GENKY DRUGSTORES CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| ORACLE CORP JAPAN TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| AAC TECHNOLOGIES HOLDINGS IN TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| CHINA RAILWAY SIGNAL & COM-H TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| CREDIT ACCEPTANCE CORP TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| FORMOSA SUMCO TECHNOLOGY COR TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| M & T BANK CORP TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| MITSUBISHI MOTORS CORP TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| SKISTAR AB TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| TAIWAN HIGH SPEED RAIL CORP TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| MCDONALD'S HOLDINGS CO JAPAN TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| NIPPON RIETEC CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| ARTIZA NETWORKS INC TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| BERLI JUCKER PUB CO-FORGN TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| MAGAZINE LUIZA SA TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| PHOSAGRO PJSC-GDR REG S TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| RUENTEX INDUSTRIES LTD TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| WIN SEMICONDUCTORS CORP TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| 51JOB INC-ADR TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| JAMES HARDIE INDUSTRIES-CDI TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| L.D.C. SA TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| PENSKE AUTOMOTIVE GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| STARTEK INC TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| COMPUGEN LTD TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| EXACT SCIENCES CORP TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| PRORED PARTNERS CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| CHOICE HOTELS INTL INC TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| COCA-COLA BOTTLERS JAPAN HOL TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| EL PUERTO DE LIVERPOOL-C1 TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| FORMOSA CHEMICALS & FIBRE TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| HM SAMPOERNA TBK PT TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| KEARNY FINANCIAL CORP/MD TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| POWERCELL SWEDEN AB TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| HAWTHORN BANCSHARES INC TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| RECKITT BENCKISER GROUP PLC TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| UNITED AIRLINES HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| EAGLE BULK SHIPPING INC TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| LIXIL GROUP CORP TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| CHINA JINMAO HOLDINGS GROUP TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| ISETAN MITSUKOSHI HOLDINGS L TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| ORIENTAL LAND CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| SHENZHEN EXPRESSWAY CO-H TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| WUXI BIOLOGICS CAYMAN INC TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| ATOM CORP TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| JUMIA TECHNOLOGIES AG-ADR TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| LINCOLN NATIONAL CORP TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| COPRO-HOLDINGS CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| EXPEDIA GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| W-SCOPE CORP TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| WEIR GROUP PLC/THE TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| ASAHI INTECC CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| BOK FINANCIAL CORPORATION TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| BURLINGTON STORES INC TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| SWK HOLDINGS CORP TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| CNA FINANCIAL CORP TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| EROS INTERNATIONAL PLC TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| HEXAGON COMPOSITES ASA TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| JINXIN FERTILITY GROUP LTD TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| LAZARD LTD-CL A TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| ALTISOURCE PORTFOLIO SOL TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| DAIWA HOUSE REIT INVESTMENT TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| NEXSTAR MEDIA GROUP INC-CL A TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| OISIX RA DAICHI INC TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| NCR CORPORATION TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| SHUI ON LAND LTD TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| NISSAN SHATAI CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| SIEMENS GAMESA RENEWABLE ENE TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| WASTE CONNECTIONS INC TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| GMO PAYMENT GATEWAY INC TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| KAKAKU.COM INC TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| OPERA LTD-ADR TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| SERITAGE GROWTH PROP- A REIT TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| MCCORMICK & CO-NON VTG SHRS TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| ALIBABA PICTURES GROUP LTD TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| FDK CORP TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| JOLLIBEE FOODS CORP TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| SCPHARMACEUTICALS INC TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| KNORR-BREMSE AG TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| KOMIPHARM INTERNATIONAL CO TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| MASTERCRAFT BOAT HOLDINGS IN TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| MATERIALISE NV-ADR TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| WRAP TECHNOLOGIES INC TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| DONGFENG MOTOR GRP CO LTD-H TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| GRUPO TELEVISA SA-SPON ADR TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| ACCTON TECHNOLOGY CORP TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| VERRICA PHARMACEUTICALS INC TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| SAMSUNG HEAVY INDUSTRIES TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| ZHEN DING TECHNOLOGY HOLDING TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| BWX TECHNOLOGIES INC TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| MIDDLEBY CORP TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| 3D SYSTEMS CORP TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| ADVANCED MICRO DEVICES TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| ADVANTECH CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| COGNA EDUCACAO TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| ARES MANAGEMENT CORP - A TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| STORYTEL AB TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| AMERCO TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| B. RILEY FINANCIAL INC TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| INVITAE CORP TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| CHINA EASTERN AIRLINES CO-H TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| IGNIS LTD TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| PRUDENTIAL BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| WEBSTER FINANCIAL CORP TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| ISTAR INC TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| NORTHFIELD BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| VIRGIN GALACTIC HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| BOEING CO/THE TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| CYBERDYNE INC TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| INDUSTRIES QATAR TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| SINOPEC SHANGHAI-SPONS ADR TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| WYNN MACAU LTD TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| BBMG CORP-H TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| LOTTE SHOPPING CO TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| TREX COMPANY INC TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| WINTRUST FINANCIAL CORP TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| CREE INC TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| KUMIAI CHEMICAL INDUSTRY CO TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| COCHLEAR LTD TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| COGNEX CORP TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| CARA THERAPEUTICS INC TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| HUAZHU GROUP LTD-ADR TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| RENESAS ELECTRONICS CORP TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| UMICORE TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| PEARSON PLC TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| MILESTONE SCIENTIFIC INC TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| CENTENE CORP TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| NANTHEALTH INC TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| BAKKAFROST P/F TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| BECTON DICKINSON AND CO TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| SPLUNK INC TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| WIX.COM LTD TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| JARDINE MATHESON HLDGS LTD TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| SNOW PEAK INC TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| MALVERN BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| COUNTRY GARDEN HOLDINGS CO TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| EQUITY BANCSHARES INC - CL A TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| LEC INC TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| MELEXIS NV TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| ZIOPHARM ONCOLOGY INC TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| SPOTIFY TECHNOLOGY SA TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| KALA PHARMACEUTICALS INC TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| MSA SAFETY INC TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| BEIJING TONG REN TANG CHINES TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| TREEHOUSE FOODS INC TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| YPSOMED HOLDING AG-REG TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| VIACOMCBS INC - CLASS B TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| WHARF REAL ESTATE INVESTMENT TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| WHITBREAD PLC TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| MOWI ASA TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| YUM! BRANDS INC TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| BANK OF HAWAII CORP TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| REATA PHARMACEUTICALS INC-A TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| SJM HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| WH SMITH PLC TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| BUMRUNGRAD HOSPITAL-FOREIGN TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| DIRECT LINE INSURANCE GROUP TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| EDULAB INC TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| EQUIFAX INC TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| EUROFINS SCIENTIFIC TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| PARTNERS BANCORP TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| MAGNIT PJSC-SPON GDR REGS TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| VIRTU FINANCIAL INC-CLASS A TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| ORIGIN BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| SEABOARD CORP TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| ANAPLAN INC TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| NICE LTD - SPON ADR TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| NORWOOD FINANCIAL CORP TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| TELEFLEX INC TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| FRONTIER MANAGEMENT INC TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| INGERSOLL-RAND INC TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| PEOPLE'S UNITED FINANCIAL TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| PRADA S.P.A. TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| BOSTON OMAHA CORP-CL A TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| CHINA TRADITIONAL CHINESE ME TOTAL RETURN SWAP 01/29/2020 | -0.20% |
