APERIO GROUP, LLC
Adviser information for APERIO GROUP, LLC last updated from Form ADV on March 15th, 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 | California, United States |
Employees
| Total Number of Employees | 170 |
|---|---|
| Investment Advisory/Research | 73 |
| Registered Broker-Dealer Representatives | 28 |
| Registered State Investment Advisers | 25 |
| Licensed Agents of an Insurance Company | 0 |
| No. of Firms/People that Solicit Clients | 0 |
RAUM
| Provides Management of Securities Portfolios | Yes |
|---|
| Type | Accounts | RAUM |
|---|---|---|
| Discretionary | 16,173 | $80.2B |
| Non-Discretionary | 0 | $0 |
| Total | 16,173 | $80.2B |
Clients
| Type | Number | RAUM |
|---|---|---|
| Individuals | 3,742 | $2.1B |
| HNW Individuals | 10,381 | $45.2B |
| Banking or thrift institutions | <5 | $0 |
| Investment companies | 4 | $646.4M |
| Business development companies | 0 | $0 |
| Pooled investment vehicles | 14 | $2.2B |
| Pension and profit sharing plans | 28 | $83.7M |
| Charitable organizations | 664 | $13.3B |
| State or municipal gov entities | <5 | $0 |
| Other investment advisers | <5 | $1.8M |
| Insurance companies | <5 | $0 |
| Sovereign wealth funds and foreign official institutions | <5 | $0 |
| Corporations or other businesses | 92 | $1.2B |
| Other | 1,245 | $15.5B |
| Type | Number |
|---|---|
| No. of Non-RAUM Clients | 0 |
| No. of Non-U.S. Clients | 0 |
Services
| Advisory Services | Portfolio management for individuals and/or small businessesPortfolio management for investment companiesPortfolio management for pooled investment vehiclesPortfolio management for businesses or institutional clients |
|---|---|
| Compensation | % of AUMFixed fees |
Wrap Fee Program
| Offers Wrap Fee Program | Yes |
|---|
| Acting As | RAUM |
|---|---|
| Sponsor | 0 |
| Portfolio Manager | 12.0B |
| Both for Same | 0 |
| Portfolio Manager to Program | Sponsor |
|---|---|
| SPA - STRATEGIC PORTFOLIO ADVISOR� SERVICE | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| CES - CONSULTING AND EVALUATION SERVICES PROGRAM | MORGAN STANLEY |
| MAC - MANAGED ACCOUNTS CONSULTING | UBS FINANCIAL SERVICES INC. |
| GLOBAL MANAGER STRATEGIES SEPARATE ACCOUNT PROGRAM | GOLDMAN SACHS & CO. LLC |
| MAP - MANAGED ACCOUNT PROGRAM | RBC CAPITAL MARKETS, LLC |
| OSM - OUTSIDE MONEY MANAGER PROGRAM | RAYMOND JAMES & ASSOCIATES, INC. |
| IAP - INVESTMENT ADVISORY PROGRAM | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| SELECT UMA� PROGRAM | MORGAN STANLEY |
| PRIVATE ADVISOR NETWORK (PAN) | WELLS FARGO ADVISORS FINANCIAL NETWORK, LLC |
| PREMIUM ACCESS STRATEGIES (PAS) | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| UBS ACCESS | UBS FINANCIAL SERVICES INC. |
| UBS STRATEGIC WEALTH PORTFOLIO (SWP) | UBS FINANCIAL SERVICES INC. |
| INVESTMENT COUNSELING SERVICES PROGRAM (ICS) | J.P. MORGAN SECURITIES LLC |
Principal Office
THREE HARBOR DRIVESUITE 204
SAUSALITO
CA
United States
Monday - Friday, 8:30 AM - 5:00 PM
Tel: 415-339-4300, Fax: 415-339-4301
Chief Compliance Officer
CHARLES CHOON SIK PARK
50 HUDSON YARDS
NEW YORK
NY
United States
Tel:
212-810-8181
C***********@************M
(Full email address available in API data)
Regulatory Contact
MARY PHILLIPS
HEAD OF APERIO COMPLIANCE
THREE HARBOR DRIVE
SUITE 204
SAUSALITO
CA
United States
Tel:
415-339-4300
Fax:
415-339-4301
M************@************M
(Full email address available in API data)
Industry Affiliates
| BLACKROCK INVESTMENT MANAGEMENT, LLC | Other investment adviser, including financial plannersCommodity pool operator or commodity trading advisorSponsor or syndicator of limited partnershipsSponsor, GP, manager of pooled investment vehicles |
Private Funds
| Name | Type | Assets $USD | Min Investment $USD | No. Owners |
|---|
None
Control Persons
| Name | Type | Entity | Title | Since | Ownership |
|---|---|---|---|---|---|
| Ran, Leshem | Individual | – | HEAD, BLACKROCK SMA SOLUTIONS | 01/2024 | < 5% |
| APERIO HOLDINGS, LLC | Domestic Entity | – | SOLE SHAREHOLDER | 10/2018 | > 75% |
| BLACKROCK INVESTMENT MANAGEMENT, LLC | Domestic Entity | APERIO HOLDINGS, LLC | SOLE SHAREHOLDER | 02/2021 | > 75% |
| TRIDENT MERGER, LLC | Domestic Entity | BLACKROCK INVESTMENT MANAGEMENT, LLC | SOLE SHAREHOLDER | 09/2006 | > 75% |
| BLACKROCK, INC. | Domestic Entity | TRIDENT MERGER, LLC | SOLE SHAREHOLDER | 09/2006 | > 75% |
| PARK, CHARLES, CHOON SIK | Individual | – | CHIEF COMPLIANCE OFFICER | 07/2021 | < 5% |
| SNOY, JAIME, TOLLI | Individual | – | MANAGING DIRECTOR, CO-HEAD US WEALTH ADVISORY BUSINESS | 03/2023 | < 5% |
| DEVICO, JOSEPH, GEORGE | Individual | – | MANAGING DIRECTOR, CO-HEAD US WEALTH ADVISORY BUSINESS | 03/2023 | < 5% |
No. Employees, Historic
RAUM, Historic
No. Clients, Historic
Holdings
From latest 13F, filed February 5th, 2021 for period ending December 31st, 2020
| Name | Class | Value $USD | # Shares | Private Fund |
|---|---|---|---|---|
| 1-800 FLOWERS.COM INC | CL A | 544 | 21K | – |
| 1LIFE HEALTHCARE INC | COM | 280 | 6K | – |
| 1ST SOURCE CORP | COM | 227 | 6K | – |
| 21VIANET GROUP INC | SPONSORED ADS A | 780 | 22K | – |
| 2U INC | COM | 1K | 25K | – |
| 360 DIGITECH INC | AMERICAN DEP | 665 | 56K | – |
| 3-D SYS CORP DEL | COM NEW | 308 | 29K | – |
| 3M CO | COM | 68K | 387K | – |
| 3M CO | COM | 330 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| 51JOB INC | SPONSORED ADS | 2K | 31K | – |
| 8X8 INC NEW | COM | 3K | 79K | – |
| AAON INC | COM PAR $0.004 | 1K | 16K | – |
| AAR CORP | COM | 1K | 31K | – |
| AAR CORP | COM | 122 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| ABB LTD | SPONSORED ADR | 19K | 662K | – |
| ABBOTT LABS | COM | 167K | 2M | – |
| ABBOTT LABS | COM | 648 | 6K | MORGAN STANLEY SMITH BARNEY LLC |
| ABBVIE INC | COM | 151K | 1M | – |
| ABERCROMBIE & FITCH CO | CL A | 1K | 69K | – |
| ABIOMED INC | COM | 8K | 24K | – |
| ABIOMED INC | COM | 34 | 105 | MORGAN STANLEY SMITH BARNEY LLC |
| ABM INDS INC | COM | 1K | 37K | – |
| ACACIA COMMUNICATIONS INC | COM | 2K | 26K | – |
| ACADIA HEALTHCARE COMPANY INC | COM | 1K | 25K | – |
| ACADIA PHARMACEUTICALS INC | COM | 2K | 38K | – |
| ACADIA PHARMACEUTICALS INC | COM | 24 | 446 | MORGAN STANLEY SMITH BARNEY LLC |
| ACADIA RLTY TR | COM SH BEN INT | 724 | 51K | – |
| ACCELERON PHARMA INC | COM | 2K | 13K | – |
| ACCELERON PHARMA INC | COM | 32 | 254 | MORGAN STANLEY SMITH BARNEY LLC |
| ACCENTURE PLC IRELAND | SHS CLASS A | 218K | 834K | – |
| ACCENTURE PLC IRELAND | SHS CLASS A | 517 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| ACCO BRANDS CORP | COM | 898 | 106K | – |
| ACI WORLDWIDE INC | COM | 1K | 32K | – |
| ACORDA THERAPEUTICS INC | COM | 25 | 36K | – |
| ACTIVISION BLIZZARD INC | COM | 55K | 589K | – |
| ACTIVISION BLIZZARD INC | COM | 201 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| ACUITY BRANDS INC | COM | 4K | 29K | – |
| ACUSHNET HOLDINGS CORP | COM | 291 | 7K | – |
| ADAPTIMMUNE THERAPEUTICS PLC | SPONDS ADR | 149 | 28K | – |
| ADDUS HOMECARE CORP | COM | 519 | 4K | – |
| ADIENT PLC | ORD SHS | 1K | 40K | – |
| ADOBE INC | COM | 235K | 469K | – |
| ADOBE INC | COM | 725 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| ADT INC | COM | 806 | 103K | – |
| ADTALEM GLOBAL ED INC | COM | 4K | 104K | – |
| ADTRAN INC | COM | 413 | 28K | – |
| ADVANCE AUTO PARTS INC | COM | 6K | 40K | – |
| ADVANCE AUTO PARTS INC | COM | 19 | 119 | MORGAN STANLEY SMITH BARNEY LLC |
| ADVANCED DRAIN SYS INC DEL | COM | 1K | 17K | – |
| ADVANCED ENERGY INDS | COM | 2K | 16K | – |
| ADVANCED MICRO DEVICES INC | COM | 66K | 721K | – |
| ADVANCED MICRO DEVICES INC | COM | 289 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| ADVANSIX INC | COM | 326 | 16K | – |
| ADVERUM BIOTECHNOLOGIES INC | COM | 171 | 16K | – |
| AECOM | COM | 2K | 43K | – |
| AECOM | COM | 10 | 209 | MORGAN STANLEY SMITH BARNEY LLC |
| AEGION CORP | COM | 414 | 22K | – |
| AEGON NV | NY REGISTRY SHS | 19K | 5M | – |
| AERCAP HOLDINGS NV | SHS | 10K | 224K | – |
| AERIE PHARMACEUTICALS INC | COM | 1K | 77K | – |
| AERIE PHARMACEUTICALS INC | COM | 33 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| AEROJET ROCKETDYNE HLDGS INC | COM | 1K | 23K | – |
| AEROVIRONMENT INC | COM | 725 | 8K | – |
| AES CORP | COM | 9K | 371K | – |
| AES CORP | COM | 47 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| AFFILIATED MANAGERS GROUP | COM | 4K | 42K | – |
| AFFILIATED MANAGERS GROUP | COM | 26 | 259 | MORGAN STANLEY SMITH BARNEY LLC |
| AFLAC INC | COM | 28K | 621K | – |
| AFLAC INC | COM | 99 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| AGCO CORP | COM | 6K | 60K | – |
| AGENUS INC NEW | COM NEW | 128 | 40K | – |
| AGILENT TECHNOLOGIES INC | COM | 43K | 359K | – |
| AGILENT TECHNOLOGIES INC | COM | 206 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| AGIOS PHARMACEUTICALS INC | COM | 5K | 118K | – |
| AGNC INVT CORP | COM | 8K | 492K | – |
| AGNC INVT CORP | COM | 32 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| AGNICO EAGLE MINES LTD | COM | 17K | 244K | – |
| AGREE REALTY CORP | COM | 2K | 31K | – |
| AIR LEASE CORP | CL A | 13K | 288K | – |
| AIR PRODS & CHEMS INC | COM | 53K | 195K | – |
| AIR PRODS & CHEMS INC | COM | 170 | 621 | MORGAN STANLEY SMITH BARNEY LLC |
| AIR TRANSPORT SERVICES GRP INC | COM | 209 | 7K | – |
| AKAMAI TECHNOLOGIES INC | COM | 22K | 207K | – |
| AKAMAI TECHNOLOGIES INC | COM | 54 | 513 | MORGAN STANLEY SMITH BARNEY LLC |
| AKEBIA THERAPEUTICS INC | COM | 61 | 22K | – |
| ALAMO GROUP INC | COM | 976 | 7K | – |
| ALAMOS GOLD INC | COM CL A | 174 | 20K | – |
| ALARM COM HLDGS INC | COM | 1K | 11K | – |
| ALASKA AIR GROUP INC | COM | 5K | 105K | – |
| ALASKA AIR GROUP INC | COM | 26 | 506 | MORGAN STANLEY SMITH BARNEY LLC |
| ALBANY INTL CORP | CL A | 616 | 8K | – |
| ALBANY INTL CORP | CL A | 94 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| ALBEMARLE CORP | COM | 5K | 33K | – |
| ALBEMARLE CORP | COM | 43 | 293 | MORGAN STANLEY SMITH BARNEY LLC |
| ALCOA CORP | COM | 6K | 242K | – |
| ALCON INC | ORD SHS | 13K | 190K | – |
| ALECTOR INC | COM | 272 | 18K | – |
| ALEXANDER & BALDWIN INC NEW | COM | 776 | 45K | – |
| ALEXANDERS INC | COM | 907 | 3K | – |
| ALEXANDRIA REAL ESTATE EQ INC | COM | 14K | 77K | – |
| ALEXANDRIA REAL ESTATE EQ INC | COM | 50 | 283 | MORGAN STANLEY SMITH BARNEY LLC |
| ALEXION PHARMACEUTICALS INC | COM | 19K | 123K | – |
| ALEXION PHARMACEUTICALS INC | COM | 153 | 981 | MORGAN STANLEY SMITH BARNEY LLC |
| ALIBABA GROUP HOLDING LTD | SPONSORED ADS | 147K | 631K | – |
| ALIGN TECHNOLOGY INC | COM | 21K | 39K | – |
| ALIGN TECHNOLOGY INC | COM | 124 | 232 | MORGAN STANLEY SMITH BARNEY LLC |
| ALKERMES PLC | SHS | 1K | 67K | – |
| ALKERMES PLC | SHS | 47 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| ALLAKOS INC | COM | 507 | 4K | – |
| ALLEGHANY CORP DEL | COM | 2K | 4K | – |
| ALLEGHENY TECHNOLOGIES INC | COM | 886 | 53K | – |
| ALLEGIANCE BANCSHARES INC | COM | 224 | 7K | – |
| ALLEGIANT TRAVEL CO | COM | 1K | 7K | – |
| ALLEGIANT TRAVEL CO | COM | 41 | 215 | MORGAN STANLEY SMITH BARNEY LLC |
| ALLEGION PUB LTD CO | ORD SHS | 4K | 36K | – |
| ALLEGION PUB LTD CO | ORD SHS | 43 | 367 | MORGAN STANLEY SMITH BARNEY LLC |
| ALLETE INC | COM NEW | 2K | 39K | – |
| ALLIANCE DATA SYSTEMS CORP | COM | 5K | 66K | – |
| ALLIANCE DATA SYSTEMS CORP | COM | 15 | 200 | MORGAN STANLEY SMITH BARNEY LLC |
| ALLIANT ENERGY CORP | COM | 6K | 122K | – |
| ALLIANT ENERGY CORP | COM | 44 | 863 | MORGAN STANLEY SMITH BARNEY LLC |
| ALLISON TRANSMISSION HLDGS INC | COM | 2K | 49K | – |
| ALLSCRIPTS HEALTHCARE SOLUTNS | COM | 1K | 80K | – |
| ALLSTATE CORP | COM | 67K | 608K | – |
| ALLSTATE CORP | COM | 99 | 902 | MORGAN STANLEY SMITH BARNEY LLC |
| ALLY FINL INC | COM | 14K | 400K | – |
| ALLY FINL INC | COM | 27 | 768 | MORGAN STANLEY SMITH BARNEY LLC |
| ALNYLAM PHARMACEUTICALS INC | COM | 6K | 44K | – |
| ALNYLAM PHARMACEUTICALS INC | COM | 93 | 713 | MORGAN STANLEY SMITH BARNEY LLC |
| ALPHABET INC | CAP STK CL C | 264K | 150K | – |
| ALPHABET INC | CAP STK CL C | 1K | 847 | MORGAN STANLEY SMITH BARNEY LLC |
| ALPHABET INC | CAP STK CL A | 608K | 347K | – |
| ALPHABET INC | CAP STK CL A | 1K | 823 | MORGAN STANLEY SMITH BARNEY LLC |
| ALTABANCORP COM | COM | 438 | 16K | – |
| ALTERYX INC | COM CL A | 914 | 8K | – |
| ALTERYX INC | COM CL A | 31 | 258 | MORGAN STANLEY SMITH BARNEY LLC |
| ALTICE USA INC | CL A | 3K | 73K | – |
| ALTICE USA INC | CL A | 27 | 702 | MORGAN STANLEY SMITH BARNEY LLC |
| ALTRA INDL MOTION CORP | COM | 1K | 25K | – |
| ALTRIA GROUP INC | COM | 38K | 931K | – |
| ALUMINUM CORP CHINA LTD | SPON ADR H SHS | 747 | 86K | – |
| AMARIN CORP PLC | SPONS ADR NEW | 131 | 27K | – |
| AMAZON COM INC | COM | 1M | 336K | – |
| AMAZON COM INC | COM | 4K | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| AMBAC FINL GROUP INC | COM NEW | 300 | 19K | – |
| AMBARELLA INC | SHS | 311 | 3K | – |
| AMBEV SA | SPONSORED ADR | 5K | 1M | – |
| AMC ENTMT HLDGS INC | CL A COM | 61 | 29K | – |
| AMC NETWORKS INC | CL A | 2K | 52K | – |
| AMCOR PLC | ORD | 3K | 218K | – |
| AMDOCS LTD | SHS | 39K | 553K | – |
| AMDOCS LTD | SHS | 34 | 484 | MORGAN STANLEY SMITH BARNEY LLC |
| AMEDISYS INC | COM | 8K | 28K | – |
| AMEDISYS INC | COM | 57 | 193 | MORGAN STANLEY SMITH BARNEY LLC |
| AMERCO | COM | 3K | 7K | – |
| AMEREN CORP | COM | 11K | 145K | – |
| AMEREN CORP | COM | 72 | 927 | MORGAN STANLEY SMITH BARNEY LLC |
| AMERESCO INC | CL A | 806 | 15K | – |
| AMERICA MOVIL SAB DE CV | SPON ADR L SHS | 3K | 200K | – |
| AMERICAN AIRLS GROUP INC | COM | 3K | 164K | – |
| AMERICAN AIRLS GROUP INC | COM | 57 | 4K | MORGAN STANLEY SMITH BARNEY LLC |
| AMERICAN ASSETS TR INC | COM | 850 | 29K | – |
| AMERICAN AXLE & MFG HLDGS INC | COM | 539 | 65K | – |
| AMERICAN CAMPUS CMNTYS INC | COM | 3K | 81K | – |
| AMERICAN EAGLE OUTFITTERS NEW | COM | 1K | 68K | – |
| AMERICAN ELEC PWR INC | COM | 33K | 398K | – |
| AMERICAN ELEC PWR INC | COM | 149 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| AMERICAN EQTY INVT LIFE HLD CO | COM | 2K | 57K | – |
| AMERICAN EXPRESS CO | COM | 65K | 538K | – |
| AMERICAN EXPRESS CO | COM | 253 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| AMERICAN FIN TR INC CLASS A | COM CLASS A | 375 | 50K | – |
| AMERICAN FINL GROUP INC OHIO | COM | 9K | 107K | – |
| AMERICAN FINL GROUP INC OHIO | COM | 32 | 370 | MORGAN STANLEY SMITH BARNEY LLC |
| AMERICAN HOMES 4 RENT | CL A | 3K | 89K | – |
| AMERICAN INTL GROUP INC | COM NEW | 15K | 387K | – |
| AMERICAN INTL GROUP INC | COM NEW | 97 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| AMERICAN NATIONAL GROUP INC NEW | COM NEW | 2K | 20K | – |
| AMERICAN NATIONAL GROUP INC NEW | COM NEW | 112 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| AMERICAN PUBLIC EDUCATION INC | COM | 327 | 11K | – |
| AMERICAN STS WTR CO | COM | 3K | 33K | – |
| AMERICAN TOWER CORP NEW | COM | 74K | 331K | – |
| AMERICAN TOWER CORP NEW | COM | 304 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| AMERICAN VANGUARD CORP | COM | 277 | 18K | – |
| AMERICAN WOODMARK CORPORATION | COM | 570 | 6K | – |
| AMERICAN WTR WKS CO INC NEW | COM | 71K | 466K | – |
| AMERICAN WTR WKS CO INC NEW | COM | 66 | 430 | MORGAN STANLEY SMITH BARNEY LLC |
| AMERICAS CAR MART INC | COM | 467 | 4K | – |
| AMERICOLD RLTY TR | COM | 2K | 49K | – |
| AMERICOLD RLTY TR | COM | 28 | 749 | MORGAN STANLEY SMITH BARNEY LLC |
| AMERIPRISE FINL INC | COM | 28K | 143K | – |
| AMERIPRISE FINL INC | COM | 67 | 347 | MORGAN STANLEY SMITH BARNEY LLC |
| AMERIS BANCORP | COM | 800 | 21K | – |
| AMERISAFE INC | COM | 520 | 9K | – |
| AMERISAFE INC | COM | 9 | 161 | MORGAN STANLEY SMITH BARNEY LLC |
| AMERISOURCEBERGEN CORP | COM | 15K | 156K | – |
| AMERISOURCEBERGEN CORP | COM | 95 | 973 | MORGAN STANLEY SMITH BARNEY LLC |
| AMETEK INC NEW | COM | 18K | 151K | – |
| AMETEK INC NEW | COM | 75 | 620 | MORGAN STANLEY SMITH BARNEY LLC |
| AMGEN INC | COM | 125K | 545K | – |
| AMGEN INC | COM | 524 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| AMICUS THERAPEUTICS INC | COM | 1K | 49K | – |
| AMKOR TECHNOLOGY INC | COM | 728 | 48K | – |
| AMN HEALTHCARE SERVICES INC | COM | 3K | 42K | – |
| AMN HEALTHCARE SERVICES INC | COM | 22 | 317 | MORGAN STANLEY SMITH BARNEY LLC |
| AMNEAL PHARMACEUTICALS INC | COM STK CL A | 410 | 90K | – |
| AMPHASTAR PHARMACEUTICALS INC | COM | 557 | 28K | – |
| AMPHENOL CORP NEW | CL A | 26K | 195K | – |
| AMPHENOL CORP NEW | CL A | 132 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| ANALOG DEVICES INC | COM | 39K | 265K | – |
| ANALOG DEVICES INC | COM | 153 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| ANAPLAN INC | COM | 1K | 19K | – |
| ANAPTYSBIO INC | COM | 644 | 30K | – |
| ANDERSONS INC | COM | 377 | 15K | – |
| ANGIODYNAMICS INC | COM | 462 | 30K | – |
| ANGLOGOLD ASHANTI LTD | SPONSORED ADR | 10K | 421K | – |
| ANHEUSER-BUSCH INBEV SA NV | SPONSORED ADR | 17K | 250K | – |
| ANNALY CAP MGMT INC | COM | 6K | 730K | – |
| ANNALY CAP MGMT INC | COM | 65 | 8K | MORGAN STANLEY SMITH BARNEY LLC |
| ANSYS INC | COM | 21K | 57K | – |
| ANSYS INC | COM | 115 | 317 | MORGAN STANLEY SMITH BARNEY LLC |
| ANTARES PHARMA INC | COM | 149 | 37K | – |
| ANTHEM INC | COM | 85K | 264K | – |
| ANWORTH MORTGAGE ASSET CP | COM | 21 | 8K | – |
| ANWORTH MORTGAGE ASSET CP | COM | 30 | 11K | MORGAN STANLEY SMITH BARNEY LLC |
| AON PLC CL A | SHS CL A | 38K | 182K | – |
| AON PLC CL A | SHS CL A | 133 | 631 | MORGAN STANLEY SMITH BARNEY LLC |
| APACHE CORP | COM | 3K | 235K | – |
| APACHE CORP | COM | 14 | 984 | MORGAN STANLEY SMITH BARNEY LLC |
| APARTMENT INCOME REIT CORP | COM | 1K | 37K | – |
| APARTMENT INCOME REIT CORP | COM | 29 | 761 | MORGAN STANLEY SMITH BARNEY LLC |
| APARTMENT INV & MGMT CO CL A | CL A | 196 | 37K | – |
| APELLIS PHARMACEUTICALS INC | COM | 235 | 4K | – |
| APOGEE ENTERPRISES INC | COM | 794 | 25K | – |
| APOLLO COML REAL EST FIN INC | COM | 1K | 117K | – |
| APOLLO COML REAL EST FIN INC | COM | 34 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| APOLLO GLOBAL MGMT INC CL A | COM CL A | 284 | 6K | – |
| APOLLO INVT CORP | COM NEW | 334 | 31K | – |
| APPFOLIO INC | COM CL A | 520 | 3K | – |
| APPIAN CORP CL A | CL A | 625 | 4K | – |
| APPLE HOSPITALITY REIT INC | COM NEW | 5K | 380K | – |
| APPLE INC | COM | 2M | 15M | – |
| APPLE INC | COM | 6K | 46K | MORGAN STANLEY SMITH BARNEY LLC |
| APPLIED INDL TECHNOLOGIES INC | COM | 1K | 15K | – |
| APPLIED MATLS INC | COM | 60K | 693K | – |
| APPLIED MATLS INC | COM | 316 | 4K | MORGAN STANLEY SMITH BARNEY LLC |
| APTARGROUP INC | COM | 12K | 86K | – |
| APTARGROUP INC | COM | 11 | 81 | MORGAN STANLEY SMITH BARNEY LLC |
| APTIV PLC | SHS | 14K | 108K | – |
| APTIV PLC | SHS | 125 | 956 | MORGAN STANLEY SMITH BARNEY LLC |
| ARAMARK | COM | 2K | 59K | – |
| ARAMARK | COM | 39 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| ARBOR RLTY TR INC | COM | 256 | 18K | – |
| ARBORONE BANCORP INC NEW COM NEW | COM NEW | 585 | 54K | – |
| ARCBEST CORP | COM | 2K | 48K | – |
| ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 5K | 233K | – |
| ARCH CAP GROUP LTD | ORD | 9K | 248K | – |
| ARCH CAP GROUP LTD | ORD | 33 | 924 | MORGAN STANLEY SMITH BARNEY LLC |
| ARCH RESOURCES INC CL A | CL A | 251 | 6K | – |
| ARCHER DANIELS MIDLAND CO | COM | 15K | 305K | – |
| ARCHER DANIELS MIDLAND CO | COM | 89 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| ARCHROCK INC | COM | 4K | 481K | – |
| ARCONIC CORPORATION COM | COM | 27K | 913K | – |
| ARCONIC CORPORATION COM | COM | 13 | 445 | MORGAN STANLEY SMITH BARNEY LLC |
| ARCOS DORADOS HOLDINGS INC | SHS CLASS -A - | 307 | 61K | – |
| ARCOSA INC | COM | 1K | 27K | – |
| ARCUS BIOSCIENCES INC | COM | 231 | 9K | – |
| ARDELYX INC | COM | 74 | 11K | – |
| ARENA PHARMACEUTICALS INC | COM NEW | 1K | 15K | – |
| ARES CAP CORP | COM | 2K | 102K | – |
| ARGAN INC | COM | 254 | 6K | – |
| ARGENX SE | SPONSORED ADR | 6K | 19K | – |
| ARGO GROUP INTL HLDGS LTD | COM | 1K | 24K | – |
| ARISTA NETWORKS INC | COM | 8K | 27K | – |
| ARISTA NETWORKS INC | COM | 52 | 179 | MORGAN STANLEY SMITH BARNEY LLC |
| ARLO TECHNOLOGIES INC | COM | 139 | 18K | – |
| ARMADA HOFFLER PPTYS INC | COM | 483 | 43K | – |
| ARMOUR RESIDENTIAL REIT INC | COM NEW | 311 | 29K | – |
| ARMSTRONG WORLD INDS INC NEW | COM | 499 | 7K | – |
| ARROW ELECTRS INC | COM | 18K | 180K | – |
| ARROW FINL CORP | COM | 221 | 7K | – |
| ARROWHEAD PHARMACEUTICALS INC | COM | 2K | 24K | – |
| ARTISAN PARTNERS ASSET MGMT IN | CL A | 3K | 61K | – |
| ARTISAN PARTNERS ASSET MGMT IN | CL A | 56 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| ARVINAS INC | COM | 260 | 3K | – |
| ASBURY AUTOMOTIVE GROUP INC | COM | 1K | 7K | – |
| ASCENDIS PHARMA AS | SPONSORED ADR | 1K | 7K | – |
| ASE TECHNOLOGY HOLDING CO LTD | SPONSORED ADS | 9K | 1M | – |
| ASGN INC | COM | 2K | 21K | – |
| ASHLAND GLOBAL HLDGS INC | COM | 2K | 27K | – |
| ASHLAND GLOBAL HLDGS INC | COM | 20 | 256 | MORGAN STANLEY SMITH BARNEY LLC |
| ASML HOLDING NV | N Y REGISTRY SHS | 107K | 220K | – |
| ASPEN TECHNOLOGY INC | COM | 2K | 15K | – |
| ASSEMBLY BIOSCIENCES INC | COM | 69 | 11K | – |
| ASSEMBLY BIOSCIENCES INC | COM | 11 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| ASSOCIATED BANC CORP | COM | 4K | 208K | – |
| ASSURANT INC | COM | 12K | 86K | – |
| ASSURED GUARANTY LTD | COM | 3K | 88K | – |
| ASTEC INDS INC | COM | 2K | 30K | – |
| ASTRAZENECA PLC | SPONSORED ADR | 68K | 1M | – |
| AT HOME GROUP INC | COM | 196 | 13K | – |
| AT&T INC | COM | 88K | 3M | – |
| AT&T INC | COM | 588 | 20K | MORGAN STANLEY SMITH BARNEY LLC |
| ATARA BIOTHERAPEUTICS INC | COM | 508 | 26K | – |
| ATHENE HLDG LTD | CL A | 5K | 113K | – |
| ATHENEX INC | COM | 125 | 11K | – |
| ATHENEX INC | COM | 25 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| ATLANTIC UN BANKSHARES CORP | COM | 370 | 11K | – |
| ATLAS AIR WORLDWIDE HLDGS INC | COM NEW | 1K | 26K | – |
| ATLAS CORP | SHARES | 271 | 25K | – |
| ATLASSIAN CORP PLC | CL A | 8K | 36K | – |
| ATMOS ENERGY CORP | COM | 7K | 74K | – |
