CORIENT
CORIENT PRIVATE WEALTH LLC Legal Name
Adviser information for CORIENT last updated from Form ADV on March 29th, 2024. Select data displayed; additional Form ADV, Form D, Form 13F and other data is available from the Fincoded API.
Advisory Business
| Type of Organization | Limited Liability Company |
|---|---|
| Fiscal Year End | DECEMBER |
| Legal Location | Delaware, United States |
Employees
| Total Number of Employees | 845 |
|---|---|
| Investment Advisory/Research | 476 |
| Registered Broker-Dealer Representatives | 0 |
| Registered State Investment Advisers | 459 |
| Licensed Agents of an Insurance Company | 11 |
| No. of Firms/People that Solicit Clients | 38 |
RAUM
| Provides Management of Securities Portfolios | Yes |
|---|
| Type | Accounts | RAUM |
|---|---|---|
| Discretionary | 84,981 | $104.9B |
| Non-Discretionary | 12,039 | $13.3B |
| Total | 97,020 | $118.2B |
Clients
| Type | Number | RAUM |
|---|---|---|
| Individuals | 10,581 | $7.7B |
| HNW Individuals | 16,961 | $98.2B |
| Banking or thrift institutions | 1 | $41.9M |
| Investment companies | 0 | $0 |
| Business development companies | 0 | $0 |
| Pooled investment vehicles | 27 | $1.4B |
| Pension and profit sharing plans | 351 | $1.5B |
| Charitable organizations | 651 | $4.6B |
| State or municipal gov entities | 1 | $1.9M |
| Other investment advisers | 7 | $238.5M |
| Insurance companies | 18 | $196.7M |
| Sovereign wealth funds and foreign official institutions | 0 | $0 |
| Corporations or other businesses | 715 | $4.2B |
| Other | 19 | $132.1M |
| Type | Number |
|---|---|
| No. of Non-RAUM Clients | 1341 |
| No. of Non-U.S. Clients | 2 |
| No. of Financial Planning Clients | 11000 |
Services
| Advisory Services | Financial planningPortfolio management for individuals and/or small businessesPortfolio management for pooled investment vehiclesPortfolio management for businesses or institutional clientsPension consulting servicesSelection of other advisers (including private fund managers)Publication of periodicals or newslettersSecurity ratings or pricing servicesMarket timing servicesEducational seminars/workshops |
|---|---|
| Compensation | % of AUMHourly chargesFixed feesPerformance-based fees% OF ASSETS UNDER ADVISEMENT |
Wrap Fee Program
| Offers Wrap Fee Program | Yes |
|---|
| Acting As | RAUM |
|---|---|
| Sponsor | 0 |
| Portfolio Manager | 5.7B |
| Both for Same | 0 |
| Portfolio Manager to Program | Sponsor |
|---|---|
| WEALTH MANAGEMENT | RBC PRIVATE COUNSEL (USA) INC. |
| PRIVATE WEALTH MANAGEMENT MANAGER ASSESSMENT PROGRAM | MORGAN STANLEY |
| WFA PRIVATE ADVISOR NETWORK PROGRAM | WELLS FARGO ADVISORS |
| MAPS | NEWEDGE ADVISORS |
Principal Office
2 S BISCAYNE BLVDSUITE 3200
MIAMI
FL
United States
Monday - Friday, 9 A.M. - 5 P.M. EST
Tel: (305) 735-2020, Fax: None
Chief Compliance Officer
CHAD ESTEP
PARTNER
100 PARK AVE
28TH FLOOR
NEW YORK
NY
United States
Tel:
(332) 233-5731
C*********@**********M
(Full email address available in API data)
Regulatory Contact
KIM HALKETT
DIRECTOR COMPLIANCE - CO-HEAD OF COMPLIANCE MANAGEMENT
22083 E GRAND DRIVE
CENTENNIAL
CO
United States
Tel:
(720) 643-2226
K**********@**********M
(Full email address available in API data)
Industry Affiliates
| ASSANTE CAPITAL MANAGEMENT LTD | Broker-dealer, municipal securities dealer, or gov securities broker or dealerOther investment adviser, including financial planners |
| ASSANTE FINANCIAL MANAGEMENT | Broker-dealer, municipal securities dealer, or gov securities broker or dealer |
| CABANA ASSET MANAGEMENT | Other investment adviser, including financial planners |
| COLUMBIA PACIFIC ADVISORS, LLC | Other investment adviser, including financial planners |
| CORIENT GP, LLC | Sponsor, GP, manager of pooled investment vehicles |
| CORIENT IA LLC | Other investment adviser, including financial planners |
| CORIENT SERVICES, LLC | Accountant or accounting firm |
| CORIENT SOLUTIONS LLC | Accountant or accounting firm |
| CORIENT TRUST COMPANY, LLC | Trust company |
| GLASFUNDS, LLC | Other investment adviser, including financial planners |
| ONE CAPITAL MANAGEMENT, LLC | Other investment adviser, including financial planners |
| ROOSEVELT INVESTMENTS | Other investment adviser, including financial planners |
| SEGALL BRYANT & HAMILL | Other investment adviser, including financial planners |
| STONEGATE PRIVATE COUNSEL | Other investment adviser, including financial planners |
Private Funds
| Name | Type | Assets $USD | Min Investment $USD | No. Owners |
|---|
None
Control Persons
| Name | Type | Entity | Title | Since | Ownership |
|---|---|---|---|---|---|
| MUNI, AMIT | Individual | – | CHIEF FINANCIAL OFFICER | 02/2022 | < 5% |
| CORIENT HOLDINGS INC | Domestic Entity | CORIENT MANAGEMENT LLC | OWNER | 03/2022 | > 75% |
| CI FINANCIAL CORP | Foreign Entity | CORIENT HOLDINGS INC | OWNER | 03/2022 | > 75% |
| AKINS, SCOTT, WILLIAM | Individual | – | GENERAL COUNSEL | 06/2022 | < 5% |
| CORIENT PARTNERS LLC | Domestic Entity | – | OWNER | 02/2023 | > 75% |
| GULLAN, LEONARD, LAWRENCE CURLE | Individual | – | CHIEF OPERATING OFFICER | 10/2022 | < 5% |
| MACALPINE, KURT | Individual | – | CHIEF EXECUTIVE OFFICER | 03/2022 | < 5% |
| HOLMBERG, ANDREW, MARK | Individual | – | HEAD OF SOLUTIONS | 03/2023 | < 5% |
| SILCOX, JULIE, LYNN | Individual | – | CHIEF MARKETING OFFICER | 03/2022 | < 5% |
| ESTEP, STEPHEN, CHAD | Individual | – | CHIEF COMPLIANCE OFFICER | 08/2023 | < 5% |
| WATSON, PETER, YOSHI | Individual | – | HEAD OF ALTERNATIVES | 07/2023 | < 5% |
| CORIENT MANAGEMENT LLC | Domestic Entity | CORIENT PARTNERS LLC | OWNER | 12/2023 | > 75% |
No. Employees, Historic
RAUM, Historic
No. Clients, Historic
Holdings
From latest 13F, filed August 13th, 2024 for period ending June 30th, 2024
| Name | Class | Value $USD | # Shares | Private Fund |
|---|---|---|---|---|
| 2023 ETF SERIES TRUST | EAGLE CAPITAL SE | 2M | 90K | – |
| 3-D SYS CORP DEL | COM NEW | 90K | 29K | – |
| 3M CO | COM | 502K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| 3M CO | COM | 29M | 280K | – |
| AAON INC | COM PAR $0.004 | 633K | 7K | – |
| ABBOTT LABS | COM | 6M | 53K | 2,6,10 |
| ABBOTT LABS | COM | 4K | 40 | – |
| ABBOTT LABS | COM | 237M | 2M | – |
| ABBVIE INC | COM | 16M | 96K | 2,6 |
| ABBVIE INC | COM | 3K | 17 | – |
| ABBVIE INC | COM | 380M | 2M | – |
| ABEONA THERAPEUTICS INC | COM NEW | 95K | 22K | – |
| ABERCROMBIE & FITCH CO | CL A | 607K | 3K | – |
| ABM INDS INC | COM | 444K | 9K | – |
| ABRDN PRECIOUS METALS BASKET | PHYSCL PRECS MET | 335K | 3K | – |
| ACADIA HEALTHCARE COMPANY IN | COM | 240K | 4K | – |
| ACCENTURE PLC IRELAND | SHS CLASS A | 5M | 15K | 2,6 |
| ACCENTURE PLC IRELAND | SHS CLASS A | 11M | 36K | – |
| ACCENTURE PLC IRELAND | SHS CLASS A | 366M | 1M | – |
| ACCOLADE INC | COM | 135K | 38K | – |
| ACI WORLDWIDE INC | COM | 206K | 5K | – |
| ACUITY BRANDS INC | COM | 3M | 12K | – |
| ADAMS DIVERSIFIED EQUITY FD | COM | 521K | 24K | – |
| ADAPTHEALTH CORP | COMMON STOCK | 120K | 12K | – |
| ADAPTIVE BIOTECHNOLOGIES COR | COM | 20K | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ADAPTIVE BIOTECHNOLOGIES COR | COM | 275K | 76K | – |
| ADDUS HOMECARE CORP | COM | 3M | 30K | – |
| ADMA BIOLOGICS INC | COM | 362K | 32K | – |
| ADOBE INC | COM | 9K | 17 | – |
| ADOBE INC | COM | 9M | 16K | 1,6,10 |
| ADOBE INC | COM | 204M | 367K | – |
| ADT INC DEL | COM | 302K | 40K | – |
| ADTALEM GLOBAL ED INC | COM | 7M | 101K | – |
| ADVANCE AUTO PARTS INC | COM | 225K | 4K | – |
| ADVANCED DRAIN SYS INC DEL | COM | 72M | 449K | – |
| ADVANCED ENERGY INDS | COM | 732K | 7K | – |
| ADVANCED MICRO DEVICES INC | COM | 6M | 38K | 6,10 |
| ADVANCED MICRO DEVICES INC | COM | 5K | 33 | – |
| ADVANCED MICRO DEVICES INC | COM | 67M | 413K | – |
| ADVISORS INNER CIRCLE FD III | STRATEGAS MACRO | 809K | 31K | – |
| ADVISORSHARES TR | PSYCHEDELICS ETF | 160K | 164K | – |
| ADVISORSHARES TR | PURE US CANNABIS | 632K | 86K | – |
| AECOM | COM | 415K | 5K | – |
| AEGON LTD | AMER REG 1 CERT | 131K | 21K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| AEGON LTD | AMER REG 1 CERT | 229K | 37K | – |
| AERCAP HOLDINGS NV | SHS | 615K | 7K | – |
| AEROVIRONMENT INC | COM | 866K | 5K | – |
| AES CORP | COM | 309K | 18K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| AES CORP | COM | 3M | 154K | – |
| AFFILIATED MANAGERS GROUP IN | COM | 212K | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| AFFILIATED MANAGERS GROUP IN | COM | 2M | 11K | – |
| AFFIRM HLDGS INC | COM CL A | 233K | 8K | – |
| AFLAC INC | COM | 1M | 13K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| AFLAC INC | COM | 57M | 633K | – |
| AGCO CORP | COM | 1M | 11K | – |
| AGILENT TECHNOLOGIES INC | COM | 712K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| AGILENT TECHNOLOGIES INC | COM | 34M | 258K | – |
| AGILON HEALTH INC | COM | 635K | 97K | – |
| AGILYSYS INC | COM | 1M | 10K | – |
| AGNC INVT CORP | COM | 77K | 8K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| AGNC INVT CORP | COM | 192K | 20K | – |
| AGNICO EAGLE MINES LTD | COM | 2M | 23K | – |
| AGREE RLTY CORP | COM | 311K | 5K | – |
| AIR LEASE CORP | CL A | 5M | 111K | – |
| AIR PRODS & CHEMS INC | COM | 6M | 23K | 2,6,8 |
| AIR PRODS & CHEMS INC | COM | 103M | 401K | – |
| AIR TRANSPORT SERVICES GRP I | COM | 231K | 17K | – |
| AIRBNB INC | COM CL A | 778K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| AIRBNB INC | COM CL A | 11M | 72K | – |
| AIRSCULPT TECHNOLOGIES INC | COM | 50K | 12K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| AKAMAI TECHNOLOGIES INC | COM | 4M | 39K | – |
| ALAMO GROUP INC | COM | 340K | 2K | – |
| ALAMOS GOLD INC NEW | COM CL A | 285K | 18K | – |
| ALASKA AIR GROUP INC | COM | 822K | 20K | – |
| ALBANY INTL CORP | CL A | 2M | 20K | – |
| ALBEMARLE CORP | COM | 1M | 11K | – |
| ALBERTSONS COS INC | COMMON STOCK | 2M | 126K | – |
| ALCOA CORP | COM | 90K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ALCOA CORP | COM | 420K | 11K | – |
| ALCON AG | ORD SHS | 553K | 6K | 1,6 |
| ALCON AG | ORD SHS | 37M | 415K | – |
| ALEXANDRIA REAL ESTATE EQ IN | COM | 299K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ALEXANDRIA REAL ESTATE EQ IN | COM | 12M | 103K | – |
| ALGOMA STL GROUP INC | COM | 104K | 15K | – |
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 405K | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 2M | 32K | – |
| ALIGHT INC | COM CL A | 162K | 22K | – |
| ALIGN TECHNOLOGY INC | COM | 490K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ALIGN TECHNOLOGY INC | COM | 4M | 15K | – |
| ALKERMES PLC | SHS | 974K | 40K | – |
| ALLBIRDS INC | COM CL A | 55K | 110K | – |
| ALLEGION PLC | ORD SHS | 929K | 8K | – |
| ALLEGRO MICROSYSTEMS INC | COM | 644K | 23K | – |
| ALLETE INC | COM NEW | 4M | 57K | – |
| ALLIANCEBERNSTEIN HLDG L P | UNIT LTD PARTN | 858K | 25K | – |
| ALLIANT ENERGY CORP | COM | 2M | 31K | – |
| ALLISON TRANSMISSION HLDGS I | COM | 3M | 37K | – |
| ALLSTATE CORP | COM | 908K | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ALLSTATE CORP | COM | 37M | 232K | – |
| ALLY FINL INC | COM | 276K | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ALLY FINL INC | COM | 3M | 84K | – |
| ALNYLAM PHARMACEUTICALS INC | COM | 616K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ALNYLAM PHARMACEUTICALS INC | COM | 66M | 272K | – |
| ALPHABET INC | CAP STK CL C | 27M | 150K | 6,10 |
| ALPHABET INC | CAP STK CL A | 30M | 166K | 6,10,12 |
| ALPHABET INC | CAP STK CL C | 6M | 35K | – |
| ALPHABET INC | CAP STK CL A | 55M | 299K | – |
| ALPHABET INC | CAP STK CL C | 1B | 5M | – |
| ALPHABET INC | CAP STK CL A | 843M | 5M | – |
| ALPS ETF TR | ALERIAN ENERGY | 1M | 51K | – |
| ALPS ETF TR | ALERIAN MLP | 5M | 114K | – |
| ALTRIA GROUP INC | COM | 2M | 45K | 6,8 |
| ALTRIA GROUP INC | COM | 19M | 419K | – |
| AMAZON COM INC | COM | 52M | 271K | 6,10,12 |
| AMAZON COM INC | COM | 8M | 42K | – |
| AMAZON COM INC | COM | 1B | 7M | – |
| AMBAC FINL GROUP INC | COM NEW | 303K | 24K | – |
| AMBEV SA | SPONSORED ADR | 21K | 10K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| AMBEV SA | SPONSORED ADR | 7M | 3M | – |
| AMCOR PLC | ORD | 200K | 20K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| AMCOR PLC | ORD | 18M | 2M | – |
| AMDOCS LTD | SHS | 6M | 77K | – |
| AMER STATES WTR CO | COM | 529K | 7K | – |
| AMEREN CORP | COM | 3M | 44K | – |
| AMERICA MOVIL SAB DE CV | SPON ADS RP CL B | 1M | 80K | – |
| AMERICAN AIRLS GROUP INC | COM | 79K | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| AMERICAN AIRLS GROUP INC | COM | 1M | 118K | – |
| AMERICAN CENTY ETF TR | CORE MUNI FXD IN | 758K | 16K | – |
| AMERICAN CENTY ETF TR | AVANTIS US LARG | 1M | 22K | – |
| AMERICAN CENTY ETF TR | EMERGING MKT VAL | 5M | 100K | – |
| AMERICAN CENTY ETF TR | AVANTIS EMERGING | 225K | 4K | – |
| AMERICAN CENTY ETF TR | AVANTIS SHFXDINC | 4M | 91K | – |
| AMERICAN CENTY ETF TR | INTERNATIONAL LR | 224K | 4K | – |
| AMERICAN CENTY ETF TR | US SML CP VALU | 61M | 682K | – |
| AMERICAN CENTY ETF TR | AVANTIS ALL EQT | 2M | 36K | – |
| AMERICAN CENTY ETF TR | AVANTIS RESPON U | 10M | 160K | – |
| AMERICAN CENTY ETF TR | US LARGE CAP VLU | 6M | 93K | – |
| AMERICAN CENTY ETF TR | INTL EQT ETF | 154M | 2M | – |
| AMERICAN CENTY ETF TR | INTL SMCP VLU | 46M | 705K | – |
| AMERICAN CENTY ETF TR | AVANTIS CORE FI | 55M | 1M | – |
| AMERICAN CENTY ETF TR | AVANTIS US SMALL | 10M | 192K | – |
| AMERICAN CENTY ETF TR | REAL ESTATE ETF | 9M | 218K | – |
| AMERICAN CENTY ETF TR | AVANTIS RESPONSI | 10M | 176K | – |
| AMERICAN CENTY ETF TR | US EQT ETF | 72M | 803K | – |
| AMERICAN CENTY ETF TR | AVANTIS EMGMKT | 55M | 893K | – |
| AMERICAN CENTY ETF TR | AVANTIS RESPONSI | 8M | 148K | – |
| AMERICAN ELEC PWR CO INC | COM | 4M | 51K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| AMERICAN ELEC PWR CO INC | COM | 10M | 109K | – |
| AMERICAN EXPRESS CO | COM | 3M | 14K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| AMERICAN EXPRESS CO | COM | 255M | 1M | – |
| AMERICAN FINL GROUP INC OHIO | COM | 367K | 3K | 2,6 |
| AMERICAN FINL GROUP INC OHIO | COM | 3M | 26K | – |
| AMERICAN HOMES 4 RENT | CL A | 300K | 8K | – |
| AMERICAN INTL GROUP INC | COM NEW | 1M | 14K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| AMERICAN INTL GROUP INC | COM NEW | 20M | 274K | – |
| AMERICAN RES CORP | CL A | 18K | 25K | – |
| AMERICAN SHARED HOSPITAL SVC | COM | 513K | 161K | – |
| AMERICAN TOWER CORP NEW | COM | 2M | 8K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| AMERICAN TOWER CORP NEW | COM | 124M | 638K | – |
| AMERICAN WTR WKS CO INC NEW | COM | 1M | 9K | 1,6 |
| AMERICAN WTR WKS CO INC NEW | COM | 11M | 86K | – |
| AMERICOLD REALTY TRUST INC | COM | 356K | 14K | – |
| AMERIPRISE FINL INC | COM | 2M | 6K | 1,6 |
| AMERIPRISE FINL INC | COM | 9M | 20K | – |
| AMERIS BANCORP | COM | 624K | 12K | – |
| AMETEK INC | COM | 2M | 12K | 6,10 |
| AMETEK INC | COM | 4K | 22 | – |
| AMETEK INC | COM | 16M | 93K | – |
| AMGEN INC | COM | 8M | 26K | 1,2,6 |
| AMGEN INC | COM | 172M | 551K | – |
| AMKOR TECHNOLOGY INC | COM | 3M | 66K | – |
| AMPHASTAR PHARMACEUTICALS IN | COM | 613K | 15K | – |
| AMPHENOL CORP NEW | CL A | 2M | 24K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| AMPHENOL CORP NEW | CL A | 22M | 327K | – |
| AMPLIFY ETF TR | AMPLIFY CYBERSEC | 4M | 58K | – |
| ANALOG DEVICES INC | COM | 9K | 38 | – |
| ANALOG DEVICES INC | COM | 9M | 39K | 2,6 |
| ANALOG DEVICES INC | COM | 129M | 567K | – |
| ANHEUSER BUSCH INBEV SA/NV | SPONSORED ADR | 567K | 10K | – |
| ANIXA BIOSCIENCES INC | COM | 83K | 37K | – |
| ANNALY CAPITAL MANAGEMENT IN | COM NEW | 420K | 22K | – |
| ANSYS INC | COM | 1M | 4K | 1,6 |
| ANSYS INC | COM | 5M | 14K | – |
| AON PLC | SHS CL A | 2M | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| AON PLC | SHS CL A | 28M | 95K | – |
| APA CORPORATION | COM | 806K | 27K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| APA CORPORATION | COM | 3M | 99K | – |
| API GROUP CORP | COM STK | 6M | 162K | – |
| APOLLO COML REAL EST FIN INC | COM | 133K | 14K | – |
| APOLLO GLOBAL MGMT INC | COM | 875K | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| APOLLO GLOBAL MGMT INC | COM | 23M | 193K | – |
| APPLE INC | COM | 80M | 378K | 6,8,10 |
| APPLE INC | COM | 4M | 17K | – |
| APPLE INC | COM | 27K | 128 | – |
| APPLE INC | COM | 90M | 429K | – |
| APPLE INC | COM | 2B | 12M | – |
| APPLIED INDL TECHNOLOGIES IN | COM | 1M | 5K | – |
| APPLIED MATLS INC | COM | 4M | 17K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| APPLIED MATLS INC | COM | 91M | 384K | – |
| APPLOVIN CORP | COM CL A | 647K | 8K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| APPLOVIN CORP | COM CL A | 16M | 195K | – |
| APTARGROUP INC | COM | 12M | 83K | – |
| APTIV PLC | SHS | 346K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| APTIV PLC | SHS | 7M | 96K | – |
| AQUESTIVE THERAPEUTICS INC | COM | 249K | 96K | – |
| ARAMARK | COM | 409K | 12K | – |
| ARCADIUM LITHIUM PLC | COM SHS | 44K | 13K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ARCADIUM LITHIUM PLC | COM SHS | 262K | 78K | – |
| ARCBEST CORP | COM | 508K | 5K | – |
| ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 322K | 14K | – |
| ARCH CAP GROUP LTD | ORD | 510K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ARCH CAP GROUP LTD | ORD | 4M | 38K | – |
| ARCHER AVIATION INC | COM CL A | 74K | 21K | – |
| ARCHER DANIELS MIDLAND CO | COM | 699K | 12K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ARCHER DANIELS MIDLAND CO | COM | 11M | 184K | – |
| ARCOS DORADOS HOLDINGS INC | SHS CLASS -A - | 232K | 26K | – |
| ARCOSA INC | COM | 439K | 5K | – |
| ARES CAPITAL CORP | COM | 6M | 272K | – |
| ARES MANAGEMENT CORPORATION | CL A COM STK | 237K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ARES MANAGEMENT CORPORATION | CL A COM STK | 162M | 1M | – |
| ARGENX SE | SPONSORED ADR | 553K | 1K | – |
| ARISTA NETWORKS INC | COM | 2M | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ARISTA NETWORKS INC | COM | 29M | 82K | – |
| ARK ETF TR | INNOVATION ETF | 6M | 143K | – |
| ARM HOLDINGS PLC | SPONSORED ADS | 702K | 4K | – |
| ARMSTRONG WORLD INDS INC NEW | COM | 2M | 14K | – |
| ARRAY TECHNOLOGIES INC | COM SHS | 157K | 15K | – |
| ARROW ELECTRS INC | COM | 6M | 46K | – |
| ASE TECHNOLOGY HLDG CO LTD | SPONSORED ADS | 290K | 25K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ASE TECHNOLOGY HLDG CO LTD | SPONSORED ADS | 2M | 141K | – |
| ASHLAND INC | COM | 1M | 16K | – |
| ASML HOLDING N V | N Y REGISTRY SHS | 3M | 3K | 6,10,12 |
| ASML HOLDING N V | N Y REGISTRY SHS | 210M | 205K | – |
| ASPEN TECHNOLOGY INC | COM | 2M | 8K | – |
| ASSETMARK FINL HLDGS INC | COM | 2M | 54K | – |
| ASSOCIATED BANC CORP | COM | 878K | 42K | – |
| ASSURANT INC | COM | 6M | 34K | – |
| ASSURED GUARANTY LTD | COM | 919K | 12K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ASSURED GUARANTY LTD | COM | 803K | 10K | – |
| ASTRAZENECA PLC | SPONSORED ADR | 2M | 20K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ASTRAZENECA PLC | SPONSORED ADR | 14K | 177 | – |
| ASTRAZENECA PLC | SPONSORED ADR | 14M | 185K | – |
| AT&T INC | COM | 3M | 158K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| AT&T INC | COM | 43M | 2M | – |
| ATAI LIFE SCIENCES NV | SHS | 41K | 31K | – |
| ATI INC | COM | 815K | 15K | – |
| ATI INC | COM | 1M | 25K | – |
| ATLANTICA SUSTAINABLE INFR P | SHS | 622K | 28K | – |
| ATLAS ENERGY SOLUTIONS INC | COM NEW | 242K | 12K | – |
| ATLASSIAN CORPORATION | CL A | 469K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ATLASSIAN CORPORATION | CL A | 478K | 3K | – |
| ATMOS ENERGY CORP | COM | 505K | 4K | 1,6 |
| ATMOS ENERGY CORP | COM | 3M | 28K | – |
| AURINIA PHARMACEUTICALS INC | COM | 132K | 23K | – |
| AURORA INNOVATION INC | CLASS A COM | 44K | 16K | – |
| AUTHID INC | COM | 162K | 16K | – |
| AUTODESK INC | COM | 1M | 5K | 1,6 |
| AUTODESK INC | COM | 12M | 49K | – |
| AUTOLIV INC | COM | 792K | 7K | – |
| AUTOMATIC DATA PROCESSING IN | COM | 9M | 36K | 2,6 |
| AUTOMATIC DATA PROCESSING IN | COM | 117M | 489K | – |
| AUTONATION INC | COM | 281K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| AUTONATION INC | COM | 3M | 22K | – |
| AUTOZONE INC | COM | 1M | 403 | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| AUTOZONE INC | COM | 21M | 7K | – |
| AUTOZONE INC | COM | 42M | 14K | – |
| AVALONBAY CMNTYS INC | COM | 381K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| AVALONBAY CMNTYS INC | COM | 10M | 47K | – |
| AVANGRID INC | COM | 620K | 17K | – |
| AVEANNA HEALTHCARE HLDGS INC | COM | 28K | 10K | – |
| AVERY DENNISON CORP | COM | 428K | 2K | 2,6 |
| AVERY DENNISON CORP | COM | 56M | 254K | – |
| AVIDITY BIOSCIENCES INC | COM | 460K | 11K | – |
| AVIS BUDGET GROUP | COM | 457K | 4K | – |
| AVISTA CORP | COM | 212K | 6K | – |
| AVNET INC | COM | 3M | 56K | – |
| AXCELIS TECHNOLOGIES INC | COM NEW | 966K | 7K | – |
| AXIS CAP HLDGS LTD | SHS | 2M | 32K | – |
| AXON ENTERPRISE INC | COM | 384K | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| AXON ENTERPRISE INC | COM | 2M | 6K | – |
| AZEK CO INC | CL A | 26M | 613K | – |
| AZENTA INC | COM | 1M | 26K | – |
| AZZ INC | COM | 228K | 3K | – |
| B2GOLD CORP | COM | 190K | 70K | – |
| BADGER METER INC | COM | 2M | 9K | – |
| BAIDU INC | SPON ADR REP A | 992K | 11K | – |
| BAIN CAP SPECIALTY FIN INC | COM STK | 196K | 12K | – |
| BAKER HUGHES COMPANY | CL A | 575K | 16K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BAKER HUGHES COMPANY | CL A | 7M | 203K | – |
| BALCHEM CORP | COM | 40M | 257K | – |
| BALL CORP | COM | 6M | 92K | – |
| BALLARD PWR SYS INC NEW | COM | 120K | 53K | – |
| BANCO BILBAO VIZCAYA ARGENTA | SPONSORED ADR | 283K | 28K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BANCO BILBAO VIZCAYA ARGENTA | SPONSORED ADR | 1M | 114K | – |
| BANCO BRADESCO S A | SP ADR PFD NEW | 38K | 17K | – |
| BANCO DE CHILE | SPONSORED ADS | 864K | 38K | – |
| BANCO SANTANDER BRASIL S A | ADS REP 1 UNIT | 115K | 23K | – |
| BANCO SANTANDER CHILE NEW | SP ADR REP COM | 122K | 10K | – |
| BANCO SANTANDER S.A. | ADR | 309K | 67K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BANCO SANTANDER S.A. | ADR | 2M | 327K | – |
| BANK AMERICA CORP | 7.25%CNV PFD L | 1M | 1K | – |
| BANK AMERICA CORP | COM | 5M | 121K | 2,6 |
| BANK AMERICA CORP | COM | 107M | 3M | – |
| BANK HAWAII CORP | COM | 1M | 25K | – |
| BANK MONTREAL QUE | COM | 213K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BANK MONTREAL QUE | COM | 2M | 21K | – |
| BANK NEW YORK MELLON CORP | COM | 630K | 11K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BANK NEW YORK MELLON CORP | COM | 17M | 288K | – |
| BANK NOVA SCOTIA HALIFAX | COM | 9M | 195K | – |
| BANK OZK LITTLE ROCK ARK | COM | 976K | 24K | – |
| BANZAI INTERNATIONAL INC | COM CL A | 5K | 30K | – |
