Mga Batayang Estadistika
| Nilai Portofolio | $ 22,113,942 |
| Posisi Saat Ini | 246 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
JPLS - JPMorgan Long/Short ETF telah mengungkapkan total kepemilikan 246 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 22,113,942 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama JPLS - JPMorgan Long/Short ETF adalah JPMorgan Trust I. - JPMorgan Prime Money Market Fund IM (US:JIMXX) , U.S. Treasury Bills (US:US912796SR11) , JPMorgan Trust II - JPMorgan U.S. Government Money Market Fund IM (US:MGMXX) , United States Treasury Bill (US:US912796SV23) , and Cable One, Inc. (US:CABO) . Posisi baru JPLS - JPMorgan Long/Short ETF meliputi: U.S. Treasury Bills (US:US912796SR11) , United States Treasury Bill (US:US912796SV23) , Cactus, Inc. (US:WHD) , Valero Energy Corporation (US:VLO) , and Avient Corporation (US:AVNT) .
Peningkatan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| 2.00 | 8.6474 | 1.5946 | ||
| 0.37 | 0.37 | 1.5822 | 1.2138 | |
| 0.01 | 0.11 | 0.4705 | 0.4705 | |
| 0.00 | 0.11 | 0.4673 | 0.4673 | |
| 0.00 | 0.11 | 0.4616 | 0.4616 | |
| 0.01 | 0.10 | 0.4484 | 0.4484 | |
| 0.01 | 0.10 | 0.4161 | 0.4161 | |
| 0.00 | 0.10 | 0.4125 | 0.4125 | |
| 0.00 | 0.09 | 0.4023 | 0.4023 | |
| 0.00 | 0.09 | 0.3943 | 0.3943 |
Penurunan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| -1.33 | -5.7698 | -5.7698 | ||
| 5.66 | 5.66 | 24.4723 | -4.6091 | |
| -0.32 | -1.3966 | -1.3966 | ||
| -0.14 | -0.6212 | -0.6212 | ||
| 0.00 | 0.00 | -0.3697 | ||
| 0.00 | 0.00 | -0.3658 | ||
| 0.00 | 0.00 | -0.3594 | ||
| 0.00 | 0.00 | -0.3559 | ||
| 0.00 | 0.00 | -0.3535 | ||
| 0.00 | 0.00 | -0.3508 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2020-06-29 untuk periode pelaporan 2020-04-30. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.
Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. 
.
2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
| Keamanan | Ketik | Harga Saham Rata-rata | Saham (MM) |
ΔSaham (%) |
ΔSaham (%) |
Nilai ($MM) |
Portpolyo (%) |
ΔPortofolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| JIMXX / JPMorgan Trust I. - JPMorgan Prime Money Market Fund IM | 5.66 | -31.07 | 5.66 | -31.06 | 24.4723 | -4.6091 | |||
| US912796SR11 / U.S. Treasury Bills | 2.00 | 0.45 | 8.6474 | 1.5946 | |||||
| MGMXX / JPMorgan Trust II - JPMorgan U.S. Government Money Market Fund IM | 0.37 | 251.85 | 0.37 | 254.37 | 1.5822 | 1.2138 | |||
| US912796SV23 / United States Treasury Bill | 0.25 | 0.41 | 1.0679 | 0.1978 | |||||
| CABO / Cable One, Inc. | 0.00 | 0.00 | 0.12 | 12.62 | 0.5045 | 0.1363 | |||
| WHD / Cactus, Inc. | 0.01 | 0.11 | 0.4705 | 0.4705 | |||||
| EQH / Equitable Holdings, Inc. | 0.01 | 66.56 | 0.11 | 27.06 | 0.4688 | 0.1665 | |||
| VLO / Valero Energy Corporation | 0.00 | 0.11 | 0.4673 | 0.4673 | |||||
| AVNT / Avient Corporation | 0.00 | 0.11 | 0.4616 | 0.4616 | |||||
| VVV / Valvoline Inc. | 0.01 | 0.10 | 0.4484 | 0.4484 | |||||
| HFC / HollyFrontier Corp | 0.00 | 39.01 | 0.10 | 2.02 | 0.4393 | 0.0873 | |||