| ATMOS ENERGY CORP | COM | 55 | 580 | MORGAN STANLEY SMITH BARNEY LLC |
| ATN INTL INC | COM | 264 | 6K | – |
| ATRICURE INC | COM | 431 | 8K | – |
| ATRION CORP | COM | 931 | 1K | – |
| AUTODESK INC | COM | 60K | 197K | – |
| AUTODESK INC | COM | 201 | 659 | MORGAN STANLEY SMITH BARNEY LLC |
| AUTOHOME INC | SP ADR RP CL A | 10K | 101K | – |
| AUTOLIV INC | COM | 2K | 27K | – |
| AUTOLUS THERAPEUTICS PLC | SPON ADS | 111 | 12K | – |
| AUTOMATIC DATA PROCESSING INC | COM | 80K | 456K | – |
| AUTOMATIC DATA PROCESSING INC | COM | 235 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| AUTONATION INC | COM | 10K | 144K | – |
| AUTOZONE INC | COM | 30K | 26K | – |
| AUTOZONE INC | COM | 58 | 49 | MORGAN STANLEY SMITH BARNEY LLC |
| AVALARA INC | COM | 2K | 14K | – |
| AVALARA INC | COM | 67 | 404 | MORGAN STANLEY SMITH BARNEY LLC |
| AVALONBAY CMNTYS INC | COM | 12K | 75K | – |
| AVALONBAY CMNTYS INC | COM | 57 | 357 | MORGAN STANLEY SMITH BARNEY LLC |
| AVANGRID INC | COM | 9K | 194K | – |
| AVANOS MED INC | COM | 2K | 40K | – |
| AVANTOR INC | COM | 3K | 95K | – |
| AVANTOR INC | COM | 55 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| AVAYA HLDGS CORP | COM | 387 | 20K | – |
| AVERY DENNISON CORP | COM | 9K | 59K | – |
| AVERY DENNISON CORP | COM | 57 | 366 | MORGAN STANLEY SMITH BARNEY LLC |
| AVIENT CORPORATION COM | COM | 2K | 60K | – |
| AVIS BUDGET GROUP | COM | 1K | 35K | – |
| AVIS BUDGET GROUP | COM | 13 | 339 | MORGAN STANLEY SMITH BARNEY LLC |
| AVISTA CORP | COM | 1K | 32K | – |
| AVNET INC | COM | 4K | 126K | – |
| AXALTA COATING SYS LTD | COM | 2K | 82K | – |
| AXCELIS TECHNOLOGIES INC | COM NEW | 914 | 31K | – |
| AXON ENTERPRISE INC | COM | 4K | 34K | – |
| AXON ENTERPRISE INC | COM | 78 | 634 | MORGAN STANLEY SMITH BARNEY LLC |
| AXOS FINL INC | COM | 541 | 14K | – |
| AZZ INC | COM | 513 | 11K | – |
| B & G FOODS INC NEW | COM | 4K | 126K | – |
| B RILEY FINL INC | COM | 291 | 7K | – |
| B2GOLD CORP | COM | 952 | 170K | – |
| BADGER METER INC | COM | 5K | 57K | – |
| BAIDU INC | SPON ADR REP A | 28K | 131K | – |
| BAKER HUGHES COMPANY CL A | CL A | 11K | 543K | – |
| BAKER HUGHES COMPANY CL A | CL A | 24 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| BALCHEM CORP | COM | 2K | 13K | – |
| BALCHEM CORP | COM | 21 | 184 | MORGAN STANLEY SMITH BARNEY LLC |
| BALL CORP | COM | 18K | 193K | – |
| BALL CORP | COM | 174 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| BANC OF CALIFORNIA INC | COM | 391 | 27K | – |
| BANCFIRST CORP | COM | 701 | 12K | – |
| BANCO BILBAO VIZCAYA ARGENTARIA | SPONSORED ADR | 11K | 2M | – |
| BANCO BRADESCO SA | SP ADR PFD NEW | 11K | 2M | – |
| BANCO DE CHILE | SPONSORED ADS | 4K | 175K | – |
| BANCO SANTANDER BRASIL SA | ADS REP 1 UNIT | 10K | 1M | – |
| BANCO SANTANDER CHILE NEW | SP ADR REP COM | 4K | 234K | – |
| BANCO SANTANDER MEXICO SA | SPONSORED ADS B | 564 | 110K | – |
| BANCO SANTANDER SA | ADR | 8K | 2M | – |
| BANCOLOMBIA SA | SPON ADR PREF | 15K | 376K | – |
| BANCORP INC DEL | COM | 355 | 26K | – |
| BANCORPSOUTH BK TUPELO MISS | COM | 2K | 82K | – |
| BANDWIDTH INC CL A | COM CL A | 875 | 6K | – |
| BANK AMER CORP | COM | 162K | 5M | – |
| BANK AMER CORP | COM | 725 | 24K | MORGAN STANLEY SMITH BARNEY LLC |
| BANK HAWAII CORP | COM | 3K | 43K | – |
| BANK MONTREAL QUE | COM | 27K | 349K | – |
| BANK N S HALIFAX | COM | 35K | 650K | – |
| BANK NEW YORK MELLON CORP | COM | 36K | 858K | – |
| BANK NEW YORK MELLON CORP | COM | 112 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| BANK OF MARIN BANCORP | COM | 442 | 13K | – |
| BANK OZK | COM | 2K | 65K | – |
| BANKUNITED INC | COM | 1K | 40K | – |
| BANNER CORP | COM NEW | 411 | 9K | – |
| BAOZUN INC | SPONSORED ADR | 2K | 47K | – |
| BARCLAYS PLC | ADR | 15K | 2M | – |
| BARINGS BDC INC | COM | 125 | 14K | – |
| BARINGS BDC INC | COM | 43 | 5K | MORGAN STANLEY SMITH BARNEY LLC |
| BARNES GROUP INC | COM | 985 | 19K | – |
| BARNES GROUP INC | COM | 86 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| BARRETT BUSINESS SERVICES INC | COM | 255 | 4K | – |
| BARRICK GOLD CORPORATION | COM | 26K | 1M | – |
| BAUSCH HEALTH COS INC | COM | 3K | 135K | – |
| BAXTER INTL INC | COM | 44K | 544K | – |
| BAXTER INTL INC | COM | 166 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| BCE INC | COM NEW | 15K | 348K | – |
| BEACON ROOFING SUPPLY INC | COM | 389 | 10K | – |
| BEAZER HOMES USA INC | COM NEW | 832 | 55K | – |
| BECTON DICKINSON & CO | COM | 61K | 242K | – |
| BECTON DICKINSON & CO | COM | 216 | 864 | MORGAN STANLEY SMITH BARNEY LLC |
| BED BATH & BEYOND INC | COM | 2K | 129K | – |
| BED BATH & BEYOND INC | COM | 16 | 926 | MORGAN STANLEY SMITH BARNEY LLC |
| BEIGENE LTD | SPONSORED ADR | 7K | 25K | – |
| BELDEN INC | COM | 709 | 17K | – |
| BENCHMARK ELECTRS INC | COM | 428 | 16K | – |
| BENEFITFOCUS INC | COM | 922 | 64K | – |
| BERKSHIRE HATHAWAY INC DEL | CL A | 11K | 31 | – |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 235K | 1M | – |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 1K | 5K | MORGAN STANLEY SMITH BARNEY LLC |
| BERKSHIRE HILLS BANCORP INC | COM | 3K | 183K | – |
| BERRY GLOBAL GROUP INC | COM | 3K | 60K | – |
| BEST BUY INC | COM | 28K | 280K | – |
| BEST BUY INC | COM | 66 | 657 | MORGAN STANLEY SMITH BARNEY LLC |
| BEST INC | SPONSORED ADS | 926 | 454K | – |
| BEYOND MEAT INC | COM | 2K | 15K | – |
| BGC PARTNERS INC | CL A | 600 | 150K | – |
| BGC PARTNERS INC | CL A | 42 | 11K | MORGAN STANLEY SMITH BARNEY LLC |
| BHP GROUP LTD | SPONSORED ADS | 64K | 983K | – |
| BHP GROUP PLC | SPONSORED ADR | 1K | 21K | – |
| BIG LOTS INC | COM | 2K | 55K | – |
| BILIBILI INC | SPONS ADS REP Z | 7K | 87K | – |
| BILL COM HOLDINGS INC | COM | 1K | 8K | – |
| BIO RAD LABS INC | CL A | 23K | 39K | – |
| BIO RAD LABS INC | CL A | 72 | 123 | MORGAN STANLEY SMITH BARNEY LLC |
| BIO TECHNE CORP | COM | 8K | 26K | – |
| BIOCRYST PHARMACEUTICALS | COM | 317 | 43K | – |
| BIODELIVERY SCIENCES INTL INC | COM | 36 | 8K | – |
| BIODELIVERY SCIENCES INTL INC | COM | 52 | 12K | MORGAN STANLEY SMITH BARNEY LLC |
| BIOGEN INC | COM | 36K | 145K | – |
| BIOGEN INC | COM | 154 | 630 | MORGAN STANLEY SMITH BARNEY LLC |
| BIOHAVEN PHARMACTL HLDG CO LTD | COM | 266 | 3K | – |
| BIOMARIN PHARMACEUTICAL INC | COM | 3K | 39K | – |
| BIOMARIN PHARMACEUTICAL INC | COM | 86 | 981 | MORGAN STANLEY SMITH BARNEY LLC |
| BIOTELEMETRY INC | COM | 2K | 26K | – |
| BIOTELEMETRY INC | COM | 45 | 621 | MORGAN STANLEY SMITH BARNEY LLC |
| BJS RESTAURANTS INC | COM | 458 | 12K | – |
| BJS WHSL CLUB HLDGS INC | COM | 3K | 93K | – |
| BLACK HILLS CORP | COM | 2K | 26K | – |
| BLACK KNIGHT INC | COM | 10K | 116K | – |
| BLACK KNIGHT INC | COM | 46 | 522 | MORGAN STANLEY SMITH BARNEY LLC |
| BLACKBAUD INC | COM | 849 | 15K | – |
| BLACKBERRY LTD | COM | 2K | 375K | – |
| BLACKLINE INC | COM | 815 | 6K | – |
| BLACKROCK INC | COM | 82K | 114K | – |
| BLACKROCK INC | COM | 312 | 433 | MORGAN STANLEY SMITH BARNEY LLC |
| BLACKSTONE GROUP INC CL A | COM CL A | 218 | 3K | – |
| BLACKSTONE MTG TR INC | COM CL A | 934 | 34K | – |
| BLACKSTONE MTG TR INC | COM CL A | 23 | 826 | MORGAN STANLEY SMITH BARNEY LLC |
| BLOCK H & R INC | COM | 2K | 106K | – |
| BLOCK H & R INC | COM | 18 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| BLOOM ENERGY CORP CL A | COM CL A | 439 | 15K | – |
| BLOOMIN BRANDS INC | COM | 1K | 76K | – |
| BLUCORA INC | COM | 195 | 12K | – |
| BLUEBIRD BIO INC | COM | 1K | 34K | – |
| BLUEBIRD BIO INC | COM | 14 | 333 | MORGAN STANLEY SMITH BARNEY LLC |
| BLUEPRINT MEDICINES CORP | COM | 1K | 10K | – |
| BLUEPRINT MEDICINES CORP | COM | 24 | 215 | MORGAN STANLEY SMITH BARNEY LLC |
| BMC STK HLDGS INC | COM | 938 | 17K | – |
| BOEING CO | COM | 61K | 283K | – |
| BOINGO WIRELESS INC | COM | 222 | 17K | – |
| BOISE CASCADE CO DEL | COM | 669 | 14K | – |
| BOK FINL CORP | COM NEW | 2K | 31K | – |
| BONANZA CREEK ENERGY INC | COM NEW | 600 | 31K | – |
| BOOKING HLDGS INC | COM | 49K | 22K | – |
| BOOKING HLDGS INC | COM | 252 | 113 | MORGAN STANLEY SMITH BARNEY LLC |
| BOOT BARN HLDGS INC | COM | 853 | 20K | – |
| BOOZ ALLEN HAMILTON HLDG CORP | CL A | 10K | 114K | – |
| BOOZ ALLEN HAMILTON HLDG CORP | CL A | 47 | 544 | MORGAN STANLEY SMITH BARNEY LLC |
| BORGWARNER INC | COM | 10K | 256K | – |
| BOSTON BEER INC | CL A | 16K | 16K | – |
| BOSTON BEER INC | CL A | 44 | 44 | MORGAN STANLEY SMITH BARNEY LLC |
| BOSTON OMAHA CORP | COM | 327 | 12K | – |
| BOSTON PRIVATE FINL HLDGS INC | COM | 2K | 185K | – |
| BOSTON PROPERTIES INC | COM | 6K | 63K | – |
| BOSTON PROPERTIES INC | COM | 53 | 565 | MORGAN STANLEY SMITH BARNEY LLC |
| BOSTON SCIENTIFIC CORP | COM | 23K | 644K | – |
| BOSTON SCIENTIFIC CORP | COM | 169 | 5K | MORGAN STANLEY SMITH BARNEY LLC |
| BOTTOMLINE TECH DEL INC | COM | 770 | 15K | – |
| BOX INC | CL A | 472 | 26K | – |
| BOYD GAMING CORP | COM | 3K | 70K | – |
| BP PLC | SPONSORED ADR | 16K | 783K | – |
| BRADY CORP | CL A | 460 | 9K | – |
| BRANDYWINE RLTY TR | SH BEN INT NEW | 7K | 560K | – |
| BRF SA | SPONSORED ADR | 1K | 343K | – |
| BRIDGE BANCORP INC | COM | 612 | 25K | – |
| BRIGHAM MINERALS INC CL A COM | CL A COM | 391 | 36K | – |
| BRIGHT HORIZONS FAM SOL IN DEL | COM | 3K | 19K | – |
| BRIGHT HORIZONS FAM SOL IN DEL | COM | 34 | 198 | MORGAN STANLEY SMITH BARNEY LLC |
| BRIGHTCOVE INC | COM | 292 | 16K | – |
| BRIGHTHOUSE FINL INC | COM | 4K | 121K | – |
| BRIGHTSPHERE INV GROUP INC | COM | 779 | 40K | – |
| BRIGHTVIEW HOLDINGS INC | COM | 211 | 14K | – |
| BRINKER INTL INC | COM | 5K | 89K | – |
| BRINKS CO | COM | 969 | 13K | – |
| BRISTOL MYERS SQUIBB CO | COM | 103K | 2M | – |
| BRISTOL MYERS SQUIBB CO | COM | 520 | 8K | MORGAN STANLEY SMITH BARNEY LLC |
| BRITISH AMERICAN TOB PLC | SPONSORED ADR | 33K | 874K | – |
| BRIXMOR PPTY GROUP INC | COM | 3K | 183K | – |
| BROADCOM INC | COM | 109K | 249K | – |
| BROADCOM INC | COM | 546 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| BROADRIDGE FINL SOLUTIONS INC | COM | 21K | 136K | – |
| BROADRIDGE FINL SOLUTIONS INC | COM | 73 | 479 | MORGAN STANLEY SMITH BARNEY LLC |
| BROOKDALE SR LIVING INC | COM | 329 | 74K | – |
| BROOKFIELD ASSET MGMT INC | CL A LTD VT SH | 540 | 13K | – |
| BROOKFIELD RENEWABLE CORP CL A | CL A SUB VTG | 10K | 171K | – |
| BROOKLINE BANCORP INC DEL | COM | 344 | 29K | – |
| BROOKS AUTOMATION INC | COM | 2K | 31K | – |
| BROWN & BROWN INC | COM | 5K | 112K | – |
| BROWN & BROWN INC | COM | 19 | 407 | MORGAN STANLEY SMITH BARNEY LLC |
| BROWN FORMAN CORP | CL A | 2K | 29K | – |
| BROWN FORMAN CORP | CL B | 20K | 247K | – |
| BROWN FORMAN CORP | CL B | 97 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| BRUKER CORP | COM | 1K | 26K | – |
| BRUKER CORP | COM | 101 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| BRUNSWICK CORP | COM | 1K | 16K | – |
| BRUNSWICK CORP | COM | 33 | 438 | MORGAN STANLEY SMITH BARNEY LLC |
| BRYN MAWR BK CORP | COM | 401 | 13K | – |
| BUCKLE INC | COM | 671 | 23K | – |
| BUILDERS FIRSTSOURCE INC | COM | 1K | 29K | – |
| BUNGE LIMITED | COM | 10K | 155K | – |
| BUNGE LIMITED | COM | 51 | 779 | MORGAN STANLEY SMITH BARNEY LLC |
| BURLINGTON STORES INC | COM | 7K | 28K | – |
| BURLINGTON STORES INC | COM | 26 | 98 | MORGAN STANLEY SMITH BARNEY LLC |
| BWX TECHNOLOGIES INC | COM | 3K | 54K | – |
| BYLINE BANCORP INC | COM | 614 | 40K | – |
| C H ROBINSON WORLDWIDE INC | COM NEW | 32K | 339K | – |
| C H ROBINSON WORLDWIDE INC | COM NEW | 25 | 271 | MORGAN STANLEY SMITH BARNEY LLC |
| CABLE ONE INC | COM | 12K | 5K | – |
| CABLE ONE INC | COM | 33 | 15 | MORGAN STANLEY SMITH BARNEY LLC |
| CABOT CORP | COM | 3K | 62K | – |
| CABOT OIL & GAS CORP | COM | 5K | 301K | – |
| CABOT OIL & GAS CORP | COM | 28 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| CACI INTL INC | CL A | 3K | 12K | – |
| CACTUS INC | CL A | 908 | 35K | – |
| CADENCE BANCORPORATION | CL A | 4K | 235K | – |
| CADENCE DESIGN SYSTEM INC | COM | 59K | 431K | – |
| CADENCE DESIGN SYSTEM INC | COM | 96 | 700 | MORGAN STANLEY SMITH BARNEY LLC |
| CAE INC | COM | 4K | 126K | – |
| CAESARS ENTERTAINMENT INC | COM | 4K | 52K | – |
| CAI INTERNATIONAL INC | COM | 305 | 10K | – |
| CAL MAINE FOODS INC | COM NEW | 708 | 19K | – |
| CALAVO GROWERS INC | COM | 904 | 13K | – |
| CALERES INC | COM | 611 | 39K | – |
| CALIFORNIA WTR SVC GROUP | COM | 2K | 43K | – |
| CALITHERA BIOSCIENCES INC | COM | 76 | 16K | – |
| CALIX INC | COM | 244 | 8K | – |
| CALLAWAY GOLF CO | COM | 706 | 29K | – |
| CAMBRIDGE BANCORP | COM | 216 | 3K | – |
| CAMDEN NATL CORP | COM | 557 | 16K | – |
| CAMDEN PPTY TR | SH BEN INT | 3K | 33K | – |
| CAMDEN PPTY TR | SH BEN INT | 48 | 485 | MORGAN STANLEY SMITH BARNEY LLC |
| CAMECO CORP | COM | 5K | 391K | – |
| CAMPBELL SOUP CO | COM | 10K | 217K | – |
| CAMPBELL SOUP CO | COM | 47 | 970 | MORGAN STANLEY SMITH BARNEY LLC |
| CANADIAN IMPERIAL BANK COMM TORONTO O | COM | 23K | 264K | – |
| CANADIAN NATIONAL RAILWAY CO | COM | 39K | 355K | – |
| CANADIAN NATURAL RESOURCES LTD | COM | 9K | 354K | – |
| CANADIAN PACIFIC RAILWAY LTD | COM | 33K | 95K | – |
| CANNAE HLDGS INC | COM | 673 | 15K | – |
| CANON INC | SPONSORED ADR | 13K | 679K | – |
| CANTEL MEDICAL CORP | COM | 671 | 9K | – |
| CAPITAL ONE FINL CORP | COM | 26K | 263K | – |
| CAPITAL ONE FINL CORP | COM | 120 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| CAPITOL FED FINL INC | COM | 1K | 90K | – |
| CAPITOL FED FINL INC | COM | 43 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| CAPRI HOLDINGS LIMITED | SHS | 7K | 161K | – |
| CAPSTEAD MTG CORP | COM NO PAR | 193 | 33K | – |
| CARA THERAPEUTICS INC | COM | 120 | 8K | – |
| CARA THERAPEUTICS INC | COM | 31 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| CARDINAL HEALTH INC | COM | 8K | 147K | – |
| CARDINAL HEALTH INC | COM | 96 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| CARDIOVASCULAR SYS INC DEL | COM | 334 | 8K | – |
| CARDLYTICS INC | COM | 455 | 3K | – |
| CAREDX INC | COM | 558 | 8K | – |
| CARETRUST REIT INC | COM | 701 | 32K | – |
| CARGURUS INC | COM CL A | 441 | 14K | – |
| CARLISLE COS INC | COM | 3K | 16K | – |
| CARLISLE COS INC | COM | 46 | 294 | MORGAN STANLEY SMITH BARNEY LLC |
| CARMAX INC | COM | 10K | 104K | – |
| CARMAX INC | COM | 30 | 319 | MORGAN STANLEY SMITH BARNEY LLC |
| CARNIVAL CORP | UNIT 99/99/9999 | 8K | 369K | – |
| CARNIVAL CORP | UNIT 99/99/9999 | 39 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| CARNIVAL PLC | ADR | 7K | 357K | – |
| CARPENTER TECHNOLOGY CORP | COM | 1K | 39K | – |
| CARRIER GLOBAL CORPORATION COM | COM | 15K | 396K | – |
| CARRIER GLOBAL CORPORATION COM | COM | 111 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| CARS COM INC | COM | 145 | 13K | – |
| CARS COM INC | COM | 13 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| CARTERS INC | COM | 721 | 8K | – |
| CARVANA CO | CL A | 3K | 11K | – |
| CARVANA CO | CL A | 73 | 303 | MORGAN STANLEY SMITH BARNEY LLC |
| CASELLA WASTE SYS INC | CL A | 607 | 10K | – |
| CASEYS GEN STORES INC | COM | 5K | 27K | – |
| CASS INFORMATION SYS INC | COM | 213 | 5K | – |
| CATALENT INC | COM | 6K | 61K | – |
| CATALENT INC | COM | 147 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| CATALYST PHARMACEUTICALS INC | COM | 47 | 14K | – |
| CATCHMARK TIMBER TR INC | CL A | 354 | 38K | – |
| CATERPILLAR INC DEL | COM | 62K | 338K | – |
| CATERPILLAR INC DEL | COM | 300 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| CATHAY GEN BANCORP | COM | 3K | 79K | – |
| CAVCO INDS INC DEL | COM | 282 | 2K | – |
| CBIZ INC | COM | 2K | 67K | – |
| CBL & ASSOC PPTYS INC | COM | 2 | 48K | – |
| CBOE GLOBAL MARKETS INC | COM | 6K | 61K | – |
| CBOE GLOBAL MARKETS INC | COM | 20 | 218 | MORGAN STANLEY SMITH BARNEY LLC |
| CBRE GROUP INC | CL A | 37K | 594K | – |
| CBRE GROUP INC | CL A | 60 | 958 | MORGAN STANLEY SMITH BARNEY LLC |
| CDK GLOBAL INC | COM | 4K | 74K | – |
| CDK GLOBAL INC | COM | 22 | 423 | MORGAN STANLEY SMITH BARNEY LLC |
| CDW CORP | COM | 12K | 94K | – |
| CDW CORP | COM | 59 | 448 | MORGAN STANLEY SMITH BARNEY LLC |
| CELANESE CORP DEL | COM | 13K | 101K | – |
| CELANESE CORP DEL | COM | 64 | 494 | MORGAN STANLEY SMITH BARNEY LLC |
| CELESTICA INC | SUB VTG SHS | 957 | 119K | – |
| CELLECTIS SA | SPON ADS | 869 | 32K | – |
| CEMEX SAB DE CV | SPON ADR NEW | 7K | 1M | – |
| CENOVUS ENERGY INC | COM | 11K | 2M | – |
| CENTENE CORP DEL | COM | 18K | 302K | – |
| CENTENNIAL RESOURCE DEV INC | CL A | 38 | 25K | – |
| CENTERPOINT ENERGY INC | COM | 6K | 277K | – |
| CENTERPOINT ENERGY INC | COM | 39 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| CENTERSPACE COM | COM | 475 | 7K | – |
| CENTRAIS ELETRICAS BRASILEIRAS | SPONSORED ADR | 322 | 46K | – |
| CENTRAL GARDEN & PET CO | COM | 464 | 12K | – |
| CENTRAL PAC FINL CORP | COM NEW | 1K | 64K | – |
| CENTURY ALUM CO | COM | 651 | 59K | – |
| CENTURY CMNTYS INC | COM | 2K | 48K | – |
| CERENCE INC | COM | 11K | 112K | – |
| CERENCE INC | COM | 15 | 151 | MORGAN STANLEY SMITH BARNEY LLC |
| CERIDIAN HCM HLDG INC | COM | 1K | 13K | – |
| CERIDIAN HCM HLDG INC | COM | 44 | 414 | MORGAN STANLEY SMITH BARNEY LLC |
| CERNER CORP | COM | 56K | 709K | – |
| CERNER CORP | COM | 101 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| CERUS CORP | COM | 295 | 43K | – |
| CEVA INC | COM | 853 | 19K | – |
| CF INDS HLDGS INC | COM | 3K | 81K | – |
| CGI INC | CL A SUB VTG | 15K | 190K | – |
| CHAMPIONX CORPORATION COM | COM | 3K | 189K | – |
| CHARLES RIV LABS INTL INC | COM | 6K | 23K | – |
| CHARLES RIV LABS INTL INC | COM | 80 | 319 | MORGAN STANLEY SMITH BARNEY LLC |
| CHART INDS INC | COM PAR $0.01 | 3K | 27K | – |
| CHARTER COMMUNICATIONS INC NEW | CL A | 83K | 125K | – |
| CHARTER COMMUNICATIONS INC NEW | CL A | 277 | 419 | MORGAN STANLEY SMITH BARNEY LLC |
| CHASE CORP | COM | 285 | 3K | – |
| CHATHAM LODGING TR | COM | 547 | 51K | – |
| CHECK POINT SOFTWARE TECH LTD | ORD | 29K | 216K | – |
| CHEESECAKE FACTORY INC | COM | 1K | 40K | – |
| CHEETAH MOBILE INC | ADR | 19 | 10K | – |
| CHEFS WHSE INC | COM | 289 | 11K | – |
| CHEGG INC | COM | 2K | 17K | – |
| CHEGG INC | COM | 55 | 610 | MORGAN STANLEY SMITH BARNEY LLC |
| CHEMED CORP NEW | COM | 12K | 22K | – |
| CHEMED CORP NEW | COM | 63 | 118 | MORGAN STANLEY SMITH BARNEY LLC |
| CHEMOCENTRYX INC | COM | 1K | 17K | – |
| CHEMOURS CO | COM | 3K | 113K | – |
| CHEMOURS CO | COM | 25 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| CHENIERE ENERGY INC | COM NEW | 11K | 185K | – |
| CHENIERE ENERGY INC | COM NEW | 36 | 598 | MORGAN STANLEY SMITH BARNEY LLC |
| CHESAPEAKE UTILS CORP | COM | 885 | 8K | – |
| CHEVRON CORP NEW | COM | 58K | 685K | – |
| CHEVRON CORP NEW | COM | 460 | 5K | MORGAN STANLEY SMITH BARNEY LLC |
| CHILDRENS PL INC | COM | 563 | 11K | – |
| CHINA EASTERN AIRLINES LTD | SPON ADR CL H | 1K | 57K | – |
| CHINA LIFE INS CO LTD | SPON ADR REP H | 6K | 551K | – |
| CHINA MOBILE LIMITED | SPONSORED ADR | 15K | 513K | – |
| CHINA PETROLEUM & CHEM CORP | SPON ADR H SHS | 8K | 173K | – |
| CHINA SOUTHERN AIRLINES LTD | SPON ADR CL H | 2K | 61K | – |
| CHINA TELECOM CORP LTD | SPON ADR H SHS | 9K | 316K | – |
| CHINA UNICOM (HONG KONG) LTD | SPONSORED ADR | 5K | 871K | – |
| CHINA YUCHAI INTL LTD | COM | 2K | 117K | – |
| CHIPMOS TECHNOLOGIES INC | SPONSORD ADS NEW | 701 | 29K | – |
| CHIPOTLE MEXICAN GRILL INC | COM | 21K | 15K | – |
| CHIPOTLE MEXICAN GRILL INC | COM | 80 | 58 | MORGAN STANLEY SMITH BARNEY LLC |
| CHOICE HOTELS INTL INC | COM | 1K | 13K | – |
| CHOICE HOTELS INTL INC | COM | 33 | 310 | MORGAN STANLEY SMITH BARNEY LLC |
| CHUBB LIMITED | COM | 39K | 255K | – |
| CHUBB LIMITED | COM | 207 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| CHUNGHWA TELECOM CO LTD | SPON ADR NEW11 | 80K | 2M | – |
| CHURCH & DWIGHT INC | COM | 29K | 335K | – |
| CHURCHILL DOWNS INC | COM | 1K | 7K | – |
| CIA ENERGETICA DE MINAS GERAIS SP ADR N-V PFD | SP ADR N-V PFD | 10K | 3M | – |
| CIENA CORP | COM NEW | 18K | 339K | – |
| CIENA CORP | COM NEW | 24 | 452 | MORGAN STANLEY SMITH BARNEY LLC |
| CIGNA CORP NEW | COM | 50K | 240K | – |
| CIGNA CORP NEW | COM | 845 | 4K | MORGAN STANLEY SMITH BARNEY LLC |
| CIMAREX ENERGY CO | COM | 8K | 202K | – |
| CIMAREX ENERGY CO | COM | 15 | 394 | MORGAN STANLEY SMITH BARNEY LLC |
| CINCINNATI BELL INC NEW | COM NEW | 694 | 45K | – |
| CINCINNATI FINL CORP | COM | 4K | 47K | – |
| CINCINNATI FINL CORP | COM | 52 | 593 | MORGAN STANLEY SMITH BARNEY LLC |
| CINEMARK HOLDINGS INC | COM | 2K | 123K | – |
| CINEMARK HOLDINGS INC | COM | 20 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| CINTAS CORP | COM | 18K | 52K | – |
| CINTAS CORP | COM | 99 | 281 | MORGAN STANLEY SMITH BARNEY LLC |
| CIRCOR INTL INC | COM | 519 | 13K | – |
| CIRRUS LOGIC INC | COM | 3K | 40K | – |
| CISCO SYS INC | COM | 158K | 4M | – |
| CISCO SYS INC | COM | 571 | 13K | MORGAN STANLEY SMITH BARNEY LLC |
| CIT GROUP INC | COM NEW | 5K | 152K | – |
| CITIGROUP INC | COM NEW | 63K | 1M | – |
| CITIGROUP INC | COM NEW | 376 | 6K | MORGAN STANLEY SMITH BARNEY LLC |
| CITIZENS FINL GROUP INC | COM | 22K | 623K | – |
| CITIZENS FINL GROUP INC | COM | 61 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| CITRIX SYS INC | COM | 56K | 427K | – |
| CITRIX SYS INC | COM | 54 | 417 | MORGAN STANLEY SMITH BARNEY LLC |
| CITY HLDG CO | COM | 960 | 14K | – |
| CITY OFFICE REIT INC | COM | 160 | 16K | – |
| CLEAN ENERGY FUELS CORP | COM | 316 | 40K | – |
| CLEAN HARBORS INC | COM | 964 | 13K | – |
| CLEAR CHANNEL OUTDOOR HOLDINGS IN | COM | 25 | 15K | – |
| CLEARSIDE BIOMEDICAL INC | COM | 52 | 19K | – |
| CLEARWATER PAPER CORP | COM | 368 | 10K | – |
| CLEARWAY ENERGY INC | CL C | 2K | 50K | – |
| CLEARWAY ENERGY INC | CL A | 440 | 15K | – |
| CLEVELAND CLIFFS INC | COM | 960 | 66K | – |
| CLEVELAND CLIFFS INC | COM | 17 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| CLOROX CO DEL | COM | 52K | 260K | – |
| CLOROX CO DEL | COM | 81 | 399 | MORGAN STANLEY SMITH BARNEY LLC |
| CLOUDERA INC | COM | 584 | 42K | – |
| CLOVIS ONCOLOGY INC | COM | 91 | 19K | – |
| CMC MATERIALS INC | COM | 2K | 12K | – |