| BAR HBR BANKSHARES | COM | 224K | 8K | – |
| BARCLAYS BANK PLC | DJUBS CMDT ETN36 | 334K | 10K | – |
| BARCLAYS PLC | ADR | 175K | 16K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BARCLAYS PLC | ADR | 487K | 45K | – |
| BARK INC | COM | 25K | 14K | – |
| BARRICK GOLD CORP | COM | 2M | 91K | – |
| BATH & BODY WORKS INC | COM | 687K | 18K | – |
| BAXTER INTL INC | COM | 394K | 12K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BAXTER INTL INC | COM | 2M | 59K | – |
| BCE INC | COM NEW | 875K | 27K | – |
| BEACON ROOFING SUPPLY INC | COM | 246K | 3K | – |
| BECTON DICKINSON & CO | COM | 899K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BECTON DICKINSON & CO | COM | 99M | 425K | – |
| BENCHMARK ELECTRS INC | COM | 375K | 9K | – |
| BENTLEY SYS INC | COM CL B | 860K | 17K | – |
| BERKLEY W R CORP | COM | 223K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BERKLEY W R CORP | COM | 29M | 365K | – |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 18M | 43K | 6,8 |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 14K | 34 | – |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 54M | 132K | – |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 753M | 2M | – |
| BERKSHIRE HATHAWAY INC DEL | CL A | 92M | 151 | – |
| BERRY GLOBAL GROUP INC | COM | 476K | 8K | – |
| BEST BUY INC | COM | 577K | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BEST BUY INC | COM | 2M | 20K | – |
| BETTER HOME & FINANCE HOLDIN | COM CL A | 19K | 40K | – |
| BEYOND MEAT INC | COM | 155K | 23K | – |
| BHP GROUP LTD | SPONSORED ADS | 440K | 8K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BHP GROUP LTD | SPONSORED ADS | 22M | 390K | – |
| BIG 5 SPORTING GOODS CORP | COM | 43K | 14K | – |
| BIGCOMMERCE HLDGS INC | COM SER 1 | 627K | 78K | – |
| BILIBILI INC | SPONS ADS REP Z | 171K | 11K | – |
| BIO RAD LABS INC | CL A | 702K | 3K | – |
| BIODESIX INC | COM | 90K | 59K | – |
| BIOGEN INC | COM | 540K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BIOGEN INC | COM | 7M | 30K | – |
| BIOMARIN PHARMACEUTICAL INC | COM | 264K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BIOMARIN PHARMACEUTICAL INC | COM | 89K | 1K | – |
| BIO-TECHNE CORP | COM | 252K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BIO-TECHNE CORP | COM | 44M | 608K | – |
| BJS WHSL CLUB HLDGS INC | COM | 255K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BJS WHSL CLUB HLDGS INC | COM | 4M | 50K | – |
| BLACK STONE MINERALS L P | COM UNIT | 893K | 57K | – |
| BLACKROCK CALIF MUN INCOME T | SH BEN INT | 295K | 25K | – |
| BLACKROCK CAP ALLOCATION TER | COM | 660K | 40K | – |
| BLACKROCK CORE BD TR | SHS BEN INT | 109K | 10K | – |
| BLACKROCK CORPOR HI YLD FD I | COM | 2M | 199K | – |
| BLACKROCK ETF TRUST II | AAA CLO ETF | 260K | 5K | – |
| BLACKROCK HEALTH SCIENCES TE | COM SHS | 848K | 55K | – |
| BLACKROCK INC | COM | 6M | 8K | 6,8 |
| BLACKROCK INC | COM | 82M | 104K | – |
| BLACKROCK INNOVATION AND GRW | SHS BEN INT | 257K | 36K | – |
| BLACKROCK MUNIHLDNGS CALI QL | COM | 146K | 13K | – |
| BLACKROCK MUNIYIELD FD INC | COM | 126K | 12K | – |
| BLACKROCK MUNIYIELD QUALITY | COM | 342K | 31K | – |
| BLACKROCK TAX MUNICPAL BD TR | SHS | 758K | 46K | – |
| BLACKROCK TCP CAPITAL CORP | COM | 197K | 18K | – |
| BLACKSTONE INC | COM | 2M | 12K | 1,6 |
| BLACKSTONE INC | COM | 43M | 344K | – |
| BLACKSTONE MTG TR INC | COM CL A | 178K | 10K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BLACKSTONE MTG TR INC | COM CL A | 1M | 62K | – |
| BLACKSTONE SECD LENDING FD | COMMON STOCK | 920K | 30K | – |
| BLADE AIR MOBILITY INC | CL A COM | 111K | 32K | – |
| BLEND LABS INC | CL A | 56K | 24K | – |
| BLINK CHARGING CO | COM | 84K | 31K | – |
| BLOCK H & R INC | COM | 13M | 247K | – |
| BLOCK INC | CL A | 427K | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BLOCK INC | CL A | 1M | 19K | – |
| BLOOM ENERGY CORP | COM CL A | 139K | 11K | – |
| BLUE BIRD CORP | COM | 235K | 4K | – |
| BLUE FOUNDRY BANCORP | COM | 114K | 13K | – |
| BLUE OWL CAP CORP III | COM SHS | 2M | 165K | – |
| BLUE OWL CAPITAL CORPORATION | COM | 16M | 1M | – |
| BLUE OWL CAPITAL INC | COM CL A | 4M | 207K | – |
| BNY MELLON ETF TRUST | US LRG CP CORE | 397K | 4K | – |
| BOEING CO | COM | 6M | 34K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BOEING CO | COM | 52M | 286K | – |
| BOISE CASCADE CO DEL | COM | 229K | 2K | – |
| BONDBLOXX ETF TRUST | BLOOMBERG SIX MN | 317K | 6K | – |
| BOOKING HOLDINGS INC | COM | 5M | 1K | 6,10 |
| BOOKING HOLDINGS INC | COM | 39M | 10K | – |
| BOOZ ALLEN HAMILTON HLDG COR | CL A | 839K | 5K | 2,6 |
| BOOZ ALLEN HAMILTON HLDG COR | CL A | 7M | 47K | – |
| BORGWARNER INC | COM | 279K | 9K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BORGWARNER INC | COM | 1M | 35K | – |
| BOSTON PROPERTIES INC | COM | 388K | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BOSTON PROPERTIES INC | COM | 2M | 32K | – |
| BOSTON SCIENTIFIC CORP | COM | 3M | 37K | 6,10 |
| BOSTON SCIENTIFIC CORP | COM | 10M | 134K | – |
| BOX INC | CL A | 296K | 11K | – |
| BOYD GAMING CORP | COM | 216K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BOYD GAMING CORP | COM | 118K | 2K | – |
| BP PLC | SPONSORED ADR | 480K | 13K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BP PLC | SPONSORED ADR | 5M | 149K | – |
| BRANDYWINE RLTY TR | SH BEN INT NEW | 165K | 37K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BRANDYWINE RLTY TR | SH BEN INT NEW | 351K | 78K | – |
| BRIDGEBIO PHARMA INC | COM | 487K | 19K | – |
| BRIGHT HORIZONS FAM SOL IN D | COM | 2K | 14 | – |
| BRIGHT HORIZONS FAM SOL IN D | COM | 1M | 10K | – |
| BRIGHTCOVE INC | COM | 32K | 14K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BRIGHTHOUSE FINL INC | COM | 538K | 12K | – |
| BRINKS CO | COM | 364K | 4K | – |
| BRISTOL-MYERS SQUIBB CO | COM | 3M | 63K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BRISTOL-MYERS SQUIBB CO | COM | 25M | 603K | – |
| BRITISH AMERN TOB PLC | SPONSORED ADR | 305K | 10K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BRITISH AMERN TOB PLC | SPONSORED ADR | 539K | 17K | – |
| BRIXMOR PPTY GROUP INC | COM | 349K | 15K | – |
| BROADCOM INC | COM | 16K | 10 | – |
| BROADCOM INC | COM | 36M | 22K | 2,6,10,12 |
| BROADCOM INC | COM | 565M | 352K | – |
| BROADRIDGE FINL SOLUTIONS IN | COM | 2M | 8K | 2,6 |
| BROADRIDGE FINL SOLUTIONS IN | COM | 8M | 38K | – |
| BROADSTONE NET LEASE INC | COM | 645K | 41K | – |
| BROOKDALE SR LIVING INC | COM | 171K | 25K | – |
| BROOKFIELD ASSET MANAGMT LTD | CL A LMT VTG SHS | 17M | 454K | – |
| BROOKFIELD ASSET MANAGMT LTD | CL A LMT VTG SHS | 38M | 993K | – |
| BROOKFIELD CORP | CL A LTD VT SH | 133M | 3M | – |
| BROOKFIELD INFRASTRUCTURE CO | COM SB VTG SHS A | 430K | 13K | – |
| BROOKFIELD RENEWABLE CORP | CL A SUB VTG | 407K | 14K | – |
| BROOKFIELD RENEWABLE PARTNER | PARTNERSHIP UNIT | 327K | 13K | – |
| BROWN & BROWN INC | COM | 8M | 94K | – |
| BROWN & BROWN INC | COM | 28M | 315K | – |
| BROWN FORMAN CORP | CL B | 1M | 27K | – |
| BRUKER CORP | COM | 203K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BRUKER CORP | COM | 35K | 554 | – |
| BRUNSWICK CORP | COM | 274K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BRUNSWICK CORP | COM | 84K | 1K | – |
| BUILDERS FIRSTSOURCE INC | COM | 436K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BUILDERS FIRSTSOURCE INC | COM | 7M | 54K | – |
| BUNGE GLOBAL SA | COM SHS | 280K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| BUNGE GLOBAL SA | COM SHS | 2M | 16K | – |
| BURFORD CAP LTD | ORD SHS | 3M | 226K | – |
| BURLINGTON STORES INC | COM | 409K | 2K | – |
| C H ROBINSON WORLDWIDE INC | COM NEW | 206K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| C H ROBINSON WORLDWIDE INC | COM NEW | 3M | 32K | – |
| C3 AI INC | CL A | 206K | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| C3 AI INC | CL A | 672K | 23K | – |
| C4 THERAPEUTICS INC | COM STK | 59K | 13K | – |
| CABLE ONE INC | COM | 483K | 1K | – |
| CABOT CORP | COM | 1M | 14K | – |
| CACI INTL INC | CL A | 443K | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CACI INTL INC | CL A | 6M | 14K | – |
| CADENCE BANK | COM | 699K | 25K | – |
| CADENCE DESIGN SYSTEM INC | COM | 2M | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CADENCE DESIGN SYSTEM INC | COM | 32M | 103K | – |
| CAE INC | COM | 421K | 23K | – |
| CAESARS ENTERTAINMENT INC NE | COM | 900K | 23K | – |
| CAL MAINE FOODS INC | COM NEW | 50M | 816K | – |
| CALERES INC | COM | 726K | 22K | – |
| CALIFORNIA WTR SVC GROUP | COM | 447K | 9K | – |
| CALUMET SPECIALTY PRODS PART | UT LTD PARTNER | 7M | 461K | – |
| CAMDEN PPTY TR | SH BEN INT | 18M | 169K | – |
| CAMECO CORP | COM | 3M | 70K | – |
| CAMPBELL SOUP CO | COM | 1M | 26K | – |
| CAMPING WORLD HLDGS INC | CL A | 188K | 11K | – |
| CANADIAN IMPERIAL BK COMM TO | COM | 492K | 10K | – |
| CANADIAN NAT RES LTD | COM | 56M | 2M | – |
| CANADIAN NATL RY CO | COM | 4M | 33K | – |
| CANADIAN PACIFIC KANSAS CITY | COM | 299K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CANADIAN PACIFIC KANSAS CITY | COM | 84M | 1M | – |
| CANNAE HLDGS INC | COM | 3M | 143K | – |
| CANTALOUPE INC | COM | 569K | 86K | – |
| CANTALOUPE INC | COM | 96K | 15K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CAPITAL GROUP GBL GROWTH EQT | SHS CREATION UNI | 22M | 735K | – |
| CAPITAL GROUP GROWTH ETF | SHS CREATION UNI | 3M | 83K | – |
| CAPITAL GROUP INTL FOCUS EQT | SHS CREATION UNI | 5M | 179K | – |
| CAPITAL ONE FINL CORP | COM | 1M | 9K | 1,6 |
| CAPITAL ONE FINL CORP | COM | 10M | 75K | – |
| CAPITAL SOUTHWEST CORP | COM | 440K | 17K | – |
| CAPITOL FED FINL INC | COM | 87K | 16K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CAPITOL FED FINL INC | COM | 60K | 11K | – |
| CAPRI HOLDINGS LIMITED | SHS | 214K | 6K | – |
| CARDINAL HEALTH INC | COM | 786K | 8K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CARDINAL HEALTH INC | COM | 8M | 86K | – |
| CARETRUST REIT INC | COM | 516K | 21K | – |
| CARLISLE COS INC | COM | 923K | 2K | 2,6 |
| CARLISLE COS INC | COM | 180M | 444K | – |
| CARLYLE GROUP INC | COM | 2M | 43K | – |
| CARMAX INC | COM | 232K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CARMAX INC | COM | 86M | 1M | – |
| CARNIVAL CORP | UNIT 99/99/9999 | 372K | 20K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CARNIVAL CORP | UNIT 99/99/9999 | 4M | 202K | – |
| CARRIER GLOBAL CORPORATION | COM | 1M | 21K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CARRIER GLOBAL CORPORATION | COM | 18M | 292K | – |
| CARRIER GLOBAL CORPORATION | COM | 20M | 316K | – |
| CARVANA CO | CL A | 807K | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CARVANA CO | CL A | 374K | 3K | – |
| CASELLA WASTE SYS INC | CL A | 2M | 16K | – |
| CASEYS GEN STORES INC | COM | 380K | 997 | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CASEYS GEN STORES INC | COM | 28M | 74K | – |
| CATALENT INC | COM | 2M | 32K | – |
| CATERPILLAR INC | COM | 3M | 10K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CATERPILLAR INC | COM | 236M | 708K | – |
| CAVCO INDS INC DEL | COM | 4M | 13K | – |
| CBIZ INC | COM | 274K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CBIZ INC | COM | 420K | 6K | – |
| CBOE GLOBAL MKTS INC | COM | 402K | 2K | 2,6 |
| CBOE GLOBAL MKTS INC | COM | 2M | 12K | – |
| CBRE GROUP INC | CL A | 510K | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CBRE GROUP INC | CL A | 13M | 147K | – |
| CCC INTELLIGENT SOLUTIONS HL | COM | 550K | 50K | – |
| CDW CORP | COM | 1M | 6K | 2,6 |
| CDW CORP | COM | 26M | 115K | – |
| CEDAR FAIR L P | DEPOSITRY UNIT | 2M | 33K | – |
| CELANESE CORP DEL | COM | 408K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CELANESE CORP DEL | COM | 47M | 346K | – |
| CELESTICA INC | COM | 433K | 8K | – |
| CELSIUS HLDGS INC | COM NEW | 600K | 11K | – |
| CEMEX SAB DE CV | SPON ADR NEW | 1M | 185K | – |
| CENCORA INC | COM | 836K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CENCORA INC | COM | 8M | 38K | – |
| CENOVUS ENERGY INC | COM | 1M | 62K | – |
| CENTENE CORP DEL | COM | 800K | 12K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CENTENE CORP DEL | COM | 6M | 87K | – |
| CENTERPOINT ENERGY INC | COM | 332K | 11K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CENTERPOINT ENERGY INC | COM | 1M | 42K | – |
| CENTRAIS ELETRICAS BRASILEIR | SPONSORED ADR | 77K | 12K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CENTRAIS ELETRICAS BRASILEIR | SPONSORED ADR | 65K | 10K | – |
| CERO THERAPEUTICS HLDGS INC | CLASS A COM | 4K | 15K | – |
| CF INDS HLDGS INC | COM | 220K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CF INDS HLDGS INC | COM | 1M | 14K | – |
| CGI INC | CL A SUB VTG | 5M | 54K | – |
| CHAMPIONX CORPORATION | COM | 983K | 30K | – |
| CHARGEPOINT HOLDINGS INC | COM CL A | 77K | 51K | – |
| CHARLES RIV LABS INTL INC | COM | 3M | 12K | – |
| CHART INDS INC | COM | 58K | 402 | – |
| CHART INDS INC | COM | 8M | 52K | – |
| CHARTER COMMUNICATIONS INC N | CL A | 251K | 840 | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CHARTER COMMUNICATIONS INC N | CL A | 4M | 12K | – |
| CHECK POINT SOFTWARE TECH LT | ORD | 4M | 26K | – |
| CHEESECAKE FACTORY INC | COM | 1M | 35K | – |
| CHEMED CORP NEW | COM | 411K | 758 | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CHEMED CORP NEW | COM | 1M | 2K | – |
| CHEMOURS CO | COM | 272K | 12K | – |
| CHENIERE ENERGY INC | COM NEW | 1M | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CHENIERE ENERGY INC | COM NEW | 8M | 47K | – |
| CHENIERE ENERGY PARTNERS LP | COM UNIT | 330K | 7K | – |
| CHERRY HILL MTG INVT CORP | COM | 2M | 414K | – |
| CHESAPEAKE ENERGY CORP | COM | 543K | 7K | – |
| CHESAPEAKE UTILS CORP | COM | 822K | 8K | – |
| CHEVRON CORP NEW | COM | 12M | 77K | 2,6,8 |
| CHEVRON CORP NEW | COM | 8K | 54 | – |
| CHEVRON CORP NEW | COM | 10M | 67K | – |
| CHEVRON CORP NEW | COM | 365M | 2M | – |
| CHIMERIX INC | COM | 63K | 72K | – |
| CHIPOTLE MEXICAN GRILL INC | COM | 4M | 63K | 6,10 |
| CHIPOTLE MEXICAN GRILL INC | COM | 30M | 476K | – |
| CHOICE HOTELS INTL INC | COM | 2M | 14K | – |
| CHORD ENERGY CORPORATION | COM NEW | 8M | 45K | – |
| CHUBB LIMITED | COM | 3K | 10 | – |
| CHUBB LIMITED | COM | 2M | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CHUBB LIMITED | COM | 152M | 595K | – |
| CHUNGHWA TELECOM CO LTD | SPON ADR NEW11 | 1000K | 26K | – |
| CHURCH & DWIGHT CO INC | COM | 731K | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CHURCH & DWIGHT CO INC | COM | 42M | 404K | – |
| CHURCHILL DOWNS INC | COM | 994K | 7K | – |
| CIA ENERGETICA DE MINAS GERA | SP ADR N-V PFD | 134K | 76K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CIA ENERGETICA DE MINAS GERA | SP ADR N-V PFD | 274K | 156K | – |
| CIBUS INC | CL A COM STK | 1M | 122K | – |
| CIENA CORP | COM NEW | 764K | 16K | – |
| CINCINNATI FINL CORP | COM | 421K | 4K | 6,8 |
| CINCINNATI FINL CORP | COM | 4M | 30K | – |
| CINEVERSE CORP | COM CL A | 335K | 376K | – |
| CINTAS CORP | COM | 2M | 3K | 2,6 |
| CINTAS CORP | COM | 28M | 40K | – |
| CIRRUS LOGIC INC | COM | 315K | 2K | – |
| CISCO SYS INC | COM | 7M | 149K | 2,6,8 |
| CISCO SYS INC | COM | 126M | 3M | – |
| CITIGROUP INC | COM NEW | 3M | 45K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CITIGROUP INC | COM NEW | 26M | 403K | – |
| CITIZENS FINL GROUP INC | COM | 374K | 10K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CITIZENS FINL GROUP INC | COM | 3M | 77K | – |
| CIVITAS RESOURCES INC | COM NEW | 5M | 74K | – |
| CLARUS CORP NEW | COM | 263K | 39K | – |
| CLEAN HARBORS INC | COM | 11M | 52K | – |
| CLEAR SECURE INC | COM CL A | 1M | 66K | – |
| CLEARWATER ANALYTICS HLDGS I | CL A | 753K | 41K | – |
| CLENE INC | COMMON STOCK | 18K | 50K | – |
| CLEVELAND-CLIFFS INC NEW | COM | 174K | 11K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CLEVELAND-CLIFFS INC NEW | COM | 157K | 10K | – |
| CLOROX CO DEL | COM | 226K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CLOROX CO DEL | COM | 4M | 28K | – |
| CLOUDFLARE INC | CL A COM | 735K | 9K | 6,7 |
| CLOUDFLARE INC | CL A COM | 1M | 13K | – |
| CME GROUP INC | COM | 2M | 12K | 2,6 |
| CME GROUP INC | COM | 17M | 87K | – |
| CMS ENERGY CORP | COM | 559K | 9K | 2,6 |
| CMS ENERGY CORP | COM | 3M | 51K | – |
| CNH INDL N V | SHS | 229K | 23K | – |
| CNO FINL GROUP INC | COM | 472K | 17K | – |
| CNX RES CORP | COM | 309K | 13K | – |
| COCA COLA CO | COM | 4M | 64K | – |
| COCA COLA CO | COM | 9M | 148K | 1,6 |
| COCA COLA CO | COM | 382 | 6 | – |
| COCA COLA CO | COM | 158M | 2M | – |
| COCA COLA CONS INC | COM | 2M | 1K | – |
| COCA-COLA EUROPACIFIC PARTNE | SHS | 227K | 3K | – |
| COCA-COLA FEMSA SAB DE CV | SPONSORD ADR REP | 1M | 15K | – |
| COEUR MNG INC | COM NEW | 386K | 69K | – |
| COGENT COMMUNICATIONS HLDGS | COM NEW | 298K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| COGENT COMMUNICATIONS HLDGS | COM NEW | 168K | 3K | – |
| COGNEX CORP | COM | 804K | 17K | – |
| COGNIZANT TECHNOLOGY SOLUTIO | CL A | 522K | 8K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| COGNIZANT TECHNOLOGY SOLUTIO | CL A | 6M | 93K | – |
| COHEN & STEERS INC | COM | 209K | 3K | – |
| COHEN & STEERS INFRASTRUCTUR | COM | 210K | 9K | – |
| COHEN & STEERS REAL ESTATE O | SHS BENFIN INT | 317K | 22K | – |
| COHEN & STEERS TAX ADVAN PFD | COM | 1M | 56K | – |
| COHERENT CORP | COM | 238K | 3K | – |
| COHERUS BIOSCIENCES INC | COM | 52K | 30K | – |
| COINBASE GLOBAL INC | COM CL A | 1M | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| COINBASE GLOBAL INC | COM CL A | 600K | 3K | – |
| COLGATE PALMOLIVE CO | COM | 2K | 23 | – |
| COLGATE PALMOLIVE CO | COM | 1M | 13K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| COLGATE PALMOLIVE CO | COM | 53M | 541K | – |
| COLUMBIA BKG SYS INC | COM | 741K | 37K | – |
| COLUMBIA ETF TR II | RESEARCH ENHANCD | 862K | 41K | – |
| COMCAST CORP NEW | CL A | 3M | 71K | 6,8 |
| COMCAST CORP NEW | CL A | 5K | 130 | – |
| COMCAST CORP NEW | CL A | 114M | 3M | – |
| COMERICA INC | COM | 378K | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| COMERICA INC | COM | 2M | 42K | – |
| COMFORT SYS USA INC | COM | 200K | 659 | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| COMFORT SYS USA INC | COM | 107K | 352 | – |
| COMMERCE BANCSHARES INC | COM | 685K | 12K | – |
| COMMERCIAL METALS CO | COM | 1M | 24K | – |
| COMMUNITY FINANCIAL SYSTEM I | COM | 386K | 8K | – |
| COMPANHIA SIDERURGICA NACION | SPONSORED ADR | 162K | 71K | – |
| COMPANHIA SIDERURGICA NACION | SPONSORED ADR | 38K | 17K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| COMPANIA DE MINAS BUENAVENTU | SPONSORED ADR | 317K | 19K | – |
| COMPASS MINERALS INTL INC | COM | 117K | 11K | – |
| COMSTOCK RES INC | COM | 2M | 195K | – |
| CONAGRA BRANDS INC | COM | 396K | 14K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CONAGRA BRANDS INC | COM | 4M | 150K | – |
| CONOCOPHILLIPS | COM | 2M | 21K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CONOCOPHILLIPS | COM | 159K | 1K | – |
| CONOCOPHILLIPS | COM | 81M | 708K | – |
| CONSOLIDATED EDISON INC | COM | 488K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CONSOLIDATED EDISON INC | COM | 14M | 157K | – |
| CONSTELLATION BRANDS INC | CL A | 1M | 4K | 1,6 |
| CONSTELLATION BRANDS INC | CL A | 19M | 73K | – |
| CONSTELLATION BRANDS INC | CL A | 37M | 146K | – |
| CONSTELLATION ENERGY CORP | COM | 1M | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CONSTELLATION ENERGY CORP | COM | 44M | 218K | – |
| CONSTELLATION ENERGY CORP | COM | 19M | 93K | – |
| CONSTELLIUM SE | CL A SHS | 377K | 20K | – |
| CONSTRUCTION PARTNERS INC | COM CL A | 2M | 28K | – |
| COOPER COS INC | COM | 392K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| COOPER COS INC | COM | 3M | 37K | – |
| COPART INC | COM | 1M | 20K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| COPART INC | COM | 12M | 226K | – |
| COPT DEFENSE PROPERTIES | SHS BEN INT | 513K | 20K | – |
| CORE & MAIN INC | CL A | 959K | 20K | – |
| CORE LABORATORIES INC | COM | 219K | 11K | – |
| COREBRIDGE FINL INC | COM | 2M | 83K | – |
| CORECIVIC INC | COM | 252K | 19K | – |
| CORNING INC | COM | 2M | 59K | 2,6 |
| CORNING INC | COM | 17M | 431K | – |
| CORPAY INC | COM SHS | 848K | 3K | 6,12 |
| CORPAY INC | COM SHS | 23M | 87K | – |
| CORTEVA INC | COM | 925K | 17K | 1,6 |
| CORTEVA INC | COM | 11M | 200K | – |
| CORVEL CORP | COM | 587K | 2K | – |
| COSAN S A | ADS | 178K | 18K | – |
| COSTAR GROUP INC | COM | 793K | 11K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| COSTAR GROUP INC | COM | 39M | 530K | – |
| COSTCO WHSL CORP NEW | COM | 11M | 13K | 6,10 |
| COSTCO WHSL CORP NEW | COM | 1B | 1M | – |
| COTERRA ENERGY INC | COM | 1M | 38K | 1,6 |
| COTERRA ENERGY INC | COM | 17M | 625K | – |
| COUPANG INC | CL A | 671K | 32K | – |
| CRANE COMPANY | COMMON STOCK | 359K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CRANE COMPANY | COMMON STOCK | 2M | 13K | – |
| CRANE NXT CO | COM | 895K | 15K | – |
| CREDIT ACCEP CORP MICH | COM | 490K | 951 | – |
| CRH PLC | ORD | 1M | 20K | – |
| CRISPR THERAPEUTICS AG | NAMEN AKT | 443K | 8K | – |
| CRITEO S A | SPONS ADS | 244K | 6K | – |
| CROCS INC | COM | 3M | 19K | – |
| CRONOS GROUP INC | COM | 205K | 88K | – |
| CROSSAMERICA PARTNERS LP | UT LTD PTN INT | 505K | 25K | – |
| CROWDSTRIKE HLDGS INC | CL A | 2M | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CROWDSTRIKE HLDGS INC | CL A | 8M | 21K | – |
| CROWN CASTLE INC | COM | 2M | 21K | 6,8,12 |
| CROWN CASTLE INC | COM | 2M | 25K | – |
| CROWN CASTLE INC | COM | 51M | 526K | – |
| CROWN HLDGS INC | COM | 408K | 5K | – |
| CS DISCO INC | COM | 149K | 25K | – |
| CSW INDUSTRIALS INC | COM | 2M | 9K | – |
| CSX CORP | COM | 1M | 39K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CSX CORP | COM | 19M | 572K | – |
| CTS CORP | COM | 205K | 4K | – |
| CUBESMART | COM | 8M | 170K | – |
| CULLEN FROST BANKERS INC | COM | 378K | 4K | 1,6 |
| CULLEN FROST BANKERS INC | COM | 1M | 13K | – |
| CUMMINS INC | COM | 2K | 9 | – |
| CUMMINS INC | COM | 1M | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CUMMINS INC | COM | 90M | 325K | – |
| CURTISS WRIGHT CORP | COM | 295K | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CURTISS WRIGHT CORP | COM | 2M | 9K | – |
| CVB FINL CORP | COM | 176K | 10K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CVB FINL CORP | COM | 330K | 19K | – |
| CVS HEALTH CORP | COM | 1M | 19K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| CVS HEALTH CORP | COM | 30M | 513K | – |
| CYBERARK SOFTWARE LTD | SHS | 2M | 6K | – |
| D R HORTON INC | COM | 1M | 9K | 2,6 |
| D R HORTON INC | COM | 13M | 90K | – |
| DANA INC | COM | 390K | 32K | – |
| DANAHER CORPORATION | COM | 4M | 15K | 1,6 |
| DANAHER CORPORATION | COM | 310M | 1M | – |
| DANIMER SCIENTIFIC INC | COM CL A | 167K | 277K | – |