| COP / ConocoPhillips | 0.00 | 64.75 | 0.10 | 17.44 | 0.4373 | 0.1303 | |||
| MTH / Meritage Homes Corporation | 0.00 | 56.10 | 0.10 | 15.48 | 0.4218 | 0.1229 | |||
| 14161H108 / Cardtronics PLC | 0.00 | 92.01 | 0.10 | -2.02 | 0.4213 | 0.0680 | |||
| PBF / PBF Energy Inc. | 0.01 | 0.10 | 0.4161 | 0.4161 | |||||
| AAN / The Aaron's Company, Inc. | 0.00 | 133.10 | 0.10 | 25.00 | 0.4149 | 0.1436 | |||
| NTCT / NetScout Systems, Inc. | 0.00 | 0.00 | 0.10 | 3.26 | 0.4128 | 0.0844 | |||
| META / Meta Platforms, Inc. | 0.00 | 0.10 | 0.4125 | 0.4125 | |||||
| ACN / Accenture plc | 0.00 | 0.00 | 0.10 | -9.52 | 0.4124 | 0.0380 | |||
| CMI / Cummins Inc. | 0.00 | 0.00 | 0.09 | 2.17 | 0.4093 | 0.0812 | |||
| BPOP / Popular, Inc. | 0.00 | 37.68 | 0.09 | -5.05 | 0.4085 | 0.0560 | |||
| DGX / Quest Diagnostics Incorporated | 0.00 | 0.00 | 0.09 | 0.00 | 0.4066 | 0.0718 | |||
| INTU / Intuit Inc. | 0.00 | 0.00 | 0.09 | -4.12 | 0.4048 | 0.0602 | |||
| HOLX / Hologic, Inc. | 0.00 | 0.09 | 0.4023 | 0.4023 | |||||
| MET / MetLife, Inc. | 0.00 | 40.28 | 0.09 | 2.22 | 0.3998 | 0.0781 | |||
| RDN / Radian Group Inc. | 0.01 | 43.42 | 0.09 | -12.38 | 0.3988 | 0.0263 | |||
| AAPL / Apple Inc. | 0.00 | 0.00 | 0.09 | -5.21 | 0.3964 | 0.0543 | |||
| CACI / CACI International Inc | 0.00 | 0.00 | 0.09 | -6.19 | 0.3948 | 0.0490 | |||
| BLDR / Builders FirstSource, Inc. | 0.00 | 0.09 | 0.3943 | 0.3943 | |||||
| CSGS / CSG Systems International, Inc. | 0.00 | 0.00 | 0.09 | -2.15 | 0.3936 | 0.0629 | |||
| NXST / Nexstar Media Group, Inc. | 0.00 | 71.88 | 0.09 | -1.10 | 0.3925 | 0.0689 | |||
| FN / Fabrinet | 0.00 | 0.00 | 0.09 | -1.11 | 0.3888 | 0.0688 | |||
| CHKP / Check Point Software Technologies Ltd. | 0.00 | 0.00 | 0.09 | -8.25 | 0.3882 | 0.0444 | |||
| ADP / Automatic Data Processing, Inc. | 0.00 | 0.00 | 0.09 | -14.56 | 0.3825 | 0.0163 | |||
| ORCL / Oracle Corporation | 0.00 | 0.00 | 0.09 | 1.15 | 0.3814 | 0.0720 | |||
| MANT / Mantech International Corp - Class A | 0.00 | 0.00 | 0.09 | -6.38 | 0.3811 | 0.0449 | |||
| V / Visa Inc. | 0.00 | 0.00 | 0.09 | -10.20 | 0.3810 | 0.0335 | |||
| BCC / Boise Cascade Company | 0.00 | 0.09 | 0.3805 | 0.3805 | |||||
| ATKR / Atkore Inc. | 0.00 | 54.75 | 0.09 | -5.43 | 0.3790 | 0.0517 | |||
| BR / Broadridge Financial Solutions, Inc. | 0.00 | 0.00 | 0.09 | -2.25 | 0.3787 | 0.0600 | |||
| QRVO / Qorvo, Inc. | 0.00 | 0.00 | 0.09 | -7.53 | 0.3760 | 0.0433 | |||
| CCK / Crown Holdings, Inc. | 0.00 | 0.09 | 0.3746 | 0.3746 | |||||
| SLGN / Silgan Holdings Inc. | 0.00 | -20.54 | 0.09 | -11.34 | 0.3740 | 0.0291 | |||
| DOX / Amdocs Limited | 0.00 | 0.09 | 0.3734 | 0.3734 | |||||
| MED / Medifast, Inc. | 0.00 | 33.61 | 0.09 | 4.88 | 0.3731 | 0.0817 | |||
| MMS / Maximus, Inc. | 0.00 | 0.00 | 0.09 | -5.49 | 0.3729 | 0.0473 | |||
| RMBS / Rambus Inc. | 0.01 | 0.00 | 0.09 | -20.37 | 0.3719 | -0.0140 | |||
| RGLD / Royal Gold, Inc. | 0.00 | 0.09 | 0.3719 | 0.3719 | |||||
| ALLY / Ally Financial Inc. | 0.01 | 49.70 | 0.09 | -23.42 | 0.3708 | -0.0258 | |||