| CME GROUP INC | COM | 43K | 237K | – |
| CME GROUP INC | COM | 192 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| CMS ENERGY CORP | COM | 11K | 176K | – |
| CMS ENERGY CORP | COM | 73 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| CNA FINL CORP | COM | 4K | 103K | – |
| CNH INDUSTRIAL NV | SHS | 6K | 492K | – |
| CNO FINL GROUP INC | COM | 10K | 466K | – |
| CNX RESOURCES CORPORATION | COM | 4K | 416K | – |
| COCA COLA BOTTLING CO CONS | COM | 1K | 5K | – |
| COCA COLA CO | COM | 121K | 2M | – |
| COCA COLA CO | COM | 709 | 13K | MORGAN STANLEY SMITH BARNEY LLC |
| COCA-COLA EUROPEAN PARTNERS P | SHS | 15K | 305K | – |
| COCA-COLA FEMSA SAB DE CV | SPONSORD ADR REP | 4K | 90K | – |
| CODEXIS INC | COM | 328 | 15K | – |
| COEUR MNG INC | COM NEW | 2K | 155K | – |
| COGENT COMMUNICATIONS HLDGS IN | COM NEW | 1K | 23K | – |
| COGNEX CORP | COM | 5K | 67K | – |
| COGNEX CORP | COM | 34 | 422 | MORGAN STANLEY SMITH BARNEY LLC |
| COGNIZANT TECHNOLOGY SOLUTIONS | CL A | 30K | 368K | – |
| COGNIZANT TECHNOLOGY SOLUTIONS | CL A | 128 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| COHEN & STEERS INC | COM | 917 | 12K | – |
| COHERENT INC | COM | 879 | 6K | – |
| COHU INC | COM | 378 | 10K | – |
| COLFAX CORP | COM | 2K | 62K | – |
| COLGATE PALMOLIVE CO | COM | 84K | 986K | – |
| COLGATE PALMOLIVE CO | COM | 216 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| COLLECTORS UNIVERSE INC | COM NEW | 335 | 4K | – |
| COLLIERS INTL GROUP INC | SUB VTG SHS | 1K | 13K | – |
| COLONY CAP INC NEW | CL A COM | 3K | 643K | – |
| COLONY CR REAL ESTATE INC | COM CL A | 745 | 99K | – |
| COLUMBIA BKG SYS INC | COM | 525 | 15K | – |
| COLUMBIA FINL INC | COM | 1K | 64K | – |
| COLUMBIA PPTY TR INC | COM NEW | 1K | 98K | – |
| COLUMBIA SPORTSWEAR CO | COM | 1K | 13K | – |
| COLUMBUS MCKINNON CORP N Y | COM | 279 | 7K | – |
| COMCAST CORP NEW | CL A | 192K | 4M | – |
| COMCAST CORP NEW | CL A | 699 | 13K | MORGAN STANLEY SMITH BARNEY LLC |
| COMERICA INC | COM | 18K | 316K | – |
| COMERICA INC | COM | 37 | 668 | MORGAN STANLEY SMITH BARNEY LLC |
| COMFORT SYS USA INC | COM | 917 | 17K | – |
| COMMERCE BANCSHARES INC | COM | 16K | 247K | – |
| COMMERCIAL METALS CO | COM | 3K | 122K | – |
| COMMSCOPE HLDG CO INC | COM | 930 | 69K | – |
| COMMUNITY BK SYS INC | COM | 889 | 14K | – |
| COMMUNITY HEALTH SYS INC NEW | COM | 174 | 23K | – |
| COMMUNITY HEALTHCARE TR INC | COM | 1K | 26K | – |
| COMMUNITY TR BANCORP INC | COM | 289 | 8K | – |
| COMMUNITY TR BANCORP INC | COM | 45 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| COMMVAULT SYSTEMS INC | COM | 3K | 55K | – |
| COMPANHIA BRASILEIRA DE DISTRB | SPONSORED ADR | 2K | 172K | – |
| COMPANHIA DE SANEAMENTO BASICO | SPONSORED ADR | 5K | 544K | – |
| COMPANHIA PARANAENSE ENERGY CORP | SPON ADR PFD | 15K | 1M | – |
| COMPANHIA SIDERURGICA NACIONAL | SPONSORED ADR | 6K | 1M | – |
| COMPANIA CERVECERIAS UNIDAS SA | SPONSORED ADR | 3K | 172K | – |
| COMPANIA DE MINAS BUENAVENTURA | SPONSORED ADR | 442 | 36K | – |
| COMPASS MINERALS INTL INC | COM | 2K | 33K | – |
| COMSTOCK RES INC | COM | 69 | 16K | – |
| CONAGRA BRANDS INC | COM | 13K | 354K | – |
| CONAGRA BRANDS INC | COM | 55 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| CONCENTRIX CORP | COM | 5K | 52K | – |
| CONCHO RES INC | COM | 4K | 69K | – |
| CONCHO RES INC | COM | 37 | 641 | MORGAN STANLEY SMITH BARNEY LLC |
| CONDUENT INC | COM | 2K | 362K | – |
| CONMED CORP | COM | 838 | 7K | – |
| CONNECTONE BANCORP INC NEW | COM | 353 | 18K | – |
| CONOCOPHILLIPS | COM | 12K | 291K | – |
| CONOCOPHILLIPS | COM | 122 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| CONSOLIDATED COMM HLDGS INC | COM | 130 | 27K | – |
| CONSOLIDATED EDISON INC | COM | 21K | 293K | – |
| CONSOLIDATED EDISON INC | COM | 84 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| CONSTELLATION BRANDS INC | CL A | 17K | 79K | – |
| CONSTELLATION BRANDS INC | CL A | 135 | 615 | MORGAN STANLEY SMITH BARNEY LLC |
| CONTINENTAL RESOURCES INC | COM | 6K | 348K | – |
| COOPER COS INC | COM NEW | 11K | 29K | – |
| COOPER TIRE & RUBR CO | COM | 2K | 47K | – |
| COPA HOLDINGS SA | CL A | 477 | 6K | – |
| COPART INC | COM | 14K | 107K | – |
| COPART INC | COM | 54 | 421 | MORGAN STANLEY SMITH BARNEY LLC |
| CORCEPT THERAPEUTICS INC | COM | 752 | 29K | – |
| CORE LABORATORIES N V | COM | 8K | 316K | – |
| CORE MARK HOLDING CO INC | COM | 376 | 13K | – |
| CORECIVIC INC | COM | 809 | 124K | – |
| CORELOGIC INC | COM | 2K | 25K | – |
| COREPOINT LODGING INC | COM | 88 | 13K | – |
| CORESITE RLTY CORP | COM | 3K | 23K | – |
| CORNERSTONE BLDG BRANDS INC COM | COM | 217 | 23K | – |
| CORNERSTONE ONDEMAND INC | COM | 486 | 11K | – |
| CORNING INC | COM | 18K | 499K | – |
| CORNING INC | COM | 89 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| CORPORATE OFFICE PPTYS TR | SH BEN INT | 605 | 23K | – |
| CORTEVA INC | COM | 15K | 394K | – |
| CORTEVA INC | COM | 60 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| CORVEL CORP | COM | 233 | 2K | – |
| COSTAMARE INC | SHS | 656 | 79K | – |
| COSTAR GROUP INC | COM | 15K | 16K | – |
| COSTAR GROUP INC | COM | 109 | 118 | MORGAN STANLEY SMITH BARNEY LLC |
| COSTCO WHSL CORP NEW | COM | 159K | 421K | – |
| COSTCO WHSL CORP NEW | COM | 508 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| COTY INC | COM CL A | 2K | 216K | – |
| COUPA SOFTWARE INC | COM | 6K | 19K | – |
| COUPA SOFTWARE INC | COM | 66 | 194 | MORGAN STANLEY SMITH BARNEY LLC |
| COUSINS PROPERTIES INC NEW | COM NEW | 3K | 80K | – |
| COVANTA HLDG CORP | COM | 2K | 135K | – |
| COVETRUS INC COM | COM | 2K | 75K | – |
| COVETRUS INC COM | COM | 11 | 383 | MORGAN STANLEY SMITH BARNEY LLC |
| COWEN INC | CL A NEW | 967 | 37K | – |
| CRACKER BARREL OLD CTRY STORE | COM | 4K | 33K | – |
| CRANE CO | COM | 2K | 28K | – |
| CRANE CO | COM | 142 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| CREDICORP LTD | COM | 16K | 96K | – |
| CREDIT ACCEP CORP MICH | COM | 1K | 4K | – |
| CREDIT SUISSE GROUP | SPONSORED ADR | 19K | 1M | – |
| CREE INC | COM | 3K | 25K | – |
| CRESCENT POINT ENERGY CORP | COM | 179 | 77K | – |
| CRH PLC | ADR | 17K | 394K | – |
| CRISPR THERAPEUTICS AG | NAMEN AKT | 435 | 3K | – |
| CRITEO SA | SPONS ADS | 977 | 48K | – |
| CROCS INC | COM | 1K | 24K | – |
| CROWDSTRIKE HOLDINGS INC CL A | CL A | 11K | 53K | – |
| CROWDSTRIKE HOLDINGS INC CL A | CL A | 95 | 448 | MORGAN STANLEY SMITH BARNEY LLC |
| CROWN CASTLE INTL CORP NEW | COM | 38K | 236K | – |
| CROWN CASTLE INTL CORP NEW | COM | 216 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| CROWN HOLDINGS INC | COM | 7K | 67K | – |
| CRYOPORT INC | COM PAR $0.001 | 286 | 7K | – |
| CSG SYS INTL INC | COM | 785 | 17K | – |
| CSW INDUSTRIALS INC | COM | 1K | 10K | – |
| CSX CORP | COM | 53K | 585K | – |
| CSX CORP | COM | 208 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| CTS CORP | COM | 429 | 12K | – |
| CUBESMART | COM | 4K | 124K | – |
| CUBESMART | COM | 37 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| CUBIC CORP | COM | 347 | 6K | – |
| CUBIC CORP | COM | 59 | 945 | MORGAN STANLEY SMITH BARNEY LLC |
| CULLEN FROST BANKERS INC | COM | 3K | 30K | – |
| CUMMINS INC | COM | 62K | 272K | – |
| CUMMINS INC | COM | 107 | 471 | MORGAN STANLEY SMITH BARNEY LLC |
| CURTISS WRIGHT CORP | COM | 3K | 23K | – |
| CUSHMAN WAKEFIELD PLC | SHS | 801 | 54K | – |
| CUSTOMERS BANCORP INC | COM | 2K | 83K | – |
| CVB FINL CORP | COM | 790 | 41K | – |
| CVR ENERGY INC | COM | 284 | 19K | – |
| CVS HEALTH CORP | COM | 74K | 1M | – |
| CVS HEALTH CORP | COM | 316 | 5K | MORGAN STANLEY SMITH BARNEY LLC |
| CYBERARK SOFTWARE LTD | SHS | 5K | 32K | – |
| CYMABAY THERAPEUTICS INC | COM | 92 | 16K | – |
| CYMABAY THERAPEUTICS INC | COM | 18 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| CYRUSONE INC | COM | 6K | 79K | – |
| CYRUSONE INC | COM | 35 | 481 | MORGAN STANLEY SMITH BARNEY LLC |
| CYTOKINETICS INC | COM NEW | 562 | 27K | – |
| CYTOMX THERAPEUTICS INC | COM | 110 | 17K | – |
| D R HORTON INC | COM | 19K | 273K | – |
| D R HORTON INC | COM | 49 | 716 | MORGAN STANLEY SMITH BARNEY LLC |
| DANA INCORPORATED | COM | 2K | 127K | – |
| DANAHER CORP DEL | COM | 159K | 714K | – |
| DANAHER CORP DEL | COM | 516 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| DAQO NEW ENERGY CORP | SPNSRD ADS NEW | 2K | 40K | – |
| DARDEN RESTAURANTS INC | COM | 12K | 97K | – |
| DARDEN RESTAURANTS INC | COM | 25 | 213 | MORGAN STANLEY SMITH BARNEY LLC |
| DARLING INGREDIENTS INC | COM | 23K | 403K | – |
| DARLING INGREDIENTS INC | COM | 50 | 872 | MORGAN STANLEY SMITH BARNEY LLC |
| DATADOG INC CL A COM | CL A COM | 3K | 31K | – |
| DATADOG INC CL A COM | CL A COM | 58 | 586 | MORGAN STANLEY SMITH BARNEY LLC |
| DAVE & BUSTERS ENTMT INC | COM | 921 | 31K | – |
| DAVITA INC | COM | 9K | 76K | – |
| DAVITA INC | COM | 64 | 547 | MORGAN STANLEY SMITH BARNEY LLC |
| DECKERS OUTDOOR CORP | COM | 7K | 23K | – |
| DEERE & CO | COM | 55K | 205K | – |
| DEERE & CO | COM | 253 | 942 | MORGAN STANLEY SMITH BARNEY LLC |
| DELEK US HLDGS INC NEW | COM | 552 | 34K | – |
| DELL TECHNOLOGIES INC | CL C | 16K | 213K | – |
| DELL TECHNOLOGIES INC | CL C | 61 | 827 | MORGAN STANLEY SMITH BARNEY LLC |
| DELTA AIR LINES INC DEL | COM NEW | 11K | 271K | – |
| DELTA AIR LINES INC DEL | COM NEW | 100 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| DELUXE CORP | COM | 354 | 12K | – |
| DENALI THERAPEUTICS INC | COM | 2K | 19K | – |
| DENNYS CORP | COM | 607 | 41K | – |
| DENTSPLY SIRONA INC | COM | 6K | 108K | – |
| DENTSPLY SIRONA INC | COM | 48 | 915 | MORGAN STANLEY SMITH BARNEY LLC |
| DESIGNER BRANDS INC | CL A | 662 | 87K | – |
| DEUTSCHE BANK AG | NAMEN AKT | 9K | 833K | – |
| DEVON ENERGY CORP NEW | COM | 11K | 666K | – |
| DEVON ENERGY CORP NEW | COM | 15 | 968 | MORGAN STANLEY SMITH BARNEY LLC |
| DEXCOM INC | COM | 18K | 48K | – |
| DEXCOM INC | COM | 91 | 245 | MORGAN STANLEY SMITH BARNEY LLC |
| DIAGEO PLC | SPON ADR NEW | 43K | 274K | – |
| DIAMOND HILL INVESTMENT GROUP | COM NEW | 2K | 15K | – |
| DIAMOND HILL INVESTMENT GROUP | COM NEW | 59 | 397 | MORGAN STANLEY SMITH BARNEY LLC |
| DIAMONDBACK ENERGY INC | COM | 10K | 206K | – |
| DIAMONDBACK ENERGY INC | COM | 15 | 320 | MORGAN STANLEY SMITH BARNEY LLC |
| DIAMONDROCK HOSPITALITY CO | COM | 1K | 148K | – |
| DICERNA PHARMACEUTICALS INC | COM | 287 | 13K | – |
| DICKS SPORTING GOODS INC | COM | 3K | 45K | – |
| DIEBOLD NXDF INC | COM | 489 | 46K | – |
| DIGITAL RLTY TR INC | COM | 23K | 166K | – |
| DIGITAL RLTY TR INC | COM | 111 | 798 | MORGAN STANLEY SMITH BARNEY LLC |
| DIGITAL TURBINE INC NEW | COM NEW | 937 | 17K | – |
| DILLARDS INC | CL A | 560 | 9K | – |
| DIME CMNTY BANCSHARES | COM | 244 | 15K | – |
| DINE BRANDS GLOBAL INC | COM | 760 | 13K | – |
| DIODES INC | COM | 2K | 25K | – |
| DISCOVER FINL SVCS | COM | 20K | 215K | – |
| DISCOVER FINL SVCS | COM | 83 | 915 | MORGAN STANLEY SMITH BARNEY LLC |
| DISCOVERY INC | COM SER A | 446 | 15K | – |
| DISCOVERY INC | COM SER C | 3K | 110K | – |
| DISCOVERY INC | COM SER C | 13 | 478 | MORGAN STANLEY SMITH BARNEY LLC |
| DISH NETWORK CORP | CL A | 2K | 77K | – |
| DISH NETWORK CORP | CL A | 33 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| DISNEY WALT CO | COM | 241K | 1M | – |
| DISNEY WALT CO | COM | 938 | 5K | MORGAN STANLEY SMITH BARNEY LLC |
| DIVERSIFIED HEALTHCARE TR COM | COM SH BEN INT | 1K | 276K | – |
| DIVERSIFIED HEALTHCARE TR COM | COM SH BEN INT | 11 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| DMC GLOBAL INC | COM | 358 | 8K | – |
| DOCUSIGN INC | COM | 18K | 80K | – |
| DOCUSIGN INC | COM | 149 | 670 | MORGAN STANLEY SMITH BARNEY LLC |
| DOLBY LABORATORIES INC | COM CL A | 10K | 104K | – |
| DOLLAR GEN CORP NEW | COM | 67K | 320K | – |
| DOLLAR GEN CORP NEW | COM | 165 | 786 | MORGAN STANLEY SMITH BARNEY LLC |
| DOLLAR TREE INC | COM | 11K | 99K | – |
| DOLLAR TREE INC | COM | 90 | 830 | MORGAN STANLEY SMITH BARNEY LLC |
| DOMINION ENERGY INC | COM | 31K | 412K | – |
| DOMINION ENERGY INC | COM | 174 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| DOMINOS PIZZA INC | COM | 13K | 34K | – |
| DOMINOS PIZZA INC | COM | 42 | 109 | MORGAN STANLEY SMITH BARNEY LLC |
| DOMTAR CORP | COM NEW | 699 | 22K | – |
| DONALDSON INC | COM | 4K | 77K | – |
| DONALDSON INC | COM | 31 | 553 | MORGAN STANLEY SMITH BARNEY LLC |
| DONNELLEY FINL SOLUTIONS INC | COM | 171 | 10K | – |
| DONNELLEY R R & SONS CO | COM | 80 | 35K | – |
| DONNELLEY R R & SONS CO | COM | 29 | 13K | MORGAN STANLEY SMITH BARNEY LLC |
| DORMAN PRODUCTS INC | COM | 919 | 11K | – |
| DOUGLAS EMMETT INC | COM | 6K | 205K | – |
| DOVER CORP | COM | 14K | 113K | – |
| DOVER CORP | COM | 85 | 670 | MORGAN STANLEY SMITH BARNEY LLC |
| DOW INC | COM | 19K | 347K | – |
| DOW INC | COM | 109 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| DR REDDYS LABORATORIES LTD | ADR | 46K | 650K | – |
| DRIL-QUIP INC | COM | 359 | 12K | – |
| DROPBOX INC | CL A | 2K | 99K | – |
| DSP GROUP INC | COM | 458 | 28K | – |
| DTE ENERGY CO | COM | 14K | 113K | – |
| DTE ENERGY CO | COM | 79 | 648 | MORGAN STANLEY SMITH BARNEY LLC |
| DUKE ENERGY CORP NEW | COM NEW | 37K | 409K | – |
| DUKE ENERGY CORP NEW | COM NEW | 244 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| DUKE RLTY LTD PARTNERSHIP | COM NEW | 10K | 246K | – |
| DUKE RLTY LTD PARTNERSHIP | COM NEW | 67 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| DUPONT DE NEMOURS INC | COM | 26K | 360K | – |
| DUPONT DE NEMOURS INC | COM | 188 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| DXC TECHNOLOGY CO | COM | 9K | 361K | – |
| DXC TECHNOLOGY CO | COM | 26 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| DYCOM INDS INC | COM | 3K | 44K | – |
| DYNATRACE INC | COM NEW | 246 | 6K | – |
| DYNAVAX TECHNOLOGIES CORP | COM NEW | 156 | 35K | – |
| DYNEX CAPITAL INC | COM | 181 | 10K | – |
| DYNEX CAPITAL INC | COM | 42 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| EAGLE BANCORP INC MD | COM | 1K | 31K | – |
| EAGLE MATERIALS INC | COM | 1K | 12K | – |
| EAGLE PHARMACEUTICALS INC | COM | 493 | 11K | – |
| EAST WEST BANCORP INC | COM | 2K | 39K | – |
| EAST WEST BANCORP INC | COM | 39 | 764 | MORGAN STANLEY SMITH BARNEY LLC |
| EASTERLY GOVT PPTYS INC | COM | 2K | 102K | – |
| EASTGROUP PPTY INC | COM | 2K | 14K | – |
| EASTMAN CHEM CO | COM | 15K | 146K | – |
| EASTMAN CHEM CO | COM | 57 | 572 | MORGAN STANLEY SMITH BARNEY LLC |
| EATON CORP PLC | SHS | 51K | 428K | – |
| EATON CORP PLC | SHS | 213 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| EATON VANCE CORP | COM NON VTG | 5K | 71K | – |
| EATON VANCE CORP | COM NON VTG | 63 | 924 | MORGAN STANLEY SMITH BARNEY LLC |
| EBAY INC | COM | 41K | 818K | – |
| EBAY INC | COM | 100 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| EBIX INC | COM NEW | 578 | 15K | – |
| ECHO GLOBAL LOGISTICS INC | COM | 581 | 22K | – |
| ECHOSTAR CORP | CL A | 567 | 27K | – |
| ECOLAB INC | COM | 58K | 270K | – |
| ECOLAB INC | COM | 193 | 890 | MORGAN STANLEY SMITH BARNEY LLC |
| ECOPETROL SA | SPONSORED ADS | 6K | 435K | – |
| EDGEWELL PERS CARE CO | COM | 344 | 10K | – |
| EDISON INTL | COM | 11K | 174K | – |
| EDISON INTL | COM | 76 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| EDITAS MEDICINE INC | COM | 1K | 17K | – |
| EDWARDS LIFESCIENCES CORP | COM | 44K | 486K | – |
| EDWARDS LIFESCIENCES CORP | COM | 194 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| EHEALTH INC | COM | 507 | 7K | – |
| EL POLLO LOCO HLDGS INC | COM | 259 | 14K | – |
| ELANCO ANIMAL HEALTH INC | COM | 4K | 124K | – |
| ELANCO ANIMAL HEALTH INC | COM | 65 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| ELASTIC NV | ORD SHS | 2K | 14K | – |
| ELBIT SYSTEMS LTD | ORD | 7K | 50K | – |
| ELDORADO GOLD CORP | COM | 649 | 49K | – |
| ELECTRONIC ARTS INC | COM | 46K | 317K | – |
| ELECTRONIC ARTS INC | COM | 120 | 837 | MORGAN STANLEY SMITH BARNEY LLC |
| ELEMENT SOLUTIONS INC | COM | 1K | 70K | – |
| EMBOTELLADORA ANDINA SA | SPON ADR B | 226 | 15K | – |
| EMBRAER SA | SPONSORED ADS | 517 | 76K | – |
| EMCOR GROUP INC | COM | 4K | 45K | – |
| EMERGENT BIOSOLUTIONS INC | COM | 2K | 25K | – |
| EMERSON ELEC CO | COM | 37K | 465K | – |
| EMERSON ELEC CO | COM | 231 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| EMPIRE ST RLTY TR INC | CL A | 6K | 620K | – |
| EMPLOYERS HOLDINGS INC | COM | 974 | 30K | – |
| ENANTA PHARMACEUTICALS INC | COM | 949 | 23K | – |
| ENANTA PHARMACEUTICALS INC | COM | 35 | 830 | MORGAN STANLEY SMITH BARNEY LLC |
| ENBRIDGE INC | COM | 13K | 421K | – |
| ENCOMPASS HEALTH CORP | COM | 4K | 47K | – |
| ENCORE CAP GROUP INC | COM | 640 | 16K | – |
| ENCORE WIRE CORP | COM | 1K | 17K | – |
| ENDAVA PLC | ADS | 357 | 5K | – |
| ENDO INTL PLC | SHS | 856 | 119K | – |
| ENEL AMERICAS SA | SPONSORED ADR | 4K | 501K | – |
| ENEL CHILE SA | SPONSORED ADR | 2K | 407K | – |
| ENERGIZER HLDGS INC NEW | COM | 2K | 38K | – |
| ENERGY RECOVERY INC | COM | 2K | 149K | – |
| ENERGY TRANSFER LP | COM UT LTD PTN | 384 | 62K | – |
| ENERPAC TOOL GROUP CORP CL A COM | CL A COM | 281 | 12K | – |
| ENERPLUS CORP | COM | 511 | 163K | – |
| ENERSYS | COM | 2K | 26K | – |
| ENI SPA | SPONSORED ADR | 11K | 530K | – |
| ENNIS INC | COM | 475 | 27K | – |
| ENOVA INTL INC | COM | 203 | 8K | – |
| ENPHASE ENERGY INC | COM | 5K | 28K | – |
| ENPHASE ENERGY INC | COM | 63 | 358 | MORGAN STANLEY SMITH BARNEY LLC |
| ENPRO INDS INC | COM | 1K | 17K | – |
| ENSIGN GROUP INC | COM | 2K | 22K | – |
| ENSTAR GROUP LIMITED | SHS | 944 | 5K | – |
| ENTEGRIS INC | COM | 4K | 43K | – |
| ENTEGRIS INC | COM | 38 | 391 | MORGAN STANLEY SMITH BARNEY LLC |
| ENTERCOM COMMUNICATIONS CORP | CL A | 65 | 26K | – |
| ENTERCOM COMMUNICATIONS CORP | CL A | 12 | 5K | MORGAN STANLEY SMITH BARNEY LLC |
| ENTERGY CORP NEW | COM | 12K | 122K | – |
| ENTERGY CORP NEW | COM | 62 | 622 | MORGAN STANLEY SMITH BARNEY LLC |
| ENTERPRISE PRODS PARTNERS L P | COM | 217 | 11K | – |
| ENVESTNET INC | COM | 494 | 6K | – |
| EOG RES INC | COM | 9K | 182K | – |
| EOG RES INC | COM | 103 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| EPAM SYS INC | COM | 8K | 23K | – |
| EPAM SYS INC | COM | 33 | 92 | MORGAN STANLEY SMITH BARNEY LLC |
| EPIZYME INC | COM | 164 | 15K | – |
| EPLUS INC | COM | 537 | 6K | – |
| EPR PPTYS | COM SH BEN INT | 4K | 128K | – |
| EQT CORP | COM | 7K | 527K | – |
| EQT CORP | COM | 9 | 686 | MORGAN STANLEY SMITH BARNEY LLC |
| EQUIFAX INC | COM | 10K | 50K | – |
| EQUIFAX INC | COM | 91 | 473 | MORGAN STANLEY SMITH BARNEY LLC |
| EQUINIX INC | COM | 45K | 64K | – |
| EQUINIX INC | COM | 191 | 268 | MORGAN STANLEY SMITH BARNEY LLC |
| EQUINOR ASA | SPONSORED ADR | 13K | 815K | – |
| EQUITABLE HOLDINGS INC | COM | 13K | 489K | – |
| EQUITABLE HOLDINGS INC | COM | 44 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| EQUITRANS MIDSTREAM CORPORATIO | COM | 4K | 445K | – |
| EQUITY COMWLTH | COM SH BEN INT | 19K | 688K | – |
| EQUITY LIFESTYLE PPTYS INC | COM | 5K | 78K | – |
| EQUITY LIFESTYLE PPTYS INC | COM | 46 | 729 | MORGAN STANLEY SMITH BARNEY LLC |
| EQUITY RESIDENTIAL | SH BEN INT | 10K | 167K | – |
| EQUITY RESIDENTIAL | SH BEN INT | 91 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| ERICSSON | ADR B SEK 10 | 6K | 509K | – |
| ERIE INDTY CO | CL A | 6K | 26K | – |
| ESCO TECHNOLOGIES INC | COM | 2K | 23K | – |
| ESCO TECHNOLOGIES INC | COM | 80 | 778 | MORGAN STANLEY SMITH BARNEY LLC |
| ESSENTIAL PROPERTIES REALTY TRUST INC | COM | 987 | 47K | – |
| ESSENTIAL UTILITIES INC | COM | 11K | 228K | – |
| ESSENTIAL UTILITIES INC | COM | 22 | 455 | MORGAN STANLEY SMITH BARNEY LLC |
| ESSEX PPTY TR INC | COM | 5K | 21K | – |
| ESSEX PPTY TR INC | COM | 42 | 178 | MORGAN STANLEY SMITH BARNEY LLC |
| ETHAN ALLEN INTERIORS INC | COM | 542 | 27K | – |
| ETSY INC | COM | 12K | 68K | – |
| ETSY INC | COM | 61 | 342 | MORGAN STANLEY SMITH BARNEY LLC |
| EURONET WORLDWIDE INC | COM | 2K | 14K | – |
| EVENTBRITE INC CL A | COM CL A | 266 | 15K | – |
| EVERBRIDGE INC | COM | 2K | 12K | – |
| EVERCORE INC | CLASS A | 3K | 24K | – |
| EVEREST RE GROUP LTD | COM | 9K | 38K | – |
| EVEREST RE GROUP LTD | COM | 33 | 143 | MORGAN STANLEY SMITH BARNEY LLC |
| EVERGY INC | COM | 5K | 86K | – |
| EVERGY INC | COM | 39 | 710 | MORGAN STANLEY SMITH BARNEY LLC |
| EVERSOURCE ENERGY | COM | 22K | 253K | – |
| EVERSOURCE ENERGY | COM | 107 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| EVOLENT HEALTH INC | CL A | 280 | 17K | – |
| EVOQUA WATER TECHNOLOGIES CORP | COM | 665 | 25K | – |
| EXACT SCIENCES CORP | COM | 6K | 47K | – |
| EXACT SCIENCES CORP | COM | 72 | 542 | MORGAN STANLEY SMITH BARNEY LLC |
| EXELIXIS INC | COM | 1K | 57K | – |
| EXELIXIS INC | COM | 40 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| EXELON CORP | COM | 22K | 517K | – |
| EXELON CORP | COM | 106 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| EXLSERVICE HOLDINGS INC | COM | 807 | 9K | – |
| EXP WORLD HOLDINGS INC | COM | 302 | 5K | – |
| EXPEDIA GROUP INC | COM NEW | 7K | 56K | – |
| EXPEDIA GROUP INC | COM NEW | 44 | 329 | MORGAN STANLEY SMITH BARNEY LLC |
| EXPEDITORS INTL WASH INC | COM | 35K | 365K | – |
| EXPEDITORS INTL WASH INC | COM | 30 | 311 | MORGAN STANLEY SMITH BARNEY LLC |
| EXPONENT INC | COM | 2K | 27K | – |
| EXTENDED STAY AMER INC | UNIT 99/99/9999B | 5K | 355K | – |
| EXTENDED STAY AMER INC | UNIT 99/99/9999B | 45 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| EXTRA SPACE STORAGE INC | COM | 11K | 98K | – |
| EXTRA SPACE STORAGE INC | COM | 48 | 418 | MORGAN STANLEY SMITH BARNEY LLC |
| EXTREME NETWORKS INC | COM | 204 | 30K | – |
| EXXON MOBIL CORP | COM | 52K | 1M | – |
| EXXON MOBIL CORP | COM | 550 | 13K | MORGAN STANLEY SMITH BARNEY LLC |
| F M C CORP | COM NEW | 20K | 174K | – |
| F M C CORP | COM NEW | 41 | 354 | MORGAN STANLEY SMITH BARNEY LLC |
| F5 NETWORKS INC | COM | 33K | 190K | – |
| F5 NETWORKS INC | COM | 25 | 143 | MORGAN STANLEY SMITH BARNEY LLC |
| FABRINET | SHS | 1K | 13K | – |
| FACEBOOK INC | CL A | 495K | 2M | – |
| FACEBOOK INC | CL A | 2K | 7K | MORGAN STANLEY SMITH BARNEY LLC |