| DS SMITH PLC TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| GERMAN AMERICAN BANCORP TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| NATIONAL INSTRUMENTS CORP TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| HULIC CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| MCDONALD'S CORP TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| TYLER TECHNOLOGIES INC TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| COSCO SHIPPING PORTS LTD TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| HASBRO INC TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| HELLA GMBH & CO KGAA TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| TRADEWEB MARKETS INC-CLASS A TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| FIDELITY NATIONAL INFO SERV TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| ASSURED GUARANTY LTD TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| PLANET FITNESS INC - CL A TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| PLUG POWER INC TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| WASHINGTON TRUST BANCORP TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| CARLYLE GROUP INC/THE TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| CATERPILLAR INC TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| KAMAN CORP TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| BYLINE BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| DELIVERY HERO SE TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| ENVISTA HOLDINGS CORP TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| VIVA BIOTECH HOLDINGS TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| CHINA SOUTHERN AIRLINES CO-H TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| MADISON SQUARE GARDEN SPORTS TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| NEXT PLC TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| AECOM TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| FUJI KYUKO CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| GREENTOWN CHINA HOLDINGS TOTAL RETURN SWAP 01/29/2020 | -0.21% |
| CHINA MENGNIU DAIRY CO TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| MTG CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| RSA INSURANCE GROUP PLC TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| ACELRX PHARMACEUTICALS INC TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| EXPERIAN PLC TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| FUCHS PETROLUB SE-PREF TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| RYANAIR HOLDINGS PLC TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| FRASERS GROUP PLC TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| OLLIE'S BARGAIN OUTLET HOLDI TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| SYSCO CORP TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| MARKER THERAPEUTICS INC TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| MONOTARO CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| WASHINGTON REIT TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| HANMI FINANCIAL CORPORATION TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| PILGRIM'S PRIDE CORP TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| BEYONDSPRING INC TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| YASKAWA ELECTRIC CORP TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| AEGION CORP TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| ASOS PLC TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| SYNEOS HEALTH INC TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| THE BANK OF PRINCETON TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| HIGHWEALTH CONSTRUCTION CORP TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| MIDLAND STATES BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| IOVANCE BIOTHERAPEUTICS INC TOTAL RETURN SWAP 01/28/2025 | -0.23% |
| LOEWS CORP TOTAL RETURN SWAP 01/28/2025 | -0.23% |
| ANIKA THERAPEUTICS INC TOTAL RETURN SWAP 01/28/2025 | -0.23% |
| CENTER LABORATORIES INC TOTAL RETURN SWAP 01/28/2025 | -0.23% |
| HOPE BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.23% |
| FARFETCH LTD-CLASS A TOTAL RETURN SWAP 01/28/2025 | -0.23% |
| SUN ART RETAIL GROUP LTD TOTAL RETURN SWAP 01/28/2025 | -0.23% |
| CITIZENS HOLDING COMPANY TOTAL RETURN SWAP 01/28/2025 | -0.23% |
| PICK N PAY STORES LTD TOTAL RETURN SWAP 01/28/2025 | -0.23% |
| AU OPTRONICS CORP TOTAL RETURN SWAP 01/28/2025 | -0.23% |
| FLUTTER ENTERTAINMENT PLC TOTAL RETURN SWAP 01/28/2025 | -0.23% |
| XPO LOGISTICS INC TOTAL RETURN SWAP 01/28/2025 | -0.23% |
| PRINCIPAL FINANCIAL GROUP TOTAL RETURN SWAP 01/28/2025 | -0.23% |
| CASEY'S GENERAL STORES INC TOTAL RETURN SWAP 01/28/2025 | -0.24% |
| BROADRIDGE FINANCIAL SOLUTIO TOTAL RETURN SWAP 01/28/2025 | -0.24% |
| RED VIOLET INC TOTAL RETURN SWAP 01/28/2025 | -0.24% |
| ASCENDIS PHARMA A/S - ADR TOTAL RETURN SWAP 01/28/2025 | -0.24% |
| GREAT WESTERN BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.24% |
| CHR HANSEN HOLDING A/S TOTAL RETURN SWAP 01/28/2025 | -0.24% |
| TRIMBLE INC TOTAL RETURN SWAP 01/28/2025 | -0.24% |
| BAR HARBOR BANKSHARES TOTAL RETURN SWAP 01/28/2025 | -0.25% |
| LIBERTY BROADBAND-A TOTAL RETURN SWAP 01/28/2025 | -0.25% |
| CARMAX INC TOTAL RETURN SWAP 01/28/2025 | -0.25% |
| FRANKLIN RESOURCES INC TOTAL RETURN SWAP 01/28/2025 | -0.25% |
| DAVIDE CAMPARI-MILANO SPA TOTAL RETURN SWAP 01/28/2025 | -0.25% |
| MACK-CALI REALTY CORP TOTAL RETURN SWAP 01/28/2025 | -0.25% |
| NATIONAL EXPRESS GROUP PLC TOTAL RETURN SWAP 01/28/2025 | -0.25% |
| SMARTSHEET INC-CLASS A TOTAL RETURN SWAP 01/28/2025 | -0.25% |
| ORGANOGENESIS HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | -0.25% |
| GREENTOWN SERVICE GROUP CO L TOTAL RETURN SWAP 01/28/2025 | -0.26% |
| HLB INC TOTAL RETURN SWAP 01/28/2025 | -0.26% |
| TED BAKER PLC TOTAL RETURN SWAP 01/28/2025 | -0.26% |
| TRINITY INDUSTRIES INC TOTAL RETURN SWAP 01/28/2025 | -0.26% |
| PAN PACIFIC INTERNATIONAL HO TOTAL RETURN SWAP 01/28/2025 | -0.26% |
| PAVMED INC TOTAL RETURN SWAP 01/28/2025 | -0.26% |
| FARMLAND PARTNERS INC TOTAL RETURN SWAP 01/28/2025 | -0.26% |
| MEDALLIA INC TOTAL RETURN SWAP 01/28/2025 | -0.26% |
| ZHENRO PROPERTIES GROUP LTD TOTAL RETURN SWAP 01/28/2025 | -0.26% |
| GENERAL DYNAMICS CORP TOTAL RETURN SWAP 01/28/2025 | -0.26% |
| NORDSON CORP TOTAL RETURN SWAP 01/28/2025 | -0.26% |
| S & T BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.26% |
| THERAPEUTICSMD INC TOTAL RETURN SWAP 01/28/2025 | -0.26% |
| IHS MARKIT LTD TOTAL RETURN SWAP 01/28/2025 | -0.26% |
| 89BIO INC TOTAL RETURN SWAP 01/28/2025 | -0.26% |
| QTS REALTY TRUST INC-CL A TOTAL RETURN SWAP 01/28/2025 | -0.27% |
| INVESCO LTD TOTAL RETURN SWAP 01/28/2025 | -0.27% |
| NEUROBO PHARMACEUTICALS INC TOTAL RETURN SWAP 01/28/2025 | -0.27% |
| GENCO SHIPPING & TRADING LTD TOTAL RETURN SWAP 01/28/2025 | -0.27% |
| ORGENESIS INC TOTAL RETURN SWAP 01/28/2025 | -0.27% |
| ATLANTIC UNION BANKSHARES CO TOTAL RETURN SWAP 01/28/2025 | -0.27% |
| ONESPAWORLD HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | -0.27% |
| KINGSPAN GROUPORD EUR0.13(DUBLIN LISTING) TOTAL RETURN SWAP 01/28/2025 | -0.27% |
| KORNIT DIGITAL LTD TOTAL RETURN SWAP 01/28/2025 | -0.27% |
| CERIDIAN HCM HOLDING INC TOTAL RETURN SWAP 01/28/2025 | -0.27% |
| CORTEXYME INC TOTAL RETURN SWAP 01/28/2025 | -0.28% |
| NETMARBLE CORP TOTAL RETURN SWAP 01/28/2025 | -0.28% |
| ERIE INDEMNITY COMPANY-CL A TOTAL RETURN SWAP 01/28/2025 | -0.28% |
| ASSETMARK FINANCIAL HOLDINGS TOTAL RETURN SWAP 01/28/2025 | -0.28% |
| CHEMBIO DIAGNOSTICS INC TOTAL RETURN SWAP 01/28/2025 | -0.28% |
| FIVE BELOW TOTAL RETURN SWAP 01/28/2025 | -0.28% |
| CAL-MAINE FOODS INC TOTAL RETURN SWAP 01/28/2025 | -0.28% |
| CATALENT INC TOTAL RETURN SWAP 01/28/2025 | -0.28% |
| J & J SNACK FOODS CORP TOTAL RETURN SWAP 01/28/2025 | -0.28% |
| MONGODB INC TOTAL RETURN SWAP 01/28/2025 | -0.28% |
| GRANITE CONSTRUCTION INC TOTAL RETURN SWAP 01/28/2025 | -0.29% |
| RAFAEL HOLDINGS INC-CLASS B TOTAL RETURN SWAP 01/28/2025 | -0.29% |
| LANCASTER COLONY CORP TOTAL RETURN SWAP 01/28/2025 | -0.29% |
| SIMPLY GOOD FOODS CO/THE TOTAL RETURN SWAP 01/28/2025 | -0.29% |
| TRANSCONTINENTAL REALTY INV TOTAL RETURN SWAP 01/28/2025 | -0.29% |
| CHINA EVERGRANDE GROUP TOTAL RETURN SWAP 01/28/2025 | -0.29% |
| TEJON RANCH CO TOTAL RETURN SWAP 01/28/2025 | -0.29% |
| BANK FIRST CORP TOTAL RETURN SWAP 01/28/2025 | -0.30% |
| FLEX LTD TOTAL RETURN SWAP 01/28/2025 | -0.30% |
| TOOTSIE ROLL INDS TOTAL RETURN SWAP 01/28/2025 | -0.30% |
| COLUMBIA FINANCIAL INC TOTAL RETURN SWAP 01/28/2025 | -0.30% |
| VOLITIONRX LTD TOTAL RETURN SWAP 01/28/2025 | -0.30% |
| HAMILTON LANE INC-CLASS A TOTAL RETURN SWAP 01/28/2025 | -0.30% |
| VAXCYTE INC TOTAL RETURN SWAP 01/28/2025 | -0.30% |
| NN INC TOTAL RETURN SWAP 01/28/2025 | -0.30% |
| ST JOE CO/THE TOTAL RETURN SWAP 01/28/2025 | -0.30% |
| ACCELERON PHARMA INC TOTAL RETURN SWAP 01/28/2025 | -0.30% |
| ZAGG INC TOTAL RETURN SWAP 01/28/2025 | -0.30% |
| AUBURN NATL BANCORPORATION TOTAL RETURN SWAP 01/28/2025 | -0.30% |
| RADIANT LOGISTICS INC TOTAL RETURN SWAP 01/28/2025 | -0.30% |
| XBIOTECH INC TOTAL RETURN SWAP 01/28/2025 | -0.30% |
| COHBAR INC TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| COOPER COS INC/THE TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| UNITED BANKSHARES INC TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| MOTORCAR PARTS OF AMERICA IN TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| HONG KONG TELEVISION NETWORK TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| INTL BUSINESS MACHINES CORP TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| LITTELFUSE INC TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| SERES THERAPEUTICS INC TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| THERMO FISHER SCIENTIFIC INC TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| FOUR CORNERS PROPERTY TRUST TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| LIVERAMP HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| SAFEHOLD INC TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| APPLIED MOLECULAR TRANSPORT TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| COMMUNITY BANK SYSTEM INC TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| KNIGHT-SWIFT TRANSPORTATION TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| BEYOND AIR INC TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| LIVEXLIVE MEDIA INC TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| PENNS WOODS BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| RELMADA THERAPEUTICS INC TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| CAPITOL FEDERAL FINANCIAL INC TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| XOMA CORP TOTAL RETURN SWAP 01/28/2025 | -0.32% |
| BRIGHT HORIZONS FAMILY SOLUT TOTAL RETURN SWAP 01/28/2025 | -0.32% |
| GOME RETAIL HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | -0.32% |
| FIDELITY D&D BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.32% |
| NORTHWEST BANCSHARES INC TOTAL RETURN SWAP 01/28/2025 | -0.32% |
| FIRST CAPITAL INC TOTAL RETURN SWAP 01/28/2025 | -0.32% |
| JACOBS ENGINEERING GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.32% |
| PRESTIGE CONSUMER HEALTHCARE TOTAL RETURN SWAP 01/28/2025 | -0.32% |
| AVICHINA INDUSTRY & TECH-H TOTAL RETURN SWAP 01/28/2025 | -0.32% |
| BANKWELL FINANCIAL GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.32% |
| PEARL ABYSS CORP TOTAL RETURN SWAP 01/28/2025 | -0.32% |
| KEURIG DR PEPPER INC TOTAL RETURN SWAP 01/28/2025 | -0.32% |
| CARTER BANK & TRUST TOTAL RETURN SWAP 01/28/2025 | -0.32% |
| MGP INGREDIENTS INC TOTAL RETURN SWAP 01/28/2025 | -0.32% |
| HAIN CELESTIAL GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.33% |
| BROOKLINE BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.33% |