| KLIC / Kulicke and Soffa Industries, Inc. | 0.00 | 0.00 | 0.09 | -7.61 | 0.3688 | 0.0424 | |||
| MA / Mastercard Incorporated | 0.00 | 0.00 | 0.09 | -12.37 | 0.3686 | 0.0216 | |||
| HUM / Humana Inc. | 0.00 | 0.09 | 0.3682 | 0.3682 | |||||
| PEG / Public Service Enterprise Group Incorporated | 0.00 | 0.09 | 0.3679 | 0.3679 | |||||
| CRUS / Cirrus Logic, Inc. | 0.00 | 0.00 | 0.08 | -2.33 | 0.3671 | 0.0615 | |||
| EMN / Eastman Chemical Company | 0.00 | 0.00 | 0.08 | -15.15 | 0.3653 | 0.0128 | |||
| AMAT / Applied Materials, Inc. | 0.00 | 0.00 | 0.08 | -14.29 | 0.3652 | 0.0159 | |||
| CSCO / Cisco Systems, Inc. | 0.00 | 0.00 | 0.08 | -7.69 | 0.3650 | 0.0406 | |||
| HUBB / Hubbell Incorporated | 0.00 | 0.08 | 0.3648 | 0.3648 | |||||
| INGR / Ingredion Incorporated | 0.00 | 0.00 | 0.08 | -7.69 | 0.3641 | 0.0408 | |||
| JBSS / John B. Sanfilippo & Son, Inc. | 0.00 | 0.00 | 0.08 | -3.49 | 0.3626 | 0.0577 | |||
| FAF / First American Financial Corporation | 0.00 | 0.00 | 0.08 | -25.89 | 0.3617 | -0.0366 | |||
| BLD / TopBuild Corp. | 0.00 | 0.08 | 0.3598 | 0.3598 | |||||
| NUE / Nucor Corporation | 0.00 | 0.08 | 0.3594 | 0.3594 | |||||
| ETN / Eaton Corporation plc | 0.00 | 0.00 | 0.08 | -10.75 | 0.3592 | 0.0262 | |||
| DLB / Dolby Laboratories, Inc. | 0.00 | -10.31 | 0.08 | -16.16 | 0.3590 | 0.0111 | |||
| CE / Celanese Corporation | 0.00 | 28.66 | 0.08 | 3.80 | 0.3563 | 0.0736 | |||
| NUAN / Nuance Communications Inc | 0.00 | 0.08 | 0.3563 | 0.3563 | |||||
| PRGS / Progress Software Corporation | 0.00 | 0.00 | 0.08 | -8.89 | 0.3563 | 0.0343 | |||
| SWKS / Skyworks Solutions, Inc. | 0.00 | 0.00 | 0.08 | -7.87 | 0.3557 | 0.0383 | |||
| PHM / PulteGroup, Inc. | 0.00 | 41.04 | 0.08 | -9.89 | 0.3550 | 0.0293 | |||
| EA / Electronic Arts Inc. | 0.00 | 0.08 | 0.3542 | 0.3542 | |||||
| TMHC / Taylor Morrison Home Corporation | 0.01 | 0.08 | 0.3533 | 0.3533 | |||||
| LUMN / Lumen Technologies, Inc. | 0.01 | 0.00 | 0.08 | -22.12 | 0.3529 | -0.0190 | |||
| UNF / UniFirst Corporation | 0.00 | 0.08 | 0.3512 | 0.3512 | |||||
| CAH / Cardinal Health, Inc. | 0.00 | 0.08 | 0.3511 | 0.3511 | |||||
| TWNK / Hostess Brands Inc - Class A | 0.01 | 0.00 | 0.08 | -11.11 | 0.3491 | 0.0298 | |||
| LRCX / Lam Research Corporation | 0.00 | 0.00 | 0.08 | -14.89 | 0.3488 | 0.0150 | |||
| CI / The Cigna Group | 0.00 | 0.08 | 0.3479 | 0.3479 | |||||
| MSFT / Microsoft Corporation | 0.00 | -20.04 | 0.08 | -15.79 | 0.3464 | 0.0093 | |||
| INTC / Intel Corporation | 0.00 | -17.07 | 0.08 | -22.55 | 0.3452 | -0.0183 | |||
| KEYS / Keysight Technologies, Inc. | 0.00 | 0.08 | 0.3444 | 0.3444 | |||||
| ARCH / Arch Resources, Inc. | 0.00 | 89.84 | 0.08 | 6.76 | 0.3443 | 0.0820 | |||
| GOOG / Alphabet Inc. | 0.00 | 0.08 | 0.3441 | 0.3441 | |||||
| MDT / Medtronic plc | 0.00 | 0.00 | 0.08 | -15.05 | 0.3432 | 0.0107 | |||
| ATVI / Activision Blizzard Inc | 0.00 | 0.08 | 0.3400 | 0.3400 | |||||
| CMCSA / Comcast Corporation | 0.00 | 0.00 | 0.08 | -13.33 | 0.3394 | 0.0202 | |||