| FACTSET RESH SYS INC | COM | 6K | 17K | – |
| FACTSET RESH SYS INC | COM | 29 | 86 | MORGAN STANLEY SMITH BARNEY LLC |
| FAIR ISAAC CORP | COM | 8K | 16K | – |
| FAIR ISAAC CORP | COM | 43 | 85 | MORGAN STANLEY SMITH BARNEY LLC |
| FARMER BROS CO | COM | 84 | 18K | – |
| FARMERS NATL BANC CORP | COM | 159 | 12K | – |
| FARO TECHNOLOGIES INC | COM | 631 | 9K | – |
| FASTENAL CO | COM | 24K | 497K | – |
| FASTENAL CO | COM | 79 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| FASTLY INC CL A | CL A | 218 | 2K | – |
| FATE THERAPEUTICS INC | COM | 1K | 14K | – |
| FB FINL CORP | COM | 327 | 9K | – |
| FBL FINL GROUP INC | CL A | 1K | 28K | – |
| FBL FINL GROUP INC | CL A | 29 | 557 | MORGAN STANLEY SMITH BARNEY LLC |
| FEDERAL AGRIC MTG CORP | CL C | 596 | 8K | – |
| FEDERAL REALTY INVT TR | SH BEN INT NEW | 4K | 52K | – |
| FEDERAL SIGNAL CORP | COM | 623 | 19K | – |
| FEDERATED HERMES INC CL B | CL B | 2K | 58K | – |
| FEDEX CORP | COM | 40K | 153K | – |
| FEDEX CORP | COM | 189 | 729 | MORGAN STANLEY SMITH BARNEY LLC |
| FERRARI NV | COM | 35K | 152K | – |
| FERRO CORP | COM | 204 | 14K | – |
| FIAT CHRYSLER AUTOMOBILES NV | SHS | 20K | 1M | – |
| FIBROGEN INC | COM | 456 | 12K | – |
| FIBROGEN INC | COM | 32 | 864 | MORGAN STANLEY SMITH BARNEY LLC |
| FIDELITY NATIONAL FINANCIAL IN | FNF GROUP COM | 4K | 91K | – |
| FIDELITY NATIONAL FINANCIAL IN | FNF GROUP COM | 33 | 838 | MORGAN STANLEY SMITH BARNEY LLC |
| FIDELITY NATL INFORMATION SVCS | COM | 52K | 368K | – |
| FIDELITY NATL INFORMATION SVCS | COM | 252 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| FIFTH THIRD BANCORP | COM | 16K | 571K | – |
| FIFTH THIRD BANCORP | COM | 124 | 5K | MORGAN STANLEY SMITH BARNEY LLC |
| FINVOLUTION GROUP | SPONSORED ADS | 385 | 144K | – |
| FIREEYE INC | COM | 678 | 29K | – |
| FIRST AMERN FINL CORP | COM | 3K | 51K | – |
| FIRST AMERN FINL CORP | COM | 18 | 354 | MORGAN STANLEY SMITH BARNEY LLC |
| FIRST BANCORP N C | COM | 1K | 35K | – |
| FIRST BANCORP P R | COM NEW | 2K | 202K | – |
| FIRST BANCSHARES INC MS | COM | 688 | 22K | – |
| FIRST BUSEY CORP | COM NEW | 1K | 47K | – |
| FIRST COMWLTH FINL CORP PA | COM | 1K | 114K | – |
| FIRST CTZNS BANCSHARES INC N C | CL A | 3K | 6K | – |
| FIRST FINL BANCORP OH | COM | 2K | 89K | – |
| FIRST FINL BANKSHARES | COM | 1K | 39K | – |
| FIRST FINL CORP IND | COM | 544 | 14K | – |
| FIRST FNDTN INC | COM | 358 | 18K | – |
| FIRST HAWAIIAN INC | COM | 3K | 107K | – |
| FIRST HORIZON CORPORATION COM | COM | 7K | 527K | – |
| FIRST INDUSTRIAL REALTY TRUST | COM | 3K | 61K | – |
| FIRST INTST BANCSYSTEM INC | COM CL A | 1K | 27K | – |
| FIRST LONG IS CORP | COM | 184 | 10K | – |
| FIRST MAJESTIC SILVER CORP | COM | 1K | 76K | – |
| FIRST MERCHANTS CORP | COM | 708 | 19K | – |
| FIRST MID BANCSHARES INC | COM | 610 | 18K | – |
| FIRST MIDWEST BANCORP DEL | COM | 831 | 52K | – |
| FIRST REP BK SAN FRANCISCO CAL | COM | 11K | 78K | – |
| FIRST REP BK SAN FRANCISCO CAL | COM | 91 | 617 | MORGAN STANLEY SMITH BARNEY LLC |
| FIRST SOLAR INC | COM | 16K | 159K | – |
| FIRST SOLAR INC | COM | 27 | 278 | MORGAN STANLEY SMITH BARNEY LLC |
| FIRSTCASH INC | COM | 1K | 17K | – |
| FIRSTENERGY CORP | COM | 5K | 176K | – |
| FIRSTENERGY CORP | COM | 56 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| FIRSTSERVICE CORP | COM | 2K | 17K | – |
| FISERV INC | COM | 42K | 371K | – |
| FISERV INC | COM | 186 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| FITBIT INC | CL A | 271 | 40K | – |
| FIVE BELOW INC | COM | 4K | 21K | – |
| FIVE BELOW INC | COM | 51 | 293 | MORGAN STANLEY SMITH BARNEY LLC |
| FIVE9 INC | COM | 9K | 53K | – |
| FIVE9 INC | COM | 24 | 137 | MORGAN STANLEY SMITH BARNEY LLC |
| FLAGSTAR BANCORP INC | COM PAR .001 | 756 | 19K | – |
| FLEETCOR TECHNOLOGIES INC | COM | 8K | 28K | – |
| FLEETCOR TECHNOLOGIES INC | COM | 74 | 270 | MORGAN STANLEY SMITH BARNEY LLC |
| FLEX LTD | ORD | 4K | 219K | – |
| FLIR SYS INC | COM | 2K | 35K | – |
| FLOOR & DECOR HLDGS INC | CL A | 1K | 12K | – |
| FLOOR & DECOR HLDGS INC | CL A | 32 | 345 | MORGAN STANLEY SMITH BARNEY LLC |
| FLOWERS FOODS INC | COM | 19K | 861K | – |
| FLOWSERVE CORP | COM | 3K | 83K | – |
| FLOWSERVE CORP | COM | 37 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| FLUOR CORP NEW | COM | 4K | 253K | – |
| FLUSHING FINL CORP | COM | 1K | 63K | – |
| FNB CORP PA | COM | 2K | 225K | – |
| FOMENTO ECONOMICO MEXICANO SAB | SPON ADR UNITS | 10K | 135K | – |
| FOOT LOCKER INC | COM | 3K | 64K | – |
| FOOT LOCKER INC | COM | 20 | 501 | MORGAN STANLEY SMITH BARNEY LLC |
| FORD MTR CO DEL | COM | 11K | 1M | – |
| FORD MTR CO DEL | COM | 85 | 10K | MORGAN STANLEY SMITH BARNEY LLC |
| FORESTAR GROUP INC | COM | 333 | 17K | – |
| FORMFACTOR INC | COM | 2K | 37K | – |
| FORTINET INC | COM | 8K | 54K | – |
| FORTINET INC | COM | 58 | 392 | MORGAN STANLEY SMITH BARNEY LLC |
| FORTIS INC | COM | 16K | 381K | – |
| FORTIVE CORP | COM | 18K | 261K | – |
| FORTIVE CORP | COM | 83 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| FORTUNE BRANDS HOME & SEC INC | COM | 6K | 70K | – |
| FORTUNE BRANDS HOME & SEC INC | COM | 65 | 759 | MORGAN STANLEY SMITH BARNEY LLC |
| FORWARD AIR CORP | COM | 968 | 13K | – |
| FOUNDATION BLDG MATLS INC | COM | 218 | 11K | – |
| FOUR CORNERS PPTY TR INC | COM | 2K | 78K | – |
| FOX CORP CL A COM | CL A COM | 4K | 126K | – |
| FOX CORP CL A COM | CL A COM | 39 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| FOX CORP CL B COM | CL B COM | 1K | 38K | – |
| FOX FACTORY HLDG CORP | COM | 997 | 9K | – |
| FRANCO NEVADA CORP | COM | 38K | 303K | – |
| FRANKLIN ELEC INC | COM | 4K | 53K | – |
| FRANKLIN RES INC | COM | 5K | 214K | – |
| FRANKLIN RES INC | COM | 22 | 883 | MORGAN STANLEY SMITH BARNEY LLC |
| FRANKLIN STREET PPTYS CORP | COM | 574 | 131K | – |
| FRANKS INTL NV | COM | 156 | 57K | – |
| FREEPORT-MCMORAN INC | CL B | 18K | 687K | – |
| FREEPORT-MCMORAN INC | CL B | 110 | 4K | MORGAN STANLEY SMITH BARNEY LLC |
| FRESENIUS MED CARE AG & CO KGAA | SPONSORED ADR | 7K | 178K | – |
| FRESH DEL MONTE PRODUCE INC | ORD | 436 | 18K | – |
| FRESHPET INC | COM | 2K | 11K | – |
| FRONT YD RESIDENTIAL CORP | COM | 195 | 12K | – |
| FRONTDOOR INC | COM | 421 | 8K | – |
| FRONTDOOR INC | COM | 11 | 224 | MORGAN STANLEY SMITH BARNEY LLC |
| FTI CONSULTING INC | COM | 3K | 23K | – |
| FUELCELL ENERGY INC | COM | 142 | 13K | – |
| FULLER H B CO | COM | 2K | 39K | – |
| FULTON FINL CORP PA | COM | 1K | 87K | – |
| FUTU HOLDINGS LTD | SPON ADS CL A | 1K | 25K | – |
| FUTUREFUEL CORPORATION | COM | 810 | 64K | – |
| G1 THERAPEUTICS INC | COM | 358 | 20K | – |
| GALAPAGOS NV | SPON ADR | 1K | 12K | – |
| GALLAGHER ARTHUR J & CO | COM | 12K | 95K | – |
| GALLAGHER ARTHUR J & CO | COM | 76 | 616 | MORGAN STANLEY SMITH BARNEY LLC |
| GAMESTOP CORP NEW | CL A | 1K | 76K | – |
| GAMING & LEISURE PPTYS INC | COM | 5K | 125K | – |
| GANNETT CO INC COM | COM | 39 | 12K | – |
| GAP INC DEL | COM | 12K | 593K | – |
| GARMIN LTD | SHS | 17K | 146K | – |
| GARMIN LTD | SHS | 58 | 488 | MORGAN STANLEY SMITH BARNEY LLC |
| GARTNER INC | COM | 5K | 29K | – |
| GARTNER INC | COM | 36 | 224 | MORGAN STANLEY SMITH BARNEY LLC |
| GATES INDUSTRIAL CORPRATIN PLC | ORD SHS | 1K | 97K | – |
| GATX CORP | COM | 2K | 29K | – |
| GCP APPLIED TECHNOLOGIES INC | COM | 488 | 21K | – |
| GDS HOLDINGS LTD | SPONSORED ADS | 15K | 159K | – |
| GENERAC HLDGS INC | COM | 11K | 48K | – |
| GENERAC HLDGS INC | COM | 61 | 268 | MORGAN STANLEY SMITH BARNEY LLC |
| GENERAL DYNAMICS CORP | COM | 17K | 114K | – |
| GENERAL ELECTRIC CO | COM | 26K | 2M | – |
| GENERAL ELECTRIC CO | COM | 310 | 29K | MORGAN STANLEY SMITH BARNEY LLC |
| GENERAL MLS INC | COM | 44K | 746K | – |
| GENERAL MLS INC | COM | 117 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| GENERAL MTRS CO | COM | 30K | 710K | – |
| GENERAL MTRS CO | COM | 157 | 4K | MORGAN STANLEY SMITH BARNEY LLC |
| GENMAB AS | SPONSORED ADS | 15K | 373K | – |
| GENMARK DIAGNOSTICS INC | COM | 268 | 18K | – |
| GENPACT LIMITED | SHS | 18K | 447K | – |
| GENTEX CORP | COM | 17K | 488K | – |
| GENTHERM INC | COM | 1K | 20K | – |
| GENUINE PARTS CO | COM | 8K | 75K | – |
| GENUINE PARTS CO | COM | 67 | 670 | MORGAN STANLEY SMITH BARNEY LLC |
| GENWORTH FINL INC | COM CL A | 2K | 469K | – |
| GEO GROUP INC NEW | COM | 663 | 75K | – |
| GERDAU SA | SPON ADR REP PFD | 4K | 939K | – |
| GERON CORP | COM | 75 | 47K | – |
| GETTY RLTY CORP NEW | COM | 728 | 26K | – |
| GIBRALTAR INDS INC | COM | 1K | 17K | – |
| G-III APPAREL GROUP LTD | COM | 2K | 84K | – |
| GILDAN ACTIVEWEAR INC | COM | 7K | 260K | – |
| GILEAD SCIENCES INC | COM | 41K | 698K | – |
| GILEAD SCIENCES INC | COM | 260 | 4K | MORGAN STANLEY SMITH BARNEY LLC |
| GLACIER BANCORP INC NEW | COM | 910 | 20K | – |
| GLADSTONE COML CORP | COM | 718 | 40K | – |
| GLADSTONE COML CORP | COM | 10 | 532 | MORGAN STANLEY SMITH BARNEY LLC |
| GLATFELTER CORPORATION COM | COM | 676 | 41K | – |
| GLAUKOS CORP | COM | 842 | 11K | – |
| GLAXOSMITHKLINE PLC | SPONSORED ADR | 27K | 733K | – |
| GLOBAL BLOOD THERAPEUTICS INC | COM | 417 | 10K | – |
| GLOBAL MED REIT INC | COM NEW | 242 | 19K | – |
| GLOBAL NET LEASE INC | COM NEW | 727 | 42K | – |
| GLOBAL PMTS INC | COM | 33K | 153K | – |
| GLOBANT SA COM | COM | 4K | 16K | – |
| GLOBE LIFE INC COM | COM | 9K | 96K | – |
| GLOBE LIFE INC COM | COM | 32 | 341 | MORGAN STANLEY SMITH BARNEY LLC |
| GLOBUS MED INC | CL A | 2K | 36K | – |
| GLOBUS MED INC | CL A | 24 | 364 | MORGAN STANLEY SMITH BARNEY LLC |
| GLU MOBILE INC | COM | 407 | 45K | – |
| GMS INC | COM | 674 | 22K | – |
| GODADDY INC | CL A | 6K | 72K | – |
| GODADDY INC | CL A | 52 | 625 | MORGAN STANLEY SMITH BARNEY LLC |
| GOGO INC | COM | 153 | 16K | – |
| GOL LINHAS AEREAS INTELIGENTES SA | SPON ADR PFD NEW | 683 | 70K | – |
| GOLD FIELDS LTD | SPONSORED ADR | 9K | 932K | – |
| GOLDMAN SACHS GROUP INC | COM | 60K | 228K | – |
| GOLDMAN SACHS GROUP INC | COM | 253 | 958 | MORGAN STANLEY SMITH BARNEY LLC |
| GOLUB CAP BDC INC | COM | 862 | 61K | – |
| GOODYEAR TIRE & RUBR CO | COM | 4K | 412K | – |
| GOPRO INC | CL A | 275 | 33K | – |
| GORMAN RUPP CO | COM | 363 | 11K | – |
| GRACE W R & CO DEL NEW | COM | 2K | 43K | – |
| GRACE W R & CO DEL NEW | COM | 26 | 467 | MORGAN STANLEY SMITH BARNEY LLC |
| GRACO INC | COM | 7K | 96K | – |
| GRACO INC | COM | 38 | 525 | MORGAN STANLEY SMITH BARNEY LLC |
| GRAFTECH INTL LTD | COM | 665 | 62K | – |
| GRAFTECH INTL LTD | COM | 41 | 4K | MORGAN STANLEY SMITH BARNEY LLC |
| GRAHAM HLDGS CO | COM CL B | 11K | 21K | – |
| GRAINGER W W INC | COM | 23K | 57K | – |
| GRAINGER W W INC | COM | 49 | 119 | MORGAN STANLEY SMITH BARNEY LLC |
| GRAN TIERRA ENERGY INC | COM | 4 | 10K | – |
| GRAND CANYON ED INC | COM | 7K | 72K | – |
| GRAND CANYON ED INC | COM | 31 | 333 | MORGAN STANLEY SMITH BARNEY LLC |
| GRANITE CONSTR INC | COM | 2K | 77K | – |
| GRANITE PT MTG TR INC | COM STK | 333 | 33K | – |
| GRAPHIC PACKAGING HLDG CO | COM | 2K | 129K | – |
| GRAPHIC PACKAGING HLDG CO | COM | 11 | 652 | MORGAN STANLEY SMITH BARNEY LLC |
| GRAVITY CO LTD | SPONSORED ADS NE | 635 | 4K | – |
| GRAY TELEVISION INC | COM | 516 | 29K | – |
| GREAT LAKES DREDGE & DOCK CORP | COM | 707 | 54K | – |
| GREAT SOUTHN BANCORP INC | COM | 619 | 13K | – |
| GREAT WESTN BANCORP INC | COM | 1K | 54K | – |
| GREEN BRICK PARTNERS INC | COM | 1K | 59K | – |
| GREEN DOT CORP | CL A | 2K | 30K | – |
| GREENBRIER COS INC | COM | 1K | 32K | – |
| GREENTREE HOSPITALTY GROUP LTD | SPONSORED ADS | 230 | 17K | – |
| GREIF INC | CL A | 2K | 38K | – |
| GRIFFON CORP | COM | 342 | 17K | – |
| GRIFOLS SA | SP ADR REP B NVT | 4K | 195K | – |
| GROUP 1 AUTOMOTIVE INC | COM | 1K | 9K | – |
| GROUPO AERPORTUARIO DEL PACIFICO SAB | SPON ADR B | 5K | 47K | – |
| GROUPON INC NEW | COM NEW | 335 | 9K | – |
| GRUBHUB INC | COM | 2K | 25K | – |
| GRUBHUB INC | COM | 20 | 269 | MORGAN STANLEY SMITH BARNEY LLC |
| GRUPO AEROPORTUARIO CTR NORTE | SPON ADR | 754 | 15K | – |
| GRUPO AEROPORTUARIO DEL SUREST | SPON ADR SER B | 5K | 29K | – |
| GRUPO AVAL ACCIONES Y VALORES | SPONSORED ADS | 3K | 480K | – |
| GRUPO TELEVISA SA | SPON ADR REP ORD | 2K | 199K | – |
| GTT COMMUNICATIONS INC | COM | 45 | 13K | – |
| GUANGSHEN RAILWAY LTD | SPONSORED ADR | 93 | 10K | – |
| GUARDANT HEALTH INC | COM | 1K | 10K | – |
| GUARDANT HEALTH INC | COM | 43 | 335 | MORGAN STANLEY SMITH BARNEY LLC |
| GUESS INC | COM | 1K | 48K | – |
| GUIDEWIRE SOFTWARE INC | COM | 3K | 21K | – |
| GUIDEWIRE SOFTWARE INC | COM | 23 | 175 | MORGAN STANLEY SMITH BARNEY LLC |
| H & E EQUIPMENT SERVICES INC | COM | 671 | 23K | – |
| H & E EQUIPMENT SERVICES INC | COM | 25 | 835 | MORGAN STANLEY SMITH BARNEY LLC |
| HACKETT GROUP INC | COM | 147 | 10K | – |
| HAEMONETICS CORP | COM | 1K | 12K | – |
| HAEMONETICS CORP | COM | 35 | 298 | MORGAN STANLEY SMITH BARNEY LLC |
| HAIN CELESTIAL GROUP INC | COM | 4K | 90K | – |
| HALLIBURTON CO | COM | 15K | 783K | – |
| HALLIBURTON CO | COM | 12 | 652 | MORGAN STANLEY SMITH BARNEY LLC |
| HALOZYME THERAPEUTICS INC | COM | 4K | 82K | – |
| HALOZYME THERAPEUTICS INC | COM | 74 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| HANCOCK WHITNEY CORPORATION | COM | 3K | 94K | – |
| HANESBRANDS INC | COM | 2K | 160K | – |
| HANESBRANDS INC | COM | 32 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| HANMI FINL CORP | COM NEW | 127 | 11K | – |
| HANNON ARMSTRONG SUST INFR CAP | COM | 2K | 24K | – |
| HANOVER INS GROUP INC | COM | 5K | 39K | – |
| HARLEY DAVIDSON INC | COM | 3K | 79K | – |
| HARLEY DAVIDSON INC | COM | 25 | 688 | MORGAN STANLEY SMITH BARNEY LLC |
| HARMONIC INC | COM | 126 | 17K | – |
| HARMONY GOLD MNG LTD | SPONSORED ADR | 438 | 94K | – |
| HARSCO CORP | COM | 1K | 59K | – |
| HARTFORD FINL SVCS GROUP INC | COM | 13K | 270K | – |
| HARTFORD FINL SVCS GROUP INC | COM | 72 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| HASBRO INC | COM | 13K | 134K | – |
| HASBRO INC | COM | 42 | 447 | MORGAN STANLEY SMITH BARNEY LLC |
| HAWAIIAN ELEC INDUSTRIES | COM | 3K | 75K | – |
| HAWAIIAN ELEC INDUSTRIES | COM | 29 | 809 | MORGAN STANLEY SMITH BARNEY LLC |
| HAWAIIAN HOLDINGS INC | COM | 823 | 46K | – |
| HAWKINS INC | COM | 429 | 8K | – |
| HAWKINS INC | COM | 31 | 599 | MORGAN STANLEY SMITH BARNEY LLC |
| HCA HEALTHCARE INC | COM | 35K | 210K | – |
| HCI GROUP INC | COM | 412 | 8K | – |
| HDFC BANK LTD | SPONSORED ADS | 10K | 138K | – |
| HEALTHCARE RLTY TR | COM | 1K | 39K | – |
| HEALTHCARE SVCS GRP INC | COM | 591 | 21K | – |
| HEALTHCARE TR AMER INC | CL A NEW | 1K | 39K | – |
| HEALTHCARE TR AMER INC | CL A NEW | 39 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| HEALTHEQUITY INC | COM | 1K | 21K | – |
| HEALTHPEAK PROPERTIES INC | COM | 16K | 528K | – |
| HEALTHPEAK PROPERTIES INC | COM | 80 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| HEALTHSTREAM INC | COM | 224 | 10K | – |
| HEALTHSTREAM INC | COM | 29 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| HEARTLAND EXPRESS INC | COM | 1K | 74K | – |
| HEARTLAND FINL USA INC | COM | 257 | 6K | – |
| HECLA MNG CO | COM | 1K | 161K | – |
| HEICO CORP NEW | COM | 4K | 34K | – |
| HEICO CORP NEW | CL A | 958 | 8K | – |
| HEIDRICK & STRUGGLES INTL INC | COM | 598 | 20K | – |
| HELIX ENERGY SOLUTIONS GRP INC | COM | 738 | 176K | – |
| HELMERICH & PAYNE INC | COM | 5K | 233K | – |
| HENRY JACK & ASSOC INC | COM | 23K | 142K | – |
| HENRY JACK & ASSOC INC | COM | 46 | 286 | MORGAN STANLEY SMITH BARNEY LLC |
| HERBALIFE NUTRITION LTD | COM SHS | 3K | 63K | – |
| HERBALIFE NUTRITION LTD | COM SHS | 18 | 371 | MORGAN STANLEY SMITH BARNEY LLC |
| HERC HLDGS INC | COM | 2K | 34K | – |
| HERCULES CAPITAL INC | COM | 899 | 62K | – |
| HERITAGE COMMERCE CORP | COM | 1K | 123K | – |
| HERITAGE FINL CORP WASH | COM | 825 | 35K | – |
| HERON THERAPEUTICS INC | COM | 271 | 13K | – |
| HERSHA HOSPITALITY TR | PR SHS BEN INT | 151 | 19K | – |
| HERSHEY CO | COM | 32K | 209K | – |
| HERSHEY CO | COM | 70 | 461 | MORGAN STANLEY SMITH BARNEY LLC |
| HESKA CORP | COM RESTRC NEW | 301 | 2K | – |
| HESKA CORP | COM RESTRC NEW | 27 | 187 | MORGAN STANLEY SMITH BARNEY LLC |
| HESS CORP | COM | 6K | 107K | – |
| HESS CORP | COM | 27 | 506 | MORGAN STANLEY SMITH BARNEY LLC |
| HEWLETT PACKARD ENTERPRISE CO | COM | 20K | 2M | – |
| HEWLETT PACKARD ENTERPRISE CO | COM | 69 | 6K | MORGAN STANLEY SMITH BARNEY LLC |
| HEXCEL CORP NEW | COM | 4K | 92K | – |
| HEXCEL CORP NEW | COM | 61 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| HF FOODS GROUP INC | COM | 142 | 19K | – |
| HIBBETT SPORTS INC | COM | 266 | 6K | – |
| HIGHWOODS PPTYS INC | COM | 2K | 60K | – |
| HILL ROM HLDGS INC | COM | 5K | 49K | – |
| HILL ROM HLDGS INC | COM | 42 | 426 | MORGAN STANLEY SMITH BARNEY LLC |
| HILLENBRAND INC | COM | 3K | 70K | – |
| HILLTOP HOLDINGS INC | COM | 504 | 18K | – |
| HILTON GRAND VACATIONS INC | COM | 985 | 31K | – |
| HILTON GRAND VACATIONS INC | COM | 13 | 416 | MORGAN STANLEY SMITH BARNEY LLC |
| HILTON WORLDWIDE HLDGS INC | COM | 15K | 132K | – |
| HILTON WORLDWIDE HLDGS INC | COM | 149 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| HIMAX TECHNOLOGIES INC | SPONSORED ADR | 695 | 94K | – |
| HMS HLDGS CORP | COM | 2K | 48K | – |
| HNI CORP | COM | 3K | 83K | – |
| HOLLYFRONTIER CORP | COM | 2K | 90K | – |
| HOLLYFRONTIER CORP | COM | 24 | 927 | MORGAN STANLEY SMITH BARNEY LLC |
| HOLOGIC INC | COM | 10K | 136K | – |
| HOLOGIC INC | COM | 83 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| HOME BANCSHARES INC | COM | 571 | 29K | – |
| HOME DEPOT INC | COM | 278K | 1M | – |
| HOME DEPOT INC | COM | 838 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| HOMESTREET INC | COM | 294 | 9K | – |
| HONDA MOTOR LTD | AMERN SHS | 25K | 900K | – |
| HONEYWELL INTL INC | COM | 131K | 614K | – |
| HOPE BANCORP INC | COM | 2K | 221K | – |
| HORACE MANN EDUCATORS CORP NEW | COM | 750 | 18K | – |
| HORACE MANN EDUCATORS CORP NEW | COM | 230 | 5K | MORGAN STANLEY SMITH BARNEY LLC |
| HORIZON BANCORP INC | COM | 1K | 73K | – |
| HORIZON THERAPEUTICS PUB LTD | SHS | 6K | 88K | – |
| HORIZON THERAPEUTICS PUB LTD | SHS | 110 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| HORMEL FOODS CORP | COM | 45K | 973K | – |
| HORMEL FOODS CORP | COM | 44 | 954 | MORGAN STANLEY SMITH BARNEY LLC |
| HOST HOTELS & RESORTS INC | COM | 8K | 542K | – |
| HOSTESS BRANDS INC | CL A | 2K | 146K | – |
| HOUGHTON MIFFLIN HARCOURT CO | COM | 67 | 20K | – |
| HOULIHAN LOKEY INC | CL A | 747 | 11K | – |
| HOWARD HUGHES CORP | COM | 2K | 25K | – |
| HOWMET AEROSPACE INC | COM | 2K | 70K | – |
| HOWMET AEROSPACE INC | COM | 165 | 6K | MORGAN STANLEY SMITH BARNEY LLC |
| HP INC | COM | 36K | 1M | – |
| HP INC | COM | 132 | 5K | MORGAN STANLEY SMITH BARNEY LLC |
| HSBC HOLDINGS PLC | SPON ADR NEW | 28K | 1M | – |
| HUANENG POWER INTL INC | SPON ADR H SHS | 771 | 53K | – |
| HUAZHU GROUP LTD | SPONSORED ADS | 5K | 115K | – |
| HUB GROUP INC | CL A | 799 | 14K | – |
| HUBBELL INC | COM | 5K | 31K | – |
| HUBBELL INC | COM | 42 | 266 | MORGAN STANLEY SMITH BARNEY LLC |
| HUBSPOT INC | COM | 5K | 14K | – |
| HUBSPOT INC | COM | 58 | 146 | MORGAN STANLEY SMITH BARNEY LLC |
| HUDSON PAC PPTYS INC | COM | 335 | 14K | – |
| HUMANA INC | COM | 56K | 137K | – |
| HUNT J B TRANS SVCS INC | COM | 10K | 74K | – |
| HUNT J B TRANS SVCS INC | COM | 10 | 71 | MORGAN STANLEY SMITH BARNEY LLC |
| HUNTINGTON BANCSHARES INC | COM | 10K | 768K | – |
| HUNTINGTON BANCSHARES INC | COM | 61 | 5K | MORGAN STANLEY SMITH BARNEY LLC |
| HUNTINGTON INGALLS INDS INC | COM | 6K | 36K | – |
| HUNTSMAN CORP | COM | 4K | 142K | – |
| HURON CONSULTING GROUP INC | COM | 542 | 9K | – |
| HUYA INC | ADS REP SHS A | 2K | 80K | – |
| HYATT HOTELS CORP | COM CL A | 2K | 23K | – |
| HYSTER YALE MATLS HANDLING INC | CL A | 1K | 18K | – |
| IAA INC | COM | 2K | 35K | – |
| IAA INC | COM | 22 | 339 | MORGAN STANLEY SMITH BARNEY LLC |
| IAC INTERACTIVECORP NEW COM | COM | 10K | 54K | – |
| IAC INTERACTIVECORP NEW COM | COM | 28 | 147 | MORGAN STANLEY SMITH BARNEY LLC |
| IAMGOLD CORP | COM | 59 | 16K | – |
| ICF INTL INC | COM | 2K | 33K | – |
| ICICI BANK LTD | ADR | 48K | 3M | – |
| ICL GROUP LTD | SHS | 6K | 1M | – |
| ICON PLC | SHS | 3K | 16K | – |
| ICU MED INC | COM | 6K | 28K | – |
| ICU MED INC | COM | 22 | 102 | MORGAN STANLEY SMITH BARNEY LLC |
| IDACORP INC | COM | 4K | 44K | – |
| IDERA PHARMACEUTICALS INC | COM PAR | 77 | 21K | – |
| IDEX CORP | COM | 15K | 73K | – |
| IDEX CORP | COM | 50 | 251 | MORGAN STANLEY SMITH BARNEY LLC |
| IDEXX LABS INC | COM | 34K | 69K | – |
| IDEXX LABS INC | COM | 152 | 304 | MORGAN STANLEY SMITH BARNEY LLC |
| IHS MARKIT LTD | SHS | 38K | 426K | – |
| IHS MARKIT LTD | SHS | 108 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| II VI INC | COM | 2K | 24K | – |
| ILLINOIS TOOL WKS INC | COM | 66K | 323K | – |
| ILLINOIS TOOL WKS INC | COM | 230 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| ILLUMINA INC | COM | 35K | 95K | – |
| ILLUMINA INC | COM | 193 | 521 | MORGAN STANLEY SMITH BARNEY LLC |
| IMMUNOGEN INC | COM | 210 | 33K | – |
| IMPERIAL OIL LTD | COM NEW | 6K | 314K | – |
| INCYTE CORP | COM | 6K | 67K | – |
| INCYTE CORP | COM | 100 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| INDEPENDENCE RLTY TR INC | COM | 540 | 40K | – |
| INDEPENDENT BANK CORP MASS | COM | 653 | 9K | – |
| INDEPENDENT BANK CORP MICH | COM NEW | 438 | 24K | – |
| INDEPENDENT BK GROUP INC | COM | 2K | 26K | – |
| INDUSTRIAL LOGISTICS PPTYS TR | COM SHS BEN INT | 867 | 37K | – |
| INDUSTRIAS BACHOCO S A B DE CV | SPON ADR B | 420 | 9K | – |
| INFINERA CORPORATION | COM | 426 | 41K | – |
| INFOSYS LTD | SPONSORED ADR | 60K | 4M | – |
| ING GROEP NV | SPONSORED ADR | 25K | 3M | – |
| INGERSOLL RAND INC | COM | 8K | 172K | – |
| INGERSOLL RAND INC | COM | 12 | 254 | MORGAN STANLEY SMITH BARNEY LLC |
| INGEVITY CORP | COM | 3K | 46K | – |
| INGLES MKTS INC | CL A | 2K | 46K | – |
| INGREDION INC | COM | 5K | 61K | – |
| INGREDION INC | COM | 19 | 243 | MORGAN STANLEY SMITH BARNEY LLC |