| DARDEN RESTAURANTS INC | COM | 446K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DARDEN RESTAURANTS INC | COM | 2M | 14K | – |
| DARLING INGREDIENTS INC | COM | 283K | 8K | – |
| DATADOG INC | CL A COM | 488K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DATADOG INC | CL A COM | 1M | 10K | – |
| DAVIS FUNDAMENTAL ETF TR | SELECT US EQTY | 409K | 10K | – |
| DAVITA INC | COM | 5M | 37K | – |
| DAYFORCE INC | COM | 2M | 33K | – |
| DBX ETF TR | XTRCKR MSCI US | 327K | 6K | – |
| DBX ETF TR | XTRACK MSCI EAFE | 986K | 24K | – |
| DBX ETF TR | XTRACK HRVST CSI | 553K | 23K | – |
| DBX ETF TR | XTRACK MSCI EAFE | 14M | 592K | – |
| DBX ETF TR | XTRACK MSCI JAPN | 648K | 9K | – |
| DECKERS OUTDOOR CORP | COM | 408K | 421 | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DECKERS OUTDOOR CORP | COM | 2M | 3K | – |
| DEERE & CO | COM | 3M | 8K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DEERE & CO | COM | 128M | 343K | – |
| DELL TECHNOLOGIES INC | CL C | 3M | 22K | 2,6 |
| DELL TECHNOLOGIES INC | CL C | 13M | 92K | – |
| DELTA AIR LINES INC DEL | COM NEW | 465K | 10K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DELTA AIR LINES INC DEL | COM NEW | 6M | 136K | – |
| DENISON MINES CORP | COM | 47K | 24K | – |
| DENTSPLY SIRONA INC | COM | 223K | 9K | – |
| DESCARTES SYS GROUP INC | COM | 511K | 5K | – |
| DESIGN THERAPEUTICS INC | COM | 90K | 27K | – |
| DEUTSCHE BANK A G | NAMEN AKT | 170K | 11K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DEUTSCHE BANK A G | NAMEN AKT | 1M | 86K | – |
| DEVON ENERGY CORP NEW | COM | 973K | 21K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DEVON ENERGY CORP NEW | COM | 4M | 82K | – |
| DEXCOM INC | COM | 1M | 11K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DEXCOM INC | COM | 3K | 24 | – |
| DEXCOM INC | COM | 16M | 139K | – |
| DHT HOLDINGS INC | SHS NEW | 286K | 25K | – |
| DIAGEO PLC | SPON ADR NEW | 312K | 2K | 6,8 |
| DIAGEO PLC | SPON ADR NEW | 11M | 90K | – |
| DIAMONDBACK ENERGY INC | COM | 1M | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DIAMONDBACK ENERGY INC | COM | 3M | 13K | – |
| DIANA SHIPPING INC | COM | 47K | 16K | – |
| DICKS SPORTING GOODS INC | COM | 325K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DICKS SPORTING GOODS INC | COM | 3M | 14K | – |
| DIGITAL RLTY TR INC | COM | 3M | 22K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DIGITAL RLTY TR INC | COM | 7M | 46K | – |
| DIGITALBRIDGE GROUP INC | CL A NEW | 156K | 11K | – |
| DIGITALOCEAN HLDGS INC | COM | 372K | 11K | 6,12 |
| DIGITALOCEAN HLDGS INC | COM | 59K | 2K | – |
| DIMENSIONAL ETF TRUST | GLOBAL SUSTAINA | 5M | 100K | – |
| DIMENSIONAL ETF TRUST | EMERGING MARKETS | 2M | 59K | – |
| DIMENSIONAL ETF TRUST | US SUSTAINABILTY | 7M | 201K | – |
| DIMENSIONAL ETF TRUST | CALIF MUN BD ETF | 281K | 6K | – |
| DIMENSIONAL ETF TRUST | US REAL ESTATE E | 2M | 82K | – |
| DIMENSIONAL ETF TRUST | US CORE EQUITY 2 | 175M | 5M | – |
| DIMENSIONAL ETF TRUST | US TARGETED VLU | 144M | 3M | – |
| DIMENSIONAL ETF TRUST | INTL SMALL CAP E | 102M | 4M | – |
| DIMENSIONAL ETF TRUST | US SMALL CAP VAL | 79M | 3M | – |
| DIMENSIONAL ETF TRUST | EMERGING MKTS CO | 146M | 5M | – |
| DIMENSIONAL ETF TRUST | CORE FIXED INCOM | 18M | 425K | – |
| DIMENSIONAL ETF TRUST | WORLD EX US CORE | 20M | 768K | – |
| DIMENSIONAL ETF TRUST | INTL SMALL CAP V | 28M | 1M | – |
| DIMENSIONAL ETF TRUST | US CORE EQT MKT | 48M | 1M | – |
| DIMENSIONAL ETF TRUST | GLOBAL REAL EST | 52M | 2M | – |
| DIMENSIONAL ETF TRUST | EMERGING MKTS VA | 3M | 102K | – |
| DIMENSIONAL ETF TRUST | US CORE EQUITY 1 | 319K | 5K | – |
| DIMENSIONAL ETF TRUST | US MKTWIDE VALUE | 430M | 11M | – |
| DIMENSIONAL ETF TRUST | INTL CORE EQUITY | 6M | 227K | – |
| DIMENSIONAL ETF TRUST | INTL HIGH PROFIT | 39M | 1M | – |
| DIMENSIONAL ETF TRUST | INTL CORE EQT MK | 123M | 4M | – |
| DIMENSIONAL ETF TRUST | US SMALL CAP ETF | 38M | 637K | – |
| DIMENSIONAL ETF TRUST | SHORT DURATION F | 7M | 145K | – |
| DIMENSIONAL ETF TRUST | INTERNATNAL VAL | 86M | 2M | – |
| DIMENSIONAL ETF TRUST | INTERNATIONAL | 4M | 126K | – |
| DIMENSIONAL ETF TRUST | US EQUITY ETF | 97M | 2M | – |
| DIMENSIONAL ETF TRUST | US LARGE CAP VAL | 114M | 4M | – |
| DIMENSIONAL ETF TRUST | NATL MUN BD ETF | 6M | 130K | – |
| DIMENSIONAL ETF TRUST | US HIGH PROFITAB | 81M | 3M | – |
| DIMENSIONAL ETF TRUST | EMGR CRE EQT MNG | 54M | 2M | – |
| DIODES INC | COM | 2M | 33K | – |
| DIREXION SHS ETF TR | DAILY SM CP BEAR | 371K | 20K | – |
| DIREXION SHS ETF TR | DLY ENRGY BULL2X | 559K | 9K | – |
| DIREXION SHS ETF TR | DLY SCOND 3XBU | 1M | 24K | – |
| DISCOVER FINL SVCS | COM | 520K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DISCOVER FINL SVCS | COM | 1M | 11K | – |
| DISCOVER FINL SVCS | COM | 68M | 516K | – |
| DISNEY WALT CO | COM | 5M | 46K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DISNEY WALT CO | COM | 175M | 2M | – |
| DIVERSIFIED HEALTHCARE TR | COM SH BEN INT | 38K | 13K | – |
| DNP SELECT INCOME FD INC | COM | 551K | 67K | – |
| DOCUSIGN INC | COM | 803K | 15K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DOCUSIGN INC | COM | 491K | 9K | – |
| DOLBY LABORATORIES INC | COM CL A | 514K | 6K | – |
| DOLLAR GEN CORP NEW | COM | 499K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DOLLAR GEN CORP NEW | COM | 7M | 50K | – |
| DOLLAR TREE INC | COM | 764K | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DOLLAR TREE INC | COM | 1M | 13K | – |
| DOMINION ENERGY INC | COM | 3M | 54K | 6,8 |
| DOMINION ENERGY INC | COM | 13M | 261K | – |
| DOMINOS PIZZA INC | COM | 33M | 64K | – |
| DONALDSON INC | COM | 5M | 64K | – |
| DOORDASH INC | CL A | 582K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DOORDASH INC | CL A | 281K | 3K | – |
| DORMAN PRODS INC | COM | 515K | 6K | – |
| DOUGLAS EMMETT INC | COM | 145K | 11K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DOUGLAS EMMETT INC | COM | 141K | 11K | – |
| DOVER CORP | COM | 587K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DOVER CORP | COM | 194M | 1M | – |
| DOW INC | COM | 630K | 12K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DOW INC | COM | 12M | 230K | – |
| DOXIMITY INC | CL A | 251K | 9K | – |
| DR REDDYS LABS LTD | ADR | 263K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DR REDDYS LABS LTD | ADR | 2M | 26K | – |
| DRAFTKINGS INC NEW | COM CL A | 356K | 9K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DRAFTKINGS INC NEW | COM CL A | 3M | 71K | – |
| DT MIDSTREAM INC | COMMON STOCK | 1M | 21K | – |
| DTE ENERGY CO | COM | 294K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DTE ENERGY CO | COM | 6M | 58K | – |
| DTF TAX-FREE INCOME 2028 TER | COM | 2M | 172K | – |
| DUKE ENERGY CORP NEW | COM NEW | 1M | 10K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DUKE ENERGY CORP NEW | COM NEW | 33M | 332K | – |
| DUPONT DE NEMOURS INC | COM | 887K | 11K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| DUPONT DE NEMOURS INC | COM | 22M | 268K | – |
| DUTCH BROS INC | CL A | 793K | 19K | – |
| D-WAVE QUANTUM INC | COM | 11K | 10K | – |
| DYCOM INDS INC | COM | 1M | 7K | – |
| DYNAVAX TECHNOLOGIES CORP | COM NEW | 183K | 16K | – |
| E L F BEAUTY INC | COM | 300K | 1K | – |
| EA SERIES TRUST | ALPHA ARCH 1-3 | 258K | 2K | – |
| EAGLE MATLS INC | COM | 372K | 2K | – |
| EAST WEST BANCORP INC | COM | 338K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| EAST WEST BANCORP INC | COM | 750K | 10K | – |
| EASTGROUP PPTYS INC | COM | 2M | 12K | – |
| EASTMAN CHEM CO | COM | 2M | 22K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| EASTMAN CHEM CO | COM | 7M | 70K | – |
| EATON CORP PLC | SHS | 19M | 59K | 2,6,10 |
| EATON CORP PLC | SHS | 45M | 145K | – |
| EATON VANCE ENHANCED EQUITY | COM | 975K | 50K | – |
| EATON VANCE ENHANCED EQUITY | COM | 839K | 39K | – |
| EATON VANCE LTD DURATION INC | COM | 233K | 24K | – |
| EATON VANCE MUN INCOME 2028 | SHS | 2M | 97K | – |
| EATON VANCE SR FLTNG RTE TR | COM | 176K | 13K | – |
| EATON VANCE TAX ADVT DIV INC | COM | 795K | 34K | – |
| EATON VANCE TAX-ADVANTAGED G | COM | 282K | 11K | – |
| EATON VANCE TAX-MANAGED BUY- | COM | 239K | 17K | – |
| EATON VANCE TAX-MANAGED DIVE | COM | 481K | 34K | – |
| EATON VANCE TAX-MANAGED GLOB | COM | 90K | 11K | – |
| EATON VANCE TAX-MANAGED GLOB | COM | 576K | 68K | – |
| EBAY INC. | COM | 482K | 9K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| EBAY INC. | COM | 10M | 182K | – |
| ECOLAB INC | COM | 1M | 6K | 1,6 |
| ECOLAB INC | COM | 174M | 731K | – |
| EDISON INTL | COM | 229K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| EDISON INTL | COM | 4M | 51K | – |
| EDWARDS LIFESCIENCES CORP | COM | 2M | 26K | 6,10 |
| EDWARDS LIFESCIENCES CORP | COM | 11M | 114K | – |
| ELANCO ANIMAL HEALTH INC | COM | 222K | 15K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ELANCO ANIMAL HEALTH INC | COM | 356K | 25K | – |
| ELASTIC N V | ORD SHS | 201K | 2K | – |
| ELBIT SYS LTD | ORD | 471K | 3K | – |
| ELECTRONIC ARTS INC | COM | 604K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ELECTRONIC ARTS INC | COM | 1K | 10 | – |
| ELECTRONIC ARTS INC | COM | 8M | 55K | – |
| ELEMENT SOLUTIONS INC | COM | 319K | 12K | – |
| ELEVANCE HEALTH INC | COM | 2M | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ELEVANCE HEALTH INC | COM | 43M | 79K | – |
| ELI LILLY & CO | COM | 11K | 12 | – |
| ELI LILLY & CO | COM | 35M | 38K | 2,6,10 |
| ELI LILLY & CO | COM | 513M | 566K | – |
| ELME COMMUNITIES | SH BEN INT | 176K | 11K | – |
| EMBRAER S.A. | SPONSORED ADS | 2M | 68K | – |
| EMCOR GROUP INC | COM | 203K | 555 | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| EMCOR GROUP INC | COM | 4M | 12K | – |
| EMERSON ELEC CO | COM | 1M | 11K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| EMERSON ELEC CO | COM | 661 | 6 | – |
| EMERSON ELEC CO | COM | 102M | 930K | – |
| EMPIRE ST RLTY OP L P | UNIT LTD PRT 250 | 175K | 22K | – |
| EMPIRE ST RLTY OP L P | UNIT LTD PRTNSP | 1M | 115K | – |
| ENBRIDGE INC | COM | 3M | 82K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ENBRIDGE INC | COM | 7M | 198K | – |
| ENCOMPASS HEALTH CORP | COM | 1M | 17K | – |
| ENCORE WIRE CORP | COM | 281K | 969 | – |
| ENEL CHILE S.A. | SPONSORED ADR | 42K | 15K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ENEL CHILE S.A. | SPONSORED ADR | 209K | 75K | – |
| ENERGY TRANSFER L P | COM UT LTD PTN | 471K | 29K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ENERGY TRANSFER L P | COM UT LTD PTN | 27M | 2M | – |
| ENERGY VAULT HOLDINGS INC | COM | 10K | 10K | – |
| ENERPAC TOOL GROUP CORP | CL A COM | 314K | 8K | – |
| ENERSYS | COM | 16M | 155K | – |
| ENI S P A | SPONSORED ADR | 2M | 58K | – |
| ENLINK MIDSTREAM LLC | COM UNIT REP LTD | 723K | 53K | – |
| ENOVIX CORPORATION | COM | 687K | 44K | – |
| ENPHASE ENERGY INC | COM | 33K | 329 | – |
| ENPHASE ENERGY INC | COM | 1M | 13K | – |
| ENPRO INC | COM | 300K | 2K | – |
| ENSIGN GROUP INC | COM | 1M | 12K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ENSIGN GROUP INC | COM | 569K | 5K | – |
| ENTEGRIS INC | COM | 340K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ENTEGRIS INC | COM | 1M | 9K | – |
| ENTERGY CORP NEW | COM | 371K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ENTERGY CORP NEW | COM | 10M | 91K | – |
| ENTERPRISE PRODS PARTNERS L | COM | 769K | 27K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ENTERPRISE PRODS PARTNERS L | COM | 43M | 1M | – |
| ENVESTNET INC | COM | 781K | 12K | – |
| ENVOY MEDICAL INC | CL A | 90K | 38K | – |
| EOG RES INC | COM | 1M | 11K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| EOG RES INC | COM | 56M | 448K | – |
| EPAM SYS INC | COM | 373K | 2K | – |
| EPR PPTYS | COM SH BEN INT | 280K | 7K | – |
| EQT CORP | COM | 1M | 28K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| EQT CORP | COM | 2M | 55K | – |
| EQUIFAX INC | COM | 771K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| EQUIFAX INC | COM | 4M | 18K | – |
| EQUINIX INC | COM | 2M | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| EQUINIX INC | COM | 3M | 4K | – |
| EQUINOR ASA | SPONSORED ADR | 2M | 60K | – |
| EQUITABLE HLDGS INC | COM | 384K | 9K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| EQUITABLE HLDGS INC | COM | 1M | 34K | – |
| EQUITRANS MIDSTREAM CORP | COM | 206K | 16K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| EQUITRANS MIDSTREAM CORP | COM | 172K | 13K | – |
| EQUITY COMWLTH | COM SH BEN INT | 395K | 20K | – |
| EQUITY LIFESTYLE PPTYS INC | COM | 659K | 10K | 1,6 |
| EQUITY LIFESTYLE PPTYS INC | COM | 840K | 13K | – |
| EQUITY RESIDENTIAL | SH BEN INT | 203K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| EQUITY RESIDENTIAL | SH BEN INT | 6M | 89K | – |
| ESAB CORPORATION | COM | 2M | 21K | – |
| ESPERION THERAPEUTICS INC NE | COM | 405K | 183K | – |
| ESQUIRE FINL HLDGS INC | COM | 793K | 17K | – |
| ESSENTIAL PPTYS RLTY TR INC | COM | 487K | 18K | – |
| ESSENTIAL UTILS INC | COM | 2M | 46K | – |
| ESSEX PPTY TR INC | COM | 441K | 2K | – |
| ETERNA THERAPEUTICS INC | COM NEW | 91K | 50K | – |
| ETFS GOLD TR | PHYSCL GOLD SHS | 300K | 13K | – |
| ETSY INC | COM | 130K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ETSY INC | COM | 515K | 9K | – |
| EURONET WORLDWIDE INC | COM | 271K | 3K | – |
| EVERCORE INC | CLASS A | 473K | 2K | 2,6 |
| EVERCORE INC | CLASS A | 1M | 7K | – |
| EVEREST GROUP LTD | COM | 97K | 254 | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| EVEREST GROUP LTD | COM | 9M | 25K | – |
| EVERGY INC | COM | 207K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| EVERGY INC | COM | 2M | 39K | – |
| EVERSOURCE ENERGY | COM | 355K | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| EVERSOURCE ENERGY | COM | 4M | 71K | – |
| EVERTEC INC | COM | 1M | 40K | – |
| EVOLV TECHNOLOGIES HLDNGS IN | COM CL A | 64K | 25K | – |
| EXACT SCIENCES CORP | COM | 793K | 19K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| EXACT SCIENCES CORP | COM | 864K | 20K | – |
| EXCHANGE TRADED CONCEPTS TRU | ROBO GBL HLTCR | 3M | 95K | – |
| EXCHANGE TRADED CONCEPTS TRU | ROBO GLB ETF | 11M | 201K | – |
| EXCHANGE TRADED CONCEPTS TRU | EMQQ EM INTERN | 3M | 77K | – |
| EXCHANGE TRADED CONCEPTS TRU | BITWISE CRYPTO | 160K | 12K | – |
| EXELIXIS INC | COM | 382K | 17K | – |
| EXELON CORP | COM | 638K | 18K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| EXELON CORP | COM | 7M | 199K | – |
| EXPEDIA GROUP INC | COM NEW | 282K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| EXPEDIA GROUP INC | COM NEW | 6M | 46K | – |
| EXPEDITORS INTL WASH INC | COM | 474K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| EXPEDITORS INTL WASH INC | COM | 3M | 24K | – |
| EXPONENT INC | COM | 1M | 11K | – |
| EXTRA SPACE STORAGE INC | COM | 358K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| EXTRA SPACE STORAGE INC | COM | 2M | 10K | – |
| EXXON MOBIL CORP | COM | 15K | 127 | – |
| EXXON MOBIL CORP | COM | 16M | 138K | 2,6 |
| EXXON MOBIL CORP | COM | 364M | 3M | – |
| EYEPOINT PHARMACEUTICALS INC | COM NEW | 1M | 128K | – |
| F N B CORP | COM | 220K | 16K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| F N B CORP | COM | 251K | 18K | – |
| F5 INC | COM | 440K | 3K | – |
| FABRINET | SHS | 771K | 3K | – |
| FACTSET RESH SYS INC | COM | 2M | 4K | – |
| FAIR ISAAC CORP | COM | 2M | 1K | 6,10 |
| FAIR ISAAC CORP | COM | 22M | 15K | – |
| FASTENAL CO | COM | 2M | 27K | 2,6,8 |
| FASTENAL CO | COM | 5M | 87K | – |
| FATE THERAPEUTICS INC | COM | 97K | 30K | – |
| FEDERAL RLTY INVT TR NEW | SH BEN INT NEW | 375K | 4K | – |
| FEDERATED HERMES INC | CL B | 887K | 27K | – |
| FEDEX CORP | COM | 600 | 2 | – |
| FEDEX CORP | COM | 2M | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| FEDEX CORP | COM | 15M | 51K | – |
| FEDEX CORP | COM | 27M | 91K | – |
| FERGUSON PLC NEW | SHS | 224K | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| FERGUSON PLC NEW | SHS | 23M | 119K | – |
| FERRARI N V | COM | 690K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| FERRARI N V | COM | 3M | 8K | – |
| FIBROGEN INC | COM | 91K | 102K | – |
| FIDELITY COMWLTH TR | NASDAQ COMPSIT | 486K | 7K | – |
| FIDELITY COVINGTON TRUST | ENHANCED LARGE | 225K | 7K | – |
| FIDELITY COVINGTON TRUST | CONSMR STAPLES | 340K | 7K | – |
| FIDELITY COVINGTON TRUST | MSCI MATLS INDEX | 1M | 30K | – |
| FIDELITY COVINGTON TRUST | LOW VOLITY ETF | 18M | 315K | – |
| FIDELITY COVINGTON TRUST | MSCI INFO TECH I | 1M | 7K | – |
| FIDELITY MERRIMACK STR TR | TOTAL BD ETF | 17M | 368K | – |
| FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 4M | 83K | – |
| FIDELITY NATL INFORMATION SV | COM | 728K | 10K | 6,8 |
| FIDELITY NATL INFORMATION SV | COM | 4M | 54K | – |
| FIDELITY WISE ORIGIN BITCOIN | SHS | 3M | 57K | – |
| FIFTH THIRD BANCORP | COM | 1M | 34K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| FIFTH THIRD BANCORP | COM | 7M | 184K | – |
| FIGS INC | CL A | 2M | 330K | – |
| FIRST AMERN FINL CORP | COM | 816K | 15K | – |
| FIRST BANCORP P R | COM NEW | 528K | 29K | – |
| FIRST CTZNS BANCSHARES INC N | CL A | 2M | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| FIRST CTZNS BANCSHARES INC N | CL A | 998K | 593 | – |
| FIRST FINL BANCORP OH | COM | 238K | 11K | – |
| FIRST FINL BANKSHARES INC | COM | 1M | 34K | – |
| FIRST HORIZON CORPORATION | COM | 449K | 28K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| FIRST HORIZON CORPORATION | COM | 2M | 112K | – |
| FIRST INDL RLTY TR INC | COM | 1M | 24K | – |
| FIRST MERCHANTS CORP | COM | 3M | 84K | – |
| FIRST SOLAR INC | COM | 343K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| FIRST SOLAR INC | COM | 3M | 12K | – |
| FIRST TR EXCH TRADED FD III | NEW YORK MUNI | 200K | 7K | – |
| FIRST TR EXCH TRD ALPHDX FD | UNIT KING ALPH | 2M | 41K | – |
| FIRST TR EXCHANGE TRADED FD | UTILITIES ALPH | 475K | 14K | – |
| FIRST TR EXCHANGE TRADED FD | TECH ALPHADEX | 374K | 3K | – |
| FIRST TR EXCHANGE TRADED FD | NASDAQ CYB ETF | 578K | 10K | – |
| FIRST TR EXCHANGE TRADED FD | CLOUD COMPUTING | 453K | 5K | – |
| FIRST TR EXCHANGE TRADED FD | HLTH CARE ALPH | 4M | 39K | – |
| FIRST TR EXCHANGE-TRADED FD | INDXX INOVTV ETF | 223K | 5K | – |
| FIRST TR EXCHANGE-TRADED FD | US EQTY OPPT ETF | 529K | 5K | – |
| FIRST TR EXCHANGE-TRADED FD | DJ INTERNT IDX | 393K | 2K | – |
| FIRST TR EXCHANGE-TRADED FD | ENERGY INM PARTN | 222K | 10K | – |
| FIRST TR EXCHANGE-TRADED FD | FIRST TR ENH NEW | 9M | 151K | – |
| FIRST TR EXCHANGE-TRADED FD | NO AMER ENERGY | 4M | 138K | – |
| FIRST TR EXCHANGE-TRADED FD | NY ARCA BIOTECH | 816K | 5K | – |
| FIRST TR EXCHNG TRADED FD VI | FT VEST INTER | 501K | 23K | – |
| FIRST TR EXCHNG TRADED FD VI | FT VEST U.S | 200K | 6K | – |
| FIRST TR EXCHNG TRADED FD VI | FT VEST U.S | 234K | 6K | – |
| FIRST TR EXCHNG TRADED FD VI | FT VEST INTE | 999K | 42K | – |
| FIRST TR MORNINGSTAR DIVID L | SHS | 339K | 9K | – |
| FIRST TR NAS100 EQ WEIGHTED | SHS | 9M | 77K | – |
| FIRST TR NASDAQ 100 TECH IND | SHS | 296K | 2K | – |
| FIRSTCASH HOLDINGS INC | COM | 4M | 42K | – |
| FIRSTENERGY CORP | COM | 413K | 11K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| FIRSTENERGY CORP | COM | 1M | 33K | – |
| FIRSTSERVICE CORP NEW | COM | 4M | 24K | – |
| FISERV INC | COM | 2M | 12K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| FISERV INC | COM | 64M | 429K | – |
| FIVE BELOW INC | COM | 298K | 3K | – |
| FLEX LTD | ORD | 272K | 9K | – |
| FLEXSHARES TR | M STAR DEV MKT | 571K | 8K | – |
| FLEXSHARES TR | QUALT DIVD IDX | 1M | 16K | – |
| FLEXSHARES TR | INTL QLTDV IDX | 306K | 12K | – |
| FLEXSHARES TR | MORNSTAR UPSTR | 5M | 116K | – |
| FLEXSHARES TR | MORNSTAR USMKT | 4M | 19K | – |
| FLOOR & DECOR HLDGS INC | CL A | 255K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| FLOOR & DECOR HLDGS INC | CL A | 40K | 399 | – |
| FLOWSERVE CORP | COM | 238K | 5K | – |
| FLUOR CORP NEW | COM | 394K | 9K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| FLUOR CORP NEW | COM | 456K | 10K | – |
| FLUTTER ENTMT PLC | SHS | 768K | 4K | – |
| FMC CORP | COM NEW | 3M | 51K | – |
| FOMENTO ECONOMICO MEXICANO S | SPON ADR UNITS | 483K | 4K | – |
| FORD MTR CO DEL | COM | 890K | 71K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| FORD MTR CO DEL | COM | 8M | 649K | – |
| FORMFACTOR INC | COM | 217K | 4K | – |
| FORTINET INC | COM | 735K | 12K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| FORTINET INC | COM | 8M | 126K | – |
| FORTIVE CORP | COM | 482K | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| FORTIVE CORP | COM | 8M | 102K | – |
| FORTREA HLDGS INC | COMMON STOCK | 475K | 20K | – |
| FORTRESS BIOTECH INC | COM NEW | 172K | 100K | – |
| FORTUNE BRANDS INNOVATIONS I | COM | 2M | 24K | – |
| FOX CORP | CL A COM | 691K | 20K | – |
| FOX CORP | CL B COM | 324K | 10K | – |
| FOX FACTORY HLDG CORP | COM | 215K | 4K | – |
| FRANCO NEV CORP | COM | 27M | 226K | – |
| FRANKLIN ELEC INC | COM | 317K | 3K | – |
| FRANKLIN RESOURCES INC | COM | 333K | 15K | – |
| FRANKLIN TEMPLETON ETF TR | FRANKLIN ASIA | 942K | 41K | – |
| FRANKLIN TEMPLETON ETF TR | FRANKLN SWZLND | 2M | 57K | – |
| FRANKLIN TEMPLETON ETF TR | FTSE UNTD KGDM | 1M | 44K | – |
| FREEPORT-MCMORAN INC | CL B | 1M | 24K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| FREEPORT-MCMORAN INC | CL B | 28M | 581K | – |
| FRESENIUS MEDICAL CARE AG | SPONSORED ADR | 1M | 75K | – |
| FRESHPET INC | COM | 871K | 7K | – |
| FRIEDMAN INDS INC | COM | 306K | 20K | – |
| FS CREDIT OPPORTUNITIES CORP | COMMON STOCK | 90K | 14K | – |
| FS KKR CAP CORP | COM | 246K | 12K | – |
| FTI CONSULTING INC | COM | 675K | 3K | – |
| FULLER H B CO | COM | 1M | 19K | – |
| GALLAGHER ARTHUR J & CO | COM | 4M | 15K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| GALLAGHER ARTHUR J & CO | COM | 23M | 88K | – |
| GAMESQUARE HLDGS INC | COM | 33K | 28K | – |
| GAMING & LEISURE PPTYS INC | COM | 1M | 29K | – |
| GARMIN LTD | SHS | 657K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| GARMIN LTD | SHS | 2M | 11K | – |
| GARRETT MOTION INC | COM | 69 | 8 | – |
| GARRETT MOTION INC | COM | 5M | 599K | – |
| GARTNER INC | COM | 679K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| GARTNER INC | COM | 25M | 56K | – |
| GATES INDL CORP PLC | ORD SHS | 2M | 151K | – |
| GE AEROSPACE | COM NEW | 5M | 30K | 6,10 |
| GE AEROSPACE | COM NEW | 36M | 223K | – |
| GE HEALTHCARE TECHNOLOGIES I | COMMON STOCK | 620K | 8K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| GE HEALTHCARE TECHNOLOGIES I | COMMON STOCK | 4M | 48K | – |
| GE VERNOVA INC | COM | 990K | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| GE VERNOVA INC | COM | 8M | 46K | – |
| GEN DIGITAL INC | COM | 3M | 130K | – |
| GENERAC HLDGS INC | COM | 3M | 24K | – |
| GENERAL DYNAMICS CORP | COM | 3M | 9K | 1,2,6 |
| GENERAL DYNAMICS CORP | COM | 32M | 111K | – |