| US7587501039 / Regal-Beloit Corp. | 0.00 | 0.00 | 0.08 | -9.30 | 0.3393 | 0.0321 | |||
| KBH / KB Home | 0.00 | 46.28 | 0.08 | 2.63 | 0.3392 | 0.0673 | |||
| WHR / Whirlpool Corporation | 0.00 | 0.08 | 0.3387 | 0.3387 | |||||
| NOV / NOV Inc. | 0.01 | 0.08 | 0.3380 | 0.3380 | |||||
| ITGR / Integer Holdings Corporation | 0.00 | 0.00 | 0.08 | -12.36 | 0.3374 | 0.0203 | |||
| EHC / Encompass Health Corporation | 0.00 | 0.00 | 0.08 | -14.44 | 0.3369 | 0.0160 | |||
| APAM / Artisan Partners Asset Management Inc. | 0.00 | 0.00 | 0.08 | -12.50 | 0.3367 | 0.0237 | |||
| SFM / Sprouts Farmers Market, Inc. | 0.00 | 0.08 | 0.3365 | 0.3365 | |||||
| GPK / Graphic Packaging Holding Company | 0.01 | 0.08 | 0.3353 | 0.3353 | |||||
| POWI / Power Integrations, Inc. | 0.00 | 0.08 | 0.3350 | 0.3350 | |||||
| TER / Teradyne, Inc. | 0.00 | -19.36 | 0.08 | -23.76 | 0.3345 | -0.0241 | |||
| STLD / Steel Dynamics, Inc. | 0.00 | 0.00 | 0.08 | -18.95 | 0.3338 | -0.0029 | |||
| SMPL / The Simply Good Foods Company | 0.00 | 0.08 | 0.3330 | 0.3330 | |||||
| OC / Owens Corning | 0.00 | 0.08 | 0.3330 | 0.3330 | |||||
| DHR / Danaher Corporation | 0.00 | -27.20 | 0.08 | -26.92 | 0.3329 | -0.0358 | |||
| HUN / Huntsman Corporation | 0.00 | 0.00 | 0.08 | -18.28 | 0.3296 | -0.0007 | |||
| ALK / Alaska Air Group, Inc. | 0.00 | 64.33 | 0.08 | -16.48 | 0.3290 | 0.0032 | |||
| BRC / Brady Corporation | 0.00 | 0.00 | 0.08 | -20.83 | 0.3289 | -0.0138 | |||
| RS / Reliance, Inc. | 0.00 | 0.08 | 0.3277 | 0.3277 | |||||
| CTXS / Citrix Systems, Inc. | 0.00 | -37.26 | 0.08 | -25.00 | 0.3273 | -0.0300 | |||
| WTS / Watts Water Technologies, Inc. | 0.00 | 0.00 | 0.08 | -17.58 | 0.3257 | 0.0028 | |||
| STX / Seagate Technology Holdings plc | 0.00 | 0.00 | 0.08 | -11.76 | 0.3255 | 0.0212 | |||
| ROST / Ross Stores, Inc. | 0.00 | 32.79 | 0.08 | 8.70 | 0.3247 | 0.0787 | |||
| ODP / The ODP Corporation | 0.03 | 0.00 | 0.08 | 0.00 | 0.3246 | 0.0586 | |||
| GIS / General Mills, Inc. | 0.00 | -30.05 | 0.07 | -20.43 | 0.3237 | -0.0069 | |||
| JBL / Jabil Inc. | 0.00 | 0.07 | 0.3237 | 0.3237 | |||||
| HZNP / Horizon Therapeutics Plc | 0.00 | -42.38 | 0.07 | -28.85 | 0.3234 | -0.0418 | |||
| KALU / Kaiser Aluminum Corporation | 0.00 | 0.07 | 0.3229 | 0.3229 | |||||
| TRTN / Triton International Limited | 0.00 | 0.07 | 0.3207 | 0.3207 | |||||
| SNA / Snap-on Incorporated | 0.00 | 0.00 | 0.07 | -17.78 | 0.3200 | -0.0012 | |||
| CVX / Chevron Corporation | 0.00 | 0.00 | 0.07 | -15.12 | 0.3198 | 0.0147 | |||
| MLHR / Herman Miller Inc. | 0.00 | 40.28 | 0.07 | -18.89 | 0.3194 | -0.0005 | |||
| EL / The Estée Lauder Companies Inc. | 0.00 | 0.00 | 0.07 | -9.88 | 0.3181 | 0.0298 | |||
| HRB / H&R Block, Inc. | 0.00 | 36.46 | 0.07 | -2.67 | 0.3177 | 0.0519 | |||
| CCEP / Coca-Cola Europacific Partners PLC | 0.00 | 0.00 | 0.07 | -24.74 | 0.3176 | -0.0278 | |||
| WSM / Williams-Sonoma, Inc. | 0.00 | 22.88 | 0.07 | 8.96 | 0.3174 | 0.0776 | |||
| RCII / Upbound Group Inc | 0.00 | 40.41 | 0.07 | -3.95 | 0.3164 | 0.0462 | |||