| INNOSPEC INC | COM | 2K | 17K | – |
| INNOVATIVE INDUSTRIAL PROPERTIES INC | COM | 794 | 4K | – |
| INNOVIVA INC | COM | 313 | 25K | – |
| INNOVIVA INC | COM | 45 | 4K | MORGAN STANLEY SMITH BARNEY LLC |
| INOGEN INC | COM | 755 | 17K | – |
| INOVALON HLDGS INC | COM CL A | 530 | 29K | – |
| INOVIO PHARMACEUTICALS INC | COM NEW | 280 | 32K | – |
| INPHI CORP | COM | 3K | 16K | – |
| INSIGHT ENTERPRISES INC | COM | 3K | 34K | – |
| INSMED INC | COM PAR $.01 | 538 | 16K | – |
| INSPERITY INC | COM | 1K | 14K | – |
| INSPIRE MED SYS INC | COM | 463 | 2K | – |
| INSTALLED BLDG PRODS INC | COM | 2K | 16K | – |
| INSULET CORP | COM | 8K | 30K | – |
| INSULET CORP | COM | 62 | 243 | MORGAN STANLEY SMITH BARNEY LLC |
| INTEGER HLDGS CORP | COM | 368 | 5K | – |
| INTEGRA LIFESCIENCES HLDGS CP | COM NEW | 1K | 17K | – |
| INTEL CORP | COM | 188K | 4M | – |
| INTEL CORP | COM | 591 | 12K | MORGAN STANLEY SMITH BARNEY LLC |
| INTELLIA THERAPEUTICS INC | COM | 1K | 21K | – |
| INTER PARFUMS INC | COM | 998 | 17K | – |
| INTERACTIVE BROKERS GROUP INC | COM CL A | 975 | 16K | – |
| INTERCEPT PHARMACEUTICALS INC | COM | 311 | 13K | – |
| INTERCONTINENTAL EXCHANGE INC | COM | 46K | 398K | – |
| INTERCONTINENTAL EXCHANGE INC | COM | 212 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| INTERCONTINENTAL HOTELS GROUP | SPONSORED ADS | 13K | 198K | – |
| INTERDIGITAL INC | COM | 848 | 14K | – |
| INTERFACE INC | COM | 1K | 111K | – |
| INTERNATIONAL BANCSHARES CORP | COM | 1K | 34K | – |
| INTERNATIONAL BUSINESS MACHS | COM | 50K | 399K | – |
| INTERNATIONAL BUSINESS MACHS | COM | 354 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| INTERNATIONAL FLAVORS&FRAGRANC | COM | 5K | 48K | – |
| INTERNATIONAL FLAVORS&FRAGRANC | COM | 26 | 240 | MORGAN STANLEY SMITH BARNEY LLC |
| INTERNATIONAL MNY EXPRESS INC | COM | 161 | 10K | – |
| INTERNATIONAL SEAWAYS INC | COM | 182 | 11K | – |
| INTERPUBLIC GROUP COS INC | COM | 16K | 684K | – |
| INTERPUBLIC GROUP COS INC | COM | 75 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| INTL PAPER CO | COM | 16K | 324K | – |
| INTL PAPER CO | COM | 68 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| INTRA CELLULAR THERAPIES INC | COM | 816 | 26K | – |
| INTRA CELLULAR THERAPIES INC | COM | 46 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| INTUIT | COM | 99K | 260K | – |
| INTUIT | COM | 249 | 655 | MORGAN STANLEY SMITH BARNEY LLC |
| INTUITIVE SURGICAL INC | COM NEW | 66K | 80K | – |
| INTUITIVE SURGICAL INC | COM NEW | 314 | 384 | MORGAN STANLEY SMITH BARNEY LLC |
| INVESCO ETF TR S&P 500 EQL HLT | S&P500 EQL HLT | 353 | 1K | – |
| INVESCO LTD | SHS | 11K | 614K | – |
| INVESCO LTD | SHS | 36 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| INVESCO MORTGAGE CAPITAL INC | COM | 189 | 56K | – |
| INVESTORS BANCORP INC NEW | COM | 321 | 30K | – |
| INVITAE CORP | COM | 1K | 33K | – |
| INVITATION HOMES INC | COM | 4K | 127K | – |
| INVITATION HOMES INC | COM | 29 | 979 | MORGAN STANLEY SMITH BARNEY LLC |
| IONIS PHARMACEUTICALS INC | COM | 2K | 30K | – |
| IONIS PHARMACEUTICALS INC | COM | 35 | 618 | MORGAN STANLEY SMITH BARNEY LLC |
| IOVANCE BIOTHERAPEUTICS INC | COM | 853 | 18K | – |
| IOVANCE BIOTHERAPEUTICS INC | COM | 23 | 492 | MORGAN STANLEY SMITH BARNEY LLC |
| IPG PHOTONICS CORP | COM | 2K | 8K | – |
| IPG PHOTONICS CORP | COM | 48 | 213 | MORGAN STANLEY SMITH BARNEY LLC |
| IQIYI INC | SPONSORED ADS | 2K | 121K | – |
| IQVIA HLDGS INC | COM | 15K | 86K | – |
| IQVIA HLDGS INC | COM | 146 | 813 | MORGAN STANLEY SMITH BARNEY LLC |
| IRHYTHM TECHNOLOGIES INC | COM | 2K | 9K | – |
| IRHYTHM TECHNOLOGIES INC | COM | 40 | 169 | MORGAN STANLEY SMITH BARNEY LLC |
| IRIDIUM COMMUNICATIONS INC | COM | 2K | 60K | – |
| IROBOT CORP | COM | 947 | 12K | – |
| IRON MTN INC NEW | COM | 6K | 201K | – |
| IRON MTN INC NEW | COM | 31 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| IRONWOOD PHARMACEUTICALS INC | COM CL A | 373 | 33K | – |
| ISHARES MSCI EAFE ETF | MSCI EAFE ETF | 1K | 14K | – |
| ISHARES TR | CORE S&P MCP ETF | 460 | 2K | – |
| ISHARES TR GLOBAL TECH ETF | GLOBAL TECH ETF | 678 | 2K | – |
| ISHARES TR RUS 1000 ETF | RUS 1000 ETF | 3K | 14K | – |
| ISTAR INC | COM | 529 | 36K | – |
| ITAU CORPBANCA | SPONSORED ADR | 53 | 11K | – |
| ITAU UNIBANCO HOLDING SA | SPON ADR REP PFD | 2K | 348K | – |
| ITRON INC | COM | 5K | 55K | – |
| ITT INC | COM | 6K | 81K | – |
| J & J SNACK FOODS CORP | COM | 1K | 9K | – |
| J2 GLOBAL INC | COM | 4K | 37K | – |
| JABIL INC | COM | 6K | 139K | – |
| JACK IN THE BOX INC | COM | 3K | 27K | – |
| JACOBS ENGR GROUP INC DEL | COM | 10K | 90K | – |
| JACOBS ENGR GROUP INC DEL | COM | 180 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| JAMES HARDIE INDUSTRIES PLC | SPONSORED ADR | 17K | 581K | – |
| JAMES RIV GROUP LTD | COM | 401 | 8K | – |
| JANUS HENDERSON GROUP PLC | ORD SHS | 8K | 245K | – |
| JAZZ PHARMACEUTICALS PLC | SHS USD | 4K | 21K | – |
| JAZZ PHARMACEUTICALS PLC | SHS USD | 110 | 668 | MORGAN STANLEY SMITH BARNEY LLC |
| JBG SMITH PPTYS | COM | 7K | 224K | – |
| JD COM INC | SPON ADR CL A | 37K | 424K | – |
| JEFFERIES FINL GROUP INC | COM | 4K | 176K | – |
| JELD-WEN HLDG INC | COM | 331 | 13K | – |
| JETBLUE AIRWAYS CORP | COM | 1K | 79K | – |
| JETBLUE AIRWAYS CORP | COM | 23 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| JINKOSOLAR HOLDING CO LTD | SPONSORED ADR | 4K | 66K | – |
| JOHN BEAN TECHNOLOGIES CORP | COM | 2K | 17K | – |
| JOHNSON & JOHNSON | COM | 375K | 2M | – |
| JOHNSON CTLS INTL PLC | SHS | 20K | 430K | – |
| JOHNSON CTLS INTL PLC | SHS | 127 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| JOHNSON OUTDOORS INC | CL A | 467 | 4K | – |
| JONES LANG LASALLE INC | COM | 9K | 59K | – |
| JONES LANG LASALLE INC | COM | 13 | 89 | MORGAN STANLEY SMITH BARNEY LLC |
| JOYY INC | ADS REPSTG COM A | 7K | 92K | – |
| JPMORGAN CHASE & CO | COM | 292K | 2M | – |
| JPMORGAN CHASE & CO | COM | 1K | 9K | MORGAN STANLEY SMITH BARNEY LLC |
| JUMIA TECHNOLOGIES AG | SPONSORED ADS | 443 | 11K | – |
| JUNIPER NETWORKS INC | COM | 12K | 529K | – |
| JUNIPER NETWORKS INC | COM | 48 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| KADANT INC | COM | 909 | 6K | – |
| KADMON HLDGS INC | COM | 121 | 29K | – |
| KAISER ALUMINUM CORP | COM PAR $0.01 | 1K | 13K | – |
| KAISER ALUMINUM CORP | COM PAR $0.01 | 50 | 501 | MORGAN STANLEY SMITH BARNEY LLC |
| KALA PHARMACEUTICALS INC | COM | 100 | 15K | – |
| KAMAN CORP | COM | 1K | 23K | – |
| KANSAS CITY SOUTHERN | COM NEW | 13K | 63K | – |
| KANSAS CITY SOUTHERN | COM NEW | 52 | 257 | MORGAN STANLEY SMITH BARNEY LLC |
| KAR AUCTION SVCS INC | COM | 637 | 34K | – |
| KAR AUCTION SVCS INC | COM | 11 | 582 | MORGAN STANLEY SMITH BARNEY LLC |
| KARYOPHARM THERAPEUTICS INC | COM | 161 | 10K | – |
| KB FINANCIAL GROUP INC | SPONSORED ADR | 46K | 1M | – |
| KB HOME | COM | 10K | 286K | – |
| KBR INC | COM | 1K | 40K | – |
| KBR INC | COM | 38 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| KEARNY FINL CORP MD | COM | 869 | 82K | – |
| KELLOGG CO | COM | 14K | 231K | – |
| KELLOGG CO | COM | 54 | 862 | MORGAN STANLEY SMITH BARNEY LLC |
| KELLY SVCS INC | CL A | 3K | 143K | – |
| KEMPER CORP DEL | COM | 938 | 12K | – |
| KEMPER CORP DEL | COM | 11 | 138 | MORGAN STANLEY SMITH BARNEY LLC |
| KENNAMETAL INC | COM | 2K | 60K | – |
| KENNEDY-WILSON HLDGS INC | COM | 577 | 32K | – |
| KEURIG DR PEPPER INC | COM | 17K | 524K | – |
| KEURIG DR PEPPER INC | COM | 64 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| KEYCORP NEW | COM | 14K | 838K | – |
| KEYCORP NEW | COM | 84 | 5K | MORGAN STANLEY SMITH BARNEY LLC |
| KEYSIGHT TECHNOLOGIES INC | COM | 24K | 182K | – |
| KEYSIGHT TECHNOLOGIES INC | COM | 86 | 650 | MORGAN STANLEY SMITH BARNEY LLC |
| KFORCE INC | COM | 580 | 14K | – |
| KILROY RLTY CORP | COM | 9K | 154K | – |
| KIMBALL INTL INC | CL B | 273 | 23K | – |
| KIMBERLY CLARK CORP | COM | 48K | 359K | – |
| KIMBERLY CLARK CORP | COM | 159 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| KIMCO RLTY CORP | COM | 4K | 236K | – |
| KIMCO RLTY CORP | COM | 24 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| KINDER MORGAN INC DEL | COM | 7K | 509K | – |
| KINDER MORGAN INC DEL | COM | 83 | 6K | MORGAN STANLEY SMITH BARNEY LLC |
| KINROSS GOLD CORP | COM | 12K | 2M | – |
| KINSALE CAP GROUP INC | COM | 1K | 7K | – |
| KIRBY CORP | COM | 3K | 50K | – |
| KIRKLAND LAKE GOLD LTD COM | COM | 1K | 29K | – |
| KITE RLTY GROUP TR | COM NEW | 402 | 27K | – |
| KKR REAL ESTATE FIN TR INC | COM | 757 | 42K | – |
| KLA CORPORATION COM NEW | COM NEW | 25K | 95K | – |
| KLA CORPORATION COM NEW | COM NEW | 120 | 464 | MORGAN STANLEY SMITH BARNEY LLC |
| KNIGHT SWIFT TRANSN HLDGS INC | CL A | 5K | 110K | – |
| KNOLL INC | COM NEW | 722 | 49K | – |
| KNOWLES CORP | COM | 822 | 45K | – |
| KODIAK SCIENCES INC | COM | 246 | 2K | – |
| KOHLS CORP | COM | 5K | 135K | – |
| KOHLS CORP | COM | 13 | 331 | MORGAN STANLEY SMITH BARNEY LLC |
| KONINKLIJKE PHILIPS NV | NY REG SH NEW | 27K | 503K | – |
| KONTOOR BRANDS INC | COM | 885 | 22K | – |
| KONTOOR BRANDS INC | COM | 12 | 305 | MORGAN STANLEY SMITH BARNEY LLC |
| KOPPERS HOLDINGS INC | COM | 662 | 21K | – |
| KOREA ELECTRIC POWER | SPONSORED ADR | 12K | 962K | – |
| KORN FERRY INTL | COM NEW | 781 | 18K | – |
| KRAFT HEINZ CO | COM | 17K | 479K | – |
| KRAFT HEINZ CO | COM | 63 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| KRATON CORPORATION | COM | 509 | 18K | – |
| KRATOS DEFENSE & SEC SOLUTIONS | COM NEW | 224 | 8K | – |
| KROGER CO | COM | 41K | 1M | – |
| KROGER CO | COM | 87 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| KRONOS WORLDWIDE INC | COM | 1K | 92K | – |
| KT CORP | SPONSORED ADR | 4K | 364K | – |
| KULICKE & SOFFA INDS INC | COM | 652 | 20K | – |
| KURA ONCOLOGY INC | COM | 512 | 16K | – |
| L BRANDS INC | COM | 2K | 63K | – |
| L BRANDS INC | COM | 13 | 363 | MORGAN STANLEY SMITH BARNEY LLC |
| L3HARRIS TECHNOLOGIES INC COM | COM | 22K | 119K | – |
| LA Z BOY INC | COM | 815 | 20K | – |
| LABORATORY CORP AMER HLDGS | COM NEW | 9K | 44K | – |
| LABORATORY CORP AMER HLDGS | COM NEW | 89 | 437 | MORGAN STANLEY SMITH BARNEY LLC |
| LADDER CAP CORP | CL A | 232 | 24K | – |
| LAKELAND BANCORP INC | COM | 952 | 75K | – |
| LAKELAND FINL CORP | COM | 652 | 12K | – |
| LAM RESEARCH CORP | COM | 54K | 114K | – |
| LAM RESEARCH CORP | COM | 230 | 486 | MORGAN STANLEY SMITH BARNEY LLC |
| LAMAR ADVERTISING CO NEW | CL A | 3K | 34K | – |
| LAMAR ADVERTISING CO NEW | CL A | 22 | 265 | MORGAN STANLEY SMITH BARNEY LLC |
| LAMB WESTON HLDGS INC | COM | 7K | 87K | – |
| LAMB WESTON HLDGS INC | COM | 41 | 526 | MORGAN STANLEY SMITH BARNEY LLC |
| LANCASTER COLONY CORP | COM | 15K | 82K | – |
| LANDS END INC NEW | COM | 298 | 14K | – |
| LANDSTAR SYS INC | COM | 21K | 157K | – |
| LANTHEUS HLDGS INC | COM | 313 | 23K | – |
| LAS VEGAS SANDS CORP | COM | 6K | 102K | – |
| LATTICE SEMICONDUCTOR CORP | COM | 1K | 24K | – |
| LAUDER ESTEE COS INC | CL A | 50K | 188K | – |
| LAUDER ESTEE COS INC | CL A | 137 | 513 | MORGAN STANLEY SMITH BARNEY LLC |
| LCI INDS | COM | 1K | 9K | – |
| LEAR CORP | COM NEW | 5K | 34K | – |
| LEAR CORP | COM NEW | 24 | 149 | MORGAN STANLEY SMITH BARNEY LLC |
| LEGGETT & PLATT INC | COM | 3K | 62K | – |
| LEGGETT & PLATT INC | COM | 50 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| LEIDOS HLDGS INC | COM | 7K | 71K | – |
| LEMAITRE VASCULAR INC | COM | 218 | 5K | – |
| LENDINGCLUB CORP NEW | COM NEW | 596 | 56K | – |
| LENDINGTREE INC NEW | COM | 320 | 1K | – |
| LENNAR CORP | CL A | 16K | 207K | – |
| LENNAR CORP | CL A | 92 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| LENNAR CORP | CL B | 405 | 7K | – |
| LENNOX INTL INC | COM | 5K | 16K | – |
| LENNOX INTL INC | COM | 37 | 134 | MORGAN STANLEY SMITH BARNEY LLC |
| LEXICON PHARMACEUTICALS INC | COM NEW | 50 | 15K | – |
| LEXINGTON REALTY TRUST | COM | 2K | 171K | – |
| LG DISPLAY CO LTD | SPONS ADR REP | 1K | 147K | – |
| LGI HOMES INC | COM | 1K | 12K | – |
| LHC GROUP INC | COM | 4K | 20K | – |
| LHC GROUP INC | COM | 45 | 213 | MORGAN STANLEY SMITH BARNEY LLC |
| LIBERTY BROADBAND CORP | COM SER A | 10K | 63K | – |
| LIBERTY BROADBAND CORP | COM SER A | 53 | 335 | MORGAN STANLEY SMITH BARNEY LLC |
| LIBERTY BROADBAND CORP | COM SER C | 14K | 88K | – |
| LIBERTY GLOBAL PLC | SHS CL A | 785 | 32K | – |
| LIBERTY GLOBAL PLC | SHS CL C | 3K | 114K | – |
| LIBERTY LATIN AMERICA LTD | COM CL A | 366 | 33K | – |
| LIBERTY LATIN AMERICA LTD | COM CL C | 135 | 12K | – |
| LIBERTY MEDIA CORP DELAWARE | COM A BRAVES GRP | 254 | 10K | – |
| LIBERTY MEDIA CORP DELAWARE | COM C BRAVES GRP | 374 | 15K | – |
| LIBERTY MEDIA CORP DELAWARE | COM SER A FRMLA | 2K | 50K | – |
| LIBERTY MEDIA CORP DELAWARE | COM SER A FRMLA | 20 | 538 | MORGAN STANLEY SMITH BARNEY LLC |
| LIBERTY MEDIA CORP DELAWARE | COM SER C FRMLA | 2K | 40K | – |
| LIBERTY MEDIA CORP DELAWARE | COM A SIRIUSXM | 2K | 57K | – |
| LIBERTY MEDIA CORP DELAWARE | COM A SIRIUSXM | 23 | 543 | MORGAN STANLEY SMITH BARNEY LLC |
| LIBERTY MEDIA CORP DELAWARE | COM C SIRIUSXM | 3K | 58K | – |
| LIBERTY OILFIELD SVCS INC | COM CL A | 412 | 40K | – |
| LIFE STORAGE INC | COM | 4K | 30K | – |
| LIFE STORAGE INC | COM | 19 | 163 | MORGAN STANLEY SMITH BARNEY LLC |
| LIGAND PHARMACEUTICALS INC | COM NEW | 2K | 18K | – |
| LIGAND PHARMACEUTICALS INC | COM NEW | 18 | 184 | MORGAN STANLEY SMITH BARNEY LLC |
| LILLY ELI & CO | COM | 125K | 743K | – |
| LILLY ELI & CO | COM | 599 | 4K | MORGAN STANLEY SMITH BARNEY LLC |
| LIMELIGHT NETWORKS INC | COM | 76 | 19K | – |
| LINCOLN ELEC HLDGS INC | COM | 3K | 28K | – |
| LINCOLN NATL CORP IND | COM | 20K | 393K | – |
| LINCOLN NATL CORP IND | COM | 27 | 542 | MORGAN STANLEY SMITH BARNEY LLC |
| LINDE PLC | SHS | 66K | 250K | – |
| LINDE PLC | SHS | 408 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| LINDSAY CORP | COM | 318 | 2K | – |
| LINE CORP | SPONSORED ADR | 7K | 130K | – |
| LIONS GATE ENTMNT CORP | CL A VTG | 1K | 122K | – |
| LIONS GATE ENTMNT CORP | CL B NON VTG | 112 | 11K | – |
| LITHIA MTRS INC | CL A | 3K | 12K | – |
| LITHIA MTRS INC | CL A | 43 | 148 | MORGAN STANLEY SMITH BARNEY LLC |
| LITTELFUSE INC | COM | 3K | 13K | – |
| LIVANOVA PLC | SHS | 523 | 8K | – |
| LIVANOVA PLC | SHS | 25 | 382 | MORGAN STANLEY SMITH BARNEY LLC |
| LIVE NATION ENTERTAINMENT INC | COM | 5K | 71K | – |
| LIVE NATION ENTERTAINMENT INC | COM | 37 | 510 | MORGAN STANLEY SMITH BARNEY LLC |
| LIVE OAK BANCSHARES INC | COM | 861 | 18K | – |
| LIVENT CORP | COM | 1K | 77K | – |
| LIVENT CORP | COM | 16 | 835 | MORGAN STANLEY SMITH BARNEY LLC |
| LIVEPERSON INC | COM | 3K | 45K | – |
| LIVERAMP HLDGS INC | COM | 4K | 51K | – |
| LKQ CORP | COM | 3K | 89K | – |
| LKQ CORP | COM | 33 | 935 | MORGAN STANLEY SMITH BARNEY LLC |
| LLOYDS BANKING GROUP PLC | SPONSORED ADR | 5K | 3M | – |
| LOCKHEED MARTIN CORP | COM | 61K | 173K | – |
| LOEWS CORP | COM | 9K | 202K | – |
| LOGITECH INTL SA | SHS | 29K | 296K | – |
| LOMA NEGRA CORP | SPONSORED ADS | 416 | 68K | – |
| LORAL SPACE & COMMUNICATNS INC | COM | 291 | 14K | – |
| LOUISIANA PAC CORP | COM | 1K | 36K | – |
| LOWES COS INC | COM | 92K | 572K | – |
| LOWES COS INC | COM | 387 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| LPL FINL HLDGS INC | COM | 6K | 55K | – |
| LTC PPTYS INC | COM | 291 | 7K | – |
| LULULEMON ATHLETICA INC | COM | 22K | 63K | – |
| LULULEMON ATHLETICA INC | COM | 78 | 224 | MORGAN STANLEY SMITH BARNEY LLC |
| LUMEN TECHNOLOGIES INC | COM | 5K | 488K | – |
| LUMEN TECHNOLOGIES INC | COM | 46 | 5K | MORGAN STANLEY SMITH BARNEY LLC |
| LUMENTUM HLDGS INC | COM | 2K | 20K | – |
| LUMENTUM HLDGS INC | COM | 22 | 229 | MORGAN STANLEY SMITH BARNEY LLC |
| LUMINEX CORP DEL | COM | 693 | 30K | – |
| LUMINEX CORP DEL | COM | 17 | 752 | MORGAN STANLEY SMITH BARNEY LLC |
| LYFT INC | CL A COM | 4K | 81K | – |
| LYONDELLBASELL INDUSTRIES N V | SHS - A - | 15K | 167K | – |
| LYONDELLBASELL INDUSTRIES N V | SHS - A - | 67 | 735 | MORGAN STANLEY SMITH BARNEY LLC |
| M & T BK CORP | COM | 6K | 48K | – |
| M & T BK CORP | COM | 60 | 472 | MORGAN STANLEY SMITH BARNEY LLC |
| M D C HLDGS INC | COM | 2K | 32K | – |
| M/I HOMES INC | COM | 1K | 23K | – |
| MACERICH CO | COM | 5K | 446K | – |
| MACK CALI RLTY CORP | COM | 204 | 16K | – |
| MACROGENICS INC | COM | 463 | 20K | – |
| MACYS INC | COM | 3K | 309K | – |
| MADDEN STEVEN LTD | COM | 1K | 28K | – |
| MADISON SQUARE GRDN ENTERTNMNT CL A | CL A | 4K | 38K | – |
| MADISON SQUARE GRDN SPRT CORP CL A | CL A | 3K | 14K | – |
| MAGELLAN HEALTH INC | COM NEW | 964 | 12K | – |
| MAGNA INTL INC | COM | 17K | 247K | – |
| MAGNITE INC | COM | 580 | 19K | – |
| MAGNOLIA OIL & GAS CORP | CL A | 946 | 134K | – |
| MAIN STREET CAPITAL CORP | COM | 793 | 25K | – |
| MALLINCKRODT PUB LTD CO | SHS | 3 | 14K | – |
| MANHATTAN ASSOCS INC | COM | 11K | 102K | – |
| MANHATTAN ASSOCS INC | COM | 22 | 206 | MORGAN STANLEY SMITH BARNEY LLC |
| MANITOWOC CO INC | COM NEW | 173 | 13K | – |
| MANNKIND CORP | COM NEW | 32 | 10K | – |
| MANPOWERGROUP INC | COM | 8K | 88K | – |
| MANPOWERGROUP INC | COM | 22 | 248 | MORGAN STANLEY SMITH BARNEY LLC |
| MANTECH INTL CORP | CL A | 966 | 11K | – |
| MANULIFE FINANCIAL CORP | COM | 14K | 778K | – |
| MARATHON OIL CORP | COM | 6K | 858K | – |
| MARATHON OIL CORP | COM | 31 | 5K | MORGAN STANLEY SMITH BARNEY LLC |
| MARATHON PETE CORP | COM | 11K | 260K | – |
| MARATHON PETE CORP | COM | 108 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| MARCUS & MILLICHAP INC | COM | 300 | 8K | – |
| MARKEL CORP | COM | 4K | 4K | – |
| MARKETAXESS HLDGS INC | COM | 19K | 32K | – |
| MARKETAXESS HLDGS INC | COM | 43 | 75 | MORGAN STANLEY SMITH BARNEY LLC |
| MARRIOTT INTL INC NEW | CL A | 24K | 181K | – |
| MARRIOTT INTL INC NEW | CL A | 151 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| MARRIOTT VACATIONS WRLDWDE CP | COM | 2K | 16K | – |
| MARSH & MCLENNAN COS INC | COM | 44K | 377K | – |
| MARSH & MCLENNAN COS INC | COM | 181 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| MARTEN TRANS LTD | COM | 1K | 62K | – |
| MARTIN MARIETTA MATLS INC | COM | 8K | 29K | – |
| MARTIN MARIETTA MATLS INC | COM | 52 | 184 | MORGAN STANLEY SMITH BARNEY LLC |
| MARVELL TECHNOLOGY GROUP LTD | ORD | 15K | 308K | – |
| MARVELL TECHNOLOGY GROUP LTD | ORD | 84 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| MASCO CORP | COM | 12K | 223K | – |
| MASCO CORP | COM | 46 | 844 | MORGAN STANLEY SMITH BARNEY LLC |
| MASIMO CORP | COM | 13K | 49K | – |
| MASIMO CORP | COM | 31 | 116 | MORGAN STANLEY SMITH BARNEY LLC |
| MASTEC INC | COM | 2K | 28K | – |
| MASTERCARD INCORPORATED | CL A | 265K | 743K | – |
| MASTERCARD INCORPORATED | CL A | 931 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| MATADOR RES CO | COM | 4K | 293K | – |
| MATCH GROUP INC COM | COM | 25K | 164K | – |
| MATCH GROUP INC COM | COM | 101 | 665 | MORGAN STANLEY SMITH BARNEY LLC |
| MATERIALISE NV | SPONSORED ADS | 307 | 6K | – |
| MATERION CORP | COM | 1K | 21K | – |
| MATSON INC | COM | 987 | 17K | – |
| MATTEL INC | COM | 835 | 48K | – |
| MATTEL INC | COM | 26 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| MATTHEWS INTL CORP | CL A | 664 | 23K | – |
| MATTHEWS INTL CORP | CL A | 35 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| MAXEON SOLAR TECHNOLOGIES LTD | SHS | 373 | 13K | – |
| MAXIM INTEGRATED PRODS INC | COM | 14K | 157K | – |
| MAXIM INTEGRATED PRODS INC | COM | 73 | 818 | MORGAN STANLEY SMITH BARNEY LLC |
| MAXIMUS INC | COM | 9K | 129K | – |
| MAXLINEAR INC | COM | 2K | 43K | – |
| MBIA INC | COM | 112 | 17K | – |
| MCCORMICK & CO INC | COM NON VTG | 30K | 314K | – |
| MCCORMICK & CO INC | COM NON VTG | 46 | 484 | MORGAN STANLEY SMITH BARNEY LLC |
| MCDONALDS CORP | COM | 138K | 641K | – |
| MCDONALDS CORP | COM | 488 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| MCEWEN MNG INC | COM | 15 | 15K | – |
| MCKESSON CORP | COM | 23K | 131K | – |
| MCKESSON CORP | COM | 121 | 697 | MORGAN STANLEY SMITH BARNEY LLC |
| MDU RES GROUP INC | COM | 1K | 43K | – |
| MEDICAL PPTYS TRUST INC | COM | 9K | 399K | – |
| MEDICAL PPTYS TRUST INC | COM | 33 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| MEDIFAST INC | COM | 5K | 26K | – |
| MEDNAX INC | COM | 2K | 90K | – |
| MEDNAX INC | COM | 28 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| MEDPACE HLDGS INC | COM | 1K | 8K | – |
| MEDPACE HLDGS INC | COM | 77 | 551 | MORGAN STANLEY SMITH BARNEY LLC |
| MEDTRONIC PLC | SHS | 88K | 753K | – |
| MEDTRONIC PLC | SHS | 532 | 5K | MORGAN STANLEY SMITH BARNEY LLC |
| MELCO RESORTS AND ENTERTAINMENT LTD | ADR | 3K | 151K | – |
| MERCADOLIBRE INC | COM | 11K | 6K | – |
| MERCK & CO INC | COM | 187K | 2M | – |
| MERCURY GENL CORP NEW | COM | 7K | 126K | – |
| MERCURY SYS INC | COM | 1K | 12K | – |
| MERCURY SYS INC | COM | 85 | 964 | MORGAN STANLEY SMITH BARNEY LLC |
| MEREDITH CORP | COM | 1K | 53K | – |
| MERIDIAN BANCORP INC MD | COM | 235 | 16K | – |
| MERIDIAN BIOSCIENCE INC | COM | 555 | 30K | – |
| MERIDIAN BIOSCIENCE INC | COM | 20 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| MERIT MED SYS INC | COM | 1K | 21K | – |
| MERITAGE HOMES CORP | COM | 4K | 50K | – |
| MERITOR INC | COM | 897 | 32K | – |
| MESA LABS INC | COM | 233 | 813 | – |
| MESA LABS INC | COM | 31 | 107 | MORGAN STANLEY SMITH BARNEY LLC |
| MESOBLAST LTD | SPONS ADR | 236 | 28K | – |
| METHANEX CORP | COM | 7K | 157K | – |
| METHODE ELECTRS INC | COM | 2K | 40K | – |
| METLIFE INC | COM | 53K | 1M | – |
| METLIFE INC | COM | 102 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| METTLER TOLEDO INTERNATIONAL | COM | 27K | 23K | – |
| METTLER TOLEDO INTERNATIONAL | COM | 117 | 103 | MORGAN STANLEY SMITH BARNEY LLC |
| MGE ENERGY INC | COM | 2K | 23K | – |
| MGIC INVT CORP WIS | COM | 4K | 342K | – |
| MGIC INVT CORP WIS | COM | 23 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| MGM GROWTH PPTYS LLC | CL A COM | 426 | 14K | – |
| MGM RESORTS INTERNATIONAL | COM | 12K | 377K | – |
| MGP INGREDIENTS INC NEW | COM | 469 | 10K | – |