| GENERAL MLS INC | COM | 823K | 13K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| GENERAL MLS INC | COM | 9K | 149 | – |
| GENERAL MLS INC | COM | 19M | 308K | – |
| GENERAL MTRS CO | COM | 959K | 21K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| GENERAL MTRS CO | COM | 14M | 299K | – |
| GENESIS ENERGY L P | UNIT LTD PARTN | 164K | 11K | – |
| GENMAB A/S | SPONSORED ADS | 263K | 10K | – |
| GENPACT LIMITED | SHS | 829K | 26K | – |
| GENTEX CORP | COM | 2M | 63K | – |
| GENUINE PARTS CO | COM | 495K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| GENUINE PARTS CO | COM | 6M | 43K | – |
| GENWORTH FINL INC | COM SHS | 176K | 29K | – |
| GERDAU SA | SPON ADR REP PFD | 53K | 16K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| GERDAU SA | SPON ADR REP PFD | 4K | 1K | – |
| GERON CORP | COM | 100K | 24K | – |
| GETTY RLTY CORP NEW | COM | 4M | 133K | – |
| GIBRALTAR INDS INC | COM | 272K | 4K | – |
| GILDAN ACTIVEWEAR INC | COM | 460K | 12K | – |
| GILEAD SCIENCES INC | COM | 2M | 29K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| GILEAD SCIENCES INC | COM | 43M | 631K | – |
| GINKGO BIOWORKS HOLDINGS INC | *W EXP 09/16/202 | 375 | 13K | – |
| GITLAB INC | CLASS A COM | 212K | 4K | – |
| GLACIER BANCORP INC NEW | COM | 362K | 10K | – |
| GLAUKOS CORP | COM | 3M | 25K | – |
| GLOBAL MED REIT INC | COM NEW | 101K | 11K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| GLOBAL MED REIT INC | COM NEW | 10K | 1K | – |
| GLOBAL NET LEASE INC | COM NEW | 19M | 3M | – |
| GLOBAL PMTS INC | COM | 233K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| GLOBAL PMTS INC | COM | 2M | 22K | – |
| GLOBAL SHIP LEASE INC NEW | COM CL A | 333K | 12K | – |
| GLOBAL X FDS | NASDAQ 100 COVER | 3M | 152K | – |
| GLOBAL X FDS | S&P 500 COVERED | 471K | 12K | – |
| GLOBAL X FDS | RUSSELL 2000 | 2M | 137K | – |
| GLOBAL X FDS | US PFD ETF | 632K | 32K | – |
| GLOBAL X FDS | RATE PREFERRED | 372K | 16K | – |
| GLOBAL X FDS | US INFR DEV ETF | 2M | 44K | – |
| GLOBAL X FDS | LITHIUM BTRY ETF | 403K | 10K | – |
| GLOBAL X FDS | RENEWABLE ENERGY | 105K | 11K | – |
| GLOBAL X FDS | GLBL X MLP ETF | 623K | 13K | – |
| GLOBAL X FDS | RBTCS ARTFL INTE | 460K | 15K | – |
| GLOBAL X FDS | GLB X MLP ENRG I | 2M | 33K | – |
| GLOBAL X FDS | S&P 500 CATHOLIC | 9M | 131K | – |
| GLOBALSTAR INC | COM | 1M | 901K | – |
| GLOBE LIFE INC | COM | 29M | 356K | – |
| GLOBUS MED INC | CL A | 5M | 76K | – |
| GODADDY INC | CL A | 273K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| GODADDY INC | CL A | 654K | 5K | – |
| GOHEALTH INC | CL A NEW | 2M | 162K | – |
| GOLD FIELDS LTD | SPONSORED ADR | 302K | 20K | – |
| GOLDMAN SACHS BDC INC | SHS | 2M | 106K | – |
| GOLDMAN SACHS ETF TR | ACTIVEBETA US LG | 1M | 10K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| GOLDMAN SACHS ETF TR | FUTURE | 422K | 14K | – |
| GOLDMAN SACHS ETF TR | EQUAL WEIGHT US | 500K | 7K | – |
| GOLDMAN SACHS ETF TR | ACTIVEBETA US | 997K | 16K | – |
| GOLDMAN SACHS ETF TR | ACTIVEBETA EME | 279K | 9K | – |
| GOLDMAN SACHS ETF TR | ACTIVEBETA US LG | 32M | 295K | – |
| GOLDMAN SACHS ETF TR | ACCES TREASURY | 75M | 746K | – |
| GOLDMAN SACHS ETF TR | ACTIVEBETA INT | 43M | 1M | – |
| GOLDMAN SACHS ETF TR | JUST US LRG CP | 409K | 5K | – |
| GOLDMAN SACHS GROUP INC | COM | 5M | 11K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| GOLDMAN SACHS GROUP INC | COM | 64M | 141K | – |
| GOLUB CAP BDC INC | COM | 108M | 7M | – |
| GOODYEAR TIRE & RUBR CO | COM | 163K | 14K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| GOODYEAR TIRE & RUBR CO | COM | 177K | 16K | – |
| GOSSAMER BIO INC | COM | 3M | 3M | – |
| GRAB HOLDINGS LIMITED | CLASS A ORD | 389K | 110K | – |
| GRACO INC | COM | 217K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| GRACO INC | COM | 2M | 23K | – |
| GRAHAM HLDGS CO | COM CL B | 525K | 751 | – |
| GRAINGER W W INC | COM | 1M | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| GRAINGER W W INC | COM | 35M | 39K | – |
| GRAND CANYON ED INC | COM | 4M | 29K | – |
| GRANITE CONSTR INC | COM | 260K | 4K | – |
| GRANITE PT MTG TR INC | COM STK | 86K | 29K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| GRANITE PT MTG TR INC | COM STK | 42K | 14K | – |
| GRANITE RIDGE RESOURCES INC | COM | 99K | 16K | – |
| GRANITESHARES GOLD TR | SHS BEN INT | 272K | 12K | – |
| GRAYSCALE BITCOIN TR BTC | SHS REP COM UT | 4M | 77K | – |
| GREEN BRICK PARTNERS INC | COM | 1M | 22K | – |
| GREIF INC | CL B | 1M | 24K | – |
| GREIF INC | CL A | 4M | 71K | – |
| GRIFOLS S A | SP ADR REP B NVT | 287K | 46K | – |
| GROUP 1 AUTOMOTIVE INC | COM | 215K | 724 | – |
| GRUPO AEROPORTUARIO DEL SURE | SPON ADR SER B | 424K | 1K | – |
| GRUPO TELEVISA S A B | SPON ADR REP ORD | 38K | 14K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| GRUPO TELEVISA S A B | SPON ADR REP ORD | 637K | 230K | – |
| GSK PLC | SPONSORED ADR | 203K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| GSK PLC | SPONSORED ADR | 3M | 74K | – |
| GUGGENHEIM ACTIVE ALLOC FD | COMMON STOCK | 396K | 27K | – |
| GUIDEWIRE SOFTWARE INC | COM | 259K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| GUIDEWIRE SOFTWARE INC | COM | 925K | 7K | – |
| GXO LOGISTICS INCORPORATED | COMMON STOCK | 298K | 6K | – |
| H & E EQUIPMENT SERVICES INC | COM | 2M | 40K | – |
| HAEMONETICS CORP MASS | COM | 400K | 5K | – |
| HAIN CELESTIAL GROUP INC | COM | 75K | 11K | – |
| HALEON PLC | SPON ADS | 117K | 14K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HALEON PLC | SPON ADS | 1M | 135K | – |
| HALLIBURTON CO | COM | 515K | 15K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HALLIBURTON CO | COM | 3M | 96K | – |
| HALOZYME THERAPEUTICS INC | COM | 252K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HALOZYME THERAPEUTICS INC | COM | 1M | 23K | – |
| HANCOCK WHITNEY CORPORATION | COM | 253K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HANCOCK WHITNEY CORPORATION | COM | 554K | 12K | – |
| HANESBRANDS INC | COM | 110K | 22K | – |
| HANOVER INS GROUP INC | COM | 296K | 2K | – |
| HARBOR ETF TRUST | LONG TERM GROWER | 40M | 2M | – |
| HARLEY DAVIDSON INC | COM | 217K | 6K | – |
| HARMONY GOLD MINING CO LTD | SPONSORED ADR | 212K | 23K | – |
| HARTFORD FINL SVCS GROUP INC | COM | 1M | 14K | 2,6 |
| HARTFORD FINL SVCS GROUP INC | COM | 8M | 77K | – |
| HASBRO INC | COM | 597K | 10K | – |
| HAWAIIAN ELEC INDUSTRIES | COM | 482K | 53K | – |
| HAWAIIAN HOLDINGS INC | COM | 185K | 15K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HAWAIIAN HOLDINGS INC | COM | 285K | 23K | – |
| HAWKINS INC | COM | 304K | 3K | – |
| HBT FINL INC. | COM | 548K | 27K | – |
| HCA HEALTHCARE INC | COM | 2M | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HCA HEALTHCARE INC | COM | 10M | 32K | – |
| HDFC BANK LTD | SPONSORED ADS | 270K | 4K | – |
| HEALTHCARE RLTY TR | CL A COM | 284K | 17K | – |
| HEALTHCARE SVCS GROUP INC | COM | 2M | 163K | – |
| HEALTHPEAK PROPERTIES INC | COM | 439K | 22K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HEALTHPEAK PROPERTIES INC | COM | 3M | 159K | – |
| HECLA MNG CO | COM | 72K | 15K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HEICO CORP NEW | CL A | 228K | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HEICO CORP NEW | COM | 272K | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HEICO CORP NEW | CL A | 1M | 8K | – |
| HEICO CORP NEW | COM | 30M | 134K | – |
| HELIX ENERGY SOLUTIONS GRP I | COM | 182K | 15K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HELIX ENERGY SOLUTIONS GRP I | COM | 99K | 8K | – |
| HELMERICH & PAYNE INC | COM | 726K | 20K | – |
| HENRY JACK & ASSOC INC | COM | 2M | 13K | – |
| HENRY SCHEIN INC | COM | 3M | 50K | – |
| HERCULES CAPITAL INC | COM | 308K | 15K | – |
| HERITAGE COMM CORP | COM | 115K | 13K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HERSHEY CO | COM | 621K | 3K | 2,6 |
| HERSHEY CO | COM | 6M | 33K | – |
| HERTZ GLOBAL HLDGS INC | COM NEW | 191K | 54K | – |
| HESS CORP | COM | 569K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HESS CORP | COM | 11M | 75K | – |
| HESS CORP | COM | 3M | 23K | – |
| HESS MIDSTREAM LP | CL A SHS | 384K | 11K | – |
| HEWLETT PACKARD ENTERPRISE C | COM | 528K | 25K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HEWLETT PACKARD ENTERPRISE C | COM | 7M | 351K | – |
| HEXCEL CORP NEW | COM | 3M | 53K | – |
| HF SINCLAIR CORP | COM | 215K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HF SINCLAIR CORP | COM | 2M | 45K | – |
| HIGH TIDE INC | COM NEW | 44K | 20K | – |
| HIGHWOODS PPTYS INC | COM | 631K | 23K | – |
| HILLENBRAND INC | COM | 523K | 13K | – |
| HILLMAN SOLUTIONS CORP | COM | 1M | 152K | – |
| HILTON WORLDWIDE HLDGS INC | COM | 2M | 10K | 6,10 |
| HILTON WORLDWIDE HLDGS INC | COM | 152M | 698K | – |
| HOLOGIC INC | COM | 310K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HOLOGIC INC | COM | 3M | 46K | – |
| HOME BANCSHARES INC | COM | 3M | 134K | – |
| HOME DEPOT INC | COM | 4K | 13 | – |
| HOME DEPOT INC | COM | 14M | 40K | 2,6 |
| HOME DEPOT INC | COM | 24M | 70K | – |
| HOME DEPOT INC | COM | 352M | 1M | – |
| HONDA MOTOR LTD | ADR ECH CNV IN 3 | 261K | 8K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HONDA MOTOR LTD | ADR ECH CNV IN 3 | 1M | 45K | – |
| HONEYWELL INTL INC | COM | 8M | 37K | 1,6 |
| HONEYWELL INTL INC | COM | 3K | 12 | – |
| HONEYWELL INTL INC | COM | 196M | 920K | – |
| HOPE BANCORP INC | COM | 60K | 6K | – |
| HOPE BANCORP INC | COM | 202K | 19K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HORMEL FOODS CORP | COM | 1M | 43K | – |
| HOST HOTELS & RESORTS INC | COM | 1M | 61K | – |
| HOULIHAN LOKEY INC | CL A | 3M | 23K | – |
| HOWMET AEROSPACE INC | COM | 356K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HOWMET AEROSPACE INC | COM | 3M | 35K | – |
| HP INC | COM | 1M | 38K | 2,6 |
| HP INC | COM | 10M | 275K | – |
| HSBC HLDGS PLC | SPON ADR NEW | 503K | 12K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HSBC HLDGS PLC | SPON ADR NEW | 2M | 36K | – |
| HUB GROUP INC | CL A | 273K | 6K | – |
| HUBBELL INC | COM | 336K | 918 | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HUBBELL INC | COM | 4M | 10K | – |
| HUBSPOT INC | COM | 648K | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HUBSPOT INC | COM | 678K | 1K | – |
| HUDSON PAC PPTYS INC | COM | 57K | 12K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HUDSON PAC PPTYS INC | COM | 78K | 16K | – |
| HUMANA INC | COM | 10K | 27 | – |
| HUMANA INC | COM | 826K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HUMANA INC | COM | 11M | 30K | – |
| HUNT J B TRANS SVCS INC | COM | 322K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HUNT J B TRANS SVCS INC | COM | 688K | 4K | – |
| HUNTINGTON BANCSHARES INC | COM | 1M | 98K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HUNTINGTON BANCSHARES INC | COM | 8M | 624K | – |
| HUNTINGTON INGALLS INDS INC | COM | 306K | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| HUNTINGTON INGALLS INDS INC | COM | 3M | 12K | – |
| I-80 GOLD CORP | COM | 33K | 32K | – |
| IAC INC | COM NEW | 679K | 14K | – |
| ICAD INC | COM NEW | 53K | 41K | – |
| ICAHN ENTERPRISES LP | DEPOSITARY UNIT | 185K | 11K | – |
| ICICI BANK LIMITED | ADR | 550K | 19K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ICICI BANK LIMITED | ADR | 1M | 42K | – |
| ICL GROUP LTD | SHS | 78K | 18K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ICL GROUP LTD | SHS | 138K | 32K | – |
| ICON PLC | SHS | 55M | 175K | – |
| ICU MED INC | COM | 319K | 3K | – |
| IDACORP INC | COM | 460K | 5K | – |
| IDEX CORP | COM | 230K | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| IDEX CORP | COM | 7M | 36K | – |
| IDEXX LABS INC | COM | 2M | 4K | 6,10 |
| IDEXX LABS INC | COM | 70M | 144K | – |
| IES HLDGS INC | COM | 645K | 5K | – |
| ILLINOIS TOOL WKS INC | COM | 3M | 14K | 2,6 |
| ILLINOIS TOOL WKS INC | COM | 145M | 610K | – |
| ILLUMINA INC | COM | 238K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ILLUMINA INC | COM | 3M | 29K | – |
| IMMUNEERING CORP | CLASS A COM | 56K | 43K | – |
| IMMUNITYBIO INC | COM | 1M | 222K | – |
| IMPERIAL OIL LTD | COM NEW | 393K | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| IMPERIAL OIL LTD | COM NEW | 1M | 18K | – |
| IMPINJ INC | COM | 412K | 3K | – |
| INARI MED INC | COM | 213K | 4K | – |
| INCYTE CORP | COM | 218K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| INCYTE CORP | COM | 1M | 19K | – |
| INDEPENDENT BANK GROUP INC | COM | 472K | 10K | – |
| INDEXIQ ETF TR | IQ CBRE NEXGEN | 487K | 26K | – |
| INDIE SEMICONDUCTOR INC | CLASS A COM | 2M | 272K | – |
| INDUSTRIAL LOGISTICS PPTYS T | COM SHS BEN INT | 75K | 20K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| INDUSTRIAL LOGISTICS PPTYS T | COM SHS BEN INT | 124K | 34K | – |
| INFINERA CORP | NOTE 2.125% 9/0 | 41K | – | – |
| INFOSYS LTD | SPONSORED ADR | 416K | 22K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| INFOSYS LTD | SPONSORED ADR | 2M | 115K | – |
| ING GROEP N.V. | SPONSORED ADR | 395K | 23K | 6,12 |
| ING GROEP N.V. | SPONSORED ADR | 910K | 53K | – |
| INGERSOLL RAND INC | COM | 630K | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| INGERSOLL RAND INC | COM | 23M | 254K | – |
| INGEVITY CORP | COM | 201K | 5K | – |
| INGREDION INC | COM | 3M | 27K | – |
| INMODE LTD | SHS | 2M | 115K | – |
| INNOSPEC INC | COM | 277K | 2K | – |
| INNOVATIVE INDL PPTYS INC | COM | 1M | 9K | – |
| INNOVATOR ETFS TRUST | US EQTY PWR BUF | 273K | 7K | – |
| INSIGHT ENTERPRISES INC | COM | 286K | 1K | – |
| INSMED INC | COM PAR $.01 | 453K | 7K | – |
| INSPIRE MED SYS INC | COM | 287K | 2K | – |
| INSTALLED BLDG PRODS INC | COM | 912K | 4K | – |
| INSULET CORP | COM | 315K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| INSULET CORP | COM | 2M | 8K | – |
| INTEGER HLDGS CORP | COM | 235K | 2K | – |
| INTEL CORP | COM | 2M | 80K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| INTEL CORP | COM | 60M | 2M | – |
| INTER PARFUMS INC | COM | 649K | 6K | – |
| INTERACTIVE BROKERS GROUP IN | COM CL A | 691K | 6K | – |
| INTERCONTINENTAL EXCHANGE IN | COM | 3M | 23K | 6,12 |
| INTERCONTINENTAL EXCHANGE IN | COM | 108M | 791K | – |
| INTERCONTINENTAL HOTELS GROU | SPONSORED ADS | 3M | 27K | – |
| INTERDIGITAL INC | COM | 751K | 6K | – |
| INTERNATIONAL BANCSHARES COR | COM | 357K | 6K | – |
| INTERNATIONAL BUSINESS MACHS | COM | 3M | 17K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| INTERNATIONAL BUSINESS MACHS | COM | 68M | 395K | – |
| INTERNATIONAL FLAVORS&FRAGRA | COM | 323K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| INTERNATIONAL FLAVORS&FRAGRA | COM | 25M | 259K | – |
| INTERNATIONAL MNY EXPRESS IN | COM | 4M | 193K | – |
| INTERNATIONAL PAPER CO | COM | 295K | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| INTERNATIONAL PAPER CO | COM | 3M | 75K | – |
| INTERNATIONAL TOWER HILL MIN | COM | 6K | 13K | – |
| INTERPUBLIC GROUP COS INC | COM | 832K | 29K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| INTERPUBLIC GROUP COS INC | COM | 4M | 154K | – |
| INTUIT | COM | 7M | 10K | 6,10 |
| INTUIT | COM | 77M | 118K | – |
| INTUITIVE SURGICAL INC | COM NEW | 7M | 15K | 6,10 |
| INTUITIVE SURGICAL INC | COM NEW | 79M | 178K | – |
| INVESCO ACTVELY MNGD ETC FD | OPTIMUM YIELD | 248K | 18K | – |
| INVESCO EXCH TRADED FD TR II | S&P SMLCP INFO | 210K | 5K | – |
| INVESCO EXCH TRADED FD TR II | CALIF AMT MUN | 240K | 10K | – |
| INVESCO EXCH TRADED FD TR II | NATL AMT MUNI | 785K | 33K | – |
| INVESCO EXCH TRADED FD TR II | VAR RATE PFD | 1M | 42K | – |
| INVESCO EXCH TRADED FD TR II | TAXABLE MUN BD | 3M | 97K | – |
| INVESCO EXCH TRADED FD TR II | SR LN ETF | 279K | 13K | – |
| INVESCO EXCH TRADED FD TR II | FTSE RAFI EMNG | 329K | 16K | – |
| INVESCO EXCH TRADED FD TR II | S&P GBL WATER | 386K | 7K | – |
| INVESCO EXCH TRADED FD TR II | NASDAQ 100 ETF | 307K | 2K | – |
| INVESCO EXCH TRADED FD TR II | SOLAR ETF | 702K | 17K | – |
| INVESCO EXCH TRADED FD TR II | INVESCO PHLX SM | 664K | 15K | – |
| INVESCO EXCH TRADED FD TR II | S&P500 LOW VOL | 7M | 112K | – |
| INVESCO EXCH TRADED FD TR II | PFD ETF | 1M | 90K | – |
| INVESCO EXCH TRADED FD TR II | FTSE RAFI DEV | 29M | 591K | – |
| INVESCO EXCH TRD SLF IDX FD | BULSHS 2026 CB | 485K | 25K | – |
| INVESCO EXCH TRD SLF IDX FD | RUSL 1000 DYNM | 33M | 624K | – |
| INVESCO EXCH TRD SLF IDX FD | BULSHS 2027 CB | 486K | 25K | – |
| INVESCO EXCHANGE TRADED FD T | DORSEY WRIGHT MO | 267K | 3K | – |
| INVESCO EXCHANGE TRADED FD T | S&P500 EQL STP | 272K | 9K | – |
| INVESCO EXCHANGE TRADED FD T | AI AND NEXT GEN | 903K | 19K | – |
| INVESCO EXCHANGE TRADED FD T | S&P500 EQL WGT | 300K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| INVESCO EXCHANGE TRADED FD T | S&P500 BUY WRT | 319K | 14K | – |
| INVESCO EXCHANGE TRADED FD T | S&P500 EQL IND | 320K | 7K | – |
| INVESCO EXCHANGE TRADED FD T | S&P500 EQL FIN | 397K | 6K | – |
| INVESCO EXCHANGE TRADED FD T | FTSE RAFI 1000 | 11M | 297K | – |
| INVESCO EXCHANGE TRADED FD T | S&P500 EQL HLT | 695K | 23K | – |
| INVESCO EXCHANGE TRADED FD T | AEROSPACE DEFN | 10M | 97K | – |
| INVESCO EXCHANGE TRADED FD T | FTSE RAFI 1500 | 577K | 15K | – |
| INVESCO EXCHANGE TRADED FD T | S&P500 PUR VAL | 1M | 14K | – |
| INVESCO EXCHANGE TRADED FD T | S&P500 EQL WGT | 19M | 115K | – |
| INVESCO EXCHANGE TRADED FD T | S&P500 PUR GWT | 2M | 50K | – |
| INVESCO EXCHANGE TRADED FD T | S&P500 QUALITY | 40M | 623K | – |
| INVESCO EXCHANGE TRADED FD T | WATER RES ETF | 1M | 21K | – |
| INVESCO EXCHANGE TRADED FD T | S&P500 EQL DIS | 568K | 12K | – |
| INVESCO EXCHANGE TRADED FD T | LEISURE AND ENTE | 435K | 10K | – |
| INVESCO EXCHANGE TRADED FD T | S&P500 EQL TEC | 6M | 160K | – |
| INVESCO EXCHANGE TRADED FD T | BUYBACK ACHIEV | 275K | 3K | – |
| INVESCO LTD | SHS | 168K | 11K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| INVESCO LTD | SHS | 588K | 39K | – |
| INVESCO QQQ TR | UNIT SER 1 | 7M | 14K | BAHL & GAYNOR INC |
| INVESCO QQQ TR | UNIT SER 1 | 144M | 301K | – |
| INVESTMENT MANAGERS SER TR I | TRADR TSLA BEAR | 320K | 10K | – |
| INVITATION HOMES INC | COM | 695K | 19K | – |
| IONIS PHARMACEUTICALS INC | COM | 13M | 268K | – |
| IQVIA HLDGS INC | COM | 1M | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| IQVIA HLDGS INC | COM | 2M | 10K | – |
| IRHYTHM TECHNOLOGIES INC | COM | 238K | 2K | – |
| IRON MTN INC DEL | COM | 396K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| IRON MTN INC DEL | COM | 21M | 233K | – |
| ISHARES BITCOIN TR | SHS | 11M | 323K | – |
| ISHARES GOLD TR | ISHARES NEW | 45M | 1M | – |
| ISHARES INC | MSCI EQUAL WEITE | 203K | 2K | – |
| ISHARES INC | CORE MSCI EMKT | 4M | 75K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ISHARES INC | MSCI CHILE ETF | 286K | 11K | – |
| ISHARES INC | MSCI CDA ETF | 3M | 89K | – |
| ISHARES INC | EM MKT SM-CP ETF | 465K | 8K | – |
| ISHARES INC | ESG AWR MSCI EM | 11M | 333K | – |
| ISHARES INC | MSCI GBL MIN VOL | 607K | 6K | – |
| ISHARES INC | MSCI BRAZIL ETF | 272K | 10K | – |
| ISHARES INC | MSCI EMRG CHN | 13M | 217K | – |
| ISHARES INC | MSCI AUST ETF | 337K | 14K | – |
| ISHARES INC | MSCI GBL ETF NEW | 4M | 92K | – |
| ISHARES INC | MSCI SWITZERLAND | 787K | 16K | – |
| ISHARES INC | CORE MSCI EMKT | 164M | 3M | – |
| ISHARES INC | MSCI PAC JP ETF | 2M | 56K | – |
| ISHARES INC | MSCI JPN ETF NEW | 17M | 255K | – |
| ISHARES INC | MSCI EURZONE ETF | 13M | 260K | – |
| ISHARES INC | MSCI EMERG MRKT | 478K | 8K | – |
| ISHARES INC | MSCI EM ASIA ETF | 2M | 27K | – |
| ISHARES S&P GSCI COMMODITY- | UNIT BEN INT | 483K | 22K | – |
| ISHARES SILVER TR | ISHARES | 2M | 60K | – |
| ISHARES TR | IBONDS DEC 26 | 10M | 409K | – |
| ISHARES TR | ESG MSCI EM LDRS | 913K | 20K | – |
| ISHARES TR | ESG EAFE ETF | 2M | 29K | – |
| ISHARES TR | CONSER ALLOC ETF | 1M | 36K | – |
| ISHARES TR | IBONDS DEC 28 | 8M | 330K | – |
| ISHARES TR | AGENCY BOND ETF | 295K | 3K | – |
| ISHARES TR | INTL EQTY FACTOR | 28M | 973K | – |
| ISHARES TR | IBONDS DEC 27 | 10M | 415K | – |
| ISHARES TR | RUSSELL 3000 ETF | 209K | 676 | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ISHARES TR | GLOBAL MATER ETF | 234K | 3K | – |
| ISHARES TR | CORE MSCI EAFE | 2M | 27K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ISHARES TR | RUS MDCP VAL ETF | 12M | 97K | BAHL & GAYNOR INC |
| ISHARES TR | CORE S&P MCP ETF | 1M | 19K | 2,6 |
| ISHARES TR | RUS MD CP GR ETF | 10M | 94K | BAHL & GAYNOR INC |
| ISHARES TR | AGGRES ALLOC ETF | 2M | 23K | – |
| ISHARES TR | CORE S&P SCP ETF | 506K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ISHARES TR | GLB INFRASTR ETF | 668K | 14K | – |
| ISHARES TR | MSCI USA SMCP MN | 377K | 10K | – |
| ISHARES TR | US AER DEF ETF | 1M | 10K | – |
| ISHARES TR | JPX NIKKEI 400 | 683K | 9K | – |
| ISHARES TR | CORE INTL AGGR | 255K | 5K | – |
| ISHARES TR | 0-3 MNTH TREASRY | 18M | 177K | – |
| ISHARES TR | CORE DIV GRWTH | 11M | 186K | – |
| ISHARES TR | RUS MD CP GR ETF | 10M | 92K | – |
| ISHARES TR | FALN ANGLS USD | 281K | 11K | – |
| ISHARES TR | IBONDS DEC | 661K | 25K | – |
| ISHARES TR | INTL SEL DIV ETF | 298K | 11K | – |
| ISHARES TR | EAFE GRWTH ETF | 29M | 283K | – |
| ISHARES TR | EUROPE ETF | 2M | 37K | – |
| ISHARES TR | ISHS 5-10YR INVT | 2M | 30K | – |
| ISHARES TR | MSCI EAFE ETF | 145M | 2M | – |
| ISHARES TR | IBOXX HI YD ETF | 8M | 106K | – |
| ISHARES TR | ESG AWR MSCI USA | 12M | 102K | – |
| ISHARES TR | MORNINGSTAR VALU | 8M | 100K | – |
| ISHARES TR | CORE MSCI TOTAL | 45M | 665K | – |
| ISHARES TR | SHORT TREAS BD | 8M | 71K | – |
| ISHARES TR | MSCI USA MIN VOL | 4M | 50K | – |
| ISHARES TR | ESG SCRD S&P MID | 562K | 14K | – |
| ISHARES TR | ESG AWR US AGRGT | 2M | 52K | – |
| ISHARES TR | LATN AMER 40 ETF | 1M | 51K | – |
| ISHARES TR | MSCI USA QLT FCT | 139M | 811K | – |
| ISHARES TR | US TELECOM ETF | 777K | 36K | – |
| ISHARES TR | 0-5YR HI YL CP | 6M | 137K | – |
| ISHARES TR | MSCI ACWI EX US | 17M | 311K | – |
| ISHARES TR | MRGSTR SM CP GR | 1M | 29K | – |
| ISHARES TR | MSCI ACWI ETF | 61M | 543K | – |
| ISHARES TR | MSCI INTL VLU FT | 536K | 20K | – |
| ISHARES TR | BLACKROCK ULTRA | 78M | 2M | – |
| ISHARES TR | RUS TP200 GR ETF | 3M | 14K | – |
| ISHARES TR | CORE S&P MCP ETF | 123M | 2M | – |
| ISHARES TR | S&P 500 VAL ETF | 8M | 42K | – |
| ISHARES TR | GRWT ALLOCAT ETF | 6M | 98K | – |
| ISHARES TR | MSCI EMG MKT ETF | 37M | 871K | – |
| ISHARES TR | ISHARES SEMICDTR | 28M | 113K | – |
| ISHARES TR | US HLTHCARE ETF | 2M | 26K | – |
| ISHARES TR | CORE S&P US VLU | 64M | 731K | – |
| ISHARES TR | RUSEL 2500 ETF | 2M | 26K | – |
| ISHARES TR | 0-3 MNTH TREASRY | 21M | 206K | – |
| ISHARES TR | CORE S&P SCP ETF | 96M | 900K | – |
| ISHARES TR | MRGSTR SM CP ETF | 1M | 20K | – |
| ISHARES TR | GLOBAL 100 ETF | 527K | 5K | – |