| PETS / PetMed Express, Inc. | 0.00 | 0.07 | 0.3158 | 0.3158 | |||||
| AKAM / Akamai Technologies, Inc. | 0.00 | -27.90 | 0.07 | -25.00 | 0.3156 | -0.0270 | |||
| AY / Atlantica Sustainable Infrastructure plc | 0.00 | 0.00 | 0.07 | -17.24 | 0.3153 | 0.0053 | |||
| PBH / Prestige Consumer Healthcare Inc. | 0.00 | -19.32 | 0.07 | -19.10 | 0.3144 | -0.0039 | |||
| MTZ / MasTec, Inc. | 0.00 | 40.32 | 0.07 | -13.25 | 0.3139 | 0.0191 | |||
| TPH / Tri Pointe Homes, Inc. | 0.01 | 31.62 | 0.07 | -7.69 | 0.3137 | 0.0371 | |||
| JAZZ / Jazz Pharmaceuticals plc | 0.00 | 0.00 | 0.07 | -23.40 | 0.3132 | -0.0204 | |||
| PG / The Procter & Gamble Company | 0.00 | -20.70 | 0.07 | -25.00 | 0.3124 | -0.0288 | |||
| SNDR / Schneider National, Inc. | 0.00 | 0.07 | 0.3116 | 0.3116 | |||||
| HSY / The Hershey Company | 0.00 | -20.58 | 0.07 | -32.08 | 0.3115 | -0.0650 | |||
| TMO / Thermo Fisher Scientific Inc. | 0.00 | 0.07 | 0.3111 | 0.3111 | |||||
| VZ / Verizon Communications Inc. | 0.00 | -21.14 | 0.07 | -24.47 | 0.3105 | -0.0232 | |||
| OMC / Omnicom Group Inc. | 0.00 | 0.00 | 0.07 | -24.47 | 0.3105 | -0.0254 | |||
| UNH / UnitedHealth Group Incorporated | 0.00 | -23.44 | 0.07 | -18.39 | 0.3098 | 0.0010 | |||
| ICLR / ICON Public Limited Company | 0.00 | -20.36 | 0.07 | -24.47 | 0.3095 | -0.0251 | |||
| DISCA / Discovery Inc - Class A | 0.00 | 0.07 | 0.3086 | 0.3086 | |||||
| TEL / TE Connectivity plc | 0.00 | 0.00 | 0.07 | -20.22 | 0.3078 | -0.0086 | |||
| AGCO / AGCO Corporation | 0.00 | 0.00 | 0.07 | -24.47 | 0.3078 | -0.0269 | |||
| RHI / Robert Half Inc. | 0.00 | 0.00 | 0.07 | -18.39 | 0.3076 | -0.0025 | |||
| CPB / The Campbell's Company | 0.00 | 0.07 | 0.3058 | 0.3058 | |||||
| CERN / Cerner Corp. | 0.00 | 0.07 | 0.3057 | 0.3057 | |||||
| PRFT / Perficient, Inc. | 0.00 | 0.00 | 0.07 | -30.00 | 0.3054 | -0.0516 | |||
| TAP / Molson Coors Beverage Company | 0.00 | 0.00 | 0.07 | -26.32 | 0.3052 | -0.0337 | |||
| JNJ / Johnson & Johnson | 0.00 | -34.27 | 0.07 | -33.96 | 0.3049 | -0.0722 | |||
| GNRC / Generac Holdings Inc. | 0.00 | -19.08 | 0.07 | -23.91 | 0.3038 | -0.0232 | |||
| STE / STERIS plc | 0.00 | -28.01 | 0.07 | -32.35 | 0.3025 | -0.0615 | |||
| XRAY / DENTSPLY SIRONA Inc. | 0.00 | 0.00 | 0.07 | -25.00 | 0.3021 | -0.0245 | |||
| BAX / Baxter International Inc. | 0.00 | -28.02 | 0.07 | -28.87 | 0.3017 | -0.0434 | |||
| FHN / First Horizon Corporation | 0.01 | 36.39 | 0.07 | -23.33 | 0.3017 | -0.0177 | |||
| NEU / NewMarket Corporation | 0.00 | 0.07 | 0.3007 | 0.3007 | |||||
| CHE / Chemed Corporation | 0.00 | -14.87 | 0.07 | -24.18 | 0.2990 | -0.0236 | |||
| MDU / MDU Resources Group, Inc. | 0.00 | 0.07 | 0.2988 | 0.2988 | |||||
| HRC / Hill-Rom Holdings Inc | 0.00 | -22.08 | 0.07 | -16.87 | 0.2987 | 0.0014 | |||
| T / AT&T Inc. | 0.00 | 0.07 | 0.2983 | 0.2983 | |||||
| DKS / DICK'S Sporting Goods, Inc. | 0.00 | 50.58 | 0.07 | 0.00 | 0.2978 | 0.0539 | |||
| CWEN / Clearway Energy, Inc. | 0.00 | -26.73 | 0.07 | -31.31 | 0.2974 | -0.0541 | |||