| MICHAELS COS INC | COM | 900 | 69K | – |
| MICROCHIP TECHNOLOGY INC | COM | 16K | 117K | – |
| MICROCHIP TECHNOLOGY INC | COM | 60 | 433 | MORGAN STANLEY SMITH BARNEY LLC |
| MICRON TECHNOLOGY INC | COM | 61K | 808K | – |
| MICRON TECHNOLOGY INC | COM | 220 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| MICROSOFT CORP | COM | 1M | 6M | – |
| MICROSOFT CORP | COM | 5K | 21K | MORGAN STANLEY SMITH BARNEY LLC |
| MICROSTRATEGY INC | CL A NEW | 2K | 4K | – |
| MID AMER APT CMNTYS INC | COM | 9K | 68K | – |
| MID AMER APT CMNTYS INC | COM | 67 | 532 | MORGAN STANLEY SMITH BARNEY LLC |
| MIDDLEBY CORP | COM | 3K | 20K | – |
| MIDDLEBY CORP | COM | 13 | 99 | MORGAN STANLEY SMITH BARNEY LLC |
| MIDDLESEX WATER CO | COM | 708 | 10K | – |
| MIDLAND STS BANCORP INC ILL | COM | 2K | 86K | – |
| MIDWESTONE FINL GROUP INC NEW | COM | 328 | 13K | – |
| MILLER HERMAN INC | COM | 4K | 110K | – |
| MILLER INDS INC TENN | COM NEW | 2K | 49K | – |
| MINERALS TECHNOLOGIES INC | COM | 3K | 54K | – |
| MIRATI THERAPEUTICS INC | COM | 1K | 6K | – |
| MIRATI THERAPEUTICS INC | COM | 45 | 203 | MORGAN STANLEY SMITH BARNEY LLC |
| MITEK SYS INC | COM NEW | 376 | 21K | – |
| MITSUBISHI UFJ FINANCIAL GROUP INC | SPONSORED ADS | 22K | 5M | – |
| MIZUHO FINANCIAL GROUP INC | SPONSORED ADR | 7K | 3M | – |
| MKS INSTRUMENT INC | COM | 4K | 24K | – |
| MOBILE TELESYSTEMS PJSC | SPONSORED ADR | 1K | 140K | – |
| MODEL N INC | COM | 248 | 7K | – |
| MODERNA INC | COM | 12K | 116K | – |
| MODERNA INC | COM | 95 | 913 | MORGAN STANLEY SMITH BARNEY LLC |
| MOELIS & CO | CL A | 368 | 8K | – |
| MOELIS & CO | CL A | 35 | 759 | MORGAN STANLEY SMITH BARNEY LLC |
| MOHAWK INDS INC | COM | 4K | 27K | – |
| MOHAWK INDS INC | COM | 25 | 175 | MORGAN STANLEY SMITH BARNEY LLC |
| MOLINA HEALTHCARE INC | COM | 7K | 35K | – |
| MOLSON COORS BEVERAGE COMPANY CL B | CL B | 4K | 98K | – |
| MOLSON COORS BEVERAGE COMPANY CL B | CL B | 12 | 256 | MORGAN STANLEY SMITH BARNEY LLC |
| MOMO INC | ADR | 2K | 142K | – |
| MONARCH CASINO & RESORT INC | COM | 460 | 8K | – |
| MONDELEZ INTL INC | CL A | 76K | 1M | – |
| MONDELEZ INTL INC | CL A | 242 | 4K | MORGAN STANLEY SMITH BARNEY LLC |
| MONGODB INC CL A | CL A | 6K | 15K | – |
| MONGODB INC CL A | CL A | 68 | 190 | MORGAN STANLEY SMITH BARNEY LLC |
| MONMOUTH REAL ESTATE INVT CORP | CL A | 674 | 39K | – |
| MONMOUTH REAL ESTATE INVT CORP | CL A | 12 | 673 | MORGAN STANLEY SMITH BARNEY LLC |
| MONOLITHIC PWR SYS INC | COM | 12K | 33K | – |
| MONOLITHIC PWR SYS INC | COM | 62 | 170 | MORGAN STANLEY SMITH BARNEY LLC |
| MONRO INC | COM | 311 | 6K | – |
| MONSTER BEVERAGE CORP NEW | COM | 23K | 253K | – |
| MONSTER BEVERAGE CORP NEW | COM | 118 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| MOODYS CORP | COM | 41K | 140K | – |
| MOODYS CORP | COM | 178 | 615 | MORGAN STANLEY SMITH BARNEY LLC |
| MOOG INC | CL A | 775 | 10K | – |
| MORGAN STANLEY | COM NEW | 82K | 1M | – |
| MORGAN STANLEY | COM NEW | 306 | 4K | MORGAN STANLEY SMITH BARNEY LLC |
| MORNINGSTAR INC | COM | 18K | 79K | – |
| MOSAIC CO NEW | COM | 7K | 298K | – |
| MOSAIC CO NEW | COM | 26 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| MOTOROLA SOLUTIONS INC | COM NEW | 30K | 175K | – |
| MOTOROLA SOLUTIONS INC | COM NEW | 101 | 593 | MORGAN STANLEY SMITH BARNEY LLC |
| MR COOPER GROUP INC | COM | 3K | 107K | – |
| MRC GLOBAL INC | COM | 661 | 100K | – |
| MSA SAFETY INC | COM | 2K | 12K | – |
| MSC INDL DIRECT INC | CL A | 16K | 191K | – |
| MSCI INC | COM | 26K | 58K | – |
| MSCI INC | COM | 84 | 189 | MORGAN STANLEY SMITH BARNEY LLC |
| MSG NETWORK INC | CL A | 507 | 34K | – |
| MTS SYS CORP | COM | 2K | 33K | – |
| MUELLER INDS INC | COM | 631 | 18K | – |
| MUELLER WTR PRODS INC | COM SER A | 385 | 31K | – |
| MURPHY OIL CORP | COM | 5K | 394K | – |
| MURPHY OIL CORP | COM | 13 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| MURPHY USA INC | COM | 3K | 24K | – |
| MYERS INDS INC | COM | 667 | 32K | – |
| MYR GROUP INC DEL | COM | 3K | 46K | – |
| MYRIAD GENETICS INC | COM | 417 | 21K | – |
| NANOSTRING TECHNOLOGIES INC | COM | 672 | 10K | – |
| NASDAQ INC | COM | 18K | 135K | – |
| NASDAQ INC | COM | 60 | 455 | MORGAN STANLEY SMITH BARNEY LLC |
| NATERA INC | COM | 1K | 10K | – |
| NATERA INC | COM | 51 | 514 | MORGAN STANLEY SMITH BARNEY LLC |
| NATIONAL BEVERAGE CORP | COM | 466 | 5K | – |
| NATIONAL BEVERAGE CORP | COM | 11 | 135 | MORGAN STANLEY SMITH BARNEY LLC |
| NATIONAL BK HLDGS CORP | CL A | 281 | 9K | – |
| NATIONAL CINEMEDIA INC | COM | 55 | 15K | – |
| NATIONAL ENERGY SERVICES REUNI | SHS | 426 | 43K | – |
| NATIONAL FUEL GAS CO N J | COM | 5K | 126K | – |
| NATIONAL GEN HLDGS CORP | COM | 1K | 43K | – |
| NATIONAL GRID PLC | SPONSORED ADR NE | 19K | 317K | – |
| NATIONAL HEALTH INVS INC | COM | 817 | 12K | – |
| NATIONAL HEALTHCARE CORP | COM | 910 | 14K | – |
| NATIONAL INSTRS CORP | COM | 5K | 120K | – |
| NATIONAL INSTRS CORP | COM | 22 | 512 | MORGAN STANLEY SMITH BARNEY LLC |
| NATIONAL OILWELL VARCO INC | COM | 4K | 262K | – |
| NATIONAL PRESTO INDS INC | COM | 783 | 9K | – |
| NATIONAL RETAIL PPTYS INC | COM | 3K | 78K | – |
| NATIONAL RETAIL PPTYS INC | COM | 53 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| NATIONAL STORAGE AFFILIATES TR | COM SHS BEN IN | 780 | 22K | – |
| NATIONAL VISION HLDGS INC | COM | 387 | 9K | – |
| NATIONAL WESTN LIFE GROUP INC | CL A | 754 | 4K | – |
| NATURA &CO HOLDING SA | ADS | 10K | 478K | – |
| NATUS MEDICAL INC DEL | COM | 1K | 69K | – |
| NATWEST GROUP PLC | SPONS ADR 2 ORD | 4K | 872K | – |
| NAVIENT CORPORATION | COM | 4K | 422K | – |
| NAVIENT CORPORATION | COM | 20 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| NAVISTAR INTL CORP NEW | COM | 690 | 16K | – |
| NBT BANCORP INC | COM | 495 | 15K | – |
| NCR CORP NEW | COM | 2K | 49K | – |
| NEENAH INC | COM | 972 | 18K | – |
| NEKTAR THERAPEUTICS | COM | 1K | 79K | – |
| NEKTAR THERAPEUTICS | COM | 18 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| NELNET INC | CL A | 475 | 7K | – |
| NEOGEN CORP | COM | 3K | 36K | – |
| NEOGEN CORP | COM | 33 | 410 | MORGAN STANLEY SMITH BARNEY LLC |
| NEOGENOMICS INC | COM NEW | 3K | 52K | – |
| NEOGENOMICS INC | COM NEW | 26 | 485 | MORGAN STANLEY SMITH BARNEY LLC |
| NETAPP INC | COM | 10K | 154K | – |
| NETAPP INC | COM | 85 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| NETEASE INC | SPONSORED ADS | 25K | 260K | – |
| NETFLIX INC | COM | 169K | 313K | – |
| NETFLIX INC | COM | 654 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| NETGEAR INC | COM | 1K | 28K | – |
| NETSCOUT SYS INC | COM | 1K | 44K | – |
| NEUROCRINE BIOSCIENCES INC | COM | 3K | 34K | – |
| NEUROCRINE BIOSCIENCES INC | COM | 46 | 481 | MORGAN STANLEY SMITH BARNEY LLC |
| NEVRO CORP | COM | 797 | 5K | – |
| NEVRO CORP | COM | 11 | 65 | MORGAN STANLEY SMITH BARNEY LLC |
| NEW JERSEY RES | COM | 3K | 73K | – |
| NEW ORIENTAL ED & TECH GROUP INC | SPON ADR | 22K | 116K | – |
| NEW RELIC INC | COM | 881 | 13K | – |
| NEW RESIDENTIAL INVT CORP | COM NEW | 5K | 487K | – |
| NEW RESIDENTIAL INVT CORP | COM NEW | 11 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| NEW SR INVT GROUP INC | COM | 73 | 14K | – |
| NEW YORK CMNTY BANCORP INC | COM | 2K | 168K | – |
| NEW YORK CMNTY BANCORP INC | COM | 23 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| NEW YORK MTG TR INC | COM PAR $.02 | 2K | 551K | – |
| NEW YORK TIMES CO | CL A | 8K | 155K | – |
| NEW YORK TIMES CO | CL A | 21 | 407 | MORGAN STANLEY SMITH BARNEY LLC |
| NEWELL BRANDS INC | COM | 4K | 201K | – |
| NEWELL BRANDS INC | COM | 45 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| NEWMARK GROUP INC | CL A | 2K | 208K | – |
| NEWMARKET CORP | COM | 4K | 11K | – |
| NEWMONT CORPORATION COM | COM | 65K | 1M | – |
| NEWMONT CORPORATION COM | COM | 164 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| NEWS CORP NEW | CL B | 181 | 10K | – |
| NEWS CORP NEW | CL A | 5K | 272K | – |
| NEWS CORP NEW | CL A | 12 | 646 | MORGAN STANLEY SMITH BARNEY LLC |
| NEXPOINT RESIDENTIAL TR INC | COM | 310 | 7K | – |
| NEXSTAR MEDIA GROUP INC | CL A | 2K | 14K | – |
| NEXTERA ENERGY INC | COM | 195K | 3M | – |
| NEXTERA ENERGY INC | COM | 447 | 6K | MORGAN STANLEY SMITH BARNEY LLC |
| NEXTERA ENERGY PARTNERS LP UNIT PART IN | COM UNIT PART IN | 258 | 4K | – |
| NEXTGEN HEALTHCARE INC | COM | 499 | 27K | – |
| NEXTIER OILFIELD SOLUTIONS INC | COM | 506 | 147K | – |
| NGM BIOPHARMACEUTICALS INC | COM | 319 | 11K | – |
| NIC INC | COM | 1K | 48K | – |
| NICE LTD | SPONSORED ADR | 43K | 151K | – |
| NICOLET BANKSHARES INC | COM | 263 | 4K | – |
| NIELSEN HLDGS PLC | SHS EUR | 4K | 172K | – |
| NIELSEN HLDGS PLC | SHS EUR | 27 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| NIKE INC | CL B | 178K | 1M | – |
| NIKE INC | CL B | 496 | 4K | MORGAN STANLEY SMITH BARNEY LLC |
| NIO INC | SPON ADS | 10K | 206K | – |
| NISOURCE INC | COM | 4K | 177K | – |
| NISOURCE INC | COM | 29 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| NLIGHT INC | COM | 215 | 7K | – |
| NMI HLDGS INC | CL A | 1K | 47K | – |
| NOAH HOLDINGS LTD | SPON ADS CL A | 8K | 162K | – |
| NOKIA CORP | SPONSORED ADR | 10K | 3M | – |
| NOMURA HOLDINGS INC | SPONSORED ADR | 20K | 4M | – |
| NORDIC AMERICAN TANKERS LTD | COM | 221 | 75K | – |
| NORDSON CORP | COM | 3K | 16K | – |
| NORDSON CORP | COM | 38 | 187 | MORGAN STANLEY SMITH BARNEY LLC |
| NORDSTROM INC | COM | 2K | 61K | – |
| NORDSTROM INC | COM | 45 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| NORFOLK SOUTHERN CORP | COM | 44K | 184K | – |
| NORFOLK SOUTHERN CORP | COM | 216 | 908 | MORGAN STANLEY SMITH BARNEY LLC |
| NORTHERN TR CORP | COM | 17K | 180K | – |
| NORTHERN TR CORP | COM | 65 | 694 | MORGAN STANLEY SMITH BARNEY LLC |
| NORTHFIELD BANCORP INC DEL | COM | 599 | 49K | – |
| NORTHROP GRUMMAN CORP | COM | 35K | 116K | – |
| NORTHWEST BANCSHARES INC MD | COM | 1K | 101K | – |
| NORTHWEST NAT HLDG CO | COM | 707 | 15K | – |
| NORTHWESTERN CORP | COM NEW | 2K | 28K | – |
| NORTONLIFELOCK INC | COM | 11K | 521K | – |
| NORTONLIFELOCK INC | COM | 37 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| NORWEGIAN CRUISE LINE HLDG LTD | SHS | 6K | 227K | – |
| NORWEGIAN CRUISE LINE HLDG LTD | SHS | 14 | 534 | MORGAN STANLEY SMITH BARNEY LLC |
| NOVA MEASURING INSTRUMENTS LTD | COM | 380 | 5K | – |
| NOVANTA INC | COM | 2K | 20K | – |
| NOVARTIS AG | SPONSORED ADR | 112K | 1M | – |
| NOVAVAX INC | COM NEW | 2K | 17K | – |
| NOVOCURE LTD | ORD SHS | 2K | 14K | – |
| NOVOCURE LTD | ORD SHS | 54 | 312 | MORGAN STANLEY SMITH BARNEY LLC |
| NOVO-NORDISK AS | ADR | 117K | 2M | – |
| NOW INC | COM | 529 | 74K | – |
| NRG ENERGY INC | COM NEW | 15K | 406K | – |
| NRG ENERGY INC | COM NEW | 34 | 899 | MORGAN STANLEY SMITH BARNEY LLC |
| NU SKIN ENTERPRISES INC | CL A | 13K | 236K | – |
| NUANCE COMMUNICATIONS INC | COM | 7K | 159K | – |
| NUANCE COMMUNICATIONS INC | COM | 25 | 558 | MORGAN STANLEY SMITH BARNEY LLC |
| NUCOR CORP | COM | 8K | 144K | – |
| NUCOR CORP | COM | 53 | 988 | MORGAN STANLEY SMITH BARNEY LLC |
| NUTANIX INC | CL A | 1K | 38K | – |
| NUTANIX INC | CL A | 27 | 860 | MORGAN STANLEY SMITH BARNEY LLC |
| NUTRIEN LTD | COM | 5K | 111K | – |
| NUVASIVE INC | COM | 318 | 6K | – |
| NUVASIVE INC | COM | 21 | 378 | MORGAN STANLEY SMITH BARNEY LLC |
| NV5 GLOBAL INC | COM | 332 | 4K | – |
| NVENT ELECTRIC PLC | SHS | 2K | 71K | – |
| NVENT ELECTRIC PLC | SHS | 23 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| NVIDIA CORP | COM | 274K | 524K | – |
| NVIDIA CORP | COM | 876 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| NVR INC | COM | 7K | 2K | – |
| NVR INC | COM | 49 | 12 | MORGAN STANLEY SMITH BARNEY LLC |
| NXP SEMICONDUCTORS NV | COM | 10K | 62K | – |
| O REILLY AUTOMOTIVE INC NEW | COM | 25K | 55K | – |
| O REILLY AUTOMOTIVE INC NEW | COM | 79 | 175 | MORGAN STANLEY SMITH BARNEY LLC |
| OCCIDENTAL PETE CORP DEL | COM | 4K | 239K | – |
| OCCIDENTAL PETE CORP DEL | COM | 48 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| OCCIDENTAL PETE CORP WT EXP 080327 | *W EXP 08/03/202 | 309 | 45K | – |
| OCEANEERING INTL INC | COM | 2K | 262K | – |
| OCEANFIRST FINL CORP | COM | 770 | 41K | – |
| OFFICE PPTYS INCOME TR | COM SHS BEN INT | 328 | 14K | – |
| OFG BANCORP | COM | 344 | 19K | – |
| OGE ENERGY CORP | COM | 2K | 71K | – |
| O-I GLASS INC COM | COM | 437 | 37K | – |
| OI S A SPONSORED ADR NE | SPONSORED ADR NE | 21 | 10K | – |
| OIL STS INTL INC | COM | 108 | 22K | – |
| OKTA INC | CL A | 17K | 68K | – |
| OKTA INC | CL A | 102 | 402 | MORGAN STANLEY SMITH BARNEY LLC |
| OLD DOMINION FGHT LINES INC | COM | 22K | 115K | – |
| OLD DOMINION FGHT LINES INC | COM | 38 | 197 | MORGAN STANLEY SMITH BARNEY LLC |
| OLD NATL BANCORP IND | COM | 793 | 48K | – |
| OLD REP INTL CORP | COM | 4K | 186K | – |
| OLD REP INTL CORP | COM | 24 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| OLIN CORP | COM PAR $1 | 1K | 60K | – |
| OLLIES BARGAIN OUTLT HLDGS INC | COM | 3K | 32K | – |
| OLLIES BARGAIN OUTLT HLDGS INC | COM | 17 | 204 | MORGAN STANLEY SMITH BARNEY LLC |
| OMEGA HEALTHCARE INVS INC | COM | 7K | 182K | – |
| OMEGA HEALTHCARE INVS INC | COM | 32 | 892 | MORGAN STANLEY SMITH BARNEY LLC |
| OMEROS CORP | COM | 206 | 14K | – |
| OMEROS CORP | COM | 37 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| OMNICELL INC | COM | 4K | 30K | – |
| OMNICOM GROUP INC | COM | 16K | 249K | – |
| OMNICOM GROUP INC | COM | 68 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| ON SEMICONDUCTOR CORP | COM | 4K | 124K | – |
| ONE GAS INC | COM | 4K | 52K | – |
| ONE GAS INC | COM | 40 | 519 | MORGAN STANLEY SMITH BARNEY LLC |
| ONE LIBERTY PPTYS INC | COM | 303 | 15K | – |
| ONEMAIN HLDGS INC | COM | 7K | 153K | – |
| ONEOK INC NEW | COM | 10K | 272K | – |
| ONEOK INC NEW | COM | 53 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| ONESMART INTL ED GROUP LTD | SPONSORED ADS | 158 | 42K | – |
| ONESPAN INC | COM | 210 | 10K | – |
| ONESPAWORLD HOLDINGS LIMITED COM | COM | 183 | 18K | – |
| ONTO INNOVATION INC | COM | 801 | 17K | – |
| OPEN TEXT CORP | COM | 16K | 362K | – |
| OPERA LTD | SPONSORED ADS | 222 | 24K | – |
| OPKO HEALTH INC | COM | 398 | 101K | – |
| OPPENHEIMER HLDGS INC | CL A NON VTG | 654 | 21K | – |
| ORACLE CORP | COM | 126K | 2M | – |
| ORACLE CORP | COM | 383 | 6K | MORGAN STANLEY SMITH BARNEY LLC |
| ORANGE | SPONSORED ADR | 11K | 932K | – |
| ORASURE TECHNOLOGIES INC | COM | 676 | 64K | – |
| ORCHID IS CAP INC | COM | 185 | 35K | – |
| ORIGIN BANCORP INC | COM | 305 | 11K | – |
| ORION ENGINEERED CARBONS SA | COM | 509 | 30K | – |
| ORIX CORP | SPONSORED ADR | 30K | 388K | – |
| ORMAT TECHNOLOGIES INC | COM | 10K | 114K | – |
| ORTHOFIX MED INC | COM | 513 | 12K | – |
| OSHKOSH CORP | COM | 4K | 51K | – |
| OSI SYSTEMS INC | COM | 733 | 8K | – |
| OTIS WORLDWIDE CORP | COM | 11K | 161K | – |
| OTIS WORLDWIDE CORP | COM | 89 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| OTTER TAIL CORP | COM | 282 | 7K | – |
| OUTFRONT MEDIA INC | COM | 930 | 48K | – |
| OVINTIV INC | COM | 14K | 977K | – |
| OWENS & MINOR INC NEW | COM | 1K | 39K | – |
| OWENS & MINOR INC NEW | COM | 11 | 405 | MORGAN STANLEY SMITH BARNEY LLC |
| OWENS CORNING NEW | COM | 9K | 125K | – |
| OWENS CORNING NEW | COM | 31 | 409 | MORGAN STANLEY SMITH BARNEY LLC |
| OXFORD INDS INC | COM | 708 | 11K | – |
| P T TELEKOMUNIKASI INDONESIA | SPONSORED ADR | 8K | 351K | – |
| PACCAR INC | COM | 32K | 371K | – |
| PACCAR INC | COM | 91 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| PACIFIC BIOSCIENCES CALIF INC | COM | 3K | 116K | – |
| PACIFIC PREMIER BANCORP | COM | 1K | 44K | – |
| PACIRA BIOSCIENCES INC | COM | 651 | 11K | – |
| PACIRA BIOSCIENCES INC | COM | 30 | 502 | MORGAN STANLEY SMITH BARNEY LLC |
| PACKAGING CORP AMER | COM | 8K | 59K | – |
| PACKAGING CORP AMER | COM | 70 | 508 | MORGAN STANLEY SMITH BARNEY LLC |
| PACWEST BANCORP DEL | COM | 2K | 78K | – |
| PAGERDUTY INC | COM | 1K | 35K | – |
| PALO ALTO NETWORKS INC | COM | 14K | 40K | – |
| PALO ALTO NETWORKS INC | COM | 80 | 225 | MORGAN STANLEY SMITH BARNEY LLC |
| PALOMAR HOLDINGS INC | COM | 279 | 3K | – |
| PAN AMERICAN SILVER CORP | COM | 3K | 99K | – |
| PAPA JOHNS INTL INC | COM | 3K | 36K | – |
| PAR PACIFIC HOLDINGS INC | COM NEW | 400 | 29K | – |
| PARAMOUNT GROUP INC | COM | 6K | 647K | – |
| PARK HOTELS RESORTS INC | COM | 7K | 393K | – |
| PARK HOTELS RESORTS INC | COM | 15 | 884 | MORGAN STANLEY SMITH BARNEY LLC |
| PARK NATL CORP | COM | 455 | 4K | – |
| PARKER HANNIFIN CORP | COM | 27K | 98K | – |
| PARSLEY ENERGY INC | CL A | 11K | 743K | – |
| PARSONS CORPORATION COM | COM | 452 | 12K | – |
| PARSONS CORPORATION COM | COM | 87 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| PARTNER COMMUNICATIONS CO LTD | ADR | 97 | 18K | – |
| PATRICK INDS INC | COM | 412 | 6K | – |
| PATTERSON COMPANIES INC | COM | 2K | 55K | – |
| PATTERSON COMPANIES INC | COM | 36 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| PATTERSON UTI ENERGY INC | COM | 5K | 1M | – |
| PAYCHEX INC | COM | 32K | 347K | – |
| PAYCHEX INC | COM | 118 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| PAYCOM SOFTWARE INC | COM | 5K | 12K | – |
| PAYCOM SOFTWARE INC | COM | 87 | 192 | MORGAN STANLEY SMITH BARNEY LLC |
| PAYLOCITY HLDG CORP | COM | 1K | 6K | – |
| PAYPAL HLDGS INC | COM | 219K | 934K | – |
| PAYPAL HLDGS INC | COM | 782 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| PBF ENERGY INC | CL A | 502 | 71K | – |
| PC CONNECTION INC | COM | 768 | 16K | – |
| PDC ENERGY INC | COM | 2K | 103K | – |
| PDL BIOPHARMA INC | COM | 302 | 122K | – |
| PEARSON PLC | SPONSORED ADR | 6K | 619K | – |
| PEBBLEBROOK HOTEL TR | COM | 6K | 319K | – |
| PEGASYSTEMS INC | COM | 3K | 24K | – |
| PEGASYSTEMS INC | COM | 11 | 82 | MORGAN STANLEY SMITH BARNEY LLC |
| PELOTON INTERACTIVE INC CL A COM | CL A COM | 6K | 40K | – |
| PELOTON INTERACTIVE INC CL A COM | CL A COM | 49 | 324 | MORGAN STANLEY SMITH BARNEY LLC |
| PENN NATL GAMING INC | COM | 6K | 72K | – |
| PENNANT GROUP INC | COM | 590 | 10K | – |
| PENNSYLVANIA RL ESTATE INVT TR | SH BEN INT | 33 | 33K | – |
| PENNSYLVANIA RL ESTATE INVT TR | SH BEN INT | 16 | 16K | MORGAN STANLEY SMITH BARNEY LLC |
| PENNYMAC FINL SVCS INC | COM | 886 | 14K | – |
| PENNYMAC MTG INVT TR | COM | 1K | 64K | – |
| PENSKE AUTOMOTIVE GRP INC | COM | 3K | 46K | – |
| PENTAIR PLC | SHS | 6K | 105K | – |
| PENTAIR PLC | SHS | 42 | 793 | MORGAN STANLEY SMITH BARNEY LLC |
| PENUMBRA INC | COM | 994 | 6K | – |
| PENUMBRA INC | COM | 17 | 98 | MORGAN STANLEY SMITH BARNEY LLC |
| PEOPLES BANCORP INC | COM | 1K | 47K | – |
| PEOPLES UNITED FINANCIAL INC | COM | 2K | 127K | – |
| PEPSICO INC | COM | 183K | 1M | – |
| PEPSICO INC | COM | 723 | 5K | MORGAN STANLEY SMITH BARNEY LLC |
| PERDOCEO ED CORP | COM | 333 | 26K | – |
| PERFICIENT INC | COM | 886 | 19K | – |
| PERFORMANCE FOOD GROUP CO | COM | 1K | 25K | – |
| PERKINELMER INC | COM | 10K | 71K | – |
| PERRIGO CO PLC | SHS | 2K | 48K | – |
| PERRIGO CO PLC | SHS | 56 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| PERSPECTA INC | COM | 1K | 53K | – |
| PERSPECTA INC | COM | 12 | 478 | MORGAN STANLEY SMITH BARNEY LLC |
| PETMED EXPRESS INC | COM | 667 | 21K | – |
| PETROCHINA CO LTD | SPONSORED ADR | 2K | 79K | – |
| PETROLEO BRASILEIRO SA | SPONSORED ADR | 12K | 1M | – |
| PFIZER INC | COM | 144K | 4M | – |
| PG&E CORP | COM | 2K | 169K | – |
| PG&E CORP | COM | 35 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| PGT INNOVATIONS INC | COM | 598 | 29K | – |
| PHILIP MORRIS INTL INC | COM | 53K | 638K | – |
| PHILLIPS 66 | COM | 15K | 220K | – |
| PHILLIPS 66 | COM | 90 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| PHOTRONICS INC | COM | 351 | 31K | – |
| PHYSICIANS RLTY TR | COM | 1K | 64K | – |
| PIEDMONT OFFICE REALTY TR INC | COM CL A | 2K | 132K | – |
| PILGRIMS PRIDE CORP NEW | COM | 1K | 60K | – |
| PINNACLE FINL PARTNERS INC | COM | 730 | 11K | – |
| PINNACLE WEST CAP CORP | COM | 7K | 90K | – |
| PINTEREST INC CL A | CL A | 9K | 131K | – |
| PINTEREST INC CL A | CL A | 81 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| PIONEER NAT RES CO | COM | 8K | 68K | – |
| PIONEER NAT RES CO | COM | 49 | 426 | MORGAN STANLEY SMITH BARNEY LLC |
| PIPER SANDLER COMPANIES COM | COM | 716 | 7K | – |
| PITNEY BOWES INC | COM | 2K | 285K | – |
| PLANET FITNESS INC | CL A | 1K | 17K | – |
| PLANTRONICS INC NEW | COM | 2K | 56K | – |
| PLDT INC | SPONSORED ADR | 18K | 638K | – |
| PLEXUS CORP | COM | 1K | 14K | – |
| PLUG POWER INC | COM NEW | 10K | 293K | – |
| PLURALSIGHT INC | COM CL A | 261 | 12K | – |
| PNC FINL SVCS GROUP INC | COM | 54K | 360K | – |
| PNC FINL SVCS GROUP INC | COM | 226 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| PNM RES INC | COM | 2K | 38K | – |
| POLARIS INC | COM | 2K | 21K | – |
| POLARIS INC | COM | 28 | 299 | MORGAN STANLEY SMITH BARNEY LLC |
| POOL CORPORATION | COM | 9K | 23K | – |
| POOL CORPORATION | COM | 32 | 87 | MORGAN STANLEY SMITH BARNEY LLC |
| POPULAR INC | COM NEW | 3K | 56K | – |
| PORTLAND GEN ELEC CO | COM NEW | 2K | 54K | – |
| POSCO | SPONSORED ADR | 40K | 643K | – |
| POST HLDGS INC | COM | 1K | 12K | – |
| POTLATCHDELTIC CORPORATION | COM | 814 | 16K | – |
| POWER INTEGRATIONS INC | COM | 5K | 62K | – |
| PPD INC | COM | 877 | 26K | – |
| PPD INC | COM | 37 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| PPG INDS INC | COM | 16K | 111K | – |
| PPG INDS INC | COM | 100 | 696 | MORGAN STANLEY SMITH BARNEY LLC |
| PPL CORP | COM | 7K | 242K | – |
| PPL CORP | COM | 82 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| PQ GROUP HLDGS INC | COM | 199 | 14K | – |
| PRA GROUP INC | COM | 538 | 14K | – |
| PRA HEALTH SCIENCES INC | COM | 6K | 45K | – |
| PRA HEALTH SCIENCES INC | COM | 55 | 435 | MORGAN STANLEY SMITH BARNEY LLC |
| PRECIGEN INC COM | COM | 233 | 23K | – |
| PRECISION BIOSCIENCES INC | COM | 203 | 24K | – |
| PREFERRED APT CMNTYS INC | COM | 148 | 20K | – |
| PREFERRED BK LOS ANGELES CA | COM NEW | 474 | 9K | – |
| PREMIER FINANCIAL CORP | COM | 671 | 29K | – |