| ISHARES TR | ISHS 1-5YR INVS | 8M | 152K | – |
| ISHARES TR | JPMORGAN USD EMG | 3M | 40K | – |
| ISHARES TR | MSCI UK ETF NEW | 3M | 82K | – |
| ISHARES TR | 0-5 YR TIPS ETF | 17M | 176K | – |
| ISHARES TR | MSCI USA ESG SLC | 2M | 18K | – |
| ISHARES TR | CRE U S REIT ETF | 36M | 664K | – |
| ISHARES TR | U.S. REAL ES ETF | 4M | 47K | – |
| ISHARES TR | US CONSUM DISCRE | 1M | 13K | – |
| ISHARES TR | EAFE VALUE ETF | 14M | 262K | – |
| ISHARES TR | MSCI INTL QUALTY | 110M | 3M | – |
| ISHARES TR | 20 YR TR BD ETF | 5M | 51K | – |
| ISHARES TR | CORE US AGGBD ET | 92M | 946K | – |
| ISHARES TR | RUS MDCP VAL ETF | 27M | 223K | – |
| ISHARES TR | PFD AND INCM SEC | 26M | 840K | – |
| ISHARES TR | 7-10 YR TRSY BD | 23M | 243K | – |
| ISHARES TR | CORE HIGH DV ETF | 2M | 21K | – |
| ISHARES TR | RUS 2000 GRW ETF | 39M | 150K | – |
| ISHARES TR | MRGSTR MD CP ETF | 3M | 42K | – |
| ISHARES TR | 3 7 YR TREAS BD | 6M | 48K | – |
| ISHARES TR | 1 3 YR TREAS BD | 32M | 388K | – |
| ISHARES TR | CORE S&P US GWT | 63M | 483K | – |
| ISHARES TR | ESG AW MSCI EAFE | 27M | 336K | – |
| ISHARES TR | U.S. TECH ETF | 12M | 78K | – |
| ISHARES TR | ESG MSCI LEADR | 3M | 27K | – |
| ISHARES TR | CORE 1 5 YR USD | 6M | 136K | – |
| ISHARES TR | U S EQUITY FACTR | 10M | 186K | – |
| ISHARES TR | SP SMCP600VL ETF | 6M | 62K | – |
| ISHARES TR | MSCI USA MMENTM | 128M | 659K | – |
| ISHARES TR | U.S. UTILITS ETF | 2M | 25K | – |
| ISHARES TR | U.S. MED DVC ETF | 222K | 4K | – |
| ISHARES TR | GLOB HLTHCRE ETF | 549K | 6K | – |
| ISHARES TR | US AER DEF ETF | 1M | 8K | – |
| ISHARES TR | CORE MSCI EAFE | 100M | 1M | – |
| ISHARES TR | RUS MID CAP ETF | 36M | 444K | – |
| ISHARES TR | IBONDS DEC24 ETF | 1M | – | – |
| ISHARES TR | MSCI AC ASIA ETF | 7M | 97K | – |
| ISHARES TR | U.S. ENERGY ETF | 3M | 61K | – |
| ISHARES TR | DOW JONES US ETF | 548K | 4K | – |
| ISHARES TR | 10-20 YR TRS ETF | 1M | 12K | – |
| ISHARES TR | NEW YORK MUN ETF | 918K | 17K | – |
| ISHARES TR | ROBOTICS ARTIF | 904K | 27K | – |
| ISHARES TR | S&P MC 400GR ETF | 6M | 70K | – |
| ISHARES TR | IBDS DEC28 ETF | 17M | 673K | – |
| ISHARES TR | COHEN STEER REIT | 7M | 125K | – |
| ISHARES TR | MRNING SM CP ETF | 1M | 22K | – |
| ISHARES TR | NATIONAL MUN ETF | 83M | 782K | – |
| ISHARES TR | ESG AWRE 1 5 YR | 3M | 111K | – |
| ISHARES TR | CORE TOTAL USD | 20M | 435K | – |
| ISHARES TR | MSCI KLD400 SOC | 6M | 60K | – |
| ISHARES TR | IBOXX INV CP ETF | 9M | 84K | – |
| ISHARES TR | RUS 2000 VAL ETF | 22M | 148K | – |
| ISHARES TR | CORE DIVID ETF | 27M | 600K | – |
| ISHARES TR | GBL COMM SVC ETF | 4M | 47K | – |
| ISHARES TR | CORE S&P TTL STK | 34M | 284K | – |
| ISHARES TR | ISHARES BIOTECH | 12M | 89K | – |
| ISHARES TR | MBS ETF | 28M | 306K | – |
| ISHARES TR | IBONDS DEC2026 | 17M | – | – |
| ISHARES TR | USD INV GRDE ETF | 312K | 6K | – |
| ISHARES TR | SHRT NAT MUN ETF | 20M | 194K | – |
| ISHARES TR | MSCI EAFE MIN VL | 727K | 10K | – |
| ISHARES TR | GLOBAL REIT ETF | 10M | 441K | – |
| ISHARES TR | US OIL EQ&SV ETF | 648K | 29K | – |
| ISHARES TR | MSCI INDIA ETF | 3M | 46K | – |
| ISHARES TR | US HLTHCR PR ETF | 392K | 7K | – |
| ISHARES TR | S&P 500 GRWT ETF | 24M | 262K | – |
| ISHARES TR | MSCI USA VALUE | 2M | 19K | – |
| ISHARES TR | EXPANDED TECH | 9M | 109K | – |
| ISHARES TR | ESG AWRE USD ETF | 408K | 18K | – |
| ISHARES TR | MRGSTR MD CP VAL | 4M | 60K | – |
| ISHARES TR | MORNINGSTR US EQ | 7M | 89K | – |
| ISHARES TR | BROAD USD HIGH | 513K | 14K | – |
| ISHARES TR | MORNINGSTAR GRWT | 10M | 118K | – |
| ISHARES TR | US INDUSTRIALS | 591K | 5K | – |
| ISHARES TR | U.S. FIN SVC ETF | 203K | 3K | – |
| ISHARES TR | EAFE SML CP ETF | 41M | 658K | – |
| ISHARES TR | RUS 1000 ETF | 49M | 166K | – |
| ISHARES TR | US INFRASTRUC | 1M | 28K | – |
| ISHARES TR | US TREAS BD ETF | 745K | 33K | – |
| ISHARES TR | IBONDS 27 ETF | 18M | – | – |
| ISHARES TR | S&P SML 600 GWT | 15M | 118K | – |
| ISHARES TR | SELECT DIVID ETF | 12M | 101K | – |
| ISHARES TR | RUSSELL 3000 ETF | 65M | 210K | – |
| ISHARES TR | TIPS BD ETF | 6M | 60K | – |
| ISHARES TR | GLB CNS DISC ETF | 1M | 8K | – |
| ISHARES TR | CORE S&P500 ETF | 725M | 1M | – |
| ISHARES TR | U.S. BAS MTL ETF | 2M | 11K | – |
| ISHARES TR | S&P MC 400VL ETF | 17M | 153K | – |
| ISHARES TR | RUS 1000 GRW ETF | 287M | 787K | – |
| ISHARES TR | GL CLEAN ENE ETF | 919K | 69K | – |
| ISHARES TR | RUS TOP 200 ETF | 464K | 3K | – |
| ISHARES TR | GLOBAL ENERG ETF | 998K | 24K | – |
| ISHARES TR | HDG MSCI EAFE | 792K | 22K | – |
| ISHARES TR | S&P 100 ETF | 4M | 17K | – |
| ISHARES TR | US CONSM STAPLES | 1M | 18K | – |
| ISHARES TR | MSCI CHINA ETF | 458K | 11K | – |
| ISHARES TR | ESG AWARE MSCI | 3M | 76K | – |
| ISHARES TR | U.S. FINLS ETF | 2M | 19K | – |
| ISHARES TR | CORE MSCI PAC | 597K | 10K | – |
| ISHARES TR | MRGSTR MD CP GRW | 4M | 52K | – |
| ISHARES TR | CORE MSCI INTL | 2M | 26K | – |
| ISHARES TR | RUSSELL 2000 ETF | 60M | 297K | – |
| ISHARES TR | INTRM GOV CR ETF | 435K | 4K | – |
| ISHARES TR | MICRO-CAP ETF | 26M | 232K | – |
| ISHARES TR | RUS 1000 VAL ETF | 83M | 478K | – |
| ISHARES TR | 0-5YR INVT GR CP | 2M | 34K | – |
| ISHARES TR | GLOBAL TECH ETF | 212K | 3K | – |
| ISHARES U S ETF TR | BLACKROCK SHORT | 4M | 77K | – |
| ISHARES U S ETF TR | BLACKROCK SH DUR | 27M | 541K | – |
| ISHARES U S ETF TR | GSCI CMDTY STGY | 761K | 28K | – |
| ITAU UNIBANCO HLDG S A | SPON ADR REP PFD | 118K | 20K | – |
| ITRON INC | COM | 369K | 4K | – |
| ITT INC | COM | 1M | 10K | – |
| J & J SNACK FOODS CORP | COM | 325K | 2K | – |
| J P MORGAN EXCHANGE TRADED F | US VALUE FACTR | 217K | 5K | – |
| J P MORGAN EXCHANGE TRADED F | US QUALTY FCTR | 447K | 8K | – |
| J P MORGAN EXCHANGE TRADED F | BETABULDRS JAPAN | 3M | 48K | – |
| J P MORGAN EXCHANGE TRADED F | MUNICIPAL ETF | 976K | 19K | – |
| J P MORGAN EXCHANGE TRADED F | BETABUILDERS CDA | 8M | 125K | – |
| J P MORGAN EXCHANGE TRADED F | ULTRA SHT MUNCPL | 26M | 509K | – |
| J P MORGAN EXCHANGE TRADED F | CORE PLUS BD ETF | 48M | 1M | – |
| J P MORGAN EXCHANGE TRADED F | ULTRA SHRT INC | 11M | 215K | – |
| J P MORGAN EXCHANGE TRADED F | BETABUILDERS DEV | 944K | 20K | – |
| J P MORGAN EXCHANGE TRADED F | DIV RTN EM EQT | 10M | 187K | – |
| J P MORGAN EXCHANGE TRADED F | EQUITY PREMIUM | 12M | 206K | – |
| JABIL INC | COM | 234K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| JABIL INC | COM | 3M | 28K | – |
| JACKSON FINANCIAL INC | COM CL A | 841K | 11K | – |
| JACOBS SOLUTIONS INC | COM | 289K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| JACOBS SOLUTIONS INC | COM | 39M | 276K | – |
| JAMES HARDIE INDS PLC | SPONSORED ADR | 491K | 16K | – |
| JANUS DETROIT STR TR | HENDRSON AAA CL | 17M | 326K | – |
| JANUS DETROIT STR TR | HENDERSON SECURI | 3M | 63K | – |
| JANUS DETROIT STR TR | B-BBB CLO ETF | 319K | 6K | – |
| JANUS DETROIT STR TR | HENDERSON MTG | 49M | 1M | – |
| JANUS HENDERSON GROUP PLC | ORD SHS | 795K | 24K | – |
| JANUS INTERNATIONAL GROUP IN | COMMON STOCK | 139K | 11K | – |
| JAZZ PHARMACEUTICALS PLC | SHS USD | 829K | 8K | – |
| JEFFERIES FINL GROUP INC | COM | 219K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| JEFFERIES FINL GROUP INC | COM | 5M | 101K | – |
| JETBLUE AWYS CORP | COM | 49K | 8K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| JETBLUE AWYS CORP | COM | 496K | 81K | – |
| JOBY AVIATION INC | COMMON STOCK | 57K | 11K | – |
| JOHN BEAN TECHNOLOGIES CORP | COM | 2M | 26K | – |
| JOHNSON & JOHNSON | COM | 7M | 48K | 6,8 |
| JOHNSON & JOHNSON | COM | 385M | 3M | – |
| JOHNSON CTLS INTL PLC | SHS | 1M | 16K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| JOHNSON CTLS INTL PLC | SHS | 23M | 353K | – |
| JONES LANG LASALLE INC | COM | 6M | 31K | – |
| JPMORGAN CHASE & CO. | COM | 7K | 33 | – |
| JPMORGAN CHASE & CO. | COM | 20M | 100K | 2,6 |
| JPMORGAN CHASE & CO. | COM | 708M | 4M | – |
| JUNIPER NETWORKS INC | COM | 335K | 9K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| JUNIPER NETWORKS INC | COM | 826K | 23K | – |
| KADANT INC | COM | 2M | 7K | – |
| KARAT PACKAGING INC | COM | 2M | 57K | – |
| KARYOPHARM THERAPEUTICS INC | COM | 12K | 14K | – |
| KASPI KZ JSC | SPONSORED ADS | 752K | 6K | – |
| KB FINL GROUP INC | SPONSORED ADR | 302K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| KB FINL GROUP INC | SPONSORED ADR | 549K | 10K | – |
| KB HOME | COM | 1M | 19K | – |
| KBR INC | COM | 476K | 7K | – |
| KEARNY FINL CORP MD | COM | 63K | 10K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| KEARNY FINL CORP MD | COM | 110 | 17 | – |
| KELLANOVA | COM | 4M | 78K | – |
| KENNEDY-WILSON HOLDINGS INC | COM | 164K | 17K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| KENNEDY-WILSON HOLDINGS INC | COM | 300K | 31K | – |
| KENVUE INC | COM | 479K | 26K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| KENVUE INC | COM | 6M | 332K | – |
| KEURIG DR PEPPER INC | COM | 3M | 80K | 2,6 |
| KEURIG DR PEPPER INC | COM | 1M | 41K | – |
| KEYCORP | COM | 496K | 35K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| KEYCORP | COM | 6M | 416K | – |
| KEYSIGHT TECHNOLOGIES INC | COM | 612K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| KEYSIGHT TECHNOLOGIES INC | COM | 31M | 229K | – |
| KILROY RLTY CORP | COM | 791K | 25K | – |
| KIMBERLY-CLARK CORP | COM | 3M | 20K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| KIMBERLY-CLARK CORP | COM | 2K | 12 | – |
| KIMBERLY-CLARK CORP | COM | 42M | 301K | – |
| KIMCO RLTY CORP | COM | 2M | 96K | – |
| KINDER MORGAN INC DEL | COM | 2M | 102K | 2,6 |
| KINDER MORGAN INC DEL | COM | 13M | 638K | – |
| KINGSTONE COS INC | COM | 100K | 20K | – |
| KINROSS GOLD CORP | COM | 93K | 11K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| KINROSS GOLD CORP | COM | 303K | 36K | – |
| KINSALE CAP GROUP INC | COM | 235K | 611 | – |
| KIRBY CORP | COM | 4M | 31K | – |
| KKR & CO INC | COM | 2M | 21K | 6,10 |
| KKR & CO INC | COM | 13M | 123K | – |
| KLA CORP | COM NEW | 3M | 3K | 2,6 |
| KLA CORP | COM NEW | 25M | 30K | – |
| KNIFE RIVER CORP | COMMON STOCK | 249K | 4K | – |
| KNIGHT-SWIFT TRANSN HLDGS IN | CL A | 260K | 5K | – |
| KONINKLIJKE PHILIPS N V | NY REGIS SHS NEW | 2M | 60K | – |
| KONTOOR BRANDS INC | COM | 637K | 10K | – |
| KOREA ELEC PWR CORP | SPONSORED ADR | 177K | 25K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| KOREA ELEC PWR CORP | SPONSORED ADR | 902K | 127K | – |
| KORN FERRY | COM NEW | 2M | 33K | – |
| KRAFT HEINZ CO | COM | 732K | 23K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| KRAFT HEINZ CO | COM | 17M | 521K | – |
| KRANESHARES TRUST | BOSERA MSCI CHIN | 365K | 17K | – |
| KRANESHARES TRUST | QUADRTC INT RT | 241K | 13K | – |
| KRATOS DEFENSE & SEC SOLUTIO | COM NEW | 342K | 17K | – |
| KROGER CO | COM | 2K | 40 | – |
| KROGER CO | COM | 2M | 32K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| KROGER CO | COM | 16M | 313K | – |
| KRONOS WORLDWIDE INC | COM | 149K | 12K | – |
| KRYSTAL BIOTECH INC | COM | 11M | 63K | – |
| KRYSTAL BIOTECH INC | COM | 456K | 2K | – |
| KT CORP | SPONSORED ADR | 231K | 17K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| KT CORP | SPONSORED ADR | 996K | 73K | – |
| KYNDRYL HLDGS INC | COMMON STOCK | 206K | 8K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| KYNDRYL HLDGS INC | COMMON STOCK | 927K | 35K | – |
| L3HARRIS TECHNOLOGIES INC | COM | 834K | 4K | 2,6 |
| L3HARRIS TECHNOLOGIES INC | COM | 1K | 5 | – |
| L3HARRIS TECHNOLOGIES INC | COM | 21M | 92K | – |
| LABCORP HOLDINGS INC | COM SHS | 366K | 2K | 6,12 |
| LABCORP HOLDINGS INC | COM SHS | 5M | 26K | – |
| LAKELAND FINL CORP | COM | 655K | 11K | – |
| LAM RESEARCH CORP | COM | 5M | 5K | 6,10 |
| LAM RESEARCH CORP | COM | 205M | 192K | – |
| LAMAR ADVERTISING CO NEW | CL A | 1M | 9K | – |
| LAMB WESTON HLDGS INC | COM | 10M | 115K | – |
| LAMB WESTON HLDGS INC | COM | 2M | 28K | – |
| LANCASTER COLONY CORP | COM | 7M | 38K | – |
| LANDSTAR SYS INC | COM | 268K | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| LANDSTAR SYS INC | COM | 4M | 24K | – |
| LAS VEGAS SANDS CORP | COM | 208K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| LAS VEGAS SANDS CORP | COM | 1M | 33K | – |
| LATTICE SEMICONDUCTOR CORP | COM | 238K | 4K | – |
| LAUDER ESTEE COS INC | CL A | 263K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| LAUDER ESTEE COS INC | CL A | 24M | 221K | – |
| LAZARD INC | COM | 2M | 44K | – |
| LCI INDS | COM | 270K | 3K | – |
| LEAFLY HOLDINGS INC | *W EXP 02/04/202 | 3K | 163K | – |
| LEAR CORP | COM NEW | 2M | 19K | – |
| LEGGETT & PLATT INC | COM | 628K | 55K | – |
| LEIDOS HOLDINGS INC | COM | 10M | 66K | – |
| LENNAR CORP | CL A | 2M | 14K | 1,6 |
| LENNAR CORP | CL B | 207K | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| LENNAR CORP | CL A | 8M | 51K | – |
| LENNAR CORP | CL B | 92K | 657 | – |
| LENNOX INTL INC | COM | 202K | 377 | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| LENNOX INTL INC | COM | 2M | 4K | – |
| LESLIES INC | COM | 657K | 157K | – |
| LG DISPLAY CO LTD | SPONS ADR REP | 185K | 45K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| LG DISPLAY CO LTD | SPONS ADR REP | 159K | 39K | – |
| LIBERTY BROADBAND CORP | COM SER A | 304K | 6K | – |
| LIBERTY BROADBAND CORP | COM SER C | 825K | 15K | – |
| LIBERTY GLOBAL LTD | COM CL C | 618K | 35K | – |
| LIBERTY LATIN AMERICA LTD | COM CL C | 101K | 11K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| LIBERTY LATIN AMERICA LTD | COM CL C | 23K | 2K | – |
| LIBERTY MEDIA CORP DEL | DEB 4.000%11/1 | 3K | – | – |
| LIBERTY MEDIA CORP DEL | COM LBTY ONE S C | 428K | 6K | – |
| LIBERTY MEDIA CORP DEL | COM LBTY SRM S C | 349K | 16K | – |
| LIBERTY MEDIA CORP DEL | COM LBTY SRM S C | 224K | 10K | – |
| LIFEMD INC | COM | 103K | 15K | – |
| LIGHT & WONDER INC | COM | 1M | 12K | – |
| LINCOLN ELEC HLDGS INC | COM | 465K | 2K | – |
| LINCOLN NATL CORP IND | COM | 256K | 8K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| LINCOLN NATL CORP IND | COM | 1M | 40K | – |
| LINDE PLC | SHS | 4K | 10 | – |
| LINDE PLC | SHS | 4M | 9K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| LINDE PLC | SHS | 23M | 53K | – |
| LINDE PLC | SHS | 209M | 477K | – |
| LINDSAY CORP | COM | 545K | 4K | – |
| LISTED FD TR | HORIZON KINETICS | 3M | 79K | – |
| LITHIA MTRS INC | COM | 248K | 981 | – |
| LITTELFUSE INC | COM | 1M | 5K | – |
| LIVE NATION ENTERTAINMENT IN | COM | 343K | 4K | 6,12 |
| LIVE NATION ENTERTAINMENT IN | COM | 3M | 31K | – |
| LIVERAMP HLDGS INC | COM | 207K | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| LIVERAMP HLDGS INC | COM | 134K | 4K | – |
| LKQ CORP | COM | 460K | 11K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| LKQ CORP | COM | 3M | 65K | – |
| LLOYDS BANKING GROUP PLC | SPONSORED ADR | 80K | 29K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| LLOYDS BANKING GROUP PLC | SPONSORED ADR | 190K | 70K | – |
| LOCKHEED MARTIN CORP | COM | 8M | 18K | 2,6 |
| LOCKHEED MARTIN CORP | COM | 6K | 12 | – |
| LOCKHEED MARTIN CORP | COM | 7M | 15K | – |
| LOCKHEED MARTIN CORP | COM | 119M | 254K | – |
| LOEWS CORP | COM | 4M | 50K | – |
| LOGITECH INTL S A | SHS | 1M | 11K | – |
| LOOP INDS INC | COM | 518K | 248K | – |
| LOUISIANA PAC CORP | COM | 229K | 3K | – |
| LOWES COS INC | COM | 4M | 16K | 1,6,8 |
| LOWES COS INC | COM | 77M | 347K | – |
| LPL FINL HLDGS INC | COM | 544K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| LPL FINL HLDGS INC | COM | 9M | 33K | – |
| LUCID GROUP INC | COM | 63K | 24K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| LUCID GROUP INC | COM | 131K | 50K | – |
| LUFAX HOLDING LTD | SPONSORED ADR | 512 | 216 | – |
| LUFAX HOLDING LTD | SPONSORED ADR | 34K | 14K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| LULULEMON ATHLETICA INC | COM | 2M | 6K | 6,12 |
| LULULEMON ATHLETICA INC | COM | 5M | 17K | – |
| LYFT INC | CL A COM | 94K | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| LYFT INC | CL A COM | 334K | 24K | – |
| LYONDELLBASELL INDUSTRIES N | SHS - A - | 509K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| LYONDELLBASELL INDUSTRIES N | SHS - A - | 6M | 64K | – |
| M & T BK CORP | COM | 504K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| M & T BK CORP | COM | 3M | 18K | – |
| M/I HOMES INC | COM | 268K | 2K | – |
| MACATAWA BK CORP | COM | 13K | 869 | – |
| MACATAWA BK CORP | COM | 406K | 28K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MACERICH CO | COM | 338K | 22K | – |
| MACOM TECH SOLUTIONS HLDGS I | COM | 217K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MACOM TECH SOLUTIONS HLDGS I | COM | 106K | 947 | – |
| MACYS INC | COM | 285K | 15K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MACYS INC | COM | 2M | 121K | – |
| MADDEN STEVEN LTD | COM | 421K | 10K | – |
| MAGNA INTL INC | COM | 2M | 37K | – |
| MAGNOLIA OIL & GAS CORP | CL A | 4M | 143K | – |
| MAIN STR CAP CORP | COM | 697K | 14K | – |
| MAINSTAY CBRE GBL INFRA MEG | COM | 345K | 27K | – |
| MANAGER DIRECTED PORTFOLIOS | VERT GLB SUST RE | 394K | 41K | – |
| MANHATTAN ASSOCIATES INC | COM | 272K | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MANHATTAN ASSOCIATES INC | COM | 580K | 2K | – |
| MANPOWERGROUP INC WIS | COM | 364K | 5K | – |
| MANULIFE FINL CORP | COM | 232K | 9K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MANULIFE FINL CORP | COM | 3M | 97K | – |
| MARATHON OIL CORP | COM | 705K | 25K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MARATHON OIL CORP | COM | 4M | 151K | – |
| MARATHON PETE CORP | COM | 4M | 26K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MARATHON PETE CORP | COM | 26M | 148K | – |
| MARKEL GROUP INC | COM | 5M | 3K | – |
| MARQETA INC | CLASS A COM | 99K | 18K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MARQETA INC | CLASS A COM | 34K | 6K | – |
| MARRIOTT INTL INC NEW | CL A | 931K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MARRIOTT INTL INC NEW | CL A | 53M | 220K | – |
| MARSH & MCLENNAN COS INC | COM | 7M | 31K | 2,6 |
| MARSH & MCLENNAN COS INC | COM | 62M | 296K | – |
| MARTIN MARIETTA MATLS INC | COM | 2M | 3K | 1,6 |
| MARTIN MARIETTA MATLS INC | COM | 38M | 70K | – |
| MARVELL TECHNOLOGY INC | COM | 3M | 36K | 6,12 |
| MARVELL TECHNOLOGY INC | COM | 110M | 2M | – |
| MASCO CORP | COM | 330K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MASCO CORP | COM | 1M | 21K | – |
| MASIMO CORP | COM | 510K | 4K | – |
| MASTERBRAND INC | COMMON STOCK | 170K | 12K | – |
| MASTERCARD INCORPORATED | CL A | 8K | 19 | – |
| MASTERCARD INCORPORATED | CL A | 8M | 18K | 6,10 |
| MASTERCARD INCORPORATED | CL A | 19M | 43K | – |
| MASTERCARD INCORPORATED | CL A | 210M | 476K | – |
| MATADOR RES CO | COM | 665K | 11K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MATADOR RES CO | COM | 935K | 16K | – |
| MATCH GROUP INC NEW | COM | 72K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MATCH GROUP INC NEW | COM | 371K | 12K | – |
| MATERION CORP | COM | 319K | 3K | – |
| MATSON INC | COM | 251K | 2K | – |
| MATTEL INC | COM | 264K | 16K | – |
| MATTHEWS ASIA FDS | ASIA INNOV ACTIV | 4M | 145K | – |
| MATTHEWS INTL FDS | PACIFIC TIGER AC | 18M | 661K | – |
| MCCORMICK & CO INC | COM NON VTG | 217K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MCCORMICK & CO INC | COM NON VTG | 44M | 621K | – |
| MCDONALDS CORP | COM | 13M | 52K | 2,6,12 |
| MCDONALDS CORP | COM | 289M | 1M | – |
| MCKESSON CORP | COM | 3M | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MCKESSON CORP | COM | 1K | 2 | – |
| MCKESSON CORP | COM | 28M | 48K | – |
| MCKESSON CORP | COM | 116M | 198K | – |
| MDU RES GROUP INC | COM | 500K | 20K | – |
| MEDICAL PPTYS TRUST INC | COM | 106K | 25K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MEDICAL PPTYS TRUST INC | COM | 640K | 148K | – |
| MEDPACE HLDGS INC | COM | 215K | 522 | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MEDPACE HLDGS INC | COM | 379K | 921 | – |
| MEDTRONIC PLC | SHS | 5K | 64 | – |
| MEDTRONIC PLC | SHS | 3M | 44K | 1,6 |
| MEDTRONIC PLC | SHS | 51M | 644K | – |
| MERCADOLIBRE INC | COM | 1M | 610 | – |
| MERCK & CO INC | COM | 7K | 58 | – |
| MERCK & CO INC | COM | 18M | 142K | 1,2,6,8 |
| MERCK & CO INC | COM | 415M | 3M | – |
| MERIT MED SYS INC | COM | 250K | 3K | – |
| META PLATFORMS INC | CL A | 27K | 54 | – |
| META PLATFORMS INC | CL A | 28M | 55K | 6,10 |
| META PLATFORMS INC | CL A | 440M | 873K | – |
| METLIFE INC | COM | 1M | 16K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| METLIFE INC | COM | 41M | 578K | – |
| METTLER TOLEDO INTERNATIONAL | COM | 510K | 365 | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| METTLER TOLEDO INTERNATIONAL | COM | 108M | 78K | – |
| MGE ENERGY INC | COM | 245K | 3K | – |
| MGIC INVT CORP WIS | COM | 3M | 134K | – |
| MGM RESORTS INTERNATIONAL | COM | 401K | 9K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MGM RESORTS INTERNATIONAL | COM | 5M | 102K | – |
| MICROCHIP TECHNOLOGY INC. | COM | 2M | 21K | 1,6 |
| MICROCHIP TECHNOLOGY INC. | COM | 26M | 288K | – |
| MICROCHIP TECHNOLOGY INC. | COM | 153M | 2M | – |
| MICRON TECHNOLOGY INC | COM | 4M | 28K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MICRON TECHNOLOGY INC | COM | 35M | 265K | – |
| MICROSOFT CORP | COM | 42K | 94 | – |
| MICROSOFT CORP | COM | 5M | 11K | – |
| MICROSOFT CORP | COM | 92M | 207K | 1,2,6,8,10 |
| MICROSOFT CORP | COM | 99M | 222K | – |
| MICROSOFT CORP | COM | 3B | 6M | – |
| MICROSTRATEGY INC | CL A NEW | 438K | 318 | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MICROSTRATEGY INC | CL A NEW | 5M | 3K | – |
| MID-AMER APT CMNTYS INC | COM | 2M | 14K | – |
| MIDDLEBY CORP | COM | 974K | 8K | – |
| MIDDLESEX WTR CO | COM | 980K | 19K | – |
| MIMEDX GROUP INC | COM | 222K | 32K | – |
| MITSUBISHI UFJ FINL GROUP IN | SPONSORED ADS | 453K | 42K | 1,6 |
| MITSUBISHI UFJ FINL GROUP IN | SPONSORED ADS | 839K | 78K | – |
| MIZUHO FINANCIAL GROUP INC | SPONSORED ADR | 252K | 60K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MIZUHO FINANCIAL GROUP INC | SPONSORED ADR | 340K | 80K | – |
| MKS INSTRS INC | COM | 15M | 113K | – |
| MKS INSTRS INC | COM | 1M | 8K | – |
| MODERNA INC | COM | 716K | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MODERNA INC | COM | 3M | 24K | – |
| MODINE MFG CO | COM | 351K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MODINE MFG CO | COM | 155K | 2K | – |
| MOHAWK INDS INC | COM | 1M | 9K | – |
| MOLINA HEALTHCARE INC | COM | 385K | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MOLINA HEALTHCARE INC | COM | 1M | 4K | – |
| MOLSON COORS BEVERAGE CO | CL B | 206K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MOLSON COORS BEVERAGE CO | CL B | 2M | 45K | – |
| MONDAY COM LTD | SHS | 327K | 1K | – |
| MONDELEZ INTL INC | CL A | 6M | 99K | 2,6 |
| MONDELEZ INTL INC | CL A | 19M | 284K | – |
| MONDELEZ INTL INC | CL A | 115M | 2M | – |