| GENTING PLANTATIONS BHD TOTAL RETURN SWAP 01/28/2025 | -0.33% |
| MERCHANTS BANCORP/IN TOTAL RETURN SWAP 01/28/2025 | -0.33% |
| KRATOS DEFENSE & SECURITY TOTAL RETURN SWAP 01/28/2025 | -0.33% |
| NV5 GLOBAL INC TOTAL RETURN SWAP 01/28/2025 | -0.33% |
| BCB BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.33% |
| STERICYCLE INC TOTAL RETURN SWAP 01/28/2025 | -0.34% |
| OFG BANCORP TOTAL RETURN SWAP 01/28/2025 | -0.34% |
| PROVIDENT FINANCIAL SERVICES TOTAL RETURN SWAP 01/28/2025 | -0.34% |
| EDITAS MEDICINE INC TOTAL RETURN SWAP 01/28/2025 | -0.34% |
| FB FINANCIAL CORP TOTAL RETURN SWAP 01/28/2025 | -0.34% |
| GLOBANT SA TOTAL RETURN SWAP 01/28/2025 | -0.34% |
| POSCO CHEMICAL CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.34% |
| GALECTIN THERAPEUTICS INC TOTAL RETURN SWAP 01/28/2025 | -0.34% |
| NATIONAL BANKSHARES INC/VA TOTAL RETURN SWAP 01/28/2025 | -0.34% |
| CITIZENS & NORTHERN CORP TOTAL RETURN SWAP 01/28/2025 | -0.35% |
| SANDY SPRING BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.35% |
| FOX FACTORY HOLDING CORP TOTAL RETURN SWAP 01/28/2025 | -0.35% |
| FIRST BANCORP INC/ME TOTAL RETURN SWAP 01/28/2025 | -0.35% |
| VALLEY NATIONAL BANCORP TOTAL RETURN SWAP 01/28/2025 | -0.36% |
| WELBILT INC TOTAL RETURN SWAP 01/28/2025 | -0.36% |
| SOUTHERN NATL BANCORP OF VA TOTAL RETURN SWAP 01/28/2025 | -0.36% |
| HOOKER FURNITURE CORP TOTAL RETURN SWAP 01/28/2025 | -0.36% |
| MANNKIND CORP TOTAL RETURN SWAP 01/28/2025 | -0.36% |
| BANC OF CALIFORNIA INC TOTAL RETURN SWAP 01/28/2025 | -0.36% |
| WILLSCOT MOBILE MINI HOLDING TOTAL RETURN SWAP 01/28/2025 | -0.36% |
| UPWORK INC TOTAL RETURN SWAP 01/28/2025 | -0.36% |
| ONTO INNOVATION INC TOTAL RETURN SWAP 01/28/2025 | -0.36% |
| CUE BIOPHARMA INC TOTAL RETURN SWAP 01/28/2025 | -0.37% |
| EAGLE BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.37% |
| METROCITY BANKSHARES INC TOTAL RETURN SWAP 01/28/2025 | -0.37% |
| BLUELINX HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | -0.37% |
| STOKE THERAPEUTICS INC TOTAL RETURN SWAP 01/28/2025 | -0.37% |
| ABBOTT LABORATORIES TOTAL RETURN SWAP 01/28/2025 | -0.37% |
| DELL TECHNOLOGIES -C TOTAL RETURN SWAP 01/28/2025 | -0.37% |
| RESONANT INC TOTAL RETURN SWAP 01/28/2025 | -0.38% |
| ENERPAC TOOL GROUP CORP TOTAL RETURN SWAP 01/28/2025 | -0.38% |
| HELIOS TECHNOLOGIES INC TOTAL RETURN SWAP 01/28/2025 | -0.38% |
| STERLING CONSTRUCTION CO TOTAL RETURN SWAP 01/28/2025 | -0.38% |
| BARINGS BDC INC TOTAL RETURN SWAP 01/28/2025 | -0.38% |
| BUSINESS FIRST BANCSHARES TOTAL RETURN SWAP 01/28/2025 | -0.38% |
| TELADOC HEALTH INC TOTAL RETURN SWAP 01/28/2025 | -0.38% |
| OXFORD INDUSTRIES INC TOTAL RETURN SWAP 01/28/2025 | -0.38% |
| ETON PHARMACEUTICALS INC TOTAL RETURN SWAP 01/28/2025 | -0.39% |
| AVEO PHARMACEUTICALS INC TOTAL RETURN SWAP 01/28/2025 | -0.39% |
| AIR TRANSPORT SERVICES GROUP TOTAL RETURN SWAP 01/28/2025 | -0.39% |
| ZYNEX INC TOTAL RETURN SWAP 01/28/2025 | -0.39% |
| EW SCRIPPS CO/THE-A TOTAL RETURN SWAP 01/28/2025 | -0.40% |
| RAPT THERAPEUTICS INC TOTAL RETURN SWAP 01/28/2025 | -0.41% |
| GRIFFON CORP TOTAL RETURN SWAP 01/28/2025 | -0.41% |
| SERVISFIRST BANCSHARES INC TOTAL RETURN SWAP 01/28/2025 | -0.41% |
| EBIX INC TOTAL RETURN SWAP 01/28/2025 | -0.41% |
| CUBIC CORP TOTAL RETURN SWAP 01/28/2025 | -0.42% |
| AXONICS MODULATION TECHNOLOG TOTAL RETURN SWAP 01/28/2025 | -0.42% |
| SHARPSPRING INC TOTAL RETURN SWAP 01/28/2025 | -0.42% |
| FIRST BANK/HAMILTON NJ TOTAL RETURN SWAP 01/28/2025 | -0.42% |
| CONNECTONE BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.42% |
| REALREAL INC/THE TOTAL RETURN SWAP 01/28/2025 | -0.42% |
| EVI INDUSTRIES INC TOTAL RETURN SWAP 01/28/2025 | -0.42% |
| AKOUSTIS TECHNOLOGIES INC TOTAL RETURN SWAP 01/28/2025 | -0.43% |
| INSEEGO CORP TOTAL RETURN SWAP 01/28/2025 | -0.44% |
| ENERGY RECOVERY INC TOTAL RETURN SWAP 01/28/2025 | -0.44% |
| XPERI HOLDING CORP TOTAL RETURN SWAP 01/28/2025 | -0.44% |
| MONRO INC TOTAL RETURN SWAP 01/28/2025 | -0.44% |
| SHOCKWAVE MEDICAL INC TOTAL RETURN SWAP 01/28/2025 | -0.44% |
| I3 VERTICALS INC-CLASS A TOTAL RETURN SWAP 01/28/2025 | -0.45% |
| ETHAN ALLEN INTERIORS INC TOTAL RETURN SWAP 01/28/2025 | -0.45% |
| ACUSHNET HOLDINGS CORP TOTAL RETURN SWAP 01/28/2025 | -0.46% |
| ICHOR HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | -0.46% |
| VIAVI SOLUTIONS INC TOTAL RETURN SWAP 01/28/2025 | -0.46% |
| REV GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.46% |
| EVO PAYMENTS INC-CLASS A TOTAL RETURN SWAP 01/28/2025 | -0.46% |
| INTELLICHECK INC TOTAL RETURN SWAP 01/28/2025 | -0.46% |
| LINDSAY CORP TOTAL RETURN SWAP 01/28/2025 | -0.46% |
| ALARM.COM HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | -0.46% |
| VISTEON CORP TOTAL RETURN SWAP 01/28/2025 | -0.48% |
| CASS INFORMATION SYSTEMS INC TOTAL RETURN SWAP 01/28/2025 | -0.48% |
| AXT INC TOTAL RETURN SWAP 01/28/2025 | -0.48% |
| CASSAVA SCIENCES INC TOTAL RETURN SWAP 01/28/2025 | -0.48% |
| TUCOWS INC-CLASS A TOTAL RETURN SWAP 01/28/2025 | -0.49% |
| DORMAN PRODUCTS INC TOTAL RETURN SWAP 01/28/2025 | -0.50% |
| HOSTESS BRANDS INC TOTAL RETURN SWAP 01/28/2025 | -0.50% |
| VIRNETX HOLDING CORP TOTAL RETURN SWAP 01/28/2025 | -0.50% |
| CRYOPORT INC TOTAL RETURN SWAP 01/28/2025 | -0.50% |
| CADENCE BANCORP TOTAL RETURN SWAP 01/28/2025 | -0.51% |
| REGIS CORP TOTAL RETURN SWAP 01/28/2025 | -0.51% |
| SMART GLOBAL HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | -0.52% |
| STONECO LTD-A TOTAL RETURN SWAP 01/28/2025 | -0.52% |
| MACOM TECHNOLOGY SOLUTIONS H TOTAL RETURN SWAP 01/28/2025 | -0.55% |
| TWIST BIOSCIENCE CORP TOTAL RETURN SWAP 01/28/2025 | -0.56% |
| PAR TECHNOLOGY CORP/DEL TOTAL RETURN SWAP 01/28/2025 | -0.57% |
| MEDIFAST INC TOTAL RETURN SWAP 01/28/2025 | -0.58% |
| CALLAWAY GOLF COMPANY TOTAL RETURN SWAP 01/28/2025 | -0.58% |
| KINGDEE INTERNATIONAL SFTWR TOTAL RETURN SWAP 01/28/2025 | -0.59% |
| INDEPENDENT BANK GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.60% |
| KONTOOR BRANDS INC TOTAL RETURN SWAP 01/28/2025 | -0.61% |
| NOVANTA INC TOTAL RETURN SWAP 01/28/2025 | -0.62% |
| STITCH FIX INC-CLASS A TOTAL RETURN SWAP 01/28/2025 | -0.64% |
| LIVE OAK BANCSHARES INC TOTAL RETURN SWAP 01/28/2025 | -0.64% |
| CELSIUS HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | -0.69% |
| ANALOG DEVICES INC TOTAL RETURN SWAP 01/28/2025 | -0.73% |
| SCHWAB (CHARLES) CORP TOTAL RETURN SWAP 01/28/2025 | -0.75% |
| BORGWARNER INC TOTAL RETURN SWAP 01/28/2025 | -0.76% |
| ISHARES MSCI SAUDI ARABIA ET TOTAL RETURN SWAP 01/28/2025 | -2.13% |
| SPDR S&P 500 ETF TRUST TOTAL RETURN SWAP 01/28/2025 | -2.95% |
| STATE ST INST US GOV MM-INV | 41.98% |
|---|---|
| NATURAL GROCERS BY VITAMIN C TOTAL RETURN SWAP 01/28/2025 | 0.93% |
| FIVE9 INC TOTAL RETURN SWAP 01/28/2025 | 0.93% |
| MERITAGE HOMES CORP TOTAL RETURN SWAP 01/28/2025 | 0.85% |
| MOLECULAR TEMPLATES INC TOTAL RETURN SWAP 01/28/2025 | 0.83% |
| PAYSIGN INC TOTAL RETURN SWAP 01/28/2025 | 0.79% |
| IMMUNOGEN INC TOTAL RETURN SWAP 01/28/2025 | 0.77% |
| CIRRUS LOGIC INC TOTAL RETURN SWAP 01/28/2025 | 0.74% |
| TD AMERITRADE HOLDING CORP TOTAL RETURN SWAP 12/04/2023 | 0.72% |
| BIOHAVEN PHARMACEUTICAL HOLD TOTAL RETURN SWAP 01/28/2025 | 0.71% |
| HMS HOLDINGS CORP TOTAL RETURN SWAP 01/28/2025 | 0.71% |
| NEOPHOTONICS CORP TOTAL RETURN SWAP 01/28/2025 | 0.68% |
| TOPBUILD CORP TOTAL RETURN SWAP 01/28/2025 | 0.68% |
| INSTALLED BUILDING PRODUCTS TOTAL RETURN SWAP 01/28/2025 | 0.67% |
| ARTISAN PARTNERS ASSET MA -A TOTAL RETURN SWAP 01/28/2025 | 0.67% |
| PC CONNECTION INC TOTAL RETURN SWAP 01/28/2025 | 0.67% |
| ARCBEST CORP TOTAL RETURN SWAP 01/28/2025 | 0.67% |
| DELPHI TECHNOLOGIES PLC TOTAL RETURN SWAP 01/28/2025 | 0.67% |
| TELENAV INC TOTAL RETURN SWAP 01/28/2025 | 0.67% |
| MARTEN TRANSPORT LTD TOTAL RETURN SWAP 01/28/2025 | 0.67% |
| RADNET INC TOTAL RETURN SWAP 01/28/2025 | 0.66% |
| PTC THERAPEUTICS INC TOTAL RETURN SWAP 01/28/2025 | 0.66% |
| 1-800-FLOWERS.COM INC-CL A TOTAL RETURN SWAP 01/28/2025 | 0.62% |
| CORVEL CORP TOTAL RETURN SWAP 01/28/2025 | 0.62% |
| FABRINET TOTAL RETURN SWAP 01/28/2025 | 0.62% |
| ADAPTIMMUNE THERAPEUTICS-ADR TOTAL RETURN SWAP 01/28/2025 | 0.62% |
| KFORCE INC TOTAL RETURN SWAP 01/28/2025 | 0.60% |
| TRICO BANCSHARES TOTAL RETURN SWAP 01/28/2025 | 0.59% |
| PZENA INVESTMENT MANAGM-CL A TOTAL RETURN SWAP 01/28/2025 | 0.58% |
| R1 RCM INC TOTAL RETURN SWAP 01/28/2025 | 0.58% |
| NETEASE INC-ADR TOTAL RETURN SWAP 01/28/2025 | 0.56% |
| JOHN B. SANFILIPPO & SON INC TOTAL RETURN SWAP 01/28/2025 | 0.56% |
| ENSIGN GROUP INC/THE TOTAL RETURN SWAP 01/28/2025 | 0.55% |
| CIIG MERGER CORP SEDOL BHRH433 | 0.54% |
| ASM INTERNATIONAL NV TOTAL RETURN SWAP 01/28/2025 | 0.54% |
| BANNER CORPORATION TOTAL RETURN SWAP 01/28/2025 | 0.54% |
| HERMAN MILLER INC TOTAL RETURN SWAP 01/28/2025 | 0.54% |
| HILLTOP HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.54% |
| UNIVERSAL ELECTRONICS INC TOTAL RETURN SWAP 01/28/2025 | 0.54% |
| LA-Z-BOY INC TOTAL RETURN SWAP 01/28/2025 | 0.53% |
| PHARMA MAR SA TOTAL RETURN SWAP 01/28/2025 | 0.53% |
| ALPHA & OMEGA SEMICONDUCTOR TOTAL RETURN SWAP 01/28/2025 | 0.53% |
| BBX CAPITAL CORP TOTAL RETURN SWAP 01/28/2025 | 0.53% |
| CAESARS ENTERTAINMENT CORP TOTAL RETURN SWAP 01/28/2025 | 0.52% |
| SCVX CORP SEDOL BKLWB23 | 0.52% |
| M/I HOMES INC TOTAL RETURN SWAP 01/28/2025 | 0.52% |
| INTERNATIONAL BANCSHARES CRP TOTAL RETURN SWAP 01/28/2025 | 0.52% |
| OIL-DRI CORP OF AMERICA TOTAL RETURN SWAP 01/28/2025 | 0.51% |
| EAST STONE ACQUISITION -UNIT SEDOL BLKQNG1 | 0.51% |
| UNITED SECURITY BANCSHARE/CA TOTAL RETURN SWAP 01/28/2025 | 0.51% |
| SIERRA BANCORP TOTAL RETURN SWAP 01/28/2025 | 0.51% |
| PRICESMART INC TOTAL RETURN SWAP 01/28/2025 | 0.50% |
| FEDERAL SIGNAL CORP TOTAL RETURN SWAP 01/28/2025 | 0.50% |
| OPPENHEIMER HOLDINGS-CL A TOTAL RETURN SWAP 01/28/2025 | 0.50% |
| CENTURY BANCORP INC -CL A TOTAL RETURN SWAP 01/28/2025 | 0.50% |
| ACACIA COMMUNICATIONS INC TOTAL RETURN SWAP 01/28/2025 | 0.49% |
| BARRETT BUSINESS SVCS INC TOTAL RETURN SWAP 01/28/2025 | 0.49% |
| CIVISTA BANCSHARES INC TOTAL RETURN SWAP 01/28/2025 | 0.48% |
| ADVANCED DISPOSAL SERVICES I TOTAL RETURN SWAP 01/28/2025 | 0.47% |
| CAPITAL CITY BANK GROUP INC TOTAL RETURN SWAP 01/28/2025 | 0.47% |
| CORNERSTONE ONDEMAND INC TOTAL RETURN SWAP 01/28/2025 | 0.47% |
| MILLER INDUSTRIES INC/TENN TOTAL RETURN SWAP 01/28/2025 | 0.47% |
| JD.COM INC-ADR TOTAL RETURN SWAP 01/28/2025 | 0.46% |
| CROSS COUNTRY HEALTHCARE INC TOTAL RETURN SWAP 01/28/2025 | 0.46% |
| ARENA PHARMACEUTICALS INC TOTAL RETURN SWAP 01/28/2025 | 0.45% |
| CENTRAL VALLEY COMM BANCORP TOTAL RETURN SWAP 01/28/2025 | 0.45% |
| PROVIDENT FINANCIAL HLDGS TOTAL RETURN SWAP 01/28/2025 | 0.45% |
| DUCOMMUN INC TOTAL RETURN SWAP 01/28/2025 | 0.44% |
| WILLIS TOWERS WATSON PLC TOTAL RETURN SWAP 01/29/2020 | 0.44% |
| LOGMEIN INC TOTAL RETURN SWAP 09/25/2019 | 0.44% |
| MOBILEIRON INC TOTAL RETURN SWAP 01/28/2025 | 0.44% |
| RIVERVIEW BANCORP INC TOTAL RETURN SWAP 01/28/2025 | 0.44% |
| COCA-COLA CONSOLIDATED INC TOTAL RETURN SWAP 01/28/2025 | 0.44% |
| IMMUNOMEDICS INC TOTAL RETURN SWAP 01/28/2025 | 0.44% |
| LEGG MASON INC TOTAL RETURN SWAP 01/27/2020 | 0.44% |
| SUNSTONE HOTEL INVESTORS INC TOTAL RETURN SWAP 01/28/2025 | 0.43% |
| GREENROSE ACQUISITION CORP SEDOL BJQYND2 | 0.43% |
| KORN FERRY TOTAL RETURN SWAP 01/28/2025 | 0.42% |
| SELECT MEDICAL HOLDINGS CORP TOTAL RETURN SWAP 01/28/2025 | 0.42% |
| UNION ACQUISITION CORP II SEDOL BJYDQN2 | 0.42% |
| ENOVA INTERNATIONAL INC TOTAL RETURN SWAP 01/28/2025 | 0.42% |
| FIRST BANCORP/NC TOTAL RETURN SWAP 01/28/2025 | 0.42% |
| BANK OF MARIN BANCORP/CA TOTAL RETURN SWAP 01/28/2025 | 0.42% |
| EL PASO ELECTRIC CO TOTAL RETURN SWAP 01/28/2025 | 0.41% |
| MARCUS CORPORATION TOTAL RETURN SWAP 01/28/2025 | 0.41% |
| RCI HOSPITALITY HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.41% |
| HEALTHSTREAM INC TOTAL RETURN SWAP 01/28/2025 | 0.40% |
| LAUREATE EDUCATION INC-A TOTAL RETURN SWAP 09/25/2019 | 0.40% |
| SKYWEST INC TOTAL RETURN SWAP 01/28/2025 | 0.40% |
| PACIFIC BIOSCIENCES OF CALIF TOTAL RETURN SWAP 01/28/2025 | 0.40% |
| TOKYO ELECTRON LTD TOTAL RETURN SWAP 01/28/2025 | 0.40% |
| NATIONAL RESEARCH CORP TOTAL RETURN SWAP 01/28/2025 | 0.40% |
| REGIONAL MANAGEMENT CORP TOTAL RETURN SWAP 01/28/2025 | 0.40% |
| INDOFOOD SUKSES MAKMUR TBK P TOTAL RETURN SWAP 01/28/2025 | 0.39% |
| GIGCAPITAL3 INC - UNITS SEDOL BLBMMC7 | 0.39% |
| SAUL CENTERS INC TOTAL RETURN SWAP 01/28/2025 | 0.39% |