| PREMIER INC | CL A | 3K | 97K | – |
| PREMIER INC | CL A | 19 | 551 | MORGAN STANLEY SMITH BARNEY LLC |
| PRESTIGE CONSMR HEALTHCARE INC | COM | 2K | 50K | – |
| PRESTIGE CONSMR HEALTHCARE INC | COM | 54 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| PRICE T ROWE GROUP INC | COM | 32K | 212K | – |
| PRICE T ROWE GROUP INC | COM | 116 | 763 | MORGAN STANLEY SMITH BARNEY LLC |
| PRICESMART INC | COM | 2K | 27K | – |
| PRIMERICA INC | COM | 3K | 24K | – |
| PRIMO WATER CORPORATION COM | COM | 1K | 87K | – |
| PRIMORIS SVCS CORP | COM | 518 | 19K | – |
| PRINCIPAL FINL GROUP INC | COM | 12K | 243K | – |
| PRINCIPAL FINL GROUP INC | COM | 44 | 884 | MORGAN STANLEY SMITH BARNEY LLC |
| PROASSURANCE CORP | COM | 560 | 32K | – |
| PROCTER AND GAMBLE CO | COM | 279K | 2M | – |
| PROCTER AND GAMBLE CO | COM | 1K | 7K | MORGAN STANLEY SMITH BARNEY LLC |
| PROG HOLDINGS INC | COM NPV | 5K | 84K | – |
| PROGRESS SOFTWARE CORP | COM | 1K | 32K | – |
| PROGRESSIVE CORP OHIO | COM | 54K | 549K | – |
| PROGRESSIVE CORP OHIO | COM | 184 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| PROLOGIS INC | COM | 69K | 689K | – |
| PROLOGIS INC | COM | 241 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| PROOFPOINT INC | COM | 1K | 10K | – |
| PROPETRO HLDG CORP | COM | 378 | 51K | – |
| PROSPECT CAPITAL CORPORATION | COM | 708 | 131K | – |
| PROSPERITY BANCSHARES INC | COM | 2K | 22K | – |
| PROTHENA CORP PLC | SHS | 400 | 33K | – |
| PROTO LABS INC | COM | 1K | 9K | – |
| PROVIDENCE SVC CORP | COM | 986 | 7K | – |
| PROVIDENCE SVC CORP | COM | 47 | 336 | MORGAN STANLEY SMITH BARNEY LLC |
| PROVIDENT FINL SVCS INC | COM | 987 | 55K | – |
| PRUDENTIAL FINL INC | COM | 48K | 613K | – |
| PRUDENTIAL FINL INC | COM | 79 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| PRUDENTIAL PLC | ADR | 16K | 442K | – |
| PS BUSINESS PKS INC CALIF | COM | 2K | 14K | – |
| PTC INC | COM | 4K | 38K | – |
| PTC INC | COM | 27 | 227 | MORGAN STANLEY SMITH BARNEY LLC |
| PTC THERAPEUTICS INC | COM | 918 | 15K | – |
| PUBLIC STORAGE | COM | 29K | 124K | – |
| PUBLIC STORAGE | COM | 112 | 483 | MORGAN STANLEY SMITH BARNEY LLC |
| PUBLIC SVC ENTERPRISE GROUP | COM | 25K | 432K | – |
| PUBLIC SVC ENTERPRISE GROUP | COM | 58 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| PULTE GROUP INC | COM | 10K | 223K | – |
| PULTE GROUP INC | COM | 34 | 793 | MORGAN STANLEY SMITH BARNEY LLC |
| PUMA BIOTECHNOLOGY INC | COM | 103 | 10K | – |
| PURE STORAGE INC | CL A | 441 | 20K | – |
| PVH CORP | COM | 7K | 75K | – |
| Q2 HLDGS INC | COM | 1K | 9K | – |
| QCR HOLDINGS INC | COM | 333 | 8K | – |
| QEP RES INC | COM | 97 | 41K | – |
| QIAGEN NV | SHS NEW | 15K | 277K | – |
| QORVO INC | COM | 7K | 42K | – |
| QORVO INC | COM | 47 | 282 | MORGAN STANLEY SMITH BARNEY LLC |
| QTS RLTY TR INC | COM CL A | 4K | 58K | – |
| QUAKER CHEM CORP | COM | 912 | 4K | – |
| QUALCOMM INC | COM | 124K | 817K | – |
| QUALCOMM INC | COM | 519 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| QUALYS INC | COM | 2K | 17K | – |
| QUANTA SVCS INC | COM | 14K | 198K | – |
| QUANTERIX CORP | COM | 302 | 7K | – |
| QUDIAN INC | ADR | 52 | 37K | – |
| QUEST DIAGNOSTICS INC | COM | 15K | 125K | – |
| QUEST DIAGNOSTICS INC | COM | 67 | 560 | MORGAN STANLEY SMITH BARNEY LLC |
| QUIDEL CORP | COM | 3K | 17K | – |
| QUIDEL CORP | COM | 33 | 186 | MORGAN STANLEY SMITH BARNEY LLC |
| QUINSTREET INC | COM | 505 | 24K | – |
| QUOTIENT TECHNOLOGY INC | COM | 174 | 18K | – |
| QURATE RETAIL INC | COM SER A | 4K | 356K | – |
| QURATE RETAIL INC | COM SER A | 12 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| R1 RCM INC | COM | 378 | 16K | – |
| RADIAN GROUP INC | COM | 1K | 58K | – |
| RADNET INC | COM | 212 | 11K | – |
| RADWARE LTD | ORD | 304 | 11K | – |
| RALPH LAUREN CORP | CL A | 2K | 17K | – |
| RAMBUS INC DEL | COM | 587 | 34K | – |
| RANGE RES CORP | COM | 5K | 802K | – |
| RAPID7 INC | COM | 951 | 11K | – |
| RAVEN INDS INC | COM | 875 | 26K | – |
| RAVEN INDS INC | COM | 56 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| RAYMOND JAMES FINANCIAL INC | COM | 5K | 56K | – |
| RAYMOND JAMES FINANCIAL INC | COM | 12 | 123 | MORGAN STANLEY SMITH BARNEY LLC |
| RAYONIER INC | COM | 1K | 36K | – |
| RAYTHEON TECHNOLOGIES CORP | COM | 55K | 763K | – |
| RBC BEARINGS INC | COM | 730 | 4K | – |
| RE MAX HLDGS INC | CL A | 583 | 16K | – |
| READY CAP CORP | COM | 584 | 47K | – |
| REALOGY HLDGS CORP | COM | 971 | 74K | – |
| REALOGY HLDGS CORP | COM | 11 | 871 | MORGAN STANLEY SMITH BARNEY LLC |
| REALPAGE INC | COM | 3K | 32K | – |
| REALTY INCOME CORP | COM | 10K | 163K | – |
| REALTY INCOME CORP | COM | 74 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| REATA PHARMACEUTICALS INC | CL A | 1K | 8K | – |
| REATA PHARMACEUTICALS INC | CL A | 9 | 70 | MORGAN STANLEY SMITH BARNEY LLC |
| RED ROCK RESORTS INC | CL A | 481 | 19K | – |
| REDFIN CORP | COM | 2K | 30K | – |
| REDHILL BIOPHARMA LTD SPONSORED ADS | SPONSORED ADS | 149 | 18K | – |
| REDWOOD TR INC | COM | 1K | 170K | – |
| REGAL BELOIT CORP | COM | 7K | 58K | – |
| REGENCY CTRS CORP | COM | 4K | 99K | – |
| REGENCY CTRS CORP | COM | 32 | 710 | MORGAN STANLEY SMITH BARNEY LLC |
| REGENERON PHARMACEUTICALS | COM | 33K | 69K | – |
| REGENERON PHARMACEUTICALS | COM | 181 | 374 | MORGAN STANLEY SMITH BARNEY LLC |
| REGENXBIO INC | COM | 451 | 10K | – |
| REGIONS FINL CORP NEW | COM | 21K | 1M | – |
| REGIONS FINL CORP NEW | COM | 93 | 6K | MORGAN STANLEY SMITH BARNEY LLC |
| REINSURANCE GROUP AMER INC | COM NEW | 9K | 75K | – |
| RELIANCE STEEL & ALUMINUM CO | COM | 19K | 159K | – |
| RELIANCE STEEL & ALUMINUM CO | COM | 21 | 173 | MORGAN STANLEY SMITH BARNEY LLC |
| RELX PLC | SPONSORED ADR | 26K | 1M | – |
| RENAISSANCERE HOLDINGS LTD | COM | 8K | 49K | – |
| RENASANT CORP | COM | 398 | 12K | – |
| RENEWABLE ENERGY GROUP INC | COM NEW | 3K | 45K | – |
| RENT A CTR INC NEW | COM | 943 | 25K | – |
| REPLIGEN CORP | COM | 13K | 70K | – |
| REPLIGEN CORP | COM | 55 | 285 | MORGAN STANLEY SMITH BARNEY LLC |
| REPUBLIC SVCS INC | COM | 30K | 316K | – |
| REPUBLIC SVCS INC | COM | 107 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| RESIDEO TECHNOLOGIES INC | COM | 2K | 92K | – |
| RESMED INC | COM | 23K | 107K | – |
| RESMED INC | COM | 106 | 497 | MORGAN STANLEY SMITH BARNEY LLC |
| RESOURCES CONNECTION INC | COM | 458 | 36K | – |
| RESTAURANT BRANDS INTL INC | COM | 7K | 122K | – |
| RETAIL OPPORTUNITY INVTS CORP | COM | 1K | 106K | – |
| RETAIL PPTYS AMER INC | CL A | 4K | 489K | – |
| RETAIL PPTYS AMER INC | CL A | 26 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| REV GROUP INC | COM | 257 | 29K | – |
| REV GROUP INC | COM | 10 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| REVANCE THERAPEUTICS INC | COM | 1K | 42K | – |
| REVANCE THERAPEUTICS INC | COM | 30 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| REVLON INC | CL A NEW | 594 | 50K | – |
| REX AMERICAN RESOURCES CORP | COM | 680 | 9K | – |
| REXFORD INDL RLTY INC | COM | 3K | 57K | – |
| REXNORD CORP NEW | COM | 648 | 16K | – |
| REYNOLDS CONSUMER PRODS INC | COM | 2K | 59K | – |
| RH | COM | 5K | 12K | – |
| RHYTHM PHARMACEUTICALS INC | COM | 808 | 27K | – |
| RIBBON COMMUNICATIONS INC | COM | 169 | 26K | – |
| RIGEL PHARMACEUTICALS INC | COM NEW | 179 | 51K | – |
| RINGCENTRAL INC | CL A | 19K | 51K | – |
| RINGCENTRAL INC | CL A | 93 | 246 | MORGAN STANLEY SMITH BARNEY LLC |
| RIO TINTO PLC | SPONSORED ADR | 57K | 764K | – |
| RITCHIE BROTHERS AUCTIONEERS | COM | 6K | 88K | – |
| RITE AID CORP | COM | 324 | 20K | – |
| RITE AID CORP | COM | 11 | 675 | MORGAN STANLEY SMITH BARNEY LLC |
| RLI CORP | COM | 2K | 17K | – |
| RLI CORP | COM | 23 | 220 | MORGAN STANLEY SMITH BARNEY LLC |
| RLJ LODGING TR | COM | 2K | 144K | – |
| RMR GROUP INC | CL A | 1K | 31K | – |
| ROBERT HALF INTL INC | COM | 8K | 128K | – |
| ROBERT HALF INTL INC | COM | 31 | 503 | MORGAN STANLEY SMITH BARNEY LLC |
| ROCKET PHARMACEUTICALS INC | COM | 239 | 4K | – |
| ROCKWELL AUTOMATION INC | COM | 32K | 126K | – |
| ROCKWELL AUTOMATION INC | COM | 90 | 358 | MORGAN STANLEY SMITH BARNEY LLC |
| ROGERS COMMUNICATIONS INC | CL B | 7K | 140K | – |
| ROGERS CORP | COM | 2K | 15K | – |
| ROKU INC | COM CL A | 10K | 30K | – |
| ROKU INC | COM CL A | 121 | 363 | MORGAN STANLEY SMITH BARNEY LLC |
| ROLLINS INC | COM | 6K | 158K | – |
| ROLLINS INC | COM | 11 | 279 | MORGAN STANLEY SMITH BARNEY LLC |
| ROPER TECHNOLOGIES INC | COM | 44K | 102K | – |
| ROPER TECHNOLOGIES INC | COM | 170 | 395 | MORGAN STANLEY SMITH BARNEY LLC |
| ROSS STORES INC | COM | 28K | 225K | – |
| ROSS STORES INC | COM | 133 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| ROYAL BANK CDA MONTREAL QUE | COM | 57K | 691K | – |
| ROYAL CARIBBEAN CRUISES LTD | COM | 9K | 116K | – |
| ROYAL CARIBBEAN CRUISES LTD | COM | 52 | 690 | MORGAN STANLEY SMITH BARNEY LLC |
| ROYAL DUTCH SHELL PLC | SPONS ADR A | 37K | 1M | – |
| ROYAL DUTCH SHELL PLC | SPON ADR B | 2K | 46K | – |
| ROYAL GOLD INC | COM | 12K | 109K | – |
| RPC INC | COM | 389 | 124K | – |
| RPM INTL INC | COM | 5K | 52K | – |
| RPM INTL INC | COM | 20 | 218 | MORGAN STANLEY SMITH BARNEY LLC |
| RPT REALTY | SH BEN INT | 342 | 40K | – |
| RUBIUS THERAPEUTICS INC | COM | 179 | 24K | – |
| RUSH ENTERPRISES INC | CL A | 582 | 14K | – |
| RUTHS HOSPITALITY GROUP INC | COM | 496 | 28K | – |
| RUTHS HOSPITALITY GROUP INC | COM | 30 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| RYANAIR HOLDINGS PLC | SPONSORED ADS | 617 | 6K | – |
| RYDER SYS INC | COM | 9K | 146K | – |
| RYERSON HLDG CORP | COM | 166 | 12K | – |
| RYMAN HOSPITALITY PPTYS INC | COM | 2K | 28K | – |
| S & T BANCORP INC | COM | 2K | 89K | – |
| S & T BANCORP INC | COM | 24 | 958 | MORGAN STANLEY SMITH BARNEY LLC |
| S&P GLOBAL INC | COM | 82K | 249K | – |
| S&P GLOBAL INC | COM | 275 | 838 | MORGAN STANLEY SMITH BARNEY LLC |
| SABRA HEALTH CARE REIT INC | COM | 3K | 161K | – |
| SABRE CORP | COM | 2K | 125K | – |
| SABRE CORP | COM | 33 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| SAFEHOLD INC | COM | 307 | 4K | – |
| SAFETY INS GROUP INC | COM | 1K | 14K | – |
| SAGE THERAPEUTICS INC | COM | 5K | 53K | – |
| SAGE THERAPEUTICS INC | COM | 14 | 163 | MORGAN STANLEY SMITH BARNEY LLC |
| SAIA INC | COM | 3K | 17K | – |
| SAILPOINT TECHNLGIES HLDGS INC | COM | 704 | 13K | – |
| SALESFORCE COM INC | COM | 131K | 591K | – |
| SALESFORCE COM INC | COM | 544 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| SALLY BEAUTY HLDGS INC | COM | 789 | 61K | – |
| SANDERSON FARMS INC | COM | 2K | 14K | – |
| SANDY SPRING BANCORP INC | COM | 1K | 38K | – |
| SANFILIPPO JOHN B & SON INC | COM | 699 | 9K | – |
| SANGAMO THERAPEUTICS INC | COM | 619 | 40K | – |
| SANMINA CORPORATION | COM | 953 | 30K | – |
| SANOFI | SPONSORED ADR | 49K | 1M | – |
| SANTANDER CONSUMER USA HDG INC | COM | 3K | 119K | – |
| SAP SE | SPON ADR | 51K | 393K | – |
| SAREPTA THERAPEUTICS INC | COM | 3K | 20K | – |
| SAREPTA THERAPEUTICS INC | COM | 64 | 377 | MORGAN STANLEY SMITH BARNEY LLC |
| SASOL LTD | SPONSORED ADR | 3K | 306K | – |
| SAUL CTRS INC | COM | 674 | 21K | – |
| SBA COMMUNICATIONS CORP NEW | CL A | 21K | 75K | – |
| SBA COMMUNICATIONS CORP NEW | CL A | 84 | 298 | MORGAN STANLEY SMITH BARNEY LLC |
| SCANSOURCE INC | COM | 606 | 23K | – |
| SCHEIN HENRY INC | COM | 11K | 165K | – |
| SCHEIN HENRY INC | COM | 42 | 629 | MORGAN STANLEY SMITH BARNEY LLC |
| SCHLUMBERGER LTD | COM | 16K | 735K | – |
| SCHLUMBERGER LTD | COM | 64 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| SCHNEIDER NATIONAL INC | CL B | 9K | 431K | – |
| SCHNITZER STL INDS | CL A | 10K | 306K | – |
| SCHOLAR ROCK HOLDING CORP | COM | 619 | 13K | – |
| SCHOLASTIC CORP | COM | 795 | 32K | – |
| SCHWAB CHARLES CORP NEW | COM | 43K | 808K | – |
| SCHWAB CHARLES CORP NEW | COM | 237 | 4K | MORGAN STANLEY SMITH BARNEY LLC |
| SCHWEITZER-MAUDUIT INTL INC | COM | 709 | 18K | – |
| SCIENCE APPLICATNS INTL CP NEW | COM | 2K | 21K | – |
| SCIENTIFIC GAMES CORP | COM | 1K | 31K | – |
| SCORPIO TANKERS INC SHS | SHS | 225 | 20K | – |
| SCOTTS MIRACLE GRO CO | CL A | 5K | 27K | – |
| SCRIPPS E W CO OHIO | CL A NEW | 483 | 32K | – |
| SEA LTD | SPONSORD ADS | 1K | 7K | – |
| SEABOARD CORP | COM | 7K | 2K | – |
| SEACOAST BKG CORP FLA | COM NEW | 391 | 13K | – |
| SEACOR HOLDINGS INC | COM | 376 | 9K | – |
| SEAGATE TECHNOLOGY PLC | SHS | 10K | 161K | – |
| SEAGEN INC | COM | 9K | 54K | – |
| SEAGEN INC | COM | 113 | 644 | MORGAN STANLEY SMITH BARNEY LLC |
| SEALED AIR CORP NEW | COM | 6K | 127K | – |
| SEALED AIR CORP NEW | COM | 20 | 445 | MORGAN STANLEY SMITH BARNEY LLC |
| SEAWORLD ENTMT INC | COM | 588 | 19K | – |
| SEI INVESTMENTS CO | COM | 4K | 66K | – |
| SEI INVESTMENTS CO | COM | 21 | 370 | MORGAN STANLEY SMITH BARNEY LLC |
| SELECT ENERGY SVCS INC | CL A COM | 205 | 50K | – |
| SELECT MED HLDGS CORP | COM | 654 | 24K | – |
| SELECT SECTOR SPDR TR | TECHNOLOGY | 585 | 5K | – |
| SELECTIVE INS GROUP INC | COM | 3K | 40K | – |
| SEMPRA ENERGY | COM | 20K | 154K | – |
| SEMPRA ENERGY | COM | 117 | 917 | MORGAN STANLEY SMITH BARNEY LLC |
| SEMTECH CORP | COM | 2K | 33K | – |
| SENSATA TECHNOLOGIES HLDNG PLC | SHS | 4K | 74K | – |
| SENSIENT TECHNOLOGIES CORP | COM | 1K | 19K | – |
| SERITAGE GROWTH PPTYS | CL A | 690 | 47K | – |
| SERVICE CORP INTL | COM | 3K | 53K | – |
| SERVICE CORP INTL | COM | 41 | 829 | MORGAN STANLEY SMITH BARNEY LLC |
| SERVICE PROPERTIES TR COM | COM SH BEN INT | 11K | 983K | – |
| SERVICENOW INC | COM | 71K | 129K | – |
| SERVICENOW INC | COM | 312 | 566 | MORGAN STANLEY SMITH BARNEY LLC |
| SHAKE SHACK INC | CL A | 684 | 8K | – |
| SHAW COMMUNICATIONS INC | CL B CONV | 7K | 407K | – |
| SHENANDOAH TELECOMMUNICATIONS | COM | 563 | 13K | – |
| SHERWIN WILLIAMS CO | COM | 52K | 70K | – |
| SHERWIN WILLIAMS CO | COM | 229 | 311 | MORGAN STANLEY SMITH BARNEY LLC |
| SHINHAN FINANCIAL GROUP CO LTD | SPN ADR RESTRD | 35K | 1M | – |
| SHOCKWAVE MED INC | COM | 384 | 4K | – |
| SHOE CARNIVAL INC | COM | 228 | 6K | – |
| SHOPIFY INC | CL A | 766 | 677 | – |
| SHUTTERSTOCK INC | COM | 741 | 10K | – |
| SIBANYE STILLWATER LTD | SPONSORED ADR | 2K | 129K | – |
| SIERRA WIRELESS INC | COM | 163 | 11K | – |
| SIGA TECHNOLOGIES INC | COM | 302 | 42K | – |
| SIGA TECHNOLOGIES INC | COM | 29 | 4K | MORGAN STANLEY SMITH BARNEY LLC |
| SIGNATURE BK NEW YORK N Y | COM | 1K | 10K | – |
| SIGNET JEWELERS LIMITED | SHS | 2K | 69K | – |
| SILGAN HOLDINGS INC | COM | 2K | 42K | – |
| SILICON LABORATORIES INC | COM | 2K | 13K | – |
| SILICON MOTION TECHNOLOGY CORP | SPONSORED ADR | 2K | 33K | – |
| SILVERCORP METALS INC | COM | 477 | 71K | – |
| SIMMONS 1ST NATL CORP | CL A $1 PAR | 684 | 32K | – |
| SIMON PPTY GROUP INC NEW | COM | 20K | 231K | – |
| SIMON PPTY GROUP INC NEW | COM | 90 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| SIMPLY GOOD FOODS CO | COM | 259 | 8K | – |
| SIMPSON MANUFACTURING CO INC | COM | 2K | 20K | – |
| SIMULATIONS PLUS INC | COM | 288 | 4K | – |
| SINA CORP | ORD | 4K | 86K | – |
| SINCLAIR BROADCAST GROUP INC | CL A | 2K | 58K | – |
| SINOPEC SHANGHAI PETROCHEMICAL | SPON ADR H | 4K | 202K | – |
| SIRIUS XM HLDGS INC | COM | 4K | 625K | – |
| SIRIUS XM HLDGS INC | COM | 21 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| SITE CENTERS CORP | COM | 2K | 181K | – |
| SITE CENTERS CORP | COM | 12 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| SITEONE LANDSCAPE SUPPLY INC | COM | 2K | 14K | – |
| SIX FLAGS ENTMT CORP NEW | COM | 3K | 84K | – |
| SIX FLAGS ENTMT CORP NEW | COM | 15 | 445 | MORGAN STANLEY SMITH BARNEY LLC |
| SIXTH STREET SPECIALTY LENDNIN COM | COM | 529 | 26K | – |
| SJW GROUP | COM | 907 | 13K | – |
| SK TELECOM LTD | SPONSORED ADR | 38K | 2M | – |
| SKECHERS U S A INC | CL A | 916 | 26K | – |
| SKYWEST INC | COM | 3K | 66K | – |
| SKYWORKS SOLUTIONS INC | COM | 25K | 164K | – |
| SKYWORKS SOLUTIONS INC | COM | 96 | 626 | MORGAN STANLEY SMITH BARNEY LLC |
| SL GREEN RLTY CORP | COM | 3K | 55K | – |
| SLACK TECHNOLOGIES INC CL A | COM CL A | 3K | 72K | – |
| SLACK TECHNOLOGIES INC CL A | COM CL A | 41 | 975 | MORGAN STANLEY SMITH BARNEY LLC |
| SLEEP NUMBER CORP | COM | 756 | 9K | – |
| SLM CORP | COM | 3K | 238K | – |
| SM ENERGY CO | COM | 115 | 19K | – |
| SMARTSHEET INC CL A | COM CL A | 1K | 17K | – |
| SMITH & NEPHEW PLC | SPDN ADR NEW | 13K | 309K | – |
| SMITH & WESSON BRANDS INC | COM | 248 | 14K | – |
| SMITH A O | COM | 4K | 69K | – |
| SMITH A O | COM | 28 | 519 | MORGAN STANLEY SMITH BARNEY LLC |
| SMUCKER J M CO | COM NEW | 36K | 314K | – |
| SMUCKER J M CO | COM NEW | 37 | 319 | MORGAN STANLEY SMITH BARNEY LLC |
| SNAP INC | CL A | 12K | 230K | – |
| SNAP ON INC | COM | 5K | 32K | – |
| SNAP ON INC | COM | 40 | 236 | MORGAN STANLEY SMITH BARNEY LLC |
| SNOWFLAKE INC CL A | CL A | 550 | 2K | – |
| SOCIEDAD QUIMICA MINERA DE CHILE | SPON ADR SER B | 10K | 201K | – |
| SOGOU INC | ADR REPSTG A | 281 | 34K | – |
| SOHU.COM LTD | SPONSORED ADS | 176 | 11K | – |
| SOLAREDGE TECHNOLOGIES INC | COM | 7K | 23K | – |
| SOLAREDGE TECHNOLOGIES INC | COM | 82 | 256 | MORGAN STANLEY SMITH BARNEY LLC |
| SOLARWINDS CORP COM | COM | 341 | 23K | – |
| SONIC AUTOMOTIVE INC | CL A | 612 | 16K | – |
| SONOCO PRODS CO | COM | 5K | 80K | – |
| SONOCO PRODS CO | COM | 32 | 532 | MORGAN STANLEY SMITH BARNEY LLC |
| SONOS INC | COM | 716 | 31K | – |
| SONY CORP | SPONSORED ADR | 93K | 915K | – |
| SORRENTO THERAPEUTICS INC | COM NEW | 248 | 36K | – |
| SOUTH JERSEY INDS INC | COM | 691 | 32K | – |
| SOUTH ST CORP | COM | 468 | 6K | – |
| SOUTHERN CO | COM | 35K | 564K | – |
| SOUTHERN CO | COM | 237 | 4K | MORGAN STANLEY SMITH BARNEY LLC |
| SOUTHERN COPPER CORP | COM | 16K | 238K | – |
| SOUTHSIDE BANCSHARES INC | COM | 377 | 12K | – |
| SOUTHSIDE BANCSHARES INC | COM | 11 | 361 | MORGAN STANLEY SMITH BARNEY LLC |
| SOUTHWEST AIRLS CO | COM | 11K | 231K | – |
| SOUTHWEST AIRLS CO | COM | 103 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| SOUTHWEST GAS HOLDINGS INC | COM | 5K | 81K | – |
| SOUTHWESTERN ENERGY CO | COM | 3K | 885K | – |
| SOUTHWESTERN ENERGY CO | COM | 11 | 4K | MORGAN STANLEY SMITH BARNEY LLC |
| SPARTANNASH CO | COM | 2K | 106K | – |
| SPDR S&P DIVIDEND ETF | S&P DIVID ETF | 891 | 8K | – |
| SPDR S&P INTERNATIONAL SMALL CAP ETF | S&P INTL SMLCP | 237 | 7K | – |
| SPECTRUM BRANDS HLDGS INC NEW | COM | 657 | 8K | – |
| SPECTRUM BRANDS HLDGS INC NEW | COM | 24 | 309 | MORGAN STANLEY SMITH BARNEY LLC |
| SPECTRUM PHARMACEUTICALS INC | COM | 493 | 145K | – |
| SPIRE INC | COM | 4K | 63K | – |
| SPIRIT AEROSYSTEMS HLDGS INC | COM CL A | 3K | 82K | – |
| SPIRIT AEROSYSTEMS HLDGS INC | COM CL A | 58 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| SPIRIT AIRLS INC | COM | 1K | 59K | – |
| SPIRIT RLTY CAP INC NEW | COM NEW | 5K | 125K | – |
| SPLUNK INC | COM | 9K | 50K | – |
| SPLUNK INC | COM | 80 | 468 | MORGAN STANLEY SMITH BARNEY LLC |
| SPOTIFY TECHNOLOGY SA | SHS | 3K | 10K | – |
| SPROUTS FMRS MKT INC | COM | 7K | 326K | – |
| SPS COMM INC | COM | 3K | 27K | – |
| SPX CORP | COM | 2K | 36K | – |
| SPX FLOW INC | COM | 2K | 29K | – |
| SQUARE INC | CL A | 27K | 122K | – |
| SQUARE INC | CL A | 207 | 950 | MORGAN STANLEY SMITH BARNEY LLC |
| SS&C TECHNOLOGIES HLDGS INC | COM | 5K | 69K | – |
| SS&C TECHNOLOGIES HLDGS INC | COM | 43 | 595 | MORGAN STANLEY SMITH BARNEY LLC |
| SSR MNG INC | COM | 681 | 34K | – |
| ST JOE CO | COM | 749 | 18K | – |
| STAAR SURGICAL CO | COM PAR $0.01 | 640 | 8K | – |
| STAG INDL INC | COM | 993 | 32K | – |
| STAMPS COM INC | COM NEW | 3K | 14K | – |
| STANDEX INTL CORP | COM | 849 | 11K | – |
| STANLEY BLACK & DECKER INC | COM | 15K | 84K | – |
| STANLEY BLACK & DECKER INC | COM | 129 | 722 | MORGAN STANLEY SMITH BARNEY LLC |
| STANTEC INC | COM | 981 | 30K | – |
| STARBUCKS CORP | COM | 109K | 1M | – |
| STARBUCKS CORP | COM | 388 | 4K | MORGAN STANLEY SMITH BARNEY LLC |
| STARWOOD PPTY TR INC | COM | 4K | 197K | – |
| STARWOOD PPTY TR INC | COM | 59 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| STATE AUTO FINL CORP | COM | 277 | 16K | – |
| STATE STR CORP | COM | 32K | 443K | – |
| STATE STR CORP | COM | 66 | 906 | MORGAN STANLEY SMITH BARNEY LLC |
| STEEL DYNAMICS INC | COM | 7K | 196K | – |
| STEEL DYNAMICS INC | COM | 34 | 925 | MORGAN STANLEY SMITH BARNEY LLC |
| STEELCASE INC | CL A | 723 | 53K | – |
| STEPAN CO | COM | 1K | 11K | – |
| STERICYCLE INC | COM | 1K | 17K | – |
| STERIS PLC | SHS USD | 10K | 54K | – |
| STERIS PLC | SHS USD | 92 | 484 | MORGAN STANLEY SMITH BARNEY LLC |
| STERLING BANCORP DEL | COM | 2K | 107K | – |
| STEWART INFORMATION SVCS CORP | COM | 851 | 18K | – |
| STIFEL FINL CORP | COM | 3K | 66K | – |
| STITCH FIX INC COM CL A | COM CL A | 803 | 14K | – |
| STMICROELECTRONICS NV | NY REGISTRY | 28K | 768K | – |
| STONERIDGE INC | COM | 326 | 11K | – |
| STONEX GROUP INC | COM | 258 | 4K | – |
| STORE CAP CORP | COM | 5K | 148K | – |
| STORE CAP CORP | COM | 36 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| STRATEGIC ED INC | COM | 2K | 16K | – |
| STRIDE INC | COM | 352 | 17K | – |
| STRYKER CORP | COM | 53K | 218K | – |
| STRYKER CORP | COM | 302 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| STURM RUGER & CO INC | COM | 736 | 11K | – |
| SUMITOMO MITSUI FINANCIAL GROUP INC | SPONSORED ADR | 49K | 8M | – |
| SUMMIT HOTEL PPTYS INC | COM | 3K | 287K | – |
| SUMMIT MATLS INC | CL A | 477 | 24K | – |
| SUN CMNTYS INC | COM | 10K | 67K | – |
| SUN CMNTYS INC | COM | 67 | 444 | MORGAN STANLEY SMITH BARNEY LLC |
| SUN LIFE FINANCIAL INC | COM | 20K | 461K | – |
| SUNCOKE ENERGY INC | COM | 67 | 16K | – |
| SUNCOR ENERGY INC | COM | 4K | 257K | – |
| SUNOPTA INC | COM | 154 | 13K | – |
| SUNPOWER CORP | COM | 3K | 117K | – |
| SUNRUN INC | COM | 7K | 103K | – |
| SUNSTONE HOTEL INVS INC NEW | COM | 2K | 135K | – |
| SUPERNUS PHARMACEUTICALS INC | COM | 640 | 25K | – |
| SUPERNUS PHARMACEUTICALS INC | COM | 57 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| SURMODICS INC | COM | 203 | 5K | – |
| SUZANO SA | SPON ADS | 4K | 324K | – |