| MONGODB INC | CL A | 345K | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MONGODB INC | CL A | 269K | 1K | – |
| MONOLITHIC PWR SYS INC | COM | 745K | 907 | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MONOLITHIC PWR SYS INC | COM | 38M | 46K | – |
| MONROE CAP CORP | COM | 358K | 47K | – |
| MONSTER BEVERAGE CORP NEW | COM | 1M | 22K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MONSTER BEVERAGE CORP NEW | COM | 13M | 268K | – |
| MOODYS CORP | COM | 2M | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MOODYS CORP | COM | 1K | 3 | – |
| MOODYS CORP | COM | 43M | 102K | – |
| MOOG INC | CL A | 425K | 3K | – |
| MORGAN STANLEY | COM NEW | 5M | 53K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MORGAN STANLEY | COM NEW | 159M | 2M | – |
| MORNINGSTAR INC | COM | 4M | 12K | – |
| MOSAIC CO NEW | COM | 1M | 40K | – |
| MOTOROLA SOLUTIONS INC | COM NEW | 2M | 6K | 2,6 |
| MOTOROLA SOLUTIONS INC | COM NEW | 23M | 60K | – |
| MP MATERIALS CORP | COM CL A | 363K | 29K | – |
| MPLX LP | COM UNIT REP LTD | 2M | 36K | – |
| MSC INDL DIRECT INC | CL A | 844K | 11K | – |
| MSCI INC | COM | 1M | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| MSCI INC | COM | 35M | 73K | – |
| MSP RECOVERY INC | CL A NEW | 469K | 1M | – |
| MUELLER INDS INC | COM | 816K | 14K | – |
| MUELLER WTR PRODS INC | COM SER A | 188K | 10K | – |
| MURPHY OIL CORP | COM | 2M | 49K | – |
| MURPHY USA INC | COM | 5M | 13K | – |
| MYR GROUP INC DEL | COM | 580K | 4K | – |
| NAPCO SEC TECHNOLOGIES INC | COM | 6M | 118K | – |
| NASDAQ INC | COM | 548K | 9K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| NASDAQ INC | COM | 6M | 107K | – |
| NATERA INC | COM | 232K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| NATERA INC | COM | 2M | 15K | – |
| NATIONAL BEVERAGE CORP | COM | 1M | 26K | – |
| NATIONAL FUEL GAS CO | COM | 308K | 6K | – |
| NATIONAL GRID PLC | SPONSORED ADR NE | 241K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| NATIONAL GRID PLC | SPONSORED ADR NE | 5M | 91K | – |
| NATIONAL HEALTHCARE CORP | COM | 388K | 4K | – |
| NATURAL RESOURCE PARTNERS L | COM UNIT LTD PAR | 484K | 5K | – |
| NATWEST GROUP PLC | SPONS ADR | 167K | 21K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| NATWEST GROUP PLC | SPONS ADR | 380K | 47K | – |
| NAUTILUS BIOTECHNOLOGY INC | COM | 106K | 45K | – |
| NAVIENT CORPORATION | COM | 344K | 24K | – |
| NAVIOS MARITIME PARTNERS L P | COM UNIT LPI | 377K | 7K | – |
| NEOGEN CORP | COM | 416K | 27K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| NEOGEN CORP | COM | 905K | 58K | – |
| NEOGENOMICS INC | COM NEW | 268K | 19K | – |
| NEOVOLTA INC | COM | 66K | 25K | – |
| NETAPP INC | COM | 585K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| NETAPP INC | COM | 8M | 61K | – |
| NETCAPITAL INC | COM | 1K | 10K | – |
| NETEASE INC | SPONSORED ADS | 11M | 116K | – |
| NETFLIX INC | COM | 12M | 18K | 6,10 |
| NETFLIX INC | COM | 19K | 28 | – |
| NETFLIX INC | COM | 28M | 42K | – |
| NETFLIX INC | COM | 73M | 108K | – |
| NETSTREIT CORP | COM | 881K | 55K | – |
| NEUBERGER BERMAN NEXT GENERA | COMMON STOCK | 385K | 30K | – |
| NEUROCRINE BIOSCIENCES INC | COM | 611K | 4K | – |
| NEW JERSEY RES CORP | COM | 3M | 60K | – |
| NEW MTN FIN CORP | COM | 264K | 22K | – |
| NEW ORIENTAL ED & TECHNOLOGY | SPON ADR | 225K | 3K | – |
| NEW PAC METALS CORP | COM | 33K | 22K | – |
| NEW YORK CMNTY BANCORP INC | COM | 48K | 15K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| NEW YORK CMNTY BANCORP INC | COM | 548K | 170K | – |
| NEW YORK TIMES CO | CL A | 2M | 42K | – |
| NEWELL BRANDS INC | COM | 222K | 35K | – |
| NEWMARKET CORP | COM | 309K | 599 | – |
| NEWMONT CORP | COM | 561K | 13K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| NEWMONT CORP | COM | 2M | 52K | – |
| NEWS CORP NEW | CL A | 275K | 10K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| NEWS CORP NEW | CL A | 1M | 43K | – |
| NEWS CORP NEW | CL B | 262K | 9K | – |
| NEXPOINT REAL ESTATE FIN INC | COM | 227K | 17K | – |
| NEXSTAR MEDIA GROUP INC | COMMON STOCK | 805K | 5K | – |
| NEXTDECADE CORP | COM | 339K | 43K | – |
| NEXTERA ENERGY INC | COM | 8M | 111K | 2,6 |
| NEXTERA ENERGY INC | COM | 2K | 33 | – |
| NEXTERA ENERGY INC | COM | 156M | 2M | – |
| NEXTERA ENERGY PARTNERS LP | COM UNIT PART IN | 2M | 88K | – |
| NGL ENERGY PARTNERS LP | COM UNIT REPST | 51K | 10K | – |
| NICE LTD | SPONSORED ADR | 1M | 6K | – |
| NIKE INC | CL B | 3M | 35K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| NIKE INC | CL B | 73M | 968K | – |
| NIO INC | SPON ADS | 260K | 63K | – |
| NIOCORP DEVS LTD | COM NEW | 58K | 33K | – |
| NISOURCE INC | COM | 2M | 80K | – |
| NN INC | COM | 186K | 62K | – |
| NNN REIT INC | COM | 1M | 24K | – |
| NOBLE CORP PLC | ORD SHS A | 2M | 44K | – |
| NOKIA CORP | SPONSORED ADR | 154K | 41K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| NOKIA CORP | SPONSORED ADR | 411K | 109K | – |
| NOMURA HLDGS INC | SPONSORED ADR | 201K | 35K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| NOMURA HLDGS INC | SPONSORED ADR | 247K | 43K | – |
| NORDSON CORP | COM | 1M | 6K | – |
| NORDSTROM INC | COM | 498K | 23K | – |
| NORFOLK SOUTHN CORP | COM | 1M | 5K | 6,8 |
| NORFOLK SOUTHN CORP | COM | 29M | 136K | – |
| NORTHERN TR CORP | COM | 265K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| NORTHERN TR CORP | COM | 28M | 336K | – |
| NORTHROP GRUMMAN CORP | COM | 3M | 6K | 2,6,8 |
| NORTHROP GRUMMAN CORP | COM | 72M | 166K | – |
| NORWEGIAN CRUISE LINE HLDG L | SHS | 191K | 10K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| NORWEGIAN CRUISE LINE HLDG L | SHS | 2M | 110K | – |
| NOV INC | COM | 228K | 12K | – |
| NOVAGOLD RES INC | COM NEW | 36K | 10K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| NOVAGOLD RES INC | COM NEW | 2K | 534 | – |
| NOVANTA INC | COM | 401K | 2K | – |
| NOVARTIS AG | SPONSORED ADR | 508K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| NOVARTIS AG | SPONSORED ADR | 61M | 576K | – |
| NOVO-NORDISK A S | ADR | 639K | 4K | 6,12 |
| NOVO-NORDISK A S | ADR | 198M | 1M | – |
| NRG ENERGY INC | COM NEW | 592K | 8K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| NRG ENERGY INC | COM NEW | 5M | 64K | – |
| NU HLDGS LTD | ORD SHS CL A | 187K | 14K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| NU HLDGS LTD | ORD SHS CL A | 881K | 68K | – |
| NU SKIN ENTERPRISES INC | CL A | 191K | 18K | – |
| NUCOR CORP | COM | 999K | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| NUCOR CORP | COM | 11M | 72K | – |
| NUSHARES ETF TR | NUVEEN ESG LRGVL | 5M | 141K | – |
| NUSHARES ETF TR | NUVEEN ESG EMRGN | 220K | 8K | – |
| NUSHARES ETF TR | NUVEEN ESG LRGCP | 2M | 24K | – |
| NUSHARES ETF TR | NUVEEN ESG SMLCP | 8M | 194K | – |
| NUTANIX INC | CL A | 253K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| NUTANIX INC | CL A | 213K | 4K | – |
| NUTRIEN LTD | COM | 2M | 30K | – |
| NUVEEN AMT FREE QLTY MUN INC | COM | 1M | 88K | – |
| NUVEEN CA QUALTY MUN INCOME | COM | 160K | 14K | – |
| NUVEEN CHURCHILL DIRECT LEND | COM SHS | 13M | 721K | – |
| NUVEEN CR STRATEGIES INCOME | COM SHS | 263K | 47K | – |
| NUVEEN MUNICIPAL CREDIT INC | COM SH BEN INT | 198K | 16K | – |
| NUVEEN PFD & INCOME OPPORTUN | COM | 136K | 18K | – |
| NUVEEN QUALITY MUNCP INCOME | COM | 583K | 50K | – |
| NUVEEN REAL ASSET INCOME & G | COM | 207K | 17K | – |
| NUVEEN SELECT TAX-FREE INCOM | SH BEN INT | 261K | 18K | – |
| NVENT ELECTRIC PLC | SHS | 332K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| NVENT ELECTRIC PLC | SHS | 1M | 17K | – |
| NVIDIA CORPORATION | COM | 81M | 654K | 6,10 |
| NVIDIA CORPORATION | COM | 86M | 700K | – |
| NVIDIA CORPORATION | COM | 1B | 8M | – |
| NVR INC | COM | 2M | 266 | – |
| NXP SEMICONDUCTORS N V | COM | 2M | 6K | 2,6 |
| NXP SEMICONDUCTORS N V | COM | 12M | 43K | – |
| OAKTREE SPECIALTY LENDING CO | COM | 425K | 23K | – |
| OATLY GROUP AB | SPONSORED ADS | 34K | 36K | – |
| OCCIDENTAL PETE CORP | COM | 927K | 15K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| OCCIDENTAL PETE CORP | COM | 10M | 156K | – |
| OCCIDENTAL PETE CORP | *W EXP 08/03/202 | 248K | 6K | – |
| OCCIDENTAL PETE CORP | COM | 10M | 163K | – |
| OCUGEN INC | COM | 1M | 900K | – |
| OGE ENERGY CORP | COM | 540K | 15K | – |
| OHIO VY BANC CORP | COM | 632K | 32K | – |
| OKLO INC | COM CL A | 5M | 635K | – |
| OKTA INC | CL A | 369K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| OKTA INC | CL A | 555K | 6K | – |
| OLD DOMINION FREIGHT LINE IN | COM | 1M | 7K | 6,12 |
| OLD DOMINION FREIGHT LINE IN | COM | 29M | 162K | – |
| OLD DOMINION FREIGHT LINE IN | COM | 15M | 86K | – |
| OLD NATL BANCORP IND | COM | 2M | 122K | – |
| OLD REP INTL CORP | COM | 2M | 67K | – |
| OLIN CORP | COM PAR $1 | 1M | 32K | – |
| OLLIES BARGAIN OUTLET HLDGS | COM | 442K | 4K | – |
| OLO INC | CL A | 46K | 10K | – |
| OLYMPIC STEEL INC | COM | 415K | 9K | – |
| OMEGA HEALTHCARE INVS INC | COM | 2M | 57K | – |
| OMEROS CORP | COM | 3M | 726K | – |
| OMNICOM GROUP INC | COM | 972K | 11K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| OMNICOM GROUP INC | COM | 7M | 80K | – |
| ON HLDG AG | NAMEN AKT A | 1M | 29K | – |
| ON SEMICONDUCTOR CORP | COM | 584K | 9K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ON SEMICONDUCTOR CORP | COM | 5M | 78K | – |
| ONE GAS INC | COM | 344K | 5K | – |
| ONEMAIN HLDGS INC | COM | 1M | 26K | – |
| ONEOK INC NEW | COM | 2M | 25K | 2,6 |
| ONEOK INC NEW | COM | 12M | 147K | – |
| ONESPAWORLD HOLDINGS LIMITED | COM | 3M | 165K | – |
| ONTO INNOVATION INC | COM | 627K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ONTO INNOVATION INC | COM | 2M | 9K | – |
| OPAL FUELS INC | CLASS A COM | 45K | 11K | – |
| OPEN TEXT CORP | COM | 303K | 10K | – |
| OPENDOOR TECHNOLOGIES INC | COM | 49K | 27K | – |
| OPTION CARE HEALTH INC | COM NEW | 10M | 347K | – |
| OPTION CARE HEALTH INC | COM NEW | 930K | 34K | – |
| ORACLE CORP | COM | 7M | 47K | 6,12 |
| ORACLE CORP | COM | 4K | 25 | – |
| ORACLE CORP | COM | 143M | 1M | – |
| ORASURE TECHNOLOGIES INC | COM | 64K | 15K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ORASURE TECHNOLOGIES INC | COM | 57K | 13K | – |
| OREILLY AUTOMOTIVE INC | COM | 3M | 3K | 6,10 |
| OREILLY AUTOMOTIVE INC | COM | 59M | 56K | – |
| ORGANON & CO | COMMON STOCK | 441K | 21K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ORGANON & CO | COMMON STOCK | 1M | 58K | – |
| ORIGIN BANCORP INC | COM | 745K | 23K | – |
| ORIGIN MATERIALS INC | COM | 20K | 22K | – |
| ORIX CORP | SPONSORED ADR | 514K | 5K | – |
| ORMAT TECHNOLOGIES INC | COM | 296K | 4K | – |
| OSCAR HEALTH INC | CL A | 232K | 15K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| OSCAR HEALTH INC | CL A | 7K | 454 | – |
| OSHKOSH CORP | COM | 669K | 6K | 1,6 |
| OSHKOSH CORP | COM | 5M | 50K | – |
| OTIS WORLDWIDE CORP | COM | 1M | 11K | 2,6,12 |
| OTIS WORLDWIDE CORP | COM | 18M | 185K | – |
| OTTER TAIL CORP | COM | 254K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| OTTER TAIL CORP | COM | 143K | 2K | – |
| OUSTER INC | COM NEW | 108K | 11K | – |
| OUTFRONT MEDIA INC | COM | 3M | 239K | – |
| OUTSET MED INC | COM | 235K | 61K | – |
| OVINTIV INC | COM | 1M | 23K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| OVINTIV INC | COM | 1M | 25K | – |
| OWENS CORNING NEW | COM | 256K | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| OWENS CORNING NEW | COM | 6M | 36K | – |
| P T TELEKOMUNIKASI INDONESIA | SPONSORED ADR | 198K | 11K | – |
| PACCAR INC | COM | 1M | 11K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| PACCAR INC | COM | 240M | 2M | – |
| PACER FDS TR | US CASH COWS 100 | 39M | 738K | – |
| PACKAGING CORP AMER | COM | 266K | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| PACKAGING CORP AMER | COM | 25M | 136K | – |
| PALANTIR TECHNOLOGIES INC | CL A | 2M | 60K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| PALANTIR TECHNOLOGIES INC | CL A | 4M | 162K | – |
| PALO ALTO NETWORKS INC | COM | 2M | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| PALO ALTO NETWORKS INC | COM | 230M | 677K | – |
| PAR TECHNOLOGY CORP | COM | 752K | 16K | – |
| PARAMOUNT GLOBAL | CLASS B COM | 492K | 47K | – |
| PARAMOUNT GROUP INC | COM | 52K | 11K | – |
| PARK NATL CORP | COM | 2M | 18K | – |
| PARKER-HANNIFIN CORP | COM | 3M | 6K | 1,6,10 |
| PARKER-HANNIFIN CORP | COM | 101M | 199K | – |
| PATTERSON-UTI ENERGY INC | COM | 598K | 58K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| PATTERSON-UTI ENERGY INC | COM | 194K | 19K | – |
| PAYCHEX INC | COM | 3M | 28K | 2,6,8 |
| PAYCHEX INC | COM | 50M | 419K | – |
| PAYCOM SOFTWARE INC | COM | 82K | 571 | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| PAYCOM SOFTWARE INC | COM | 546K | 4K | – |
| PAYPAL HLDGS INC | COM | 2M | 31K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| PAYPAL HLDGS INC | COM | 34M | 592K | – |
| PBF ENERGY INC | CL A | 2M | 49K | – |
| PDD HOLDINGS INC | SPONSORED ADS | 1M | 10K | – |
| PEABODY ENERGY CORP | COM | 41K | 2K | – |
| PEABODY ENERGY CORP | COM | 598K | 27K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| PEAKSTONE REALTY TRUST | COMMON SHARES | 107K | 10K | – |
| PEAPACK-GLADSTONE FINL CORP | COM | 311K | 14K | – |
| PEARSON PLC | SPONSORED ADR | 674K | 54K | – |
| PEBBLEBROOK HOTEL TR | COM | 312K | 23K | – |
| PELOTON INTERACTIVE INC | CL A COM | 2M | 470K | – |
| PEMBINA PIPELINE CORP | COM | 1M | 34K | – |
| PENN ENTERTAINMENT INC | COM | 407K | 21K | – |
| PENNANTPARK FLOATING RATE CA | COM | 212K | 18K | – |
| PENSKE AUTOMOTIVE GRP INC | COM | 262K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| PENSKE AUTOMOTIVE GRP INC | COM | 1M | 9K | – |
| PENTAIR PLC | SHS | 267K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| PENTAIR PLC | SHS | 1M | 17K | – |
| PENUMBRA INC | COM | 515K | 3K | – |
| PEPSICO INC | COM | 11M | 65K | 2,6 |
| PEPSICO INC | COM | 356K | 2K | – |
| PEPSICO INC | COM | 431M | 3M | – |
| PERCEPTION CAPITAL CORP III | *W EXP 99/99/999 | 309 | 12K | – |
| PERFORMANCE FOOD GROUP CO | COM | 2M | 36K | – |
| PERMIAN RESOURCES CORP | CLASS A COM | 804K | 50K | – |
| PERRIGO CO PLC | SHS | 3M | 136K | – |
| PETROLEO BRASILEIRO SA PETRO | SP ADR NON VTG | 171K | 13K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| PETROLEO BRASILEIRO SA PETRO | SP ADR NON VTG | 398K | 29K | – |
| PETROLEO BRASILEIRO SA PETRO | SPONSORED ADR | 1M | 86K | – |
| PFIZER INC | COM | 2M | 83K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| PFIZER INC | COM | 2M | 81K | – |
| PFIZER INC | COM | 92M | 3M | – |
| PG&E CORP | COM | 551K | 32K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| PG&E CORP | COM | 2M | 100K | – |
| PGIM HIGH YIELD BOND FUND IN | COM | 313K | 24K | – |
| PHILIP MORRIS INTL INC | COM | 3M | 33K | 6,8 |
| PHILIP MORRIS INTL INC | COM | 48M | 474K | – |
| PHILLIPS 66 | COM | 4M | 30K | 2,6 |
| PHILLIPS 66 | COM | 119M | 842K | – |
| PHILLIPS EDISON & CO INC | COMMON STOCK | 215K | 7K | – |
| PHINIA INC | COMMON STOCK | 269K | 7K | – |
| PIEDMONT LITHIUM INC | COM | 102K | 10K | – |
| PIMCO ACCESS INCOME FUND | SHS BENFIN INT | 460K | 29K | – |
| PIMCO DYNAMIC INCOME FD | SHS | 192K | 10K | – |
| PIMCO DYNAMIC INCOME OPRNTS | COM BEN SHS | 230K | 17K | – |
| PIMCO ETF TR | ENHAN SHRT MA AC | 5M | 45K | – |
| PIMCO ETF TR | ACTIVE BD ETF | 305K | 3K | – |
| PIMCO ETF TR | 25YR+ ZERO U S | 301K | 4K | – |
| PIMCO ETF TR | ENHNCD LW DUR AC | 756K | 8K | – |
| PIMCO MUN INCOME FD II | COM | 114K | 13K | – |
| PINNACLE FINL PARTNERS INC | COM | 1M | 13K | – |
| PINNACLE WEST CAP CORP | COM | 1M | 15K | – |
| PINTEREST INC | CL A | 682K | 15K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| PINTEREST INC | CL A | 3M | 59K | – |
| PIPER SANDLER COMPANIES | COM | 225K | 977 | – |
| PLAINS ALL AMERN PIPELINE L | UNIT LTD PARTN | 7M | 407K | – |
| PLAINS GP HLDGS L P | LTD PARTNR INT A | 4M | 231K | – |
| PLANET FITNESS INC | CL A | 337K | 5K | – |
| PLDT INC | SPONSORED ADR | 367K | 15K | – |
| PLEXUS CORP | COM | 232K | 2K | – |
| PLUG POWER INC | COM NEW | 148K | 64K | – |
| PMV PHARMACEUTICALS INC | COM | 16K | 10K | – |
| PNC FINL SVCS GROUP INC | COM | 5M | 34K | 1,2,6 |
| PNC FINL SVCS GROUP INC | COM | 56M | 358K | – |
| POLARIS INC | COM | 1M | 14K | – |
| POOL CORP | COM | 19M | 63K | – |
| POPULAR INC | COM NEW | 1M | 12K | – |
| PORTILLOS INC | COM CL A | 198K | 20K | – |
| PORTLAND GEN ELEC CO | COM NEW | 419K | 10K | – |
| POSCO HOLDINGS INC | SPONSORED ADR | 254K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| POSCO HOLDINGS INC | SPONSORED ADR | 2M | 24K | – |
| POST HLDGS INC | COM | 2M | 20K | – |
| POTLATCHDELTIC CORPORATION | COM | 8M | 199K | – |
| POWER INTEGRATIONS INC | COM | 287K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| POWER INTEGRATIONS INC | COM | 23K | 322 | – |
| POWERSHARES ACTIVELY MANAGED | VAR RATE INVT | 2M | 82K | – |
| PPG INDS INC | COM | 545K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| PPG INDS INC | COM | 9M | 70K | – |
| PPL CORP | COM | 5M | 192K | 2,6 |
| PPL CORP | COM | 2M | 71K | – |
| PRECISION BIOSCIENCES INC | COM NEW | 134K | 14K | – |
| PREMIER FINANCIAL CORP | COM | 633K | 31K | – |
| PRESTIGE CONSMR HEALTHCARE I | COM | 250K | 4K | – |
| PRICE T ROWE GROUP INC | COM | 296K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| PRICE T ROWE GROUP INC | COM | 49M | 422K | – |
| PRIMERICA INC | COM | 2M | 10K | – |
| PRINCIPAL FINANCIAL GROUP IN | COM | 449K | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| PRINCIPAL FINANCIAL GROUP IN | COM | 2M | 31K | – |
| PROCEPT BIOROBOTICS CORP | COM | 327K | 5K | – |
| PROCORE TECHNOLOGIES INC | COM | 636K | 10K | – |
| PROCTER AND GAMBLE CO | COM | 14K | 85 | – |
| PROCTER AND GAMBLE CO | COM | 16M | 100K | 1,2,6 |
| PROCTER AND GAMBLE CO | COM | 436M | 3M | – |
| PROFIRE ENERGY INC | COM | 14K | 10K | – |
| PROGRESS SOFTWARE CORP | COM | 10M | 181K | – |
| PROGRESSIVE CORP | COM | 3M | 13K | 6,8 |
| PROGRESSIVE CORP | COM | 150M | 724K | – |
| PROGYNY INC | COM | 1M | 51K | – |
| PROLOGIS INC. | COM | 3M | 30K | 2,6 |
| PROLOGIS INC. | COM | 22M | 194K | – |
| PROLOGIS INC. | COM | 23M | 207K | – |
| PROPETRO HLDG CORP | COM | 141K | 16K | – |
| PROSHARES TR | ULTRPRO S&P500 | 5M | 64K | – |
| PROSHARES TR | PSHS ULTRUSS2000 | 1M | 29K | – |
| PROSHARES TR | MSCI EMRG ETF | 431K | 8K | – |
| PROSHARES TR | PSHS ULT MCAP400 | 221K | 4K | – |
| PROSHARES TR | PSHS ULTRA QQQ | 271K | 3K | – |
| PROSHARES TR | ULTRPRO DOW30 | 1M | 19K | – |
| PROSHARES TR | PSHS ULT S&P 500 | 442K | 5K | – |
| PROSHARES TR | ULTRA FNCLS NEW | 584K | 9K | – |
| PROSHARES TR | ULTRAPRO QQQ | 9M | 122K | – |
| PROSHARES TR | ULT R/EST NEW | 829K | 15K | – |
| PROSHARES TR | S&P 500 DV ARIST | 10M | 105K | – |
| PROSHARES TR II | VIX SH TRM FUTRS | 178K | 16K | – |
| PROSHARES TR II | ULTRA GOLD | 439K | 6K | – |
| PROSHARES TR II | VIX MDTRM FUTR N | 454K | 32K | – |
| PROSPECT CAP CORP | COM | 65K | 12K | – |
| PROSPERITY BANCSHARES INC | COM | 4M | 59K | – |
| PROVIDENT FINL SVCS INC | COM | 797K | 56K | – |
| PRUDENTIAL FINL INC | COM | 5M | 41K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| PRUDENTIAL FINL INC | COM | 6M | 48K | – |
| PRUDENTIAL PLC | ADR | 1M | 56K | – |
| PTC INC | COM | 274K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| PTC INC | COM | 683K | 4K | – |
| PUBLIC STORAGE OPER CO | COM | 2M | 8K | 6,12 |
| PUBLIC STORAGE OPER CO | COM | 22M | 76K | – |
| PUBLIC SVC ENTERPRISE GRP IN | COM | 501K | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| PUBLIC SVC ENTERPRISE GRP IN | COM | 13M | 173K | – |
| PULTE GROUP INC | COM | 1M | 13K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| PULTE GROUP INC | COM | 12M | 113K | – |
| PURE CYCLE CORP | COM NEW | 134K | 14K | – |
| PURE STORAGE INC | CL A | 223K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| PURE STORAGE INC | CL A | 1M | 18K | – |
| PURPLE INNOVATION INC | COM | 108K | 104K | – |
| PUTNAM ETF TRUST | BDC INCOME ETF | 365K | 11K | – |
| PVH CORPORATION | COM | 230K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| PVH CORPORATION | COM | 709K | 7K | – |
| QIAGEN NV | SHS NEW | 360K | 9K | – |
| QORVO INC | COM | 247K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| QORVO INC | COM | 2M | 13K | – |
| QUAKER HOUGHTON | COM | 500K | 3K | – |
| QUALCOMM INC | COM | 8M | 40K | 1,2,6 |
| QUALCOMM INC | COM | 129M | 646K | – |
| QUANTA SVCS INC | COM | 808K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| QUANTA SVCS INC | COM | 139M | 549K | – |
| QUEST DIAGNOSTICS INC | COM | 269K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| QUEST DIAGNOSTICS INC | COM | 5M | 37K | – |
| QURATE RETAIL INC | COM SER A | 10K | 16K | – |
| RACKSPACE TECHNOLOGY INC | COM | 149K | 50K | – |
| RADIAN GROUP INC | COM | 588K | 19K | – |
| RADNET INC | COM | 259K | 4K | – |
| RALPH LAUREN CORP | CL A | 669K | 4K | – |
| RAPID7 INC | COM | 278K | 6K | – |
| RAYMOND JAMES FINL INC | COM | 502K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| RAYMOND JAMES FINL INC | COM | 2M | 19K | – |
| RAYONIER INC | COM | 7M | 225K | – |
| RB GLOBAL INC | COM | 2M | 23K | – |
| RBC BEARINGS INC | COM | 3M | 10K | – |
| RCI HOSPITALITY HLDGS INC | COM | 599K | 14K | – |
| READY CAPITAL CORP | COM | 1M | 174K | – |
| REALTY INCOME CORP | COM | 3M | 57K | 2,6 |
| REALTY INCOME CORP | COM | 5M | 101K | – |
| REDFIN CORP | COM | 85K | 14K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| REDFIN CORP | COM | 6K | 964 | – |
| REGAL REXNORD CORPORATION | COM | 989K | 7K | – |
| REGENCY CTRS CORP | COM | 223K | 4K | – |
| REGENERON PHARMACEUTICALS | COM | 2M | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| REGENERON PHARMACEUTICALS | COM | 21M | 20K | – |
| REGIONS FINANCIAL CORP NEW | COM | 496K | 25K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| REGIONS FINANCIAL CORP NEW | COM | 962K | 48K | – |
| REINSURANCE GRP OF AMERICA I | COM NEW | 63M | 305K | – |
| RELIANCE INC | COM | 328K | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| RELIANCE INC | COM | 102M | 359K | – |
| RELX PLC | SPONSORED ADR | 245K | 5K | 6,12 |
| RELX PLC | SPONSORED ADR | 2M | 44K | – |
| REMITLY GLOBAL INC | COM | 2M | 181K | – |
| RENAISSANCERE HLDGS LTD | COM | 414K | 2K | – |
| RENALYTIX PLC | ADS | 78K | 336K | – |
| RENEW ENERGY GLOBAL PLC | CL A SHS | 139K | 22K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| RENEW ENERGY GLOBAL PLC | CL A SHS | 6K | 1K | – |
| RENTOKIL INITIAL PLC | SPONSORED ADR | 210K | 7K | – |
| REPAY HLDGS CORP | COM CL A | 116K | 11K | – |
| REPLIGEN CORP | COM | 745K | 6K | – |
| REPUBLIC SVCS INC | COM | 1M | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| REPUBLIC SVCS INC | COM | 3K | 13 | – |
| REPUBLIC SVCS INC | COM | 68M | 349K | – |
| RESIDEO TECHNOLOGIES INC | COM | 242K | 12K | – |