| METSO OYJ TOTAL RETURN SWAP 01/28/2025 | 0.38% |
| SUSHIRO GLOBAL HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | 0.37% |
| QUALCOMM INC TOTAL RETURN SWAP 01/28/2025 | 0.37% |
| SWEDISH MATCH AB TOTAL RETURN SWAP 01/28/2025 | 0.37% |
| SONIC AUTOMOTIVE INC-CLASS A TOTAL RETURN SWAP 01/28/2025 | 0.36% |
| B RILEY PRINCIPAL MERGER CO SEDOL BLCWGP7 | 0.36% |
| DFP HEALTHCARE ACQUISITIONS SEDOL BLH8WX0 | 0.36% |
| DMY TECHNOLOGY GROUP INC SEDOL BKPX4N4 | 0.36% |
| LIVE OAK ACQUISITION CORP SEDOL BLBMSR4 | 0.36% |
| MOUNTAIN CREST ACQUISITION C SEDOL BM9JMZ0 | 0.36% |
| RIGEL PHARMACEUTICALS INC TOTAL RETURN SWAP 01/28/2025 | 0.35% |
| AMPLITUDE HEALTHCARE ACQUISI SEDOL BJV9B94 | 0.35% |
| LANTHEUS HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.35% |
| ALTIUM LTD TOTAL RETURN SWAP 01/28/2025 | 0.35% |
| INNOVENT BIOLOGICS INC TOTAL RETURN SWAP 01/28/2025 | 0.35% |
| INTERPRIVATE ACQUISITION COR SEDOL BK4GQS3 | 0.35% |
| LIFESCI ACQUISITION CORP SEDOL BLCH8B2 | 0.35% |
| TAUBMAN CENTERS INC TOTAL RETURN SWAP 06/19/2020 | 0.34% |
| GAMCO INVESTORS INC-A TOTAL RETURN SWAP 01/28/2025 | 0.34% |
| LONGFOR GROUP HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | 0.34% |
| UCB SA TOTAL RETURN SWAP 01/28/2025 | 0.34% |
| LIV CAPITAL ACQUISITION CORP SEDOL BGMGKW9 | 0.33% |
| RETROPHIN INC TOTAL RETURN SWAP 01/28/2025 | 0.33% |
| CC NEUBERGER PRINCIPAL HOLDI SEDOL BMXHS63 | 0.33% |
| ASHTEAD GROUP PLC TOTAL RETURN SWAP 01/28/2025 | 0.33% |
| FOLEY TRASIMENE ACQUISITION SEDOL BMHJRN5 | 0.33% |
| ROTH CH ACQUISITION I CO SEDOL BLJP659 | 0.33% |
| GENTEX CORP TOTAL RETURN SWAP 01/28/2025 | 0.33% |
| INCYTE CORP TOTAL RETURN SWAP 01/28/2025 | 0.33% |
| TOYO SUISAN KAISHA LTD TOTAL RETURN SWAP 01/28/2025 | 0.33% |
| CHARDAN HEALTHCARE ACQUISITI SEDOL BMVSG97 | 0.33% |
| CHP MERGER CORP SEDOL BL1GV22 | 0.33% |
| HEALTHCARE MERGER CORP SEDOL BJP23G0 | 0.33% |
| NOVUS CAPITAL CORP SEDOL BMW8492 | 0.33% |
| ADAMAS PHARMACEUTICALS INC TOTAL RETURN SWAP 01/28/2025 | 0.32% |
| FORTRESS VALUE ACQUISITION SEDOL BMT82W4 | 0.32% |
| JAWS ACQUISITION CORP SEDOL BMF2WD1 | 0.32% |
| TRANSUNION TOTAL RETURN SWAP 01/28/2025 | 0.32% |
| ALEXANDER & BALDWIN INC TOTAL RETURN SWAP 01/28/2025 | 0.32% |
| COLLECTIVE GROWTH CORP SEDOL BJP4VK6 | 0.32% |
| CUMMINS INC TOTAL RETURN SWAP 01/28/2025 | 0.32% |
| BRILLIANT ACQUISITION CORP SEDOL BJJW6V2 | 0.31% |
| LGL SYSTEMS ACQUISITION CORP SEDOL BK823S6 | 0.31% |
| LONGVIEW ACQUISITION CORP SEDOL BM95BM8 | 0.31% |
| HUDSON EXECUTIVE INVESTMENT SEDOL BMBKH89 | 0.31% |
| WEICHAI POWER CO LTD-H TOTAL RETURN SWAP 01/28/2025 | 0.31% |
| DOVER CORP TOTAL RETURN SWAP 01/28/2025 | 0.31% |
| FUSION ACQUISITION CORP SEDOL BMHMZ63 | 0.30% |
| SAGE GROUP PLC/THE TOTAL RETURN SWAP 01/28/2025 | 0.30% |
| KENSINGTON CAPITAL ACQUISITI SEDOL BMY32K2 | 0.30% |
| EBAY INC TOTAL RETURN SWAP 01/28/2025 | 0.30% |
| WESTWOOD HOLDINGS GROUP INC TOTAL RETURN SWAP 01/28/2025 | 0.29% |
| INSPERITY INC TOTAL RETURN SWAP 01/28/2025 | 0.28% |
| MALIBU BOATS INC - A TOTAL RETURN SWAP 01/28/2025 | 0.28% |
| ITT INC TOTAL RETURN SWAP 01/28/2025 | 0.28% |
| VEEVA SYSTEMS INC-CLASS A TOTAL RETURN SWAP 01/28/2025 | 0.28% |
| CDW CORP/DE TOTAL RETURN SWAP 01/28/2025 | 0.28% |
| COSTAR GROUP INC TOTAL RETURN SWAP 01/28/2025 | 0.28% |
| LPL FINANCIAL HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.28% |
| SONOVA HOLDING AG-REG TOTAL RETURN SWAP 01/28/2025 | 0.28% |
| BLACKROCK CORP HI YLD TOTAL RETURN SWAP 01/28/2025 | 0.28% |
| IAC/INTERACTIVECORP TOTAL RETURN SWAP 01/28/2025 | 0.28% |
| NUVEEN AMT-FR QU MUNI INC FD TOTAL RETURN SWAP 01/28/2025 | 0.27% |
| COMPUTACENTER PLC TOTAL RETURN SWAP 01/28/2025 | 0.27% |
| DENTSPLY SIRONA INC TOTAL RETURN SWAP 01/28/2025 | 0.27% |
| GERRESHEIMER AG TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| NUVEEN CREDIT STRAT INC FD TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| SAMSUNG ELECTRONICS CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| INVESCO SENIOR INCOME TRUST TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| XILINX INC TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| MOBILE TELECOMMUNICATIONS CO TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| ZYNGA INC - CL A TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| CADENCE DESIGN SYS INC TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| HOLOGIC INC TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| PARKER HANNIFIN CORP TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| MERCK & CO. INC. TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| KINGBOARD LAMINATES HLDG LTD TOTAL RETURN SWAP 01/28/2025 | 0.26% |
| AGILITY TOTAL RETURN SWAP 01/28/2025 | 0.25% |
| KUWAIT FINANCE HOUSE TOTAL RETURN SWAP 01/28/2025 | 0.25% |
| UNIVERSAL DISPLAY CORP TOTAL RETURN SWAP 01/28/2025 | 0.25% |
| KONINKLIJKE AHOLD DELHAIZE N TOTAL RETURN SWAP 01/28/2025 | 0.25% |
| SKYWORKS SOLUTIONS INC TOTAL RETURN SWAP 01/28/2025 | 0.25% |
| CAPITAL ONE FINANCIAL CORP TOTAL RETURN SWAP 01/28/2025 | 0.25% |
| JAZZ PHARMACEUTICALS PLC TOTAL RETURN SWAP 01/28/2025 | 0.25% |
| PIVOTAL INVESTMENT CORP II SEDOL BJQ3RK4 | 0.25% |
| SVB FINANCIAL GROUP TOTAL RETURN SWAP 01/28/2025 | 0.25% |
| TAIWAN SEMICONDUCTOR-SP ADR TOTAL RETURN SWAP 01/28/2025 | 0.25% |
| CD PROJEKT SA TOTAL RETURN SWAP 01/28/2025 | 0.25% |
| RECRO PHARMA INC TOTAL RETURN SWAP 01/28/2025 | 0.25% |
| NUANCE COMMUNICATIONS INC TOTAL RETURN SWAP 01/28/2025 | 0.24% |
| PETROBRAS DISTRIBUIDORA SA TOTAL RETURN SWAP 01/28/2025 | 0.24% |
| FIRST CHOICE BANCORP TOTAL RETURN SWAP 01/28/2025 | 0.24% |
| ESSITY AKTIEBOLAG-B TOTAL RETURN SWAP 01/28/2025 | 0.24% |
| ROCHE HOLDING AG-GENUSSCHEIN TOTAL RETURN SWAP 01/28/2025 | 0.24% |
| TOYO CONSTRUCTION CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.24% |
| ALIBABA GROUP HOLDING-SP ADR TOTAL RETURN SWAP 01/28/2025 | 0.24% |
| HANOVER INSURANCE GROUP INC/ TOTAL RETURN SWAP 01/28/2025 | 0.24% |
| LANDCADIA HOLDINGS II INC SEDOL BK4LWN5 | 0.24% |
| FORTINET INC TOTAL RETURN SWAP 01/28/2025 | 0.24% |
| PROPTECH ACQUISITION CORPORA SEDOL BKZ10J6 | 0.24% |
| AMERISOURCEBERGEN CORP TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| BOUBYAN BANK K.S.C TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| NATIONAL BANK OF KUWAIT TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| WESTERN ALLIANCE BANCORP TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| PIMCO CORPORATE & INCOME OPP TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| AMAZON.COM INC TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| DAELIM INDUSTRIAL CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| BOYD GAMING CORP TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| CITRIX SYSTEMS INC TOTAL RETURN SWAP 01/28/2025 | 0.23% |
| SYNOPSYS INC TOTAL RETURN SWAP 08/31/2020 | 0.23% |
| MOTOROLA SOLUTIONS INC TOTAL RETURN SWAP 01/28/2025 | 0.22% |
| BRUNSWICK CORP TOTAL RETURN SWAP 08/31/2020 | 0.22% |
| HERBALIFE NUTRITION LTD TOTAL RETURN SWAP 09/25/2019 | 0.22% |
| MICROSOFT CORP TOTAL RETURN SWAP 01/28/2025 | 0.22% |
| ALLISON TRANSMISSION HOLDING TOTAL RETURN SWAP 01/28/2025 | 0.22% |
| EATON VANCE CORP TOTAL RETURN SWAP 01/28/2025 | 0.22% |
| HOTAI MOTOR COMPANY LTD TOTAL RETURN SWAP 09/25/2019 | 0.22% |
| MABANEE CO SAKC TOTAL RETURN SWAP 01/28/2025 | 0.22% |
| BANK OF AMERICA CORP TOTAL RETURN SWAP 01/28/2025 | 0.22% |
| HARTFORD FINANCIAL SVCS GRP TOTAL RETURN SWAP 01/28/2025 | 0.22% |
| PROOFPOINT INC TOTAL RETURN SWAP 01/28/2025 | 0.22% |
| ALPHABET INC-CL A TOTAL RETURN SWAP 01/28/2025 | 0.22% |
| CERENCE INC TOTAL RETURN SWAP 01/28/2025 | 0.22% |
| PROCTER & GAMBLE CO/THE TOTAL RETURN SWAP 01/28/2025 | 0.22% |
| REGENERON PHARMACEUTICALS TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| CONMED CORP TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| MR PRICE GROUP LTD TOTAL RETURN SWAP 09/27/2019 | 0.21% |
| ROYAL UNIBREW TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| DAVITA INC TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| BALFOUR BEATTY PLC TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| MCKESSON EUROPE AG TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| SYNCHRONY FINANCIAL TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| MEGAWORLD CORP TOTAL RETURN SWAP 09/26/2019 | 0.21% |
| NUVEEN QUAL MUNI INCOME FD TOTAL RETURN SWAP 01/28/2025 | 0.21% |
| FIRST HAWAIIAN INC TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| CRANE CO TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| KOC HOLDING AS TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| NUVEEN MUNI HIGH INC OPP FD TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| BRISTOL-MYERS SQUIBB CO TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| GRUPO AEROPORTUARIO PAC-ADR TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| SPECTRUM BRANDS HOLDINGS INC TOTAL RETURN SWAP 11/20/2023 | 0.20% |
| DCC PLC TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| OFFICE DEPOT INC TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| IQVIA HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| VISA INC-CLASS A SHARES TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| SUNDRUG CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.20% |
| GUGGENHEIM STRATEGIC OPPORTU TOTAL RETURN SWAP 01/28/2025 | 0.19% |
| HYUNDAI MOBIS CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.19% |
| JEFFERIES FINANCIAL GROUP IN TOTAL RETURN SWAP 01/28/2025 | 0.19% |
| GULF BANK TOTAL RETURN SWAP 01/28/2025 | 0.19% |
| MASTERCARD INC - A TOTAL RETURN SWAP 01/28/2025 | 0.19% |
| BERKELEY GROUP HOLDINGS/THE TOTAL RETURN SWAP 01/28/2025 | 0.19% |
| NEW ORIENTAL EDUCATIO-SP ADR TOTAL RETURN SWAP 01/28/2025 | 0.19% |
| PULTEGROUP INC TOTAL RETURN SWAP 01/28/2025 | 0.19% |
| COMERICA INC TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| HAWAIIAN HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| BLACKROCK TAXABLE MUNICIPAL TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| ALLSTATE CORP TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| SQUARE INC - A TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| YULON NISSAN MOTOR CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| MCKESSON CORP TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| BOUBYAN PETROCHEMICALS CO TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| MEDTRONIC PLC TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| ITOCHU TECHNO-SOLUTIONS CORP TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| KIA MOTORS CORP TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| AURIZON HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| COCA-COLA AMATIL LTD TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| AMERIPRISE FINANCIAL INC TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| PROGRESSIVE CORP TOTAL RETURN SWAP 01/28/2025 | 0.18% |
| MICRO-STAR INTERNATIONAL CO TOTAL RETURN SWAP 09/25/2019 | 0.17% |
| POWERTECH TECHNOLOGY INC TOTAL RETURN SWAP 01/30/2020 | 0.17% |
| ROKU INC TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| VOLKSWAGEN AG-PREF TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| EATON VANCE LTD DURATION FND TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| GODADDY INC - CLASS A TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| LOWE'S COS INC TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| MANPOWERGROUP INC TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| SESA SPA TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| BAVARIAN NORDIC A/S TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| BRUKER CORP TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| TAKE-TWO INTERACTIVE SOFTWRE TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| YUEXIU PROPERTY CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| JIANGSU EXPRESS CO LTD-H TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| SPIRIT AEROSYSTEMS HOLD-CL A TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| YUM CHINA HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.17% |
| UNI-PRESIDENT CHINA HOLDINGS TOTAL RETURN SWAP 09/25/2019 | 0.16% |
| NUVEEN SENIOR INC FD TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| PHOSAGRO PJSC-GDR REG S TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| SEVEN GROUP HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| WESTERN ASSET HIGH INC II TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| SCANDINAVIAN TOBACCO GROUP A TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| SHANGHAI INDUSTRIAL HLDG LTD TOTAL RETURN SWAP 09/25/2019 | 0.16% |