| ITT / ITT Inc. | 0.00 | 0.00 | 0.07 | -21.84 | 0.2970 | -0.0126 | |||
| BMY / Bristol-Myers Squibb Company | 0.00 | 0.07 | 0.2963 | 0.2963 | |||||
| UFS / Domtar Corporation | 0.00 | 24.33 | 0.07 | -17.07 | 0.2963 | 0.0053 | |||
| FL / Foot Locker, Inc. | 0.00 | 38.90 | 0.07 | -6.85 | 0.2960 | 0.0373 | |||
| ROCK / Gibraltar Industries, Inc. | 0.00 | 0.07 | 0.2945 | 0.2945 | |||||
| ALSN / Allison Transmission Holdings, Inc. | 0.00 | 0.00 | 0.07 | -17.07 | 0.2943 | 0.0010 | |||
| OGE / OGE Energy Corp. | 0.00 | 0.00 | 0.07 | -30.61 | 0.2941 | -0.0564 | |||
| STMP / Stamps.com Inc. | 0.00 | 0.07 | 0.2936 | 0.2936 | |||||
| LAUR / Laureate Education, Inc. | 0.01 | 0.07 | 0.2935 | 0.2935 | |||||
| HELE / Helen of Troy Limited | 0.00 | 0.00 | 0.07 | -14.10 | 0.2934 | 0.0168 | |||
| OSK / Oshkosh Corporation | 0.00 | 0.00 | 0.07 | -22.09 | 0.2932 | -0.0129 | |||
| MEDP / Medpace Holdings, Inc. | 0.00 | -25.44 | 0.07 | -30.21 | 0.2914 | -0.0516 | |||
| BKE / The Buckle, Inc. | 0.00 | 47.51 | 0.07 | -6.94 | 0.2906 | 0.0333 | |||
| XRX / Xerox Holdings Corporation | 0.00 | 10.91 | 0.07 | -40.18 | 0.2902 | -0.1035 | |||
| MRK / Merck & Co., Inc. | 0.00 | -25.51 | 0.07 | -31.25 | 0.2885 | -0.0532 | |||
| DECK / Deckers Outdoor Corporation | 0.00 | 0.00 | 0.07 | -22.35 | 0.2882 | -0.0148 | |||
| SIG / Signet Jewelers Limited | 0.01 | 62.35 | 0.07 | -33.33 | 0.2879 | -0.0632 | |||
| KSS / Kohl's Corporation | 0.00 | 135.60 | 0.07 | 1.54 | 0.2879 | 0.0560 | |||
| FCN / FTI Consulting, Inc. | 0.00 | -37.53 | 0.07 | -34.00 | 0.2869 | -0.0678 | |||
| MCK / McKesson Corporation | 0.00 | -20.78 | 0.07 | -21.43 | 0.2864 | -0.0126 | |||
| DAL / Delta Air Lines, Inc. | 0.00 | 0.07 | 0.2858 | 0.2858 | |||||
| RL / Ralph Lauren Corporation | 0.00 | 41.43 | 0.07 | -8.45 | 0.2842 | 0.0309 | |||
| NTAP / NetApp, Inc. | 0.00 | 0.00 | 0.07 | -18.75 | 0.2837 | 0.0001 | |||
| KR / The Kroger Co. | 0.00 | 0.07 | 0.2836 | 0.2836 | |||||
| BBY / Best Buy Co., Inc. | 0.00 | 0.00 | 0.07 | -9.72 | 0.2830 | 0.0271 | |||
| ARCB / ArcBest Corporation | 0.00 | 0.00 | 0.07 | -8.45 | 0.2830 | 0.0291 | |||
| AMWD / American Woodmark Corporation | 0.00 | 43.45 | 0.07 | -32.99 | 0.2825 | -0.0616 | |||
| ANF / Abercrombie & Fitch Co. | 0.01 | 46.32 | 0.06 | -5.88 | 0.2805 | 0.0376 | |||
| DHT / DHT Holdings, Inc. | 0.01 | 0.06 | 0.2800 | 0.2800 | |||||
| KFY / Korn Ferry | 0.00 | 0.00 | 0.06 | -29.67 | 0.2786 | -0.0459 | |||
| FLO / Flowers Foods, Inc. | 0.00 | 0.06 | 0.2785 | 0.2785 | |||||
| 018490100 / Allergan plc | 0.00 | 0.06 | 0.2778 | 0.2778 | |||||
| HUBG / Hub Group, Inc. | 0.00 | 0.06 | 0.2771 | 0.2771 | |||||
| EBAY / eBay Inc. | 0.00 | 0.06 | 0.2768 | 0.2768 | |||||
| ZUMZ / Zumiez Inc. | 0.00 | 37.71 | 0.06 | -7.35 | 0.2761 | 0.0339 | |||
| PINC / Premier, Inc. | 0.00 | -31.94 | 0.06 | -35.71 | 0.2759 | -0.0724 | |||
| TTEK / Tetra Tech, Inc. | 0.00 | -22.97 | 0.06 | -32.26 | 0.2751 | -0.0576 | |||
| Total Return Basket Swap / DE (000000000) | 0.06 | -31.52 | 0.2736 | 0.2736 | |||||