| RESMED INC | COM | 705K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| RESMED INC | COM | 15M | 77K | – |
| RESTAURANT BRANDS INTL INC | COM | 532K | 8K | – |
| REV GROUP INC | COM | 536K | 22K | – |
| REVVITY INC | COM | 258K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| REVVITY INC | COM | 16M | 151K | – |
| REXFORD INDL RLTY INC | COM | 263K | 6K | – |
| RH | COM | 231K | 947 | – |
| RING ENERGY INC | COM | 137K | 81K | – |
| RIO TINTO PLC | SPONSORED ADR | 243K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| RIO TINTO PLC | SPONSORED ADR | 3M | 43K | – |
| RITHM CAPITAL CORP | COM NEW | 185K | 17K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| RITHM CAPITAL CORP | COM NEW | 2M | 147K | – |
| RIVERNORTH FLEXIBLE MUNI INC | COM | 2M | 147K | – |
| RIVIAN AUTOMOTIVE INC | COM CL A | 165K | 12K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| RIVIAN AUTOMOTIVE INC | COM CL A | 672K | 50K | – |
| RLI CORP | COM | 2M | 17K | – |
| ROBERT HALF INC. | COM | 2M | 29K | – |
| ROBINHOOD MKTS INC | COM CL A | 733K | 32K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ROBINHOOD MKTS INC | COM CL A | 101K | 4K | – |
| ROBLOX CORP | CL A | 205K | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ROBLOX CORP | CL A | 219K | 6K | – |
| ROCKWELL AUTOMATION INC | COM | 1M | 4K | 6,12 |
| ROCKWELL AUTOMATION INC | COM | 36M | 130K | – |
| ROGERS CORP | COM | 585K | 5K | – |
| ROKU INC | COM CL A | 526K | 9K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ROKU INC | COM CL A | 372K | 6K | – |
| ROLLINS INC | COM | 327K | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ROLLINS INC | COM | 23M | 466K | – |
| ROPER TECHNOLOGIES INC | COM | 9K | 16 | – |
| ROPER TECHNOLOGIES INC | COM | 2M | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ROPER TECHNOLOGIES INC | COM | 499M | 885K | – |
| ROSS STORES INC | COM | 548K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ROSS STORES INC | COM | 18M | 120K | – |
| ROSS STORES INC | COM | 7M | 48K | – |
| ROYAL BK CDA | COM | 225K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ROYAL BK CDA | COM | 4M | 35K | – |
| ROYAL CARIBBEAN GROUP | COM | 951K | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ROYAL CARIBBEAN GROUP | COM | 7M | 42K | – |
| ROYAL GOLD INC | COM | 244K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ROYAL GOLD INC | COM | 59K | 473 | – |
| ROYALTY PHARMA PLC | SHS CLASS A | 265K | 10K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ROYALTY PHARMA PLC | SHS CLASS A | 443K | 17K | – |
| RPM INTL INC | COM | 624K | 6K | 1,6 |
| RPM INTL INC | COM | 670K | 6K | – |
| RTX CORPORATION | COM | 10M | 95K | 2,6 |
| RTX CORPORATION | COM | 2K | 16 | – |
| RTX CORPORATION | COM | 179M | 2M | – |
| RYAN SPECIALTY HOLDINGS INC | CL A | 1M | 17K | – |
| RYDER SYS INC | COM | 769K | 6K | – |
| S & T BANCORP INC | COM | 53K | 2K | – |
| S & T BANCORP INC | COM | 205K | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| S&P GLOBAL INC | COM | 446 | 1 | – |
| S&P GLOBAL INC | COM | 4M | 9K | 6,12 |
| S&P GLOBAL INC | COM | 20M | 46K | – |
| S&P GLOBAL INC | COM | 237M | 532K | – |
| SABA CAPITAL INCOME & OPRNT | SHS NEW | 90K | 13K | – |
| SABINE RTY TR | UNIT BEN INT | 445K | 7K | – |
| SABRA HEALTH CARE REIT INC | COM | 257K | 17K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SABRA HEALTH CARE REIT INC | COM | 52K | 3K | – |
| SABRE CORP | COM | 37K | 14K | – |
| SAFEHOLD INC | COM | 256K | 13K | – |
| SAIA INC | COM | 1M | 2K | – |
| SALESFORCE INC | COM | 6M | 22K | 6,10 |
| SALESFORCE INC | COM | 3K | 11 | – |
| SALESFORCE INC | COM | 121M | 469K | – |
| SALLY BEAUTY HLDGS INC | COM | 173K | 16K | – |
| SAMSARA INC | COM CL A | 1M | 38K | – |
| SANA BIOTECHNOLOGY INC | COM | 3M | 607K | – |
| SANMINA CORPORATION | COM | 203K | 3K | – |
| SANOFI | SPONSORED ADR | 411K | 8K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SANOFI | SPONSORED ADR | 4M | 90K | – |
| SAP SE | SPON ADR | 342K | 2K | 6,12 |
| SAP SE | SPON ADR | 5M | 25K | – |
| SAPIENS INTL CORP N V | SHS | 2M | 45K | – |
| SAREPTA THERAPEUTICS INC | COM | 1M | 8K | – |
| SASOL LTD | SPONSORED ADR | 218K | 29K | – |
| SAUL CTRS INC | COM | 261K | 7K | – |
| SBA COMMUNICATIONS CORP NEW | CL A | 417K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SBA COMMUNICATIONS CORP NEW | CL A | 2M | 10K | – |
| SCHLUMBERGER LTD | COM STK | 2M | 34K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SCHLUMBERGER LTD | COM STK | 10M | 212K | – |
| SCHLUMBERGER LTD | COM STK | 49M | 1M | – |
| SCHNEIDER NATIONAL INC | CL B | 917K | 38K | – |
| SCHRODINGER INC | COM | 652K | 34K | – |
| SCHWAB CHARLES CORP | COM | 3M | 37K | 6,8 |
| SCHWAB CHARLES CORP | COM | 43M | 578K | – |
| SCHWAB CHARLES FAMILY FD | AMT TAX FREE MNY | 18M | 18M | – |
| SCHWAB STRATEGIC TR | US LCAP GR ETF | 444K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SCHWAB STRATEGIC TR | FUNDAMENTAL US B | 698K | 11K | – |
| SCHWAB STRATEGIC TR | US LCAP VA ETF | 1M | 19K | – |
| SCHWAB STRATEGIC TR | INTL SCEQT ETF | 43M | 1M | – |
| SCHWAB STRATEGIC TR | US AGGREGATE B | 226K | 5K | – |
| SCHWAB STRATEGIC TR | FUNDAMENTAL EMER | 512K | 17K | – |
| SCHWAB STRATEGIC TR | EMRG MKTEQ ETF | 24M | 902K | – |
| SCHWAB STRATEGIC TR | FUNDAMENTAL US S | 1M | 21K | – |
| SCHWAB STRATEGIC TR | INT-TRM U.S TRES | 667K | 14K | – |
| SCHWAB STRATEGIC TR | US MID-CAP ETF | 15M | 187K | – |
| SCHWAB STRATEGIC TR | US LRG CAP ETF | 102M | 2M | – |
| SCHWAB STRATEGIC TR | US LCAP GR ETF | 5M | 54K | – |
| SCHWAB STRATEGIC TR | 1000 INDEX ETF | 312K | 6K | – |
| SCHWAB STRATEGIC TR | US SML CAP ETF | 27M | 560K | – |
| SCHWAB STRATEGIC TR | INTL EQTY ETF | 447M | 12M | – |
| SCHWAB STRATEGIC TR | US BRD MKT ETF | 16M | 252K | – |
| SCHWAB STRATEGIC TR | US DIVIDEND EQ | 98M | 1M | – |
| SCHWAB STRATEGIC TR | FUNDAMENTAL INTL | 119M | 3M | – |
| SCHWAB STRATEGIC TR | US TIPS ETF | 1M | 25K | – |
| SCHWAB STRATEGIC TR | FUNDAMENTAL US L | 22M | 332K | – |
| SCHWAB STRATEGIC TR | SHT TM US TRES | 2M | 42K | – |
| SCHWAB STRATEGIC TR | US REIT ETF | 978K | 49K | – |
| SCIENCE APPLICATIONS INTL CO | COM | 578K | 5K | – |
| SCOTTS MIRACLE-GRO CO | CL A | 2M | 33K | – |
| SEA LTD | SPONSORD ADS | 517K | 7K | – |
| SEABOARD CORP DEL | COM | 743K | 235 | – |
| SEACOAST BKG CORP FLA | COM NEW | 371K | 16K | – |
| SEADRILL 2021 LTD | COM | 2M | 39K | – |
| SEAGATE TECHNOLOGY HLDNGS PL | ORD SHS | 448K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SEAGATE TECHNOLOGY HLDNGS PL | ORD SHS | 2M | 19K | – |
| SEALED AIR CORP NEW | COM | 762K | 22K | – |
| SEER INC | COM CL A | 34K | 20K | – |
| SEGALL BRYANT HAMILL TR | SEGALL BRYANT | 3M | 106K | – |
| SEI INVTS CO | COM | 770K | 12K | – |
| SELECT SECTOR SPDR TR | SBI MATERIALS | 13M | 149K | – |
| SELECT SECTOR SPDR TR | INDL | 16M | 130K | – |
| SELECT SECTOR SPDR TR | SBI HEALTHCARE | 17M | 115K | – |
| SELECT SECTOR SPDR TR | SBI INT-UTILS | 12M | 169K | – |
| SELECT SECTOR SPDR TR | FINANCIAL | 25M | 606K | – |
| SELECT SECTOR SPDR TR | SBI CONS DISCR | 19M | 102K | – |
| SELECT SECTOR SPDR TR | COMMUNICATION | 9M | 110K | – |
| SELECT SECTOR SPDR TR | SBI CONS STPLS | 7M | 88K | – |
| SELECT SECTOR SPDR TR | ENERGY | 61M | 668K | – |
| SELECT SECTOR SPDR TR | RL EST SEL SEC | 6M | 154K | – |
| SELECT SECTOR SPDR TR | TECHNOLOGY | 62M | 276K | – |
| SELECT WATER SOLUTIONS INC | CL A COM | 281K | 26K | – |
| SELECTIVE INS GROUP INC | COM | 300K | 3K | – |
| SELECTQUOTE INC | COM | 323K | 117K | – |
| SEMPRA | COM | 7M | 88K | 2,6 |
| SEMPRA | COM | 40M | 529K | – |
| SENSATA TECHNOLOGIES HLDG PL | SHS | 302K | 8K | – |
| SENSIENT TECHNOLOGIES CORP | COM | 462K | 6K | – |
| SERA PROGNOSTICS INC | CLASS A COM | 281K | 48K | – |
| SERVICE CORP INTL | COM | 23M | 320K | – |
| SERVICENOW INC | COM | 5M | 6K | 6,10 |
| SERVICENOW INC | COM | 19M | 24K | – |
| SERVICENOW INC | COM | 191M | 242K | – |
| SHELL PLC | SPON ADS | 3M | 40K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SHELL PLC | SPON ADS | 32M | 442K | – |
| SHERWIN WILLIAMS CO | COM | 1M | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SHERWIN WILLIAMS CO | COM | 41M | 137K | – |
| SHF HOLDINGS INC | CLASS A COM | 21K | 40K | – |
| SHIFT4 PMTS INC | CL A | 384K | 5K | – |
| SHINHAN FINANCIAL GROUP CO L | SPN ADR RESTRD | 220K | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SHINHAN FINANCIAL GROUP CO L | SPN ADR RESTRD | 501K | 14K | – |
| SHOPIFY INC | CL A | 584K | 9K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SHOPIFY INC | CL A | 5M | 74K | – |
| SHYFT GROUP INC | COM | 486K | 41K | – |
| SILGAN HLDGS INC | COM | 289K | 7K | – |
| SIMMONS 1ST NATL CORP | CL A $1 PAR | 238K | 13K | – |
| SIMON PPTY GROUP INC NEW | COM | 1M | 8K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SIMON PPTY GROUP INC NEW | COM | 10M | 69K | – |
| SIMPLY GOOD FOODS CO | COM | 735K | 20K | – |
| SIMPSON MFG INC | COM | 538K | 3K | – |
| SIRIUS XM HOLDINGS INC | COM | 56K | 20K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SIRIUS XM HOLDINGS INC | COM | 257K | 91K | – |
| SITEONE LANDSCAPE SUPPLY INC | COM | 2M | 16K | – |
| SITIO ROYALTIES CORP | CLASS A COM | 241K | 10K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SITIO ROYALTIES CORP | CLASS A COM | 2M | 97K | – |
| SIX FLAGS ENTMT CORP NEW | COM | 1M | 34K | – |
| SIXTH STREET SPECIALTY LENDI | COM | 694K | 32K | – |
| SK TELECOM LTD | SPONSORED ADR | 766K | 37K | – |
| SKECHERS U S A INC | CL A | 3M | 44K | – |
| SKY HARBOUR GROUP CORPORATIO | COM CL A | 671K | 73K | – |
| SKYWORKS SOLUTIONS INC | COM | 3M | 27K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SKYWORKS SOLUTIONS INC | COM | 3M | 26K | – |
| SKYX PLATFORMS CORP | COM | 143K | 150K | – |
| SL GREEN RLTY CORP | COM | 360K | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SL GREEN RLTY CORP | COM | 296K | 5K | – |
| SLM CORP | COM | 467K | 22K | – |
| SM ENERGY CO | COM | 1M | 31K | – |
| SMARTKEM INC | COM NEW | 115K | 20K | – |
| SMARTSHEET INC | COM CL A | 4M | 93K | – |
| SMITH & NEPHEW PLC | SPDN ADR NEW | 782K | 32K | – |
| SMITH A O CORP | COM | 201K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SMITH A O CORP | COM | 4M | 48K | – |
| SMITH MIDLAND CORP | COM | 2M | 61K | – |
| SMUCKER J M CO | COM NEW | 226K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SMUCKER J M CO | COM NEW | 6M | 54K | – |
| SNAP INC | CL A | 827K | 50K | – |
| SNAP ON INC | COM | 514K | 2K | 2,6 |
| SNAP ON INC | COM | 6M | 22K | – |
| SNDL INC | COM | 75K | 39K | – |
| SNOWFLAKE INC | CL A | 540K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SNOWFLAKE INC | CL A | 2M | 13K | – |
| SOCIEDAD QUIMICA Y MINERA DE | SPON ADR SER B | 548K | 13K | – |
| SOFI TECHNOLOGIES INC | COM | 166K | 25K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SOFI TECHNOLOGIES INC | COM | 319K | 48K | – |
| SOLO BRANDS INC | COM CL A | 228K | 100K | – |
| SOLVENTUM CORP | COM SHS | 3M | 60K | – |
| SONOCO PRODS CO | COM | 798K | 16K | – |
| SONOS INC | COM | 230K | 16K | – |
| SONY GROUP CORP | SPONSORED ADR | 596K | 7K | 1,6 |
| SONY GROUP CORP | SPONSORED ADR | 4M | 46K | – |
| SOUTHERN CO | COM | 2M | 19K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SOUTHERN CO | COM | 19M | 241K | – |
| SOUTHERN COPPER CORP | COM | 565K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SOUTHERN COPPER CORP | COM | 5M | 44K | – |
| SOUTHSTATE CORPORATION | COM | 723K | 9K | – |
| SOUTHWEST AIRLS CO | COM | 201K | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SOUTHWEST AIRLS CO | COM | 2M | 61K | – |
| SOUTHWEST GAS HLDGS INC | COM | 228K | 3K | – |
| SOUTHWESTERN ENERGY CO | COM | 139K | 21K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SOUTHWESTERN ENERGY CO | COM | 566K | 84K | – |
| SPDR DOW JONES INDL AVERAGE | UT SER 1 | 25M | 64K | – |
| SPDR GOLD TR | GOLD SHS | 105M | 488K | – |
| SPDR INDEX SHS FDS | PORTFLI MSCI GBL | 2M | 31K | – |
| SPDR INDEX SHS FDS | GLB NAT RESRCE | 279K | 5K | – |
| SPDR INDEX SHS FDS | S&P EMKTSC ETF | 528K | 9K | – |
| SPDR INDEX SHS FDS | DJ INTL RL ETF | 766K | 32K | – |
| SPDR INDEX SHS FDS | PORTFOLIO DEVLPD | 12M | 344K | – |
| SPDR INDEX SHS FDS | PORTFOLIO EMG MK | 4M | 118K | – |
| SPDR INDEX SHS FDS | S&P INTL SMLCP | 336K | 11K | – |
| SPDR INDEX SHS FDS | EURO STOXX 50 | 3M | 68K | – |
| SPDR INDEX SHS FDS | S&P GLBDIV ETF | 4M | 69K | – |
| SPDR INDEX SHS FDS | MSCI ACWI EXUS | 2M | 61K | – |
| SPDR S&P 500 ETF TR | TR UNIT | 28M | 51K | 2,6 |
| SPDR S&P 500 ETF TR | TR UNIT | 2M | 4K | – |
| SPDR S&P 500 ETF TR | TR UNIT | 3M | 5K | – |
| SPDR S&P 500 ETF TR | TR UNIT | 545M | 1M | – |
| SPDR S&P MIDCAP 400 ETF TR | UTSER1 S&PDCRP | 139M | 260K | – |
| SPDR SER TR | PRTFLO S&P500 VL | 2M | 40K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SPDR SER TR | PORTFOLIO AGRGTE | 254K | 10K | – |
| SPDR SER TR | PORTFOLIO CRPORT | 849K | 30K | – |
| SPDR SER TR | NYSE TECH ETF | 306K | 2K | – |
| SPDR SER TR | PORTFOLIO S&P400 | 19M | 362K | – |
| SPDR SER TR | BBG CONV SEC ETF | 2M | 22K | – |
| SPDR SER TR | AEROSPACE DEF | 4M | 29K | – |
| SPDR SER TR | PORTFOLIO S&P600 | 23M | 560K | – |
| SPDR SER TR | DJ REIT ETF | 765K | 8K | – |
| SPDR SER TR | PRTFLO S&P500 HI | 6M | 140K | – |
| SPDR SER TR | S&P BIOTECH | 11M | 124K | – |
| SPDR SER TR | S&P DIVID ETF | 10M | 75K | – |
| SPDR SER TR | BLOOMBERG 1-3 MO | 7M | 75K | – |
| SPDR SER TR | SPDR S&P 500 ETF | 1M | 24K | – |
| SPDR SER TR | S&P 600 SMCP VAL | 11M | 143K | – |
| SPDR SER TR | S&P 400 MDCP VAL | 3M | 46K | – |
| SPDR SER TR | NUVEEN BLMBRG SH | 2M | 52K | – |
| SPDR SER TR | S&P 600 SMCP GRW | 4M | 43K | – |
| SPDR SER TR | PORTFOLIO SHORT | 2M | 73K | – |
| SPDR SER TR | PRTFLO S&P500 VL | 28M | 582K | – |
| SPDR SER TR | S&P BK ETF | 307K | 7K | – |
| SPDR SER TR | BLOOMBERG HIGH Y | 203K | 2K | – |
| SPDR SER TR | PORTFOLIO S&P500 | 14M | 220K | – |
| SPDR SER TR | S&P 400 MDCP GRW | 19M | 225K | – |
| SPDR SER TR | S&P REGL BKG | 5M | 107K | – |
| SPDR SER TR | PORTFOLIO SH TSR | 562K | 19K | – |
| SPDR SER TR | S&P OILGAS EXP | 4M | 26K | – |
| SPDR SER TR | PORTFOLIO INTRMD | 3M | 77K | – |
| SPDR SER TR | BLOOMBERG SHT TE | 365K | 15K | – |
| SPDR SER TR | PRTFLO S&P500 GW | 122M | 2M | – |
| SPDR SER TR | S&P METALS MNG | 510K | 9K | – |
| SPDR SER TR | BLOOMBERG INTL T | 842K | 39K | – |
| SPDR SER TR | PORTFOLI S&P1500 | 5M | 72K | – |
| SPDR SER TR | BLOOMBERG INVT | 1M | 38K | – |
| SPDR SER TR | S&P 500 ESG ETF | 735K | 14K | – |
| SPOTIFY TECHNOLOGY S A | SHS | 3M | 9K | 6,10 |
| SPOTIFY TECHNOLOGY S A | SHS | 6M | 18K | – |
| SPROTT INC | COM NEW | 253K | 6K | – |
| SPROTT PHYSICAL GOLD & SILVE | TR UNIT | 525K | 24K | – |
| SPROTT PHYSICAL GOLD TR | UNIT | 403K | 22K | – |
| SPROUT SOCIAL INC | COM CL A | 210K | 6K | – |
| SPROUTS FMRS MKT INC | COM | 611K | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SPROUTS FMRS MKT INC | COM | 3M | 38K | – |
| SPS COMM INC | COM | 609K | 3K | – |
| SPX TECHNOLOGIES INC | COM | 5M | 34K | – |
| SS&C TECHNOLOGIES HLDGS INC | COM | 550K | 9K | – |
| SSGA ACTIVE ETF TR | BLACKSTONE SENR | 6M | 144K | – |
| SSR MINING IN | COM | 53K | 12K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SSR MINING IN | COM | 28K | 6K | – |
| ST JOE CO | COM | 543K | 10K | – |
| STAG INDL INC | COM | 2M | 53K | – |
| STANDARD BIOTOOLS INC | COM | 18K | 10K | – |
| STANLEY BLACK & DECKER INC | COM | 169K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| STANLEY BLACK & DECKER INC | COM | 2M | 31K | – |
| STARBUCKS CORP | COM | 5M | 65K | 2,6,8 |
| STARBUCKS CORP | COM | 179M | 2M | – |
| STARWOOD PPTY TR INC | COM | 3M | 156K | – |
| STATE STR CORP | COM | 506K | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| STATE STR CORP | COM | 14M | 186K | – |
| STEEL DYNAMICS INC | COM | 548K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| STEEL DYNAMICS INC | COM | 4M | 32K | – |
| STELLANTIS N.V | SHS | 3M | 133K | – |
| STELLAR BANCORP INC | COM | 348K | 15K | – |
| STELLUS CAP INVT CORP | COM | 928K | 68K | – |
| STEPAN CO | COM | 496K | 6K | – |
| STERICYCLE INC | COM | 470K | 8K | – |
| STERIS PLC | SHS USD | 449K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| STERIS PLC | SHS USD | 21M | 97K | – |
| STIFEL FINL CORP | COM | 556K | 7K | – |
| STMICROELECTRONICS N V | NY REGISTRY | 2M | 62K | – |
| STOCK YDS BANCORP INC | COM | 1M | 22K | – |
| STONECO LTD | COM CL A | 268K | 22K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| STONECO LTD | COM CL A | 129K | 11K | – |
| STRATEGIC ED INC | COM | 1M | 10K | – |
| STRYKER CORPORATION | COM | 3M | 10K | 2,6 |
| STRYKER CORPORATION | COM | 22M | 64K | – |
| STRYKER CORPORATION | COM | 334M | 981K | – |
| SUMITOMO MITSUI FINL GROUP I | SPONSORED ADR | 278K | 21K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SUMITOMO MITSUI FINL GROUP I | SPONSORED ADR | 929K | 69K | – |
| SUMMIT MATLS INC | CL A | 614K | 17K | – |
| SUN CMNTYS INC | COM | 329K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SUN CMNTYS INC | COM | 11M | 96K | – |
| SUN LIFE FINANCIAL INC. | COM | 508K | 10K | – |
| SUNCOR ENERGY INC NEW | COM | 286K | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SUNCOR ENERGY INC NEW | COM | 16M | 424K | – |
| SUNNOVA ENERGY INTL INC. | COM | 8K | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SUNNOVA ENERGY INTL INC. | COM | 13M | 2M | – |
| SUNOCO LP/SUNOCO FIN CORP | COM UT REP LP | 866K | 15K | – |
| SUNOPTA INC | COM | 59K | 11K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SUNPOWER CORP | COM | 44K | 15K | – |
| SUNRUN INC | COM | 119K | 10K | – |
| SUPER MICRO COMPUTER INC | COM | 1M | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SUPER MICRO COMPUTER INC | COM | 2M | 2K | – |
| SURF AIR MOBILITY INC | COM | 20K | 52K | – |
| SYLVAMO CORP | COMMON STOCK | 234K | 3K | – |
| SYMBOTIC INC | CLASS A COM | 215K | 6K | – |
| SYNCHRONY FINANCIAL | COM | 385K | 8K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SYNCHRONY FINANCIAL | COM | 3M | 56K | – |
| SYNOPSYS INC | COM | 4M | 6K | 6,10 |
| SYNOPSYS INC | COM | 54M | 91K | – |
| SYNOVUS FINL CORP | COM NEW | 317K | 8K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SYNOVUS FINL CORP | COM NEW | 115K | 3K | – |
| SYROS PHARMACEUTICALS INC | COM NEW | 62K | 12K | – |
| SYSCO CORP | COM | 428K | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| SYSCO CORP | COM | 33M | 460K | – |
| T ROWE PRICE ETF INC | CAP APPRECIATION | 3M | 85K | – |
| TABOOLA.COM LTD | ORD SHS | 53K | 16K | – |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 2M | 11K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 67M | 384K | – |
| TAKEDA PHARMACEUTICAL CO LTD | SPONSORED ADS | 880K | 68K | – |
| TAKE-TWO INTERACTIVE SOFTWAR | COM | 294K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TAKE-TWO INTERACTIVE SOFTWAR | COM | 4M | 28K | – |
| TAL EDUCATION GROUP | SPONSORED ADS | 531K | 50K | – |
| TANDEM DIABETES CARE INC | COM NEW | 415K | 10K | – |
| TAPESTRY INC | COM | 337K | 8K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TAPESTRY INC | COM | 1M | 35K | – |
| TARGA RES CORP | COM | 1M | 8K | 2,6 |
| TARGA RES CORP | COM | 3M | 22K | – |
| TARGET CORP | COM | 2M | 12K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TARGET CORP | COM | 2K | 11 | – |
| TARGET CORP | COM | 51M | 344K | – |
| TAYLOR MORRISON HOME CORP | COM | 4M | 79K | – |
| TC ENERGY CORP | COM | 225K | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TC ENERGY CORP | COM | 997K | 26K | – |
| TCW STRATEGIC INCOME FD INC | COM | 48K | 10K | – |
| TD SYNNEX CORPORATION | COM | 5M | 43K | – |
| TE CONNECTIVITY LTD | SHS | 6M | 40K | 6,8 |
| TE CONNECTIVITY LTD | SHS | 7M | 45K | – |
| TECHNIPFMC PLC | COM | 219K | 8K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TECHNIPFMC PLC | COM | 248K | 9K | – |
| TECK RESOURCES LTD | CL B | 342K | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TECK RESOURCES LTD | CL B | 1M | 29K | – |
| TEGNA INC | COM | 1M | 84K | – |
| TELADOC HEALTH INC | COM | 70K | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TELADOC HEALTH INC | COM | 248K | 25K | – |
| TELEDYNE TECHNOLOGIES INC | COM | 488K | 1K | 1,6 |
| TELEDYNE TECHNOLOGIES INC | COM | 1M | 4K | – |
| TELEFLEX INCORPORATED | COM | 828K | 4K | – |
| TELEFONAKTIEBOLAGET LM ERICS | ADR B SEK 10 | 108K | 18K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TELEFONAKTIEBOLAGET LM ERICS | ADR B SEK 10 | 615K | 100K | – |
| TELEFONICA BRASIL SA | NEW ADR | 160K | 20K | – |
| TELEFONICA S A | SPONSORED ADR | 61K | 15K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TELEFONICA S A | SPONSORED ADR | 161K | 38K | – |
| TELEPHONE & DATA SYS INC | COM NEW | 261K | 13K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TELEPHONE & DATA SYS INC | COM NEW | 109K | 5K | – |
| TELLURIAN INC NEW | COM | 379K | 547K | – |
| TELUS CORPORATION | COM | 167K | 11K | – |
| TENABLE HLDGS INC | COM | 3M | 61K | – |
| TENARIS S A | SPONSORED ADS | 662K | 22K | – |
| TENCENT MUSIC ENTMT GROUP | SPON ADS | 1M | 72K | – |
| TENET HEALTHCARE CORP | COM NEW | 206K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TENET HEALTHCARE CORP | COM NEW | 239K | 2K | – |
| TERADYNE INC | COM | 620K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TERADYNE INC | COM | 6M | 43K | – |
| TERRAN ORBITAL CORPORATION | COM | 14K | 18K | – |
| TERRENO RLTY CORP | COM | 302K | 5K | – |
| TESLA INC | COM | 11M | 55K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TESLA INC | COM | 191K | 966 | – |
| TESLA INC | COM | 125M | 630K | – |
| TETRA TECH INC NEW | COM | 10M | 47K | – |
| TETRA TECH INC NEW | COM | 97M | 473K | – |
| TEVA PHARMACEUTICAL INDS LTD | SPONSORED ADS | 1M | 90K | – |
| TEXAS INSTRS INC | COM | 6M | 31K | 2,6,8 |
| TEXAS INSTRS INC | COM | 242M | 1M | – |
| TEXAS PACIFIC LAND CORPORATI | COM | 1M | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TEXAS PACIFIC LAND CORPORATI | COM | 5M | 7K | – |
| TEXAS ROADHOUSE INC | COM | 274K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TEXAS ROADHOUSE INC | COM | 2M | 10K | – |
| TEXTRON INC | COM | 385K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TEXTRON INC | COM | 3M | 35K | – |
| TG THERAPEUTICS INC | COM | 2M | 98K | – |
| THE BALDWIN INSURANCE GRP IN | COM CL A | 1M | 37K | – |
| THE BEAUTY HEALTH COMPANY | COM CL A | 21K | 11K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| THE CIGNA GROUP | COM | 2M | 6K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| THE CIGNA GROUP | COM | 35M | 107K | – |
| THE TRADE DESK INC | COM CL A | 1M | 12K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| THE TRADE DESK INC | COM CL A | 1M | 15K | – |
| THERMO FISHER SCIENTIFIC INC | COM | 4M | 8K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| THERMO FISHER SCIENTIFIC INC | COM | 13M | 23K | – |