| SVB FINL GROUP | COM | 9K | 23K | – |
| SVB FINL GROUP | COM | 42 | 108 | MORGAN STANLEY SMITH BARNEY LLC |
| SVMK INC | COM | 289 | 11K | – |
| SWITCH INC | CL A | 562 | 34K | – |
| SYKES ENTERPRISES INC | COM | 709 | 19K | – |
| SYNAPTICS INC | COM | 3K | 29K | – |
| SYNCHRONY FINL | COM | 9K | 256K | – |
| SYNCHRONY FINL | COM | 93 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| SYNEOS HEALTH INC | CL A | 2K | 33K | – |
| SYNEOS HEALTH INC | CL A | 56 | 822 | MORGAN STANLEY SMITH BARNEY LLC |
| SYNNEX CORP | COM | 4K | 52K | – |
| SYNOPSYS INC | COM | 45K | 172K | – |
| SYNOPSYS INC | COM | 123 | 476 | MORGAN STANLEY SMITH BARNEY LLC |
| SYNOVUS FINL CORP | COM NEW | 5K | 168K | – |
| SYNOVUS FINL CORP | COM NEW | 38 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| SYSCO CORP | COM | 20K | 271K | – |
| SYSCO CORP | COM | 140 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| SYSTEMAX INC | COM | 218 | 6K | – |
| T MOBILE US INC | COM | 58K | 428K | – |
| T MOBILE US INC | COM | 233 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| TACTILE SYS TECHNOLOGY INC | COM | 311 | 7K | – |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 339K | 3M | – |
| TAKEDA PHARMACEUTICAL CO LTD | SPONSORED ADS | 20K | 1M | – |
| TAKE-TWO INTERACTIVE SOFTWARE | COM | 15K | 72K | – |
| TAKE-TWO INTERACTIVE SOFTWARE | COM | 52 | 248 | MORGAN STANLEY SMITH BARNEY LLC |
| TAL EDUCATION GROUP | SPONSORED ADS | 26K | 369K | – |
| TALOS ENERGY INC | COM | 1K | 122K | – |
| TANDEM DIABETES CARE INC | COM NEW | 265 | 3K | – |
| TANGER FACTORY OUTLET CTRS INC | COM | 1K | 109K | – |
| TAPESTRY INC | COM | 7K | 220K | – |
| TAPESTRY INC | COM | 12 | 400 | MORGAN STANLEY SMITH BARNEY LLC |
| TARGA RES CORP | COM | 9K | 357K | – |
| TARGA RES CORP | COM | 12 | 456 | MORGAN STANLEY SMITH BARNEY LLC |
| TARGET CORP | COM | 125K | 706K | – |
| TARGET CORP | COM | 301 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| TARO PHARMACEUTICAL INDUSTRIES LTD | SHS | 539 | 7K | – |
| TATA MOTORS LTD | SPONSORED ADR | 14K | 1M | – |
| TAYLOR MORRISON HOME CORP | COM | 7K | 269K | – |
| TC ENERGY CORP | COM | 10K | 245K | – |
| TCF FINANCIAL CORPORATION NEW COM | COM | 4K | 111K | – |
| TE CONNECTIVITY LTD | REG SHS | 23K | 194K | – |
| TECHNIPFMC PLC | COM | 4K | 425K | – |
| TECHTARGET INC | COM | 440 | 7K | – |
| TECK RESOURCES LTD | CL B | 12K | 679K | – |
| TEGNA INC | COM | 1K | 96K | – |
| TEGNA INC | COM | 22 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| TEJON RANCH CO | COM | 325 | 23K | – |
| TELADOC HEALTH INC | COM | 9K | 44K | – |
| TELADOC HEALTH INC | COM | 59 | 296 | MORGAN STANLEY SMITH BARNEY LLC |
| TELEDYNE TECHNOLOGIES INC | COM | 7K | 19K | – |
| TELEFLEX INC | COM | 9K | 22K | – |
| TELEFLEX INC | COM | 79 | 193 | MORGAN STANLEY SMITH BARNEY LLC |
| TELEFONICA BRASIL SA NEW ADR | NEW ADR | 10K | 1M | – |
| TELEFONICA SA | SPONSORED ADR | 14K | 3M | – |
| TELEPHONE & DATA SYS INC | COM NEW | 5K | 290K | – |
| TELLURIAN INC NEW | COM | 54 | 42K | – |
| TEMPUR SEALY INTL INC | COM | 2K | 72K | – |
| TENABLE HLDGS INC COM | COM | 346 | 7K | – |
| TENARIS SA | SPONSORED ADS | 8K | 488K | – |
| TENCENT MUSIC ENTERTAINMENT GROUP | SPON ADS | 5K | 282K | – |
| TENET HEALTHCARE CORP | COM NEW | 2K | 54K | – |
| TENNANT CO | COM | 863 | 12K | – |
| TENNECO INC | CL A VTG COM STK | 361 | 34K | – |
| TERADATA CORP DEL | COM | 600 | 27K | – |
| TERADYNE INC | COM | 10K | 85K | – |
| TERADYNE INC | COM | 68 | 570 | MORGAN STANLEY SMITH BARNEY LLC |
| TEREX CORP NEW | COM | 4K | 114K | – |
| TERMINIX GLOBAL HOLDINGS INC | COM | 2K | 43K | – |
| TERMINIX GLOBAL HOLDINGS INC | COM | 23 | 459 | MORGAN STANLEY SMITH BARNEY LLC |
| TERRENO RLTY CORP | COM | 2K | 27K | – |
| TESLA INC | COM | 325K | 460K | – |
| TESLA INC | COM | 1K | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| TETRA TECH INC NEW | COM | 4K | 36K | – |
| TEVA PHARMACEUTICAL INDUSTRIES LTD | SPONSORED ADS | 1K | 123K | – |
| TEXAS CAPITAL BANCSHARES INC | COM | 2K | 27K | – |
| TEXAS INSTRS INC | COM | 168K | 1M | – |
| TEXAS INSTRS INC | COM | 444 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| TEXAS PAC LD TR | SUB CTF PROP I T | 321 | 442 | – |
| TEXAS ROADHOUSE INC | COM | 4K | 47K | – |
| TEXAS ROADHOUSE INC | COM | 24 | 310 | MORGAN STANLEY SMITH BARNEY LLC |
| TEXTRON INC | COM | 5K | 102K | – |
| TFS FINL CORP | COM | 5K | 282K | – |
| TFS FINL CORP | COM | 32 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| TG THERAPEUTICS INC | COM | 716 | 14K | – |
| THE AARONS COMPANY INC | COM | 831 | 44K | – |
| THE ODP CORP | COM | 885 | 30K | – |
| THE ODP CORP | COM | 12 | 416 | MORGAN STANLEY SMITH BARNEY LLC |
| THE TRADE DESK INC | COM CL A | 10K | 13K | – |
| THE TRADE DESK INC | COM CL A | 79 | 99 | MORGAN STANLEY SMITH BARNEY LLC |
| THERAPEUTICSMD INC | COM | 65 | 54K | – |
| THERAVANCE BIOPHARMA INC | COM | 196 | 11K | – |
| THERAVANCE BIOPHARMA INC | COM | 22 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| THERMO FISHER SCIENTIFIC INC | COM | 213K | 457K | – |
| THOMSON REUTERS CORP | COM NEW | 31K | 377K | – |
| THOR INDS INC | COM | 1K | 12K | – |
| TIFFANY & CO NEW | COM | 18K | 137K | – |
| TIFFANY & CO NEW | COM | 52 | 399 | MORGAN STANLEY SMITH BARNEY LLC |
| TIM SA | SPONSORED ADR | 6K | 421K | – |
| TIMKEN CO | COM | 4K | 52K | – |
| TIVITY HEALTH INC | COM | 263 | 13K | – |
| TJX COS INC NEW | COM | 86K | 1M | – |
| TJX COS INC NEW | COM | 267 | 4K | MORGAN STANLEY SMITH BARNEY LLC |
| TOLL BROTHERS INC | COM | 4K | 93K | – |
| TOMPKINS FINANCIAL CORPORATION | COM | 209 | 3K | – |
| TOOTSIE ROLL INDS INC | COM | 18K | 608K | – |
| TOPBUILD CORP | COM | 4K | 21K | – |
| TORO CO | COM | 6K | 68K | – |
| TORO CO | COM | 21 | 218 | MORGAN STANLEY SMITH BARNEY LLC |
| TORONTO DOMINION BANK ONT | COM NEW | 42K | 748K | – |
| TOTAL SE | SPONSORED ADS | 25K | 606K | – |
| TOWER SEMICONDUCTOR LTD | SHS NEW | 507 | 20K | – |
| TOWNEBANK PORTSMOUTH VA | COM | 380 | 16K | – |
| TOYOTA MOTOR CORP | SP ADR REP2COM | 91K | 586K | – |
| TPG RE FIN TR INC | COM | 1K | 125K | – |
| TPI COMPOSITES INC | COM | 4K | 77K | – |
| TRACTOR SUPPLY CO | COM | 19K | 135K | – |
| TRACTOR SUPPLY CO | COM | 37 | 263 | MORGAN STANLEY SMITH BARNEY LLC |
| TRADEWEB MKTS INC | CL A | 2K | 40K | – |
| TRANE TECHNOLOGIES PLC | SHS | 28K | 193K | – |
| TRANE TECHNOLOGIES PLC | SHS | 138 | 951 | MORGAN STANLEY SMITH BARNEY LLC |
| TRANSALTA CORP | COM | 241 | 32K | – |
| TRANSDIGM GROUP INC | COM | 17K | 27K | – |
| TRANSLATE BIO INC | COM | 335 | 18K | – |
| TRANSMEDICS GROUP INC | COM | 199 | 10K | – |
| TRANSOCEAN LTD | REG SHS | 580 | 251K | – |
| TRANSUNION | COM | 4K | 43K | – |
| TRANSUNION | COM | 84 | 851 | MORGAN STANLEY SMITH BARNEY LLC |
| TRAVELERS COMPANIES INC | COM | 48K | 339K | – |
| TRAVELERS COMPANIES INC | COM | 94 | 670 | MORGAN STANLEY SMITH BARNEY LLC |
| TRAVERE THERAPEUTICS INC | COM | 436 | 16K | – |
| TREEHOUSE FOODS INC | COM | 3K | 74K | – |
| TREVENA INC | COM | 39 | 18K | – |
| TREX CO INC | COM | 8K | 99K | – |
| TREX CO INC | COM | 42 | 505 | MORGAN STANLEY SMITH BARNEY LLC |
| TRI POINTE HOMES INC COM | COM | 7K | 426K | – |
| TRICIDA INC | COM | 140 | 20K | – |
| TRICO BANCSHARES | COM | 263 | 7K | – |
| TRIMAS CORP | COM NEW | 384 | 12K | – |
| TRIMAS CORP | COM NEW | 99 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| TRIMBLE INC | COM | 6K | 95K | – |
| TRIMBLE INC | COM | 60 | 905 | MORGAN STANLEY SMITH BARNEY LLC |
| TRINET GROUP INC | COM | 420 | 5K | – |
| TRINITY INDS INC | COM | 1K | 45K | – |
| TRINSEO S A | SHS | 3K | 59K | – |
| TRIP COM GROUP LTD ADS | ADS | 7K | 206K | – |
| TRIPADVISOR INC | COM | 2K | 64K | – |
| TRIPADVISOR INC | COM | 27 | 934 | MORGAN STANLEY SMITH BARNEY LLC |
| TRISTATE CAP HLDGS INC | COM | 175 | 10K | – |
| TRITON INTL LTD | CL A | 1K | 27K | – |
| TRITON INTL LTD | CL A | 51 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| TRIUMPH BANCORP INC | COM | 356 | 7K | – |
| TRIUMPH GROUP INC NEW | COM | 801 | 64K | – |
| TRIUMPH GROUP INC NEW | COM | 66 | 5K | MORGAN STANLEY SMITH BARNEY LLC |
| TRONOX HOLDINGS PLC | SHS | 598 | 41K | – |
| TRUEBLUE INC | COM | 2K | 100K | – |
| TRUIST FINANCIAL CORP | COM | 31K | 649K | – |
| TRUIST FINANCIAL CORP | COM | 238 | 5K | MORGAN STANLEY SMITH BARNEY LLC |
| TRUPANION INC | COM | 884 | 7K | – |
| TRUSTCO BK CORP N Y | COM | 507 | 76K | – |
| TRUSTMARK CORP | COM | 4K | 139K | – |
| TTEC HLDGS INC | COM | 1K | 17K | – |
| TTM TECHNOLOGIES INC | COM | 562 | 41K | – |
| TUCOWS INC | COM NEW | 363 | 5K | – |
| TUPPERWARE BRANDS CORP | COM | 986 | 30K | – |
| TURKCELL ILETISIM HIZMETLERI | SPON ADR NEW | 6K | 1M | – |
| TURNING POINT THERAPEUTICS INC | COM | 325 | 3K | – |
| TURQUOISE HILL RESOURCES LTD | COM | 470 | 38K | – |
| TUTOR PERINI CORP | COM | 598 | 46K | – |
| TWILIO INC | CL A | 26K | 76K | – |
| TWILIO INC | CL A | 154 | 455 | MORGAN STANLEY SMITH BARNEY LLC |
| TWIST BIOSCIENCE CORP | COM | 1K | 8K | – |
| TWITTER INC | COM | 20K | 365K | – |
| TWITTER INC | COM | 100 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| TWO HBRS INVT CORP | COM NEW | 2K | 355K | – |
| TWO HBRS INVT CORP | COM NEW | 34 | 5K | MORGAN STANLEY SMITH BARNEY LLC |
| TYLER TECHNOLOGIES INC | COM | 19K | 43K | – |
| TYLER TECHNOLOGIES INC | COM | 34 | 77 | MORGAN STANLEY SMITH BARNEY LLC |
| TYSON FOODS INC | CL A | 11K | 170K | – |
| TYSON FOODS INC | CL A | 62 | 959 | MORGAN STANLEY SMITH BARNEY LLC |
| U S PHYSICAL THERAPY INC | COM | 566 | 5K | – |
| UBER TECHNOLOGIES INC | COM | 17K | 337K | – |
| UBER TECHNOLOGIES INC | COM | 203 | 4K | MORGAN STANLEY SMITH BARNEY LLC |
| UBIQUITI INC | COM | 3K | 12K | – |
| UBS GROUP AG | SHS | 27K | 2M | – |
| UDR INC | COM | 3K | 90K | – |
| UDR INC | COM | 52 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| UFP INDUSTRIES INC | COM | 2K | 28K | – |
| UGI CORP NEW | COM | 7K | 213K | – |
| UGI CORP NEW | COM | 39 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| ULTA BEAUTY INC | COM | 5K | 17K | – |
| ULTA BEAUTY INC | COM | 23 | 81 | MORGAN STANLEY SMITH BARNEY LLC |
| ULTRA CLEAN HLDGS INC | COM | 408 | 13K | – |
| ULTRAGENYX PHARMACEUTICAL INC | COM | 2K | 16K | – |
| ULTRAGENYX PHARMACEUTICAL INC | COM | 70 | 507 | MORGAN STANLEY SMITH BARNEY LLC |
| ULTRAPAR PARTICIPACOES SA | SP ADR REP COM | 2K | 397K | – |
| UMB FINL CORP | COM | 1K | 21K | – |
| UMH PPTYS INC | COM | 187 | 13K | – |
| UMPQUA HLDGS CORP | COM | 5K | 298K | – |
| UNDER ARMOUR INC | CL C | 343 | 23K | – |
| UNDER ARMOUR INC | CL C | 13 | 905 | MORGAN STANLEY SMITH BARNEY LLC |
| UNDER ARMOUR INC | CL A | 940 | 55K | – |
| UNIFIRST CORP MASS | COM | 1K | 5K | – |
| UNILEVER PLC | SPON ADR NEW | 60K | 995K | – |
| UNION PAC CORP | COM | 119K | 570K | – |
| UNION PAC CORP | COM | 444 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| UNISYS CORP | COM NEW | 437 | 22K | – |
| UNITED AIRLINES HOLDINGS INC | COM | 6K | 136K | – |
| UNITED AIRLINES HOLDINGS INC | COM | 23 | 526 | MORGAN STANLEY SMITH BARNEY LLC |
| UNITED BANKSHARES INC WEST VA | COM | 2K | 59K | – |
| UNITED CMNTY BKS BLAIRSVLE GA | COM | 890 | 31K | – |
| UNITED FIRE GROUP INC | COM | 831 | 33K | – |
| UNITED MICROELECTRONICS CORP | SPON ADR NEW | 64K | 8M | – |
| UNITED NAT FOODS INC | COM | 1K | 88K | – |
| UNITED PARCEL SERVICE INC | CL B | 66K | 392K | – |
| UNITED PARCEL SERVICE INC | CL B | 371 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| UNITED RENTALS INC | COM | 16K | 68K | – |
| UNITED RENTALS INC | COM | 55 | 239 | MORGAN STANLEY SMITH BARNEY LLC |
| UNITED STATES CELLULAR CORP | COM | 6K | 188K | – |
| UNITED STATES STL CORP NEW | COM | 4K | 219K | – |
| UNITED THERAPEUTICS CORP DEL | COM | 7K | 47K | – |
| UNITED THERAPEUTICS CORP DEL | COM | 41 | 269 | MORGAN STANLEY SMITH BARNEY LLC |
| UNITEDHEALTH GROUP INC | COM | 306K | 873K | – |
| UNITI GROUP INC | COM | 580 | 49K | – |
| UNITIL CORP | COM | 793 | 18K | – |
| UNIVAR INC | COM | 1K | 65K | – |
| UNIVERSAL CORP VA | COM | 1K | 26K | – |
| UNIVERSAL DISPLAY CORP | COM | 4K | 20K | – |
| UNIVERSAL ELECTRS INC | COM | 331 | 6K | – |
| UNIVERSAL HEALTH RLTY INCM TR | SH BEN INT | 577 | 9K | – |
| UNIVERSAL HLTH SVCS INC | CL B | 4K | 28K | – |
| UNIVERSAL INS HLDGS INC | COM | 515 | 34K | – |
| UNIVEST CORP PA | COM | 810 | 39K | – |
| UNUM GROUP | COM | 34K | 2M | – |
| UPWORK INC | COM | 1K | 30K | – |
| UR ENERGY INC | COM | 21 | 27K | – |
| URBAN EDGE PPTYS | COM | 2K | 127K | – |
| URBAN OUTFITTERS INC | COM | 936 | 37K | – |
| UROGEN PHARMA LTD | COM | 566 | 31K | – |
| US BANCORP DEL | COM NEW | 38K | 811K | – |
| US BANCORP DEL | COM NEW | 242 | 5K | MORGAN STANLEY SMITH BARNEY LLC |
| US ECOLOGY INC | COM | 624 | 17K | – |
| US FOODS HLDG CORP | COM | 2K | 61K | – |
| USANA HEALTH SCIENCES INC | COM | 611 | 8K | – |
| V F CORP | COM | 17K | 201K | – |
| V F CORP | COM | 95 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| VAIL RESORTS INC | COM | 3K | 12K | – |
| VAIL RESORTS INC | COM | 33 | 120 | MORGAN STANLEY SMITH BARNEY LLC |
| VALE SA | SPONSORED ADS | 12K | 722K | – |
| VALERO ENERGY CORP NEW | COM | 8K | 148K | – |
| VALERO ENERGY CORP NEW | COM | 88 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| VALLEY NATL BANCORP | COM | 1K | 121K | – |
| VALMONT INDS INC | COM | 1K | 7K | – |
| VALVOLINE INC | COM | 4K | 152K | – |
| VALVOLINE INC | COM | 11 | 472 | MORGAN STANLEY SMITH BARNEY LLC |
| VANDA PHARMACEUTICALS INC | COM | 600 | 46K | – |
| VAREX IMAGING CORP | COM | 1K | 68K | – |
| VARIAN MED SYS INC | COM | 14K | 79K | – |
| VARIAN MED SYS INC | COM | 58 | 330 | MORGAN STANLEY SMITH BARNEY LLC |
| VARONIS SYS INC | COM | 545 | 3K | – |
| VECTOR GROUP LTD | COM | 709 | 61K | – |
| VECTRUS INC | COM | 1K | 28K | – |
| VECTRUS INC | COM | 131 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| VEDANTA LTD | SPONSORED ADR | 23K | 3M | – |
| VEECO INSTRS INC DEL | COM | 363 | 21K | – |
| VEEVA SYS INC | CL A COM | 15K | 55K | – |
| VEEVA SYS INC | CL A COM | 133 | 488 | MORGAN STANLEY SMITH BARNEY LLC |
| VENTAS INC | COM | 13K | 274K | – |
| VENTAS INC | COM | 67 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| VEONEER INCORPORATED | COM | 765 | 36K | – |
| VERACYTE INC | COM | 315 | 6K | – |
| VEREIT INC | COM | 3K | 87K | – |
| VEREIT INC | COM | 31 | 814 | MORGAN STANLEY SMITH BARNEY LLC |
| VERICEL CORP | COM | 229 | 7K | – |
| VERINT SYS INC | COM | 411 | 6K | – |
| VERISIGN INC | COM | 23K | 108K | – |
| VERISIGN INC | COM | 80 | 368 | MORGAN STANLEY SMITH BARNEY LLC |
| VERISK ANALYTICS INC | COM | 21K | 102K | – |
| VERISK ANALYTICS INC | COM | 108 | 518 | MORGAN STANLEY SMITH BARNEY LLC |
| VERITEX HLDGS INC | COM | 636 | 25K | – |
| VERIZON COMMUNICATIONS INC | COM | 214K | 4M | – |
| VERIZON COMMUNICATIONS INC | COM | 682 | 12K | MORGAN STANLEY SMITH BARNEY LLC |
| VERRA MOBILITY CORP | COM | 246 | 18K | – |
| VERTEX PHARMACEUTICALS INC | COM | 41K | 174K | – |
| VERTEX PHARMACEUTICALS INC | COM | 344 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| VIACOMCBS INC CL A | CL A | 202 | 5K | – |
| VIACOMCBS INC CL B | CL B | 26K | 700K | – |
| VIACOMCBS INC CL B | CL B | 60 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| VIAD CORP | COM NEW | 804 | 22K | – |
| VIASAT INC | COM | 421 | 13K | – |
| VIATRIS INC | COM | 17K | 915K | – |
| VIAVI SOLUTIONS INC | COM | 2K | 129K | – |
| VICI PPTYS INC | COM | 9K | 365K | – |
| VICI PPTYS INC | COM | 50 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| VICOR CORP | COM | 359 | 4K | – |
| VIEWRAY INC | COM | 142 | 37K | – |
| VIKING THERAPEUTICS INC | COM | 150 | 27K | – |
| VIPSHOP HOLDINGS LTD | SPONSORED ADS A | 18K | 656K | – |
| VIRNETX HLDG CORP | COM | 59 | 12K | – |
| VIRTU FINL INC | CL A | 2K | 74K | – |
| VIRTUS INVT PARTNERS INC | COM | 2K | 8K | – |
| VIRTUSA CORP | COM | 958 | 19K | – |
| VISA INC | COM CL A | 356K | 2M | – |
| VISA INC | COM CL A | 1K | 5K | MORGAN STANLEY SMITH BARNEY LLC |
| VISHAY INTERTECHNOLOGY INC | COM | 1K | 71K | – |
| VISTA OUTDOOR INC | COM | 727 | 31K | – |
| VISTEON CORP | COM NEW | 2K | 14K | – |
| VISTRA CORP | COM | 3K | 162K | – |
| VISTRA CORP | COM | 20 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| VMWARE INC | CL A COM | 11K | 78K | – |
| VMWARE INC | CL A COM | 45 | 318 | MORGAN STANLEY SMITH BARNEY LLC |
| VOCERA COMMUNICATIONS INC | COM | 500 | 12K | – |
| VODAFONE GROUP PLC | SPONSORED ADR | 14K | 867K | – |
| VONAGE HLDGS CORP | COM | 1K | 90K | – |
| VONTIER CORPORATION COM | COM | 4K | 121K | – |
| VONTIER CORPORATION COM | COM | 16 | 471 | MORGAN STANLEY SMITH BARNEY LLC |
| VORNADO RLTY TR | SH BEN INT | 9K | 237K | – |
| VORNADO RLTY TR | SH BEN INT | 59 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| VOYA FINL INC | COM | 14K | 238K | – |
| VOYA FINL INC | COM | 22 | 379 | MORGAN STANLEY SMITH BARNEY LLC |
| VOYAGER THERAPEUTICS INC | COM | 81 | 11K | – |
| VULCAN MATLS CO | COM | 9K | 62K | – |
| VULCAN MATLS CO | COM | 58 | 389 | MORGAN STANLEY SMITH BARNEY LLC |
| W & T OFFSHORE INC | COM | 25 | 12K | – |
| W P CAREY INC | COM | 4K | 57K | – |
| W P CAREY INC | COM | 59 | 835 | MORGAN STANLEY SMITH BARNEY LLC |
| W R BERKLEY CORPORATION | COM | 7K | 105K | – |
| W R BERKLEY CORPORATION | COM | 30 | 455 | MORGAN STANLEY SMITH BARNEY LLC |
| WABASH NATL CORP | COM | 2K | 111K | – |
| WABTEC CORP | COM | 6K | 84K | – |
| WABTEC CORP | COM | 42 | 579 | MORGAN STANLEY SMITH BARNEY LLC |
| WADDELL & REED FINL INC | CL A | 2K | 92K | – |
| WALGREENS BOOTS ALLIANCE INC | COM | 17K | 425K | – |
| WALGREENS BOOTS ALLIANCE INC | COM | 113 | 3K | MORGAN STANLEY SMITH BARNEY LLC |
| WALKER & DUNLOP INC | COM | 753 | 8K | – |
| WALMART INC | COM | 265K | 2M | – |
| WALMART INC | COM | 628 | 4K | MORGAN STANLEY SMITH BARNEY LLC |
| WARRIOR MET COAL INC | COM | 542 | 25K | – |
| WASHINGTON FED INC | COM | 445 | 17K | – |
| WASHINGTON REAL ESTATE INVT TR | SH BEN INT | 1K | 53K | – |
| WASHINGTON TR BANCORP | COM | 447 | 10K | – |
| WASTE CONNECTIONS INC | COM | 11K | 105K | – |
| WASTE MGMT INC DEL | COM | 53K | 452K | – |
| WASTE MGMT INC DEL | COM | 204 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| WATERS CORP | COM | 19K | 75K | – |
| WATERS CORP | COM | 82 | 331 | MORGAN STANLEY SMITH BARNEY LLC |
| WATERSTONE FINL INC MD | COM | 541 | 29K | – |
| WATSCO INC | COM | 11K | 47K | – |
| WATSCO INC | COM | 46 | 202 | MORGAN STANLEY SMITH BARNEY LLC |
| WATTS WATER TECHNOLOGIES INC | CL A | 2K | 18K | – |
| WAYFAIR INC | CL A | 7K | 31K | – |
| WAYFAIR INC | CL A | 56 | 246 | MORGAN STANLEY SMITH BARNEY LLC |
| WD-40 CO | COM | 4K | 14K | – |
| WEBSTER FINL CORP CONN | COM | 3K | 74K | – |
| WEC ENERGY GROUP INC | COM | 30K | 330K | – |
| WEC ENERGY GROUP INC | COM | 86 | 932 | MORGAN STANLEY SMITH BARNEY LLC |
| WEIBO CORP | SPONSORED ADR | 3K | 77K | – |
| WEINGARTEN RLTY INVS | SH BEN INT | 1K | 51K | – |
| WEIS MKTS INC | COM | 6K | 118K | – |
| WELBILT INC | COM | 541 | 41K | – |
| WELLS FARGO CO NEW | COM | 31K | 1M | – |
| WELLS FARGO CO NEW | COM | 314 | 10K | MORGAN STANLEY SMITH BARNEY LLC |
| WELLTOWER INC | COM | 14K | 219K | – |
| WELLTOWER INC | COM | 64 | 998 | MORGAN STANLEY SMITH BARNEY LLC |
| WENDYS CO | COM | 1K | 63K | – |
| WERNER ENTERPRISES INC | COM | 24K | 621K | – |
| WESBANCO INC | COM | 2K | 80K | – |
| WESCO INTL INC | COM | 19K | 245K | – |
| WEST PHARMACEUTICAL SVSC INC | COM | 22K | 77K | – |
| WEST PHARMACEUTICAL SVSC INC | COM | 93 | 327 | MORGAN STANLEY SMITH BARNEY LLC |
| WESTAMERICA BANCORPORATION | COM | 498 | 9K | – |
| WESTERN ALLIANCE BANCORP | COM | 3K | 49K | – |
| WESTERN DIGITAL CORP | COM | 4K | 71K | – |
| WESTERN DIGITAL CORP | COM | 56 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| WESTERN UN CO | COM | 6K | 255K | – |
| WESTERN UN CO | COM | 47 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| WESTLAKE CHEM CORP | COM | 4K | 48K | – |
| WESTPAC BANKING CORP | SPONSORED ADR | 4K | 272K | – |
| WESTROCK CO | COM | 8K | 184K | – |
| WESTROCK CO | COM | 22 | 514 | MORGAN STANLEY SMITH BARNEY LLC |
| WEX INC | COM | 4K | 21K | – |
| WEYERHAEUSER CO | COM NEW | 12K | 349K | – |
| WEYERHAEUSER CO | COM NEW | 64 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| WHEATON PRECIOUS METALS CORP | COM | 15K | 362K | – |
| WHIRLPOOL CORP | COM | 7K | 38K | – |
| WHIRLPOOL CORP | COM | 53 | 292 | MORGAN STANLEY SMITH BARNEY LLC |
| WHITE MTNS INS GROUP LTD | COM | 4K | 4K | – |
| WIDEOPENWEST INC | COM | 278 | 26K | – |
| WILEY JOHN & SONS INC | CL A | 3K | 56K | – |
| WILLIAMS COS INC DEL | COM | 14K | 687K | – |
| WILLIAMS COS INC DEL | COM | 88 | 4K | MORGAN STANLEY SMITH BARNEY LLC |
| WILLIAMS SONOMA INC | COM | 6K | 55K | – |
| WILLIS TOWERS WATSON PUB LTD | SHS | 13K | 60K | – |
| WILLIS TOWERS WATSON PUB LTD | SHS | 75 | 355 | MORGAN STANLEY SMITH BARNEY LLC |
| WILLSCOT MOBIL MINI HLDNG CORP CL A | COM CL A | 1K | 43K | – |
| WINGSTOP INC | COM | 874 | 7K | – |
| WINNEBAGO INDS INC | COM | 2K | 25K | – |
| WINTRUST FINL CORP | COM | 5K | 85K | – |
| WIPRO LTD | SPON ADR 1 SH | 27K | 5M | – |
| WISDOMTREE INVTS INC | COM | 600 | 112K | – |
| WIX COM LTD | SHS | 6K | 22K | – |
| WNS HOLDINGS LTD | SPON ADR | 2K | 32K | – |
| WOLVERINE WORLD WIDE INC | COM | 781 | 25K | – |
| WOODWARD INC | COM | 2K | 20K | – |
| WOORI FINANCIAL GROUP INC | SPONSORED ADS | 34K | 1M | – |
| WORKDAY INC | CL A | 15K | 61K | – |
| WORKDAY INC | CL A | 133 | 556 | MORGAN STANLEY SMITH BARNEY LLC |
| WORKIVA INC | COM CL A | 872 | 10K | – |
| WORLD ACCEP CORP DEL | COM | 443 | 4K | – |
| WORLD FUEL SVCS CORP | COM | 1K | 43K | – |
| WORLD WRESTLING ENTMT INC | CL A | 2K | 39K | – |
| WORTHINGTON INDS INC | COM | 2K | 48K | – |
| WORTHINGTON INDS INC | COM | 51 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| WPP PLC | ADR | 17K | 322K | – |
| WPX ENERGY INC | COM | 8K | 1M | – |
| WSFS FINL CORP | COM | 535 | 12K | – |
| WW INTL INC | COM | 265 | 11K | – |
| WYNDHAM DESTINATIONS INC | COM | 6K | 137K | – |
| WYNDHAM DESTINATIONS INC | COM | 25 | 560 | MORGAN STANLEY