| AES / The AES Corporation | 0.00 | 0.00 | 0.06 | -33.33 | 0.2704 | -0.0617 | |||
| TNK / Teekay Tankers Ltd. | 0.00 | 0.06 | 0.2689 | 0.2689 | |||||
| TGT / Target Corporation | 0.00 | 0.06 | 0.2681 | 0.2681 | |||||
| NVR / NVR, Inc. | 0.00 | 0.00 | 0.06 | -18.42 | 0.2681 | -0.0024 | |||
| COR / Cencora, Inc. | 0.00 | 0.06 | 0.2679 | 0.2679 | |||||
| GNTX / Gentex Corporation | 0.00 | 0.00 | 0.06 | -18.67 | 0.2655 | -0.0017 | |||
| AN / AutoNation, Inc. | 0.00 | 0.06 | 0.2596 | 0.2596 | |||||
| DLX / Deluxe Corporation | 0.00 | 0.00 | 0.06 | -42.00 | 0.2549 | -0.1025 | |||
| LZB / La-Z-Boy Incorporated | 0.00 | 0.00 | 0.06 | -23.61 | 0.2413 | -0.0170 | |||
| CRI / Carter's, Inc. | 0.00 | 0.00 | 0.06 | -25.68 | 0.2380 | -0.0265 | |||
| Total Return Basket Swap / DE (000000000) | 0.02 | -73.91 | 0.1040 | 0.1040 | |||||
| Total Return Basket Swap / DE (000000000) | 0.02 | -75.00 | 0.1019 | 0.1019 | |||||
| Total Return Basket Swap / DE (000000000) | 0.02 | -75.00 | 0.1009 | 0.1009 | |||||
| Total Return Basket Swap / DE (000000000) | 0.02 | -76.09 | 0.0994 | 0.0994 | |||||
| Total Return Basket Swap / DE (000000000) | 0.02 | -76.09 | 0.0966 | 0.0966 | |||||
| AY / Atlantica Sustainable Infrastructure plc | 0.00 | -83.59 | 0.01 | -84.72 | 0.0518 | -0.2636 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | -92.93 | 0.0342 | 0.0342 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | -93.94 | 0.0277 | 0.0277 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -97.98 | 0.0094 | 0.0094 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -97.98 | 0.0089 | 0.0089 | |||||
| Total Return Basket Swap / DE (000000000) | 0.00 | -98.91 | 0.0070 | 0.0070 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -98.99 | 0.0045 | 0.0045 | |||||
| Total Return Basket Swap / DE (000000000) | 0.00 | -100.00 | 0.0010 | 0.0010 | |||||
| PFE / Pfizer Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.3508 | ||||
| KLAC / KLA Corporation | 0.00 | -100.00 | 0.00 | -100.00 | -0.3535 | ||||
| CHD / Church & Dwight Co., Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.3594 | ||||
| JWN / Nordstrom, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.2344 | ||||
| CDW / CDW Corporation | 0.00 | -100.00 | 0.00 | -100.00 | -0.2911 | ||||
| LPX / Louisiana-Pacific Corporation | 0.00 | -100.00 | 0.00 | -100.00 | -0.3347 | ||||
| DK / Delek US Holdings, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.3191 | ||||
| KMB / Kimberly-Clark Corporation | 0.00 | -100.00 | 0.00 | -100.00 | -0.3501 | ||||
| BGS / B&G Foods, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.3697 | ||||
| REGI / Renewable Energy Group Inc | 0.00 | -100.00 | 0.00 | -100.00 | -0.3499 | ||||
| / Wyndham Destinations, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.2424 | ||||
| WMT / Walmart Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.3208 | ||||
| BTU / Peabody Energy Corporation | 0.00 | -100.00 | 0.00 | -100.00 | -0.2638 | ||||
| EXC / Exelon Corporation | 0.00 | -100.00 | 0.00 | -100.00 | -0.3470 | ||||