| THERMO FISHER SCIENTIFIC INC | COM | 495M | 895K | – |
| THIRD COAST BANCSHARES INC | COM | 377K | 18K | – |
| THOMSON REUTERS CORP. | COM | 4M | 24K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| THOMSON REUTERS CORP. | COM | 925K | 5K | – |
| THOR INDS INC | COM | 2M | 23K | – |
| TILRAY BRANDS INC | COM | 242K | 146K | – |
| TIMKEN CO | COM | 1M | 13K | – |
| TJX COS INC NEW | COM | 4M | 35K | 2,6 |
| TJX COS INC NEW | COM | 3K | 23 | – |
| TJX COS INC NEW | COM | 258M | 2M | – |
| TKO GROUP HOLDINGS INC | CL A | 475K | 4K | – |
| TMC THE METALS COMPANY INC | COM | 23K | 17K | – |
| T-MOBILE US INC | COM | 2M | 13K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| T-MOBILE US INC | COM | 23M | 133K | – |
| TOAST INC | CL A | 299K | 12K | – |
| TOLL BROTHERS INC | COM | 580K | 5K | – |
| TOOTSIE ROLL INDS INC | COM | 454K | 15K | – |
| TOPBUILD CORP | COM | 3M | 7K | – |
| TOPGOLF CALLAWAY BRANDS CORP | COM | 447K | 29K | – |
| TORONTO DOMINION BK ONT | COM NEW | 8M | 140K | – |
| TOTALENERGIES SE | SPONSORED ADS | 1M | 17K | 1,6 |
| TOTALENERGIES SE | SPONSORED ADS | 9M | 128K | – |
| TOYOTA MOTOR CORP | ADS | 625K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TOYOTA MOTOR CORP | ADS | 4M | 20K | – |
| TRACTOR SUPPLY CO | COM | 654K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TRACTOR SUPPLY CO | COM | 45M | 168K | – |
| TRANE TECHNOLOGIES PLC | SHS | 3M | 9K | 6,10 |
| TRANE TECHNOLOGIES PLC | SHS | 92M | 279K | – |
| TRANSALTA CORP | COM | 165K | 23K | – |
| TRANSDIGM GROUP INC | COM | 966K | 756 | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TRANSDIGM GROUP INC | COM | 17M | 13K | – |
| TRANSMEDICS GROUP INC | COM | 296K | 2K | – |
| TRANSOCEAN LTD | REGISTERED SHS | 275K | 51K | – |
| TRAVELERS COMPANIES INC | COM | 4M | 20K | 2,6 |
| TRAVELERS COMPANIES INC | COM | 407 | 2 | – |
| TRAVELERS COMPANIES INC | COM | 30M | 146K | – |
| TRI CONTL CORP | COM | 346K | 11K | – |
| TRIMBLE INC | COM | 888K | 16K | – |
| TRINET GROUP INC | COM | 2M | 17K | – |
| TRINITY CAP INC | COM | 993K | 70K | – |
| TRIP COM GROUP LTD | ADS | 343K | 7K | – |
| TRUIST FINL CORP | COM | 1M | 27K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TRUIST FINL CORP | COM | 21M | 539K | – |
| TURKCELL ILETISIM HIZMETLERI | SPON ADR NEW | 134K | 18K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TURKCELL ILETISIM HIZMETLERI | SPON ADR NEW | 645K | 85K | – |
| TWILIO INC | CL A | 197K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TWILIO INC | CL A | 772K | 14K | – |
| TYLER TECHNOLOGIES INC | COM | 264K | 526 | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TYLER TECHNOLOGIES INC | COM | 2M | 3K | – |
| TYSON FOODS INC | CL A | 263K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| TYSON FOODS INC | CL A | 3M | 51K | – |
| U HAUL HOLDING COMPANY | COM SER N | 276K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| U HAUL HOLDING COMPANY | COM SER N | 13M | 214K | – |
| U HAUL HOLDING COMPANY | COM | 500K | 8K | – |
| U HAUL HOLDING COMPANY | COM SER N | 647K | 11K | – |
| U S PHYSICAL THERAPY | COM | 412K | 4K | – |
| UBER TECHNOLOGIES INC | COM | 7M | 92K | 6,10 |
| UBER TECHNOLOGIES INC | COM | 14M | 189K | – |
| UBS AG LONDON BRANCH | ETRACS UBS BLOOM | 268K | 10K | – |
| UBS GROUP AG | SHS | 298K | 10K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| UBS GROUP AG | SHS | 2M | 54K | – |
| UDR INC | COM | 406K | 10K | – |
| UFP INDUSTRIES INC | COM | 2M | 21K | – |
| UGI CORP NEW | COM | 336K | 15K | – |
| UIPATH INC | CL A | 133K | 10K | – |
| ULTA BEAUTY INC | COM | 406K | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ULTA BEAUTY INC | COM | 5M | 13K | – |
| UNDER ARMOUR INC | CL C | 7M | 1M | – |
| UNDER ARMOUR INC | CL A | 70K | 10K | – |
| UNIFIRST CORP MASS | COM | 1M | 7K | – |
| UNILEVER PLC | SPON ADR NEW | 264K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| UNILEVER PLC | SPON ADR NEW | 73M | 1M | – |
| UNION PAC CORP | COM | 2M | 11K | 2,6 |
| UNION PAC CORP | COM | 139M | 613K | – |
| UNIQURE NV | SHS | 46K | 10K | – |
| UNITED AIRLS HLDGS INC | COM | 244K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| UNITED AIRLS HLDGS INC | COM | 2M | 50K | – |
| UNITED MICROELECTRONICS CORP | SPON ADR NEW | 399K | 46K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| UNITED MICROELECTRONICS CORP | SPON ADR NEW | 1M | 165K | – |
| UNITED PARCEL SERVICE INC | CL B | 3M | 21K | 2,6,8 |
| UNITED PARCEL SERVICE INC | CL B | 66M | 484K | – |
| UNITED RENTALS INC | COM | 1M | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| UNITED RENTALS INC | COM | 7M | 10K | – |
| UNITED STATES STL CORP NEW | COM | 1M | 30K | – |
| UNITED STS OIL FD LP | UNITS | 332K | 4K | – |
| UNITED THERAPEUTICS CORP DEL | COM | 316K | 992 | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| UNITED THERAPEUTICS CORP DEL | COM | 5M | 17K | – |
| UNITEDHEALTH GROUP INC | COM | 12M | 23K | 2,6,10,12 |
| UNITEDHEALTH GROUP INC | COM | 16M | 31K | – |
| UNITEDHEALTH GROUP INC | COM | 555M | 1M | – |
| UNITI GROUP INC | COM | 41K | 14K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| UNITI GROUP INC | COM | 108K | 37K | – |
| UNIVERSAL DISPLAY CORP | COM | 232K | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| UNIVERSAL DISPLAY CORP | COM | 3M | 14K | – |
| UNIVERSAL HLTH SVCS INC | CL B | 4M | 24K | – |
| UNUM GROUP | COM | 1M | 25K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| UNUM GROUP | COM | 7M | 130K | – |
| UPWORK INC | COM | 244K | 23K | – |
| US BANCORP DEL | COM NEW | 4M | 109K | 1,2,6 |
| US BANCORP DEL | COM NEW | 19M | 468K | – |
| US FOODS HLDG CORP | COM | 3M | 50K | – |
| USA COMPRESSION PARTNERS LP | COMUNIT LTDPAR | 2M | 101K | – |
| V F CORP | COM | 598K | 44K | – |
| VAIL RESORTS INC | COM | 3M | 18K | – |
| VALE S A | SPONSORED ADS | 1M | 93K | – |
| VALERO ENERGY CORP | COM | 1M | 9K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VALERO ENERGY CORP | COM | 28M | 181K | – |
| VALLEY NATL BANCORP | COM | 470K | 67K | – |
| VALMONT INDS INC | COM | 1M | 4K | – |
| VALVOLINE INC | COM | 6M | 147K | – |
| VANECK ETF TRUST | DIGI TRANSFRM | 1M | 96K | – |
| VANECK ETF TRUST | OIL SERVICES ETF | 558K | 2K | – |
| VANECK ETF TRUST | AGRIBUSINESS ETF | 3M | 49K | – |
| VANECK ETF TRUST | SEMICONDUCTR ETF | 1M | 4K | – |
| VANECK ETF TRUST | GOLD MINERS ETF | 3M | 88K | – |
| VANECK ETF TRUST | BIOTECH ETF | 1M | 8K | – |
| VANECK ETF TRUST | MRNGSTR WDE MOAT | 11M | 124K | – |
| VANECK ETF TRUST | JUNIOR GOLD MINE | 312K | 7K | – |
| VANGUARD ADMIRAL FDS INC | 500 GRTH IDX F | 85M | 256K | 6,10 |
| VANGUARD ADMIRAL FDS INC | 500 VAL IDX FD | 69M | 395K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VANGUARD ADMIRAL FDS INC | 500 VAL IDX FD | 2M | 11K | – |
| VANGUARD ADMIRAL FDS INC | SMLLCP 600 IDX | 6M | 63K | – |
| VANGUARD ADMIRAL FDS INC | MIDCP 400 IDX | 296K | 3K | – |
| VANGUARD ADMIRAL FDS INC | SMLCP 600 VAL | 274K | 3K | – |
| VANGUARD ADMIRAL FDS INC | 500 GRTH IDX F | 3M | 9K | – |
| VANGUARD BD INDEX FDS | INTERMED TERM | 2M | 22K | – |
| VANGUARD BD INDEX FDS | VANGUARD ULTRA | 11M | 224K | – |
| VANGUARD BD INDEX FDS | LONG TERM BOND | 524K | 7K | – |
| VANGUARD BD INDEX FDS | TOTAL BND MRKT | 203M | 3M | – |
| VANGUARD BD INDEX FDS | SHORT TRM BOND | 303M | 4M | – |
| VANGUARD CHARLOTTE FDS | TOTAL INT BD ETF | 8M | 155K | – |
| VANGUARD INDEX FDS | TOTAL STK MKT | 17M | 64K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VANGUARD INDEX FDS | SMALL CP ETF | 585K | 3K | BAHL & GAYNOR INC |
| VANGUARD INDEX FDS | S&P 500 ETF SHS | 2M | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VANGUARD INDEX FDS | GROWTH ETF | 3M | 9K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VANGUARD INDEX FDS | VALUE ETF | 2M | 13K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VANGUARD INDEX FDS | EXTEND MKT ETF | 10M | 59K | – |
| VANGUARD INDEX FDS | SMALL CP ETF | 88M | 404K | – |
| VANGUARD INDEX FDS | VALUE ETF | 63M | 393K | – |
| VANGUARD INDEX FDS | REAL ESTATE ETF | 82M | 979K | – |
| VANGUARD INDEX FDS | LARGE CAP ETF | 32M | 128K | – |
| VANGUARD INDEX FDS | SM CP VAL ETF | 31M | 171K | – |
| VANGUARD INDEX FDS | S&P 500 ETF SHS | 586M | 1M | – |
| VANGUARD INDEX FDS | TOTAL STK MKT | 275M | 1M | – |
| VANGUARD INDEX FDS | GROWTH ETF | 236M | 631K | – |
| VANGUARD INDEX FDS | MCAP VL IDXVIP | 6M | 43K | – |
| VANGUARD INDEX FDS | SML CP GRW ETF | 228M | 910K | – |
| VANGUARD INDEX FDS | MCAP GR IDXVIP | 6M | 28K | – |
| VANGUARD INDEX FDS | MID CAP ETF | 71M | 294K | – |
| VANGUARD INTL EQUITY INDEX F | FTSE SMCAP ETF | 5M | 45K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VANGUARD INTL EQUITY INDEX F | FTSE EMR MKT ETF | 13M | 306K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VANGUARD INTL EQUITY INDEX F | FTSE EUROPE ETF | 6M | 83K | – |
| VANGUARD INTL EQUITY INDEX F | FTSE EMR MKT ETF | 234M | 5M | – |
| VANGUARD INTL EQUITY INDEX F | GLB EX US ETF | 27M | 661K | – |
| VANGUARD INTL EQUITY INDEX F | FTSE SMCAP ETF | 5M | 46K | – |
| VANGUARD INTL EQUITY INDEX F | TT WRLD ST ETF | 67M | 599K | – |
| VANGUARD INTL EQUITY INDEX F | FTSE PACIFIC ETF | 3M | 38K | – |
| VANGUARD INTL EQUITY INDEX F | ALLWRLD EX US | 116M | 2M | – |
| VANGUARD MALVERN FDS | STRM INFPROIDX | 63M | 1M | – |
| VANGUARD MUN BD FDS | TAX EXEMPT BD | 201M | 4M | – |
| VANGUARD SCOTTSDALE FDS | VNG RUS2000VAL | 625K | 5K | – |
| VANGUARD SCOTTSDALE FDS | INT-TERM CORP | 158M | 2M | – |
| VANGUARD SCOTTSDALE FDS | TOTAL CORP BND | 5M | 63K | – |
| VANGUARD SCOTTSDALE FDS | INTER TERM TREAS | 33M | 562K | – |
| VANGUARD SCOTTSDALE FDS | LONG TERM TREAS | 14M | 251K | – |
| VANGUARD SCOTTSDALE FDS | SHORT TERM TREAS | 13M | 225K | – |
| VANGUARD SCOTTSDALE FDS | VNG RUS2000IDX | 3M | 37K | – |
| VANGUARD SCOTTSDALE FDS | VNG RUS1000IDX | 631K | 3K | – |
| VANGUARD SCOTTSDALE FDS | LG-TERM COR BD | 2M | 24K | – |
| VANGUARD SCOTTSDALE FDS | MTG-BKD SECS ETF | 236K | 5K | – |
| VANGUARD SCOTTSDALE FDS | VNG RUS1000VAL | 2M | 29K | – |
| VANGUARD SCOTTSDALE FDS | VNG RUS1000GRW | 39M | 410K | – |
| VANGUARD SCOTTSDALE FDS | SHRT TRM CORP BD | 175M | 2M | – |
| VANGUARD SPECIALIZED FUNDS | DIV APP ETF | 4M | 20K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VANGUARD SPECIALIZED FUNDS | DIV APP ETF | 171M | 939K | – |
| VANGUARD STAR FDS | VG TL INTL STK F | 134M | 2M | – |
| VANGUARD TAX-MANAGED FDS | VAN FTSE DEV MKT | 53M | 1M | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VANGUARD TAX-MANAGED FDS | VAN FTSE DEV MKT | 584M | 12M | – |
| VANGUARD WELLINGTON FD | SHORT TRM TAX EX | 279K | 3K | – |
| VANGUARD WELLINGTON FD | US QUALITY | 2M | 12K | – |
| VANGUARD WHITEHALL FDS | HIGH DIV YLD | 5M | 43K | BAHL & GAYNOR INC |
| VANGUARD WHITEHALL FDS | HIGH DIV YLD | 27M | 226K | – |
| VANGUARD WHITEHALL FDS | EM MK GOV BD ETF | 47M | 744K | – |
| VANGUARD WHITEHALL FDS | INTL DVD ETF | 9M | 110K | – |
| VANGUARD WHITEHALL FDS | INTL HIGH ETF | 215K | 3K | – |
| VANGUARD WORLD FD | MEGA CAP VAL ETF | 757K | 6K | – |
| VANGUARD WORLD FD | FINANCIALS ETF | 13M | 135K | – |
| VANGUARD WORLD FD | ESG US STK ETF | 3M | 34K | – |
| VANGUARD WORLD FD | HEALTH CAR ETF | 14M | 53K | – |
| VANGUARD WORLD FD | MEGA GRWTH IND | 1M | 4K | – |
| VANGUARD WORLD FD | MEGA CAP INDEX | 359K | 2K | – |
| VANGUARD WORLD FD | INDUSTRIAL ETF | 9M | 37K | – |
| VANGUARD WORLD FD | COMM SRVC ETF | 13M | 91K | – |
| VANGUARD WORLD FD | MATERIALS ETF | 17M | 89K | – |
| VANGUARD WORLD FD | UTILITIES ETF | 17M | 118K | – |
| VANGUARD WORLD FD | CONSUM DIS ETF | 7M | 21K | – |
| VANGUARD WORLD FD | CONSUM STP ETF | 4M | 22K | – |
| VANGUARD WORLD FD | ENERGY ETF | 22M | 175K | – |
| VANGUARD WORLD FD | ESG INTL STK ETF | 2M | 37K | – |
| VANGUARD WORLD FD | INF TECH ETF | 37M | 65K | – |
| VAXART INC | COM NEW | 13K | 20K | – |
| VEEVA SYS INC | CL A COM | 657K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VEEVA SYS INC | CL A COM | 1M | 7K | – |
| VENTAS INC | COM | 520K | 10K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VENTAS INC | COM | 7M | 140K | – |
| VERACYTE INC | COM | 1M | 64K | – |
| VERALTO CORP | COM SHS | 349K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VERALTO CORP | COM SHS | 11M | 111K | – |
| VERIFYME INC | *W EXP 06/22/202 | 749 | 10K | – |
| VERIFYME INC | COM NEW | 71K | 50K | – |
| VERISIGN INC | COM | 409K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VERISIGN INC | COM | 889K | 5K | – |
| VERISK ANALYTICS INC | COM | 667K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VERISK ANALYTICS INC | COM | 33M | 124K | – |
| VERIZON COMMUNICATIONS INC | COM | 5M | 110K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VERIZON COMMUNICATIONS INC | COM | 5K | 121 | – |
| VERIZON COMMUNICATIONS INC | COM | 3M | 63K | – |
| VERIZON COMMUNICATIONS INC | COM | 67M | 2M | – |
| VERRA MOBILITY CORP | CL A COM STK | 4M | 142K | – |
| VERTEX PHARMACEUTICALS INC | COM | 3M | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VERTEX PHARMACEUTICALS INC | COM | 31M | 65K | – |
| VERTEX PHARMACEUTICALS INC | COM | 39M | 84K | – |
| VERTIV HOLDINGS CO | COM CL A | 197K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VERTIV HOLDINGS CO | COM CL A | 1M | 16K | – |
| VIATRIS INC | COM | 202K | 19K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VIATRIS INC | COM | 55K | 5K | – |
| VIATRIS INC | COM | 6M | 561K | – |
| VICI PPTYS INC | COM | 222K | 8K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VICI PPTYS INC | COM | 3M | 111K | – |
| VICTORIAS SECRET AND CO | COMMON STOCK | 297K | 17K | – |
| VICTORY PORTFOLIOS II | SHORT TRM BD ETF | 2M | 34K | – |
| VICTORY PORTFOLIOS II | CORE INTERMEDIAT | 528K | 11K | – |
| VIKING THERAPEUTICS INC | COM | 654K | 12K | – |
| VILLAGE FARMS INTL INC | COM | 21K | 21K | – |
| VIMEO INC | COMMON STOCK | 54K | 14K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VIMEO INC | COMMON STOCK | 44K | 12K | – |
| VIPER ENERGY INC | CL A | 479K | 13K | – |
| VIR BIOTECHNOLOGY INC | COM | 2M | 266K | – |
| VISA INC | COM CL A | 11M | 43K | 6,10,12 |
| VISA INC | COM CL A | 9K | 34 | – |
| VISA INC | COM CL A | 18M | 68K | – |
| VISA INC | COM CL A | 556M | 2M | – |
| VISTA ENERGY S.A.B. DE C.V. | SPONSORED ADS | 224K | 5K | – |
| VISTEON CORP | COM NEW | 313K | 3K | – |
| VISTRA CORP | COM | 699K | 8K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VISTRA CORP | COM | 13M | 145K | – |
| VITAL FARMS INC | COM | 207K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VITAL FARMS INC | COM | 1K | 30 | – |
| VODAFONE GROUP PLC NEW | SPONSORED ADR | 121K | 14K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VODAFONE GROUP PLC NEW | SPONSORED ADR | 342K | 39K | – |
| VONTIER CORPORATION | COM | 85M | 2M | – |
| VORNADO RLTY TR | SH BEN INT | 381K | 14K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| VORNADO RLTY TR | SH BEN INT | 807K | 31K | – |
| VOYA FINANCIAL INC | COM | 2M | 28K | – |
| VULCAN MATLS CO | COM | 1M | 6K | 6,12 |
| VULCAN MATLS CO | COM | 6M | 25K | – |
| WABTEC | COM | 705K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| WABTEC | COM | 1M | 7K | – |
| WAFD INC | COM | 2M | 54K | – |
| WALGREENS BOOTS ALLIANCE INC | COM | 233K | 19K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| WALGREENS BOOTS ALLIANCE INC | COM | 3M | 223K | – |
| WALKER & DUNLOP INC | COM | 4M | 45K | – |
| WALKME LTD | ORD SHS | 176K | 13K | – |
| WALMART INC | COM | 12K | 171 | – |
| WALMART INC | COM | 7M | 110K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| WALMART INC | COM | 4M | 66K | – |
| WALMART INC | COM | 140M | 2M | – |
| WARBY PARKER INC | CL A COM | 2M | 120K | – |
| WARNER BROS DISCOVERY INC | COM SER A | 132K | 18K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| WARNER BROS DISCOVERY INC | COM SER A | 2M | 240K | – |
| WARNER MUSIC GROUP CORP | COM CL A | 215K | 7K | – |
| WASTE CONNECTIONS INC | COM | 1M | 6K | 6,10 |
| WASTE CONNECTIONS INC | COM | 13M | 76K | – |
| WASTE MGMT INC DEL | COM | 3K | 12 | – |
| WASTE MGMT INC DEL | COM | 4M | 18K | 2,6,12 |
| WASTE MGMT INC DEL | COM | 93M | 437K | – |
| WATERS CORP | COM | 271K | 934 | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| WATERS CORP | COM | 1M | 5K | – |
| WATSCO INC | COM | 75M | 161K | – |
| WATTS WATER TECHNOLOGIES INC | CL A | 580K | 3K | – |
| WAYFAIR INC | CL A | 232K | 4K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| WAYFAIR INC | CL A | 1M | 22K | – |
| WD 40 CO | COM | 2M | 11K | – |
| WEBSTER FINL CORP | COM | 1M | 33K | – |
| WEC ENERGY GROUP INC | COM | 1M | 18K | 2,6 |
| WEC ENERGY GROUP INC | COM | 18M | 230K | – |
| WELLS FARGO CO NEW | COM | 5M | 84K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| WELLS FARGO CO NEW | COM | 97M | 2M | – |
| WELLS FARGO CO NEW | PERP PFD CNV A | 2M | 2K | – |
| WELLTOWER INC | COM | 816K | 8K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| WELLTOWER INC | COM | 3M | 28K | – |
| WENDYS CO | COM | 560K | 33K | – |
| WERNER ENTERPRISES INC | COM | 302K | 8K | – |
| WESBANCO INC | COM | 585K | 21K | – |
| WESCO INTL INC | COM | 2M | 10K | – |
| WEST PHARMACEUTICAL SVSC INC | COM | 472K | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| WEST PHARMACEUTICAL SVSC INC | COM | 25M | 76K | – |
| WESTERN ALLIANCE BANCORP | COM | 5M | 76K | – |
| WESTERN ASSET HIGH INCOME OP | COM | 48K | 13K | – |
| WESTERN DIGITAL CORP. | COM | 511K | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| WESTERN DIGITAL CORP. | COM | 2M | 28K | – |
| WESTERN MIDSTREAM PARTNERS L | COM UNIT LP INT | 656K | 17K | – |
| WESTERN UN CO | COM | 187K | 15K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| WESTERN UN CO | COM | 507K | 42K | – |
| WESTLAKE CORPORATION | COM | 265K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| WESTLAKE CORPORATION | COM | 2M | 11K | – |
| WESTROCK CO | COM | 264K | 5K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| WESTROCK CO | COM | 2M | 31K | – |
| WEX INC | COM | 2M | 10K | – |
| WEYERHAEUSER CO MTN BE | COM NEW | 371K | 13K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| WEYERHAEUSER CO MTN BE | COM NEW | 8M | 292K | – |
| WHEATON PRECIOUS METALS CORP | COM | 458K | 9K | – |
| WHIRLPOOL CORP | COM | 893K | 9K | – |
| WHITE MTNS INS GROUP LTD | COM | 2M | 830 | – |
| WHITESTONE REIT | COM | 194K | 15K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| WHITESTONE REIT | COM | 64K | 5K | – |
| WILEY JOHN & SONS INC | CL A | 333K | 8K | – |
| WILLIAMS COS INC | COM | 6M | 131K | 2,6,7 |
| WILLIAMS COS INC | COM | 20M | 470K | – |
| WILLIAMS SONOMA INC | COM | 409K | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| WILLIAMS SONOMA INC | COM | 17M | 60K | – |
| WILLIS TOWERS WATSON PLC LTD | SHS | 353K | 1K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| WILLIS TOWERS WATSON PLC LTD | SHS | 1M | 5K | – |
| WINGSTOP INC | COM | 666K | 2K | – |
| WINNEBAGO INDS INC | COM | 357K | 7K | – |
| WINTRUST FINL CORP | COM | 477K | 5K | – |
| WIPRO LTD | SPON ADR 1 SH | 300K | 49K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| WIPRO LTD | SPON ADR 1 SH | 2M | 274K | – |
| WISDOMTREE TR | GLB US QTLY DIV | 276K | 7K | – |
| WISDOMTREE TR | CHINADIV EX FI | 339K | 13K | – |
| WISDOMTREE TR | JPN SCAP HDG EQT | 880K | 25K | – |
| WISDOMTREE TR | US HIGH DIVIDEND | 2M | 29K | – |
| WISDOMTREE TR | YIELD ENHANCD US | 2M | 47K | – |
| WISDOMTREE TR | INTL SMCAP DIV | 2M | 29K | – |
| WISDOMTREE TR | US MIDCAP DIVID | 2M | 37K | – |
| WISDOMTREE TR | US LARGECAP DIVD | 530K | 7K | – |
| WISDOMTREE TR | EUR HDG SMLCAP | 2M | 40K | – |
| WISDOMTREE TR | EM EX ST-OWNED | 380K | 12K | – |
| WISDOMTREE TR | FLOATNG RAT TREA | 816K | 16K | – |
| WISDOMTREE TR | US LARGECAP FUND | 218K | 4K | – |
| WISDOMTREE TR | INTL QULTY DIV | 2M | 64K | – |
| WISDOMTREE TR | US QTLY DIV GRT | 5M | 68K | – |
| WISDOMTREE TR | EUROPE SMCP DV | 562K | 9K | – |
| WISDOMTREE TR | US TOTAL DIVIDND | 3M | 46K | – |
| WISDOMTREE TR | EUROPE HEDGED EQ | 2M | 34K | – |
| WISDOMTREE TR | WISDOMTREE US VA | 3M | 45K | – |
| WISDOMTREE TR | INDIA ERNGS FD | 253K | 5K | – |
| WISDOMTREE TR | JAPN HEDGE EQT | 2M | 17K | – |
| WISDOMTREE TR | EMER MKT HIGH FD | 2M | 42K | – |
| WISDOMTREE TR | EMG MKTS SMCAP | 1M | 20K | – |
| WISDOMTREE TR | INTL LRGCAP DV | 599K | 12K | – |
| WISDOMTREE TR | US SMALLCAP DIVD | 11M | 341K | – |
| WIX COM LTD | SHS | 594K | 4K | – |
| WK KELLOGG CO | COM SHS | 296K | 18K | – |
| WM TECHNOLOGY INC | *W EXP 06/16/202 | 7K | 141K | – |
| WM TECHNOLOGY INC | COM | 22K | 22K | – |
| WOODSIDE ENERGY GROUP LTD | SPONSORED ADR | 2M | 80K | – |
| WOODWARD INC | COM | 289K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| WOODWARD INC | COM | 4M | 23K | – |
| WOORI FINL GROUP INC | SPONSORED ADS | 253K | 8K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| WOORI FINL GROUP INC | SPONSORED ADS | 450K | 14K | – |
| WORKDAY INC | CL A | 3M | 11K | 6,10 |
| WORKDAY INC | CL A | 4M | 19K | – |
| WORLD GOLD TR | SPDR GLD MINIS | 363K | 8K | – |
| WORTHINGTON ENTERPRISES INC | COM | 598K | 13K | – |
| WORTHINGTON STL INC | COM SHS | 421K | 13K | – |
| WP CAREY INC | COM | 2M | 39K | – |
| WPP PLC NEW | ADR | 481K | 10K | – |
| WYNDHAM HOTELS & RESORTS INC | COM | 1M | 18K | – |
| WYNN RESORTS LTD | COM | 488K | 5K | – |
| XCEL ENERGY INC | COM | 576K | 11K | 1,6 |
| XCEL ENERGY INC | COM | 7M | 124K | – |
| XERIS BIOPHARMA HOLDINGS INC | COM | 37K | 16K | – |
| XPENG INC | ADS | 296K | 40K | – |
| XPO INC | COM | 348K | 3K | – |
| XPONENTIAL FITNESS INC | COM CL A | 1M | 84K | – |
| XYLEM INC | COM | 991K | 7K | 1,6 |
| XYLEM INC | COM | 4M | 32K | – |
| YELP INC | CL A | 219K | 6K | – |
| YETI HLDGS INC | COM | 2M | 42K | – |
| YUM BRANDS INC | COM | 862K | 7K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| YUM BRANDS INC | COM | 16M | 118K | – |
| YUM CHINA HLDGS INC | COM | 1M | 33K | – |
| ZEBRA TECHNOLOGIES CORPORATI | CL A | 57M | 183K | – |
| ZILLOW GROUP INC | CL C CAP STK | 568K | 12K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ZILLOW GROUP INC | CL C CAP STK | 281K | 6K | – |
| ZIMMER BIOMET HOLDINGS INC | COM | 276K | 3K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ZIMMER BIOMET HOLDINGS INC | COM | 7M | 64K | – |
| ZIONS BANCORPORATION N A | COM | 1M | 32K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ZIONS BANCORPORATION N A | COM | 5M | 115K | – |
| ZOETIS INC | CL A | 3M | 18K | 6,12 |
| ZOETIS INC | CL A | 300M | 2M | – |
| ZOOM VIDEO COMMUNICATIONS IN | CL A | 118K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ZOOM VIDEO COMMUNICATIONS IN | CL A | 517K | 9K | – |
| ZSCALER INC | COM | 310K | 2K | PARAMETRIC DEFENSIVE EQUITY FUND LLC |
| ZSCALER INC | COM | 3M | 14K | – |
| ZUORA INC | COM CL A | 104K | 11K | – |
| ZURN ELKAY WATER SOLNS CORP | COM | 336K | 11K | – |