| PENNANT GROUP INC/THE TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| GORES HOLDINGS IV INC SEDOL BKVFDL5 | 0.16% |
| WESTERN ASSET EMRG MRKT DBT TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| HOME DEPOT INC TOTAL RETURN SWAP 01/28/2025 | 0.16% |
| AMADA HOLDINGS CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| CHINA LESSO GROUP HOLDINGS L TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| TESLA INC TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| ZOOMLION HEAVY INDUSTRY - H TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| PVH CORP TOTAL RETURN SWAP 11/05/2020 | 0.15% |
| ZTE CORP-H TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| MULTIPLAN EMPREENDIMENTOS TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| EMAAR DEVELOPMENT PJSC TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| NUVEEN FLOAT RATE INC FD TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| CHINA ENERGY ENGINEERING C-H TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| JPMORGAN CHASE & CO TOTAL RETURN SWAP 01/28/2025 | 0.15% |
| EMPIRE CO LTD 'A' TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| OSOTSPA PCL-NVDR TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| LS INDUSTRIAL SYSTEMS TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| TEMPLETON EMERG MKTS INC FD TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| DOOSAN BOBCAT INC TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| CIENA CORP TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| IPSEN TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| NUVEEN MUNI CREDIT INC FD TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| PIAGGIO & C. S.P.A. TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| SANDVIK AB TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| B&M EUROPEAN VALUE RETAIL SA TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| BLACKROCK FLOAT RT INCOME ST TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| INCHCAPE PLC TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| GENERAC HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| SKF AB-B SHARES TOTAL RETURN SWAP 01/28/2025 | 0.14% |
| ACS ACTIVIDADES CONS Y SERV TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| FACEBOOK INC-CLASS A TOTAL RETURN SWAP 08/31/2020 | 0.13% |
| RALPH LAUREN CORP TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| BEIJING CAPITAL INTL AIRPO-H TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| COMFORTDELGRO CORP LTD TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| PORSCHE AUTOMOBIL HLDG-PRF TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| TWITTER INC TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| DASSAULT AVIATION SA TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| ROCKWELL AUTOMATION INC TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| CALBEE INC TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| AIRTAC INTERNATIONAL GROUP TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| TIMBERLAND BANCORP INC TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| BPOST SA TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| RICHMOND MUTUAL BANCORPORATI TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| WORKDAY INC-CLASS A TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| EMERSON ELECTRIC CO TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| MIMASU SEMICONDUCTOR INDUST TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| NIKE INC -CL B TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| RAMI LEVY CHAIN STORES HASHI TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| CARLSBERG AS-B TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| LIBERTY TRIPADVISOR HDG-A TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| NIFCO INC TOTAL RETURN SWAP 01/28/2025 | 0.13% |
| KEMIRA OYJ TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| MORGAN STANLEY | 0.12% |
| SHUN TAK HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| CAWACHI LTD TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| EATON VANCE SR FLTG RATE TR TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| ROLAND DG CORP TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| FLIR SYSTEMS INC TOTAL RETURN SWAP 09/11/2020 | 0.12% |
| TE CONNECTIVITY LTD TOTAL RETURN SWAP 10/22/2020 | 0.12% |
| FASTIGHETS AB BALDER-B SHRS TOTAL RETURN SWAP 09/25/2019 | 0.12% |
| GN STORE NORD A/S TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| HANWHA CORPORATION TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| NVR INC TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| WW GRAINGER INC TOTAL RETURN SWAP 01/28/2025 | 0.12% |
| BRIDGESTONE CORP TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| GENTING SINGAPORE LTD TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| J ALEXANDER'S HOLDINGS TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| METALLURGICAL CORP OF CHIN-H TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| SIMCORP A/S TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| WESTPORTS HOLDINGS BHD TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| ARGO GRAPHICS INC TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| BANK OF NEW YORK MELLON CORP TOTAL RETURN SWAP 09/25/2019 | 0.11% |
| FRESENIUS MEDICAL CARE AG & TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| MISC BHD TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| OBAYASHI CORP TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| HILL-ROM HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| L BRANDS INC TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| HEIDELBERGCEMENT AG TOTAL RETURN SWAP 01/28/2025 | 0.11% |
| RENAISSANCERE HOLDINGS LTD TOTAL RETURN SWAP 08/31/2020 | 0.11% |
| SOFTWARE ACQUISITION GROUP I SEDOL BL2JBQ4 | 0.11% |
| YUNHONG INTERNATIONAL CO LTD SEDOL BKTZS34 | 0.11% |
| RMG ACQUISITION CORP SEDOL BHNFD34 | 0.11% |
| BILIA AB-A SHS TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| GALILEO ACQUISITION CORP SEDOL BJM0HS7 | 0.10% |
| BLACKSTONE/GSO STRATEGIC C TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| OSPREY TECHNOLOGY ACQUISITIO SEDOL BK1K3X2 | 0.10% |
| SONAE TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| EATON VANCE FLOAT RT INC TR TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| FINSERV ACQUISITION CORP SEDOL BK1K3P4 | 0.10% |
| ONO PHARMACEUTICAL CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| ULTA BEAUTY INC TOTAL RETURN SWAP 06/19/2020 | 0.10% |
| BAIC MOTOR CORP LTD-H TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| JUNIPER INDUSTRIAL HOLDINGS SEDOL BJN4XR9 | 0.10% |
| POSCO INTERNATIONAL CORP TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| SOUTHWEST AIRLINES CO TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| ALUSSA ENERGY ACQUISITION CO SEDOL BL1GTJ5 | 0.10% |
| FERRARI NV TOTAL RETURN SWAP 01/29/2020 | 0.10% |
| REPLAY ACQUISITION CORP SEDOL BJHMLV9 | 0.10% |
| YUHAN CORP TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| REED ELSEVIER PLC TOTAL RETURN SWAP 09/25/2019 | 0.10% |
| LG CORP TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| UMPQUA HOLDINGS CORP TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| ALLIANZGI CONVERTIBLE & INCO TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| BANK OF COMMERCE HOLDINGS TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| KFC HOLDINGS JAPAN LTD TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| FUJI ELECTRIC CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| INDAH KIAT PULP & PAPER TBK TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| ALTICE EUROPE NV TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| NIPPON SHINYAKU CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| SAMSUNG ENGINEERING CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.10% |
| PIONEER BANCORP INC/NY TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| AUSTRALIAN PHARMA INDUS LTD TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| EUREKA HOMESTEAD BANCORP INC TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| CIE AUTOMOTIVE SA TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| KOMERI CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| RHEINMETALL AG TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| SEKISUI HOUSE LTD TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| INTERNATIONAL GAME TECHNOLOG TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| KISSEI PHARMACEUTICAL CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| MITSUBISHI GAS CHEMICAL CO TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| JAPAN RENTAL HOUSING INVESTM TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| PGIM HIGH YIELD BOND FUND TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| MSCI INC TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| PGIM GLOBAL HIGH YIELD FUND TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| PIMCO INCOME STRATEGY FD II TOTAL RETURN SWAP 01/28/2025 | 0.09% |
| SANKYO CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| LINTEC CORP TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| FIRST TRUST HIGH INCOME LONG TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| MIXI INC TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| MEGMILK SNOW BRAND CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| KEYCORP TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| SANKI ENGINEERING CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| SEIKO EPSON CORP TOTAL RETURN SWAP 09/26/2019 | 0.08% |
| UBE INDUSTRIES LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| ASTELLAS PHARMA INC TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| COVESTRO AG TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| NIHON KOHDEN CORP TOTAL RETURN SWAP 09/26/2019 | 0.08% |
| OMRON CORP TOTAL RETURN SWAP 09/26/2019 | 0.08% |
| GS RETAIL CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| ROHM CO LTD TOTAL RETURN SWAP 09/26/2019 | 0.08% |
| KINGBOARD HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| CK HUTCHISON HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| INVESCO MUNICIPAL OPPORTUNI TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| SHIN-ETSU CHEMICAL CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| RIVERNRTH/DOUBLELNE STR OPP TOTAL RETURN SWAP 01/28/2025 | 0.08% |
| PIMCO MUNICIPAL INCOME FD II TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| SUBARU CORP TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| SUMITOMO CHEMICAL CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| YOKOGAWA ELECTRIC CORP TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| COCA-COLA HBC AG-DI TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| BLACKROCK MUNIHOLDINGS QUALI TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| CANON INC TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| CK ASSET HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| FANCL CORP TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| INVESCO MUNICIPAL TRUST TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| SKY PERFECT JSAT HOLDINGS TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| ADVENT CONVERT & INCOME TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| IBIDEN CO LTD TOTAL RETURN SWAP 09/26/2019 | 0.07% |
| NGK SPARK PLUG CO LTD TOTAL RETURN SWAP 09/26/2019 | 0.07% |
| SAIZERIYA CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| SUMITOMO CORP TOTAL RETURN SWAP 01/28/2025 | 0.07% |
| ABERDEEN INCOME CREDIT STRAT TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| INVESCO TRUST FOR INVESTMEN TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| MITSUI-SOKO HOLDINGS CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| BLACKROCK DEBT STRATEGIES FUND TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| KYOCERA CORP TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| CMIC HOLDINGS CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| RESORTTRUST INC TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| FUKUI COMPUTER HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| SCALA INC TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| NUVEEN TAX MUNI INC TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| BLACKROCK MUNIYIELD QUALITY TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| INVESCO VALUE MUNICIPAL INCO TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| TSUBAKIMOTO CHAIN CO TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| MITSUBISHI HEAVY INDUSTRIES TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| SYUPPIN CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.06% |