| ENSG / The Ensign Group, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.3271 | ||||
| MDLZ / Mondelez International, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.3559 | ||||
| TSN / Tyson Foods, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.2939 | ||||
| ZBRA / Zebra Technologies Corporation | 0.00 | -100.00 | 0.00 | -100.00 | -0.3658 | ||||
| PSX / Phillips 66 | 0.00 | -100.00 | 0.00 | -100.00 | -0.2942 | ||||
| CF / CF Industries Holdings, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.2950 | ||||
| JNPR / Juniper Networks, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.3191 | ||||
| GRMN / Garmin Ltd. | 0.00 | -100.00 | 0.00 | -100.00 | -0.2679 | ||||
| UAL / United Airlines Holdings, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.2873 | ||||
| ZBH / Zimmer Biomet Holdings, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.3317 | ||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0011 | -0.0011 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0023 | -0.0023 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -101.01 | -0.0053 | -0.0053 | |||||
| Total Return Basket Swap / DE (000000000) | -0.00 | -101.09 | -0.0079 | -0.0079 | |||||
| Total Return Basket Swap / DE (000000000) | -0.00 | -101.09 | -0.0086 | -0.0086 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -102.02 | -0.0090 | -0.0090 | |||||
| CFK0 / CAC40 10 EURO MAY 20 | -0.00 | -0.0097 | -0.0097 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -102.02 | -0.0109 | -0.0109 | |||||
| Total Return Basket Swap / DE (000000000) | -0.00 | -102.17 | -0.0112 | -0.0112 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -102.02 | -0.0121 | -0.0121 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -102.02 | -0.0122 | -0.0122 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -103.03 | -0.0156 | -0.0156 | |||||
| Hang Seng Index / DE (N/A) | -0.00 | -104.04 | -0.0202 | -0.0202 | |||||
| Total Return Basket Swap / DE (000000000) | -0.01 | -105.43 | -0.0249 | -0.0249 | |||||
| VGM0 / EURO STOXX 50 Index | -0.01 | -0.0259 | -0.0259 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -107.07 | -0.0313 | -0.0313 | |||||
| Total Return Basket Swap / DE (000000000) | -0.01 | -107.61 | -0.0331 | -0.0331 | |||||
| Z M0 / FTSE 100 Index | -0.02 | -0.0785 | -0.0785 | ||||||
| TOPIX Index / DE (N/A) | -0.02 | -122.22 | -0.0990 | -0.0990 | |||||
| Total Return Basket Swap / DE (000000000) | -0.03 | -131.52 | -0.1273 | -0.1273 | |||||
| Total Return Basket Swap / DE (000000000) | -0.03 | -136.96 | -0.1473 | -0.1473 | |||||
| Total Return Basket Swap / DE (000000000) | -0.04 | -139.13 | -0.1562 | -0.1562 | |||||
| Total Return Basket Swap / DE (000000000) | -0.05 | -151.09 | -0.2049 | -0.2049 | |||||
| Total Return Basket Swap / DE (000000000) | -0.14 | -255.43 | -0.6212 | -0.6212 | |||||
| Total Return Basket Swap / DE (000000000) | -0.32 | -450.00 | -1.3966 | -1.3966 | |||||
| Total Return Basket Swap / DE (000000000) | -1.33 | -1,550.00 | -5.7698 | -5.7698 |