| SAINT MARC HOLDINGS CO LTD TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| EATON VANCE MUNICIPAL INCOME TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| LEONARDO SPA TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| NISSHIN SEIFUN GROUP INC TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| SOUTH MOUNTAIN MERGER CORP SEDOL BJ5FZC9 | 0.05% |
| ACAMAR PARTNERS ACQUISITION SEDOL BJHGT39 | 0.05% |
| TUSCAN HOLDINGS CORP II SEDOL BK8XYX1 | 0.05% |
| ALLIANZGI CONV & INCOME II TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| BLACKROCK MUNIVEST FUND TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| GX ACQUISITION CORP SEDOL BJXS423 | 0.05% |
| WELLS FARGO MULTI-SECTOR INC TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| CALAMOS DYNAMIC CONVERTIBLE TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| GUGGENHEIM TAXABLE MUNICIPAL TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| MAINSTAY MACKAY DEFINEDTERM TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| BLACKROCK CALIFOR MUNI IN TR TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| BLACKROCK MUNIYIELD FUND TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| AVNET INC TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| SHINDENGEN ELECTRIC MFG TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| FIRST TRUST SENIOR FLOATING TOTAL RETURN SWAP 01/28/2025 | 0.05% |
| JAPAN RETAIL FUND INVESTMENT TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| BLACKROCK MUNICIPAL INC TRST TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| MORGAN STANLEY EMERGING MARK SEDOL B1W7RN7 | 0.04% |
| PIMCO INCOME STRATEGY FUND TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| PIONEER MUNI HI INC ADV TRST TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| INVESCO QUALITY MUNI INC TR TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| BLACKROCK MUNIYIELD CA QUALI TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| DWS MUNICIPAL INCOME TRUST TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| BLACKROCK FLT RT INC TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| INVESCO AD MIT II TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| PIMCO MUNICIPAL INCOME FUND TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| BNYM STRAT MUNI TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| FRANKLIN LTD DUR INC TR TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| GUGGENHEIM CREDIT ALLOCATION TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| APOLLO SENIOR FLOATING RATE TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| PIMCO CALIFORNIA MUNI INC FD TOTAL RETURN SWAP 01/28/2025 | 0.04% |
| PIMCO MUNI INCOME FUND III TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| NUVEEN NJ QUAL MUNI INC FD TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| BLACKROCK MUNIYIELD QUALITY TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| EATON VANCE CAL MUNI BOND TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| NUVEEN SHT DUR CRED OPP FD TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| BRANDYWINEGLOBAL GLOBAL INCO TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| PIONEER MUNI HI INCOME TRUST TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| CITIC CAPITAL ACQUISITION SEDOL BJQYNC1 | 0.03% |
| FEDERATED INVESTORS INC-CL B TOTAL RETURN SWAP 01/27/2020 | 0.03% |
| NEW AMERICA HIGH INCOME FUND TOTAL RETURN SWAP 01/28/2025 | 0.03% |
| NUVEEN PA QUAL MUNI INC FD TOTAL RETURN SWAP 01/28/2025 | 0.02% |
| BLACKROCK MUNIYIELD NJ FUND TOTAL RETURN SWAP 01/28/2025 | 0.02% |
| NEUBERGER BERMAN MUNICIPAL TOTAL RETURN SWAP 01/28/2025 | 0.02% |
| BLACKROCK MUNICIPAL INCOME Q TOTAL RETURN SWAP 01/28/2025 | 0.02% |
| NEUBERGER BERMAN HIGH YIELD TOTAL RETURN SWAP 01/28/2025 | 0.02% |
| MFS MUNICIPAL INCOME TRUST TOTAL RETURN SWAP 01/28/2025 | 0.02% |
| STONE HARBOR EM MKT TOTL INC TOTAL RETURN SWAP 01/28/2025 | 0.02% |
| QUANEX BUILDING PRODUCTS TOTAL RETURN SWAP 01/28/2025 | 0.01% |
| SCIENTIFIC GAMES CORP-A TOTAL RETURN SWAP 01/28/2025 | 0.01% |
| MARRIOTT VACATIONS WORLD TOTAL RETURN SWAP 01/27/2020 | 0.01% |
| NEXTGEN HEALTHCARE INC TOTAL RETURN SWAP 01/28/2025 | 0.01% |
| LSC COMMUNICATIONS INC TOTAL RETURN SWAP 01/28/2025 | 0.00% |
| CENTRIC BRANDS INC TOTAL RETURN SWAP 01/28/2025 | -0.00% |
| SPDR S&P 500 ETF TRUST TOTAL RETURN SWAP 01/28/2025 | -0.01% |
| ASTON MARTIN LAGONDA GLOBAL TOTAL RETURN SWAP 01/28/2025 | -0.01% |
| HILLENBRAND INC TOTAL RETURN SWAP 01/28/2025 | -0.01% |
| COMMUNITY FINANCIAL CORP/THE TOTAL RETURN SWAP 01/28/2025 | -0.03% |
| JG SUMMIT HOLDINGS INC TOTAL RETURN SWAP 01/27/2020 | -0.03% |
| ORCHARD THERAPEUTICS PLC TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| TAIYO NIPPON SANSO CORP TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| RECRUIT HOLDINGS CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| AMARIN CORP PLC -ADR TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| JUVENTUS FOOTBALL CLUB SPA TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| SOLID BIOSCIENCES INC TOTAL RETURN SWAP 01/28/2025 | -0.04% |
| DBV TECHNOLOGIES SA TOTAL RETURN SWAP 01/28/2025 | -0.05% |
| SEMBCORP MARINE LTD TOTAL RETURN SWAP 01/28/2025 | -0.05% |
| CERAGON NETWORKS LTD TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| DENTSU INC TOTAL RETURN SWAP 09/26/2019 | -0.06% |
| ODAKYU ELECTRIC RAILWAY CO TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| ORIENTAL LAND CO LTD TOTAL RETURN SWAP 01/27/2020 | -0.06% |
| SPRIX LTD TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| KAKAKU.COM INC TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| CJ CHEILJEDANG CORP TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| HYUNDAI HEAVY INDUSTRIES HOL TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| LINK AND MOTIVATION INC TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| COCA-COLA BOTTLERS JAPAN HOL TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| ROADRUNNER TRANSPORTATION SY TOTAL RETURN SWAP 01/28/2025 | -0.06% |
| PERSOL HOLDINGS CO LTD TOTAL RETURN SWAP 09/26/2019 | -0.06% |
| SMC CORP TOTAL RETURN SWAP 09/26/2019 | -0.07% |
| AIRBUS SE TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| ASAHI INTECC CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| FAMILYMART CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| UNION BANKSHARES INC /VT TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| UROGEN PHARMA LTD TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| ALLAKOS INC TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| POLARITYTE INC TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| ITOKURO INC TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| SEC CARBON LTD TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| MAXAR TECHNOLOGIES INC TOTAL RETURN SWAP 01/28/2025 | -0.07% |
| YAMATO HOLDINGS CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| ELBIT SYSTEMS LTD TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| GLENVEAGH PROPERTIES PLC TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| TOYO SEIKAN GROUP HOLDINGS L TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| YAMAZAKI BAKING CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| NEXTAGE CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| RESTAURANT GROUP PLC TOTAL RETURN SWAP 01/28/2025 | -0.08% |
| KURARAY CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| SHARP CORP TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| EUROFINS SCIENTIFIC TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| HENDERSON LAND DEVELOPMENT TOTAL RETURN SWAP 01/29/2020 | -0.09% |
| HOUSE DO CO LTD TOTAL RETURN SWAP 09/26/2019 | -0.09% |
| SANRIO CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.09% |
| BREMBO SPA TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| BRUNELLO CUCINELLI SPA TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| FACC AG TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| ISETAN MITSUKOSHI HOLDINGS L TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| CHIYODA CORP TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| RELIANCE WORLDWIDE CORP LTD TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| ZHUZHOU CRRC TIMES ELECTRI-H TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| AIMMUNE THERAPEUTICS INC TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| ARGENX SE - ADR TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| KORIAN TOTAL RETURN SWAP 01/29/2020 | -0.10% |
| MATERIALISE NV-ADR TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| NANYA TECHNOLOGY CORP TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| LIXIL GROUP CORP TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| SMART METERING SYSTEMS PLC TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| SUEDZUCKER AG TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| PACT GROUP HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| TOKAI CARBON CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| SIEMENS GAMESA RENEWABLE ENE TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| ZYNERBA PHARMACEUTICALS INC TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| FILA SPA TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| AMBAC FINANCIAL GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| NIPPON DENSETSU KOGYO CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| VBI VACCINES INC TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| YAMASHIN-FILTER CORP TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| PRORED PARTNERS CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.10% |
| MISUMI GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| DRIVE SHACK INC TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| RADWARE LTD TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| MAEDA KOSEN CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| NEARMAP LTD TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| EL PUERTO DE LIVERPOOL-C1 TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| PIRELLI & C SPA TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| VIASAT INC TOTAL RETURN SWAP 01/28/2025 | -0.11% |
| KALEIDO BIOSCIENCES INC TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| 22ND CENTURY GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| CJ LOGISTICS TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| COLOPLAST-B TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| NCR CORPORATION TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| BORAL LTD TOTAL RETURN SWAP 09/25/2019 | -0.12% |
| PEARSON PLC TOTAL RETURN SWAP 09/25/2019 | -0.12% |
| WEIR GROUP PLC/THE TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| EAGLE BULK SHIPPING INC TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| SAINSBURY (J) PLC TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| CARTER BANK & TRUST TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| KANSAI PAINT CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| MGM CHINA HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| FURUYA METAL CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.12% |
| BLACKMORES LTD TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| GROWTHPOINT PROPERTIES LTD TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| GUANGSHEN RAILWAY CO LTD-H TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| IGNIS LTD TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| PARK24 CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| SEMBCORP INDUSTRIES LTD TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| ACACIA RESEARCH CORP TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| RUBIUS THERAPEUTICS INC TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| EMBRAER SA-SPON ADR TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| ROCKWELL MEDICAL INC TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| SERITAGE GROWTH PROP- A REIT TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| RECKITT BENCKISER GROUP PLC TOTAL RETURN SWAP 01/28/2025 | -0.13% |
| ATOM CORP TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| INDUSTRIES QATAR TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| GRUPO TELEVISA SA-SPON ADR TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| GLANBIA PLC TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| ELECTROCORE INC TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| ORACLE CORP JAPAN TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| WASTE CONNECTIONS INC TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| ALIBABA PICTURES GROUP LTD TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| HUNTINGTON BANCSHARES INC TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| GREENTOWN CHINA HOLDINGS TOTAL RETURN SWAP 01/29/2020 | -0.14% |
| RUENTEX INDUSTRIES LTD TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| CHINA EASTERN AIRLINES CO-H TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| EVOTEC SE TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| MIDDLEBY CORP TOTAL RETURN SWAP 01/28/2025 | -0.14% |
| AAC TECHNOLOGIES HOLDINGS IN TOTAL RETURN SWAP 09/25/2019 | -0.14% |
| HUAZHU GROUP LTD-ADR TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| M & T BANK CORP TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| ASELSAN ELEKTRONIK SANAYI TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| HARVEY NORMAN HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| CYBERDYNE INC TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| JOLLIBEE FOODS CORP TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| SINO LAND CO TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| ADVANTECH CO LTD TOTAL RETURN SWAP 09/25/2019 | -0.15% |
| TURK HAVA YOLLARI AO TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| AMBU A/S-B TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| GMO PAYMENT GATEWAY INC TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| BLUELINX HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| NISSAN SHATAI CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| SAMSUNG SDI CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.15% |
| ELDORADO RESORTS INC TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| W-SCOPE CORP TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| KEARNY FINANCIAL CORP/MD TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| CNA FINANCIAL CORP TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| CEMEX SAB-SPONS ADR PART CER TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| BOK FINANCIAL CORPORATION TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| OMEROS CORP TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| SWITCH INC - A TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| ACCTON TECHNOLOGY CORP TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| COGNEX CORP TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| KUMIAI CHEMICAL INDUSTRY CO TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| KINGSOFT CORP LTD TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| NOVOZYMES A/S-B SHARES TOTAL RETURN SWAP 01/28/2025 | -0.16% |
| ASSURED GUARANTY LTD TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| SAREPTA THERAPEUTICS INC TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| HM SAMPOERNA TBK PT TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| EXACT SCIENCES CORP TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| MAIL.RU GROUP-GDR REGS TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| LOTTE SHOPPING CO TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| MADISON SQUARE GARDEN CO- A TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| MAGNIT PJSC-SPON GDR REGS TOTAL RETURN SWAP 01/28/2025 | -0.17% |
| ACADIA HEALTHCARE CO INC TOTAL RETURN SWAP 09/11/2020 | -0.17% |
| EYEPOINT PHARMACEUTICALS INC TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| SMARTSHEET INC-CLASS A TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| LEC INC TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| SAMSUNG HEAVY INDUSTRIES TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| CHINA SOUTHERN AIRLINES CO-H TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| HOMOLOGY MEDICINES INC TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| BAKKAFROST P/F TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| HAMAMATSU PHOTONICS KK TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| CHINA MENGNIU DAIRY CO TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| ISTAR INC TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| CORNERSTONE BUILDING BRANDS TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| MONOTARO CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| SJM HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| BBMG CORP-H TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| FUJI KYUKO CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| PRADA S.P.A. TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| WIX.COM LTD TOTAL RETURN SWAP 01/28/2025 | -0.18% |
| WEBSTER FINANCIAL CORP TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| AMERICAN INTERNATIONAL GROUP TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| IHS MARKIT LTD TOTAL RETURN SWAP 09/25/2019 | -0.19% |
| BRIGGS & STRATTON TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| COSCO SHIPPING PORTS LTD TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| CUSTOMERS BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| WELCIA HOLDINGS CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| BERLI JUCKER PUB CO-FORGN TOTAL RETURN SWAP 05/25/2020 | -0.19% |
| CIA CERVECERIAS UNI-SPON ADR TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| DELIVERY HERO SE TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| AU OPTRONICS CORP TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| PFIZER INC TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| CHINA TRADITIONAL CHINESE ME TOTAL RETURN SWAP 01/29/2020 | -0.19% |
| JARDINE MATHESON HLDGS LTD TOTAL RETURN SWAP 01/28/2025 | -0.19% |
| GW PHARMACEUTICALS -ADR TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| PRUDENTIAL BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| DAVIDE CAMPARI-MILANO SPA TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| SIEBERT FINANCIAL CORP TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| SYSCO CORP TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| C.H. ROBINSON WORLDWIDE INC TOTAL RETURN SWAP 01/29/2020 | -0.20% |
| EXELA TECHNOLOGIES INC TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| KINGSPAN GROUPORD EUR0.13(DUBLIN LISTING) TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| MONDELEZ INTERNATIONAL INC-A TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| MALVERN BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| SERVICE CORP INTERNATIONAL TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| UMICORE TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| VIRTU FINANCIAL INC-CLASS A TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| EBIX INC TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| YASKAWA ELECTRIC CORP TOTAL RETURN SWAP 01/28/2025 | -0.20% |
| CASEY'S GENERAL STORES INC TOTAL RETURN SWAP 09/25/2019 | -0.20% |
| MOWI ASA TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| BOSTON OMAHA CORP-CL A TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| ORIGIN BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| HIGHWEALTH CONSTRUCTION CORP TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| HULIC CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| CANTEL MEDICAL CORP TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| EQUITY BANCSHARES INC - CL A TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| JAMES HARDIE INDUSTRIES-CDI TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| PENSKE AUTOMOTIVE GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| EROS INTERNATIONAL PLC TOTAL RETURN SWAP 01/28/2025 | -0.21% |
| EQUIFAX INC TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| AKCEA THERAPEUTICS INC TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| XPO LOGISTICS INC TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| COGNA EDUCACAO TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| LOEWS CORP TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| NORTHFIELD BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| S & T BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| BANKWELL FINANCIAL GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| II-VI INC TOTAL RETURN SWAP 01/28/2025 | -0.22% |
| LINCOLN NATIONAL CORP TOTAL RETURN SWAP 01/28/2025 | -0.23% |
| HLB INC TOTAL RETURN SWAP 01/28/2025 | -0.23% |
| MGP INGREDIENTS INC TOTAL RETURN SWAP 01/28/2025 | -0.23% |
| KAMAN CORP TOTAL RETURN SWAP 01/28/2025 | -0.23% |
| WASHINGTON TRUST BANCORP TOTAL RETURN SWAP 01/28/2025 | -0.23% |
| KORNIT DIGITAL LTD TOTAL RETURN SWAP 01/28/2025 | -0.23% |
| THERAPEUTICSMD INC TOTAL RETURN SWAP 01/28/2025 | -0.23% |
| CHR HANSEN HOLDING A/S TOTAL RETURN SWAP 01/28/2025 | -0.23% |
| PEOPLE'S UNITED FINANCIAL TOTAL RETURN SWAP 09/25/2019 | -0.23% |
| BROADRIDGE FINANCIAL SOLUTIO TOTAL RETURN SWAP 01/28/2025 | -0.23% |
| NEW AGE BEVERAGES CORP TOTAL RETURN SWAP 01/28/2025 | -0.24% |
| OTTOGI CORPORATION TOTAL RETURN SWAP 01/28/2025 | -0.24% |
| 3D SYSTEMS CORP TOTAL RETURN SWAP 01/28/2025 | -0.24% |
| ASCENDIS PHARMA A/S - ADR TOTAL RETURN SWAP 01/28/2025 | -0.24% |
| BANK OF HAWAII CORP TOTAL RETURN SWAP 01/28/2025 | -0.24% |
| GERMAN AMERICAN BANCORP TOTAL RETURN SWAP 01/28/2025 | -0.24% |
| GLOBE LIFE INC TOTAL RETURN SWAP 01/28/2025 | -0.24% |
| RYDER SYSTEM INC TOTAL RETURN SWAP 01/28/2025 | -0.24% |
| XBIOTECH INC TOTAL RETURN SWAP 01/28/2025 | -0.24% |
| DYNEX CAPITAL INC TOTAL RETURN SWAP 01/28/2025 | -0.24% |
| CARMAX INC TOTAL RETURN SWAP 01/28/2025 | -0.25% |
| CORNING INC TOTAL RETURN SWAP 01/28/2025 | -0.25% |
| GENCO SHIPPING & TRADING LTD TOTAL RETURN SWAP 01/28/2025 | -0.25% |
| GREENTOWN SERVICE GROUP CO L TOTAL RETURN SWAP 01/28/2025 | -0.25% |
| OLLIE'S BARGAIN OUTLET HOLDI TOTAL RETURN SWAP 01/28/2025 | -0.25% |
| WASHINGTON REIT TOTAL RETURN SWAP 01/28/2025 | -0.25% |
| CATALENT INC TOTAL RETURN SWAP 01/28/2025 | -0.25% |
| COMPUGEN LTD TOTAL RETURN SWAP 01/28/2025 | -0.25% |
| PAN PACIFIC INTERNATIONAL HO TOTAL RETURN SWAP 01/28/2025 | -0.25% |
| COMSCORE INC TOTAL RETURN SWAP 01/28/2025 | -0.25% |
| THE BANK OF PRINCETON TOTAL RETURN SWAP 01/28/2025 | -0.25% |
| FIRST BANCORP INC/ME TOTAL RETURN SWAP 01/28/2025 | -0.26% |
| SANDY SPRING BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.26% |
| AEGION CORP TOTAL RETURN SWAP 01/28/2025 | -0.26% |
| YAGEO CORPORATION TOTAL RETURN SWAP 01/28/2025 | -0.26% |
| FRANKLIN RESOURCES INC TOTAL RETURN SWAP 01/28/2025 | -0.26% |
| LIVERAMP HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | -0.26% |
| AVICHINA INDUSTRY & TECH-H TOTAL RETURN SWAP 01/28/2025 | -0.26% |
| ERIE INDEMNITY COMPANY-CL A TOTAL RETURN SWAP 01/28/2025 | -0.26% |
| ZIOPHARM ONCOLOGY INC TOTAL RETURN SWAP 01/28/2025 | -0.26% |
| TYLER TECHNOLOGIES INC TOTAL RETURN SWAP 01/28/2025 | -0.27% |
| NORDSON CORP TOTAL RETURN SWAP 01/28/2025 | -0.27% |
| MIDLAND STATES BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.27% |
| TRICIDA INC TOTAL RETURN SWAP 01/28/2025 | -0.27% |
| RAFAEL HOLDINGS INC-CLASS B TOTAL RETURN SWAP 01/28/2025 | -0.27% |
| BAR HARBOR BANKSHARES TOTAL RETURN SWAP 01/28/2025 | -0.28% |
| KRATOS DEFENSE & SECURITY TOTAL RETURN SWAP 01/28/2025 | -0.28% |
| FLEX LTD TOTAL RETURN SWAP 01/28/2025 | -0.28% |
| AMERCO TOTAL RETURN SWAP 01/28/2025 | -0.28% |
| HOPE BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.28% |
| GENUINE PARTS CO TOTAL RETURN SWAP 01/28/2025 | -0.28% |
| NN INC TOTAL RETURN SWAP 01/28/2025 | -0.28% |
| TRINITY INDUSTRIES INC TOTAL RETURN SWAP 01/28/2025 | -0.29% |
| GENERAL DYNAMICS CORP TOTAL RETURN SWAP 01/28/2025 | -0.29% |
| FLUSHING FINANCIAL CORP TOTAL RETURN SWAP 01/28/2025 | -0.29% |
| EAGLE BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.29% |
| VF CORP TOTAL RETURN SWAP 01/28/2025 | -0.30% |
| JACOBS ENGINEERING GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.30% |
| ATLANTIC UNION BANKSHARES CO TOTAL RETURN SWAP 01/28/2025 | -0.30% |
| NETMARBLE CORP TOTAL RETURN SWAP 01/28/2025 | -0.30% |
| LITTELFUSE INC TOTAL RETURN SWAP 01/28/2025 | -0.30% |
| CHINA EVERGRANDE GROUP TOTAL RETURN SWAP 01/28/2025 | -0.30% |
| COMMUNITY BANK SYSTEM INC TOTAL RETURN SWAP 01/28/2025 | -0.30% |
| STERICYCLE INC TOTAL RETURN SWAP 01/28/2025 | -0.30% |
| UNILEVER INDONESIA TBK PT TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| SHOCKWAVE MEDICAL INC TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| HAIN CELESTIAL GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| POSCO CHEMICAL CO LTD TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| UPWORK INC TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| BWX TECHNOLOGIES INC TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| INTL BUSINESS MACHINES CORP TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| UNITY BIOTECHNOLOGY INC TOTAL RETURN SWAP 01/28/2025 | -0.31% |
| MERCHANTS BANCORP/IN TOTAL RETURN SWAP 01/28/2025 | -0.32% |
| GRANITE CONSTRUCTION INC TOTAL RETURN SWAP 01/28/2025 | -0.32% |
| VALLEY NATIONAL BANCORP TOTAL RETURN SWAP 01/28/2025 | -0.32% |
| ABBOTT LABORATORIES TOTAL RETURN SWAP 01/28/2025 | -0.32% |
| VIAVI SOLUTIONS INC TOTAL RETURN SWAP 01/28/2025 | -0.32% |
| CREDIT ACCEPTANCE CORP TOTAL RETURN SWAP 01/28/2025 | -0.33% |
| AXOS FINANCIAL INC TOTAL RETURN SWAP 01/28/2025 | -0.33% |
| GENTING PLANTATIONS BHD TOTAL RETURN SWAP 01/28/2025 | -0.33% |
| KNIGHT-SWIFT TRANSPORTATION TOTAL RETURN SWAP 01/28/2025 | -0.33% |
| NV5 GLOBAL INC TOTAL RETURN SWAP 01/28/2025 | -0.33% |
| BANK FIRST CORP TOTAL RETURN SWAP 01/28/2025 | -0.33% |
| CAL-MAINE FOODS INC TOTAL RETURN SWAP 01/28/2025 | -0.34% |
| SHARPSPRING INC TOTAL RETURN SWAP 01/28/2025 | -0.34% |
| TOOTSIE ROLL INDS TOTAL RETURN SWAP 01/28/2025 | -0.34% |
| HOME BANCSHARES INC TOTAL RETURN SWAP 01/28/2025 | -0.34% |
| KEURIG DR PEPPER INC TOTAL RETURN SWAP 01/28/2025 | -0.34% |
| CAPITOL FEDERAL FINANCIAL INC TOTAL RETURN SWAP 01/28/2025 | -0.34% |
| CONNECTONE BANCORP INC TOTAL RETURN SWAP 01/28/2025 | -0.34% |
| CASI PHARMACEUTICALS INC TOTAL RETURN SWAP 01/28/2025 | -0.34% |
| PEARL ABYSS CORP TOTAL RETURN SWAP 01/28/2025 | -0.35% |
| ANALOG DEVICES INC TOTAL RETURN SWAP 01/28/2025 | -0.35% |
| ZAGG INC TOTAL RETURN SWAP 01/28/2025 | -0.35% |
| CUBIC CORP TOTAL RETURN SWAP 01/28/2025 | -0.35% |
| INSEEGO CORP TOTAL RETURN SWAP 01/28/2025 | -0.36% |
| EVI INDUSTRIES INC TOTAL RETURN SWAP 01/28/2025 | -0.36% |
| T-MOBILE US INC TOTAL RETURN SWAP 01/28/2025 | -0.36% |
| AIR TRANSPORT SERVICES GROUP TOTAL RETURN SWAP 01/28/2025 | -0.36% |
| MOTORCAR PARTS OF AMERICA IN TOTAL RETURN SWAP 01/28/2025 | -0.36% |
| TRANSCONTINENTAL REALTY INV TOTAL RETURN SWAP 01/28/2025 | -0.36% |
| WELBILT INC TOTAL RETURN SWAP 01/28/2025 | -0.36% |
| REV GROUP INC TOTAL RETURN SWAP 01/28/2025 | -0.36% |
| PRESTIGE CONSUMER HEALTHCARE TOTAL RETURN SWAP 01/28/2025 | -0.36% |
| IDEXX LABORATORIES INC TOTAL RETURN SWAP 01/28/2025 | -0.37% |
| DORMAN PRODUCTS INC TOTAL RETURN SWAP 01/28/2025 | -0.38% |
| JERNIGAN CAPITAL INC TOTAL RETURN SWAP 01/28/2025 | -0.38% |
| CERIDIAN HCM HOLDING INC TOTAL RETURN SWAP 01/28/2025 | -0.38% |
| AXT INC TOTAL RETURN SWAP 01/28/2025 | -0.38% |
| TPI COMPOSITES INC TOTAL RETURN SWAP 01/28/2025 | -0.39% |
| LIVE OAK BANCSHARES INC TOTAL RETURN SWAP 01/28/2025 | -0.39% |
| STONECO LTD-A TOTAL RETURN SWAP 01/28/2025 | -0.39% |
| BANC OF CALIFORNIA INC TOTAL RETURN SWAP 01/28/2025 | -0.40% |
| HELIOS TECHNOLOGIES INC TOTAL RETURN SWAP 01/28/2025 | -0.40% |
| EDITAS MEDICINE INC TOTAL RETURN SWAP 01/28/2025 | -0.40% |
| ETHAN ALLEN INTERIORS INC TOTAL RETURN SWAP 01/28/2025 | -0.40% |
| UNITED BANKSHARES INC TOTAL RETURN SWAP 01/28/2025 | -0.40% |
| GOME RETAIL HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | -0.41% |
| ENERGY RECOVERY INC TOTAL RETURN SWAP 01/28/2025 | -0.42% |
| AKOUSTIS TECHNOLOGIES INC TOTAL RETURN SWAP 01/28/2025 | -0.42% |
| ASTEC INDUSTRIES INC TOTAL RETURN SWAP 01/28/2025 | -0.44% |
| CORBUS PHARMACEUTICALS HOLDI TOTAL RETURN SWAP 01/28/2025 | -0.44% |
| SERVISFIRST BANCSHARES INC TOTAL RETURN SWAP 01/28/2025 | -0.44% |
| LIVEXLIVE MEDIA INC TOTAL RETURN SWAP 01/28/2025 | -0.45% |
| SITEONE LANDSCAPE SUPPLY INC TOTAL RETURN SWAP 01/28/2025 | -0.45% |
| LINDSAY CORP TOTAL RETURN SWAP 01/28/2025 | -0.45% |
| ALLOGENE THERAPEUTICS INC TOTAL RETURN SWAP 01/28/2025 | -0.46% |
| GERON CORP TOTAL RETURN SWAP 01/28/2025 | -0.47% |
| VISTEON CORP TOTAL RETURN SWAP 01/28/2025 | -0.48% |
| FRESHPET INC TOTAL RETURN SWAP 01/28/2025 | -0.50% |
| HOSTESS BRANDS INC TOTAL RETURN SWAP 01/28/2025 | -0.50% |
| OXFORD INDUSTRIES INC TOTAL RETURN SWAP 01/28/2025 | -0.51% |
| DASAN ZHONE SOLUTIONS INC TOTAL RETURN SWAP 01/28/2025 | -0.52% |
| SMART GLOBAL HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | -0.53% |
| APPFOLIO INC - A TOTAL RETURN SWAP 01/28/2025 | -0.54% |
| KINGDEE INTERNATIONAL SFTWR TOTAL RETURN SWAP 01/28/2025 | -0.55% |
| PAR TECHNOLOGY CORP/DEL TOTAL RETURN SWAP 01/28/2025 | -0.55% |
| GRIFFON CORP TOTAL RETURN SWAP 01/28/2025 | -0.56% |
| ICHOR HOLDINGS LTD TOTAL RETURN SWAP 01/28/2025 | -0.58% |
| OCULAR THERAPEUTIX INC TOTAL RETURN SWAP 01/28/2025 | -0.59% |
| ZYNEX INC TOTAL RETURN SWAP 01/28/2025 | -0.62% |
| ULTRA CLEAN HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | -0.64% |
| DULUTH HOLDINGS INC - CL B TOTAL RETURN SWAP 01/28/2025 | -0.64% |
| CRYOPORT INC TOTAL RETURN SWAP 01/28/2025 | -0.65% |
| CUE BIOPHARMA INC TOTAL RETURN SWAP 01/28/2025 | -0.65% |
| NOVANTA INC TOTAL RETURN SWAP 01/28/2025 | -0.66% |
| MACOM TECHNOLOGY SOLUTIONS H TOTAL RETURN SWAP 01/28/2025 | -0.70% |
| CAMPING WORLD HOLDINGS INC-A TOTAL RETURN SWAP 01/28/2025 | -0.77% |
| WILLSCOT CORP TOTAL RETURN SWAP 01/28/2025 | -0.80% |
| CELSIUS HOLDINGS INC TOTAL RETURN SWAP 01/28/2025 | -0.89% |
| ISHARES MSCI SAUDI ARABIA ET TOTAL RETURN SWAP 01/28/2025 | -1.94% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
The fund's full holdings reflect the notional value of derivatives (the economic value for purposes of calculating periodic payment obligations) relative to its net assets.
Consider these risks before investing: There can be no assurance that the fund's strategies will achieve any particular level of return. The fund's allocation of assets may hurt performance, and efforts to generate returns under different market conditions and over different time horizons may be unsuccessful. Quantitative models or data may be incorrect or incomplete, and reliance on those models or data may not produce the desired results. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, asset class, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Bond investments in which the fund invests (or has exposure to) are subject to interest-rate risk and credit risk. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives (including "short" derivatives) include losses caused by unexpected market movements (which are potentially unlimited), imperfect correlation between the price of the derivative and the price of the underlying asset, increased investment exposure (which may be considered leverage), the potential inability to terminate or sell derivatives positions, the potential need to sell securities at disadvantageous times to meet margin or segregation requirements, the potential inability to recover margin or other amounts deposited from a counterparty, and the potential failure of the other party to the instrument to meet its obligations. Leveraging can result in volatility in the fund's performance and losses in excess of the amounts invested. International investing involves certain risks, such as currency fluctuations, economic instability, and political developments. Exposure to REITs subjects the fund to the risks associated with direct ownership in real estate, including economic downturns that have an adverse effect on real estate markets. By investing in open-end or closed-end investment companies and ETFs, the fund is indirectly exposed to the risks associated with direct ownership of the securities held by those investment companies or ETFs. Certain investments are not as readily traded as conventional securities, and the fund may be unable to sell these investments when it considers it desirable to do so. Frequent trading may cause the fund to experience increased brokerage commissions and other transaction costs, and the fund may be more likely to realize capital gains that must be distributed to shareholders as taxable ordinary income. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| Total expense ratio | 3.77% | 4.52% | 4.52% | 4.02% | 3.53% | 3.52% |
| What you pay† | 1.83% | 2.58% | 2.58% | 2.08% | 1.59% | 1.58% |
† The fund's expense ratio is taken from the most recent prospectus and is subject to change. What you pay reflects Putnam Management's decision to contractually limit expenses through 12/30/21
Sales charge
| Breakpoint | Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| $0-$49,999 | 5.75% / 5.00% | 0.00% / 4.00% | 0.00% / 1.00% | -- | -- | -- |
| $50,000-$99,999 | 4.50% / 3.75% | 0.00% / 4.00% | 0.00% / 1.00% | -- | -- | -- |
| $100,000-$249,999 | 3.50% / 2.75% | -- | 0.00% / 1.00% | -- | -- | -- |
| $250,000-$499,999 | 2.50% / 2.00% | -- | 0.00% / 1.00% | -- | -- | -- |
| $500,000-$999,999 | 0.00% / 1.00% | -- | 0.00% / 1.00% | -- | -- | -- |
| $1M-$4M | 0.00% / 1.00% | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% / 0.50% | -- | -- | -- | -- | -- |
| $50M+ | 0.00% / 0.25% | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $500,000+) | Class B | Class C | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- |
Trail commissions
| Class A | Class B | Class C | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|
| 0.25% | 0.25% | 1.00% | 0.50% | 0.00% | 0.00% | |
| NA | NA | NA | NA | NA | NA | |
| NA | NA | NA | NA | NA | NA |
For sales and trail commission information on purchases over $1 million and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.
The ICE BofA U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury Bills publicly issued in the U.S. domestic market. Qualifying securities must have a remaining term of at least one month to final maturity and a minimum amount outstanding of $1 billion. You cannot invest directly in an index.
The fund's full holdings reflect the notional value of derivatives (the economic value for purposes of calculating periodic payment obligations) relative to its net assets.
Consider these risks before investing: There can be no assurance that the fund's strategies will achieve any particular level of return. The fund's allocation of assets may hurt performance, and efforts to generate returns under different market conditions and over different time horizons may be unsuccessful. Quantitative models or data may be incorrect or incomplete, and reliance on those models or data may not produce the desired results. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, asset class, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Bond investments in which the fund invests (or has exposure to) are subject to interest-rate risk and credit risk. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives (including "short" derivatives) include losses caused by unexpected market movements (which are potentially unlimited), imperfect correlation between the price of the derivative and the price of the underlying asset, increased investment exposure (which may be considered leverage), the potential inability to terminate or sell derivatives positions, the potential need to sell securities at disadvantageous times to meet margin or segregation requirements, the potential inability to recover margin or other amounts deposited from a counterparty, and the potential failure of the other party to the instrument to meet its obligations. Leveraging can result in volatility in the fund's performance and losses in excess of the amounts invested. International investing involves certain risks, such as currency fluctuations, economic instability, and political developments. Exposure to REITs subjects the fund to the risks associated with direct ownership in real estate, including economic downturns that have an adverse effect on real estate markets. By investing in open-end or closed-end investment companies and ETFs, the fund is indirectly exposed to the risks associated with direct ownership of the securities held by those investment companies or ETFs. Certain investments are not as readily traded as conventional securities, and the fund may be unable to sell these investments when it considers it desirable to do so. Frequent trading may cause the fund to experience increased brokerage commissions and other transaction costs, and the fund may be more likely to realize capital gains that must be distributed to shareholders as taxable ordinary income. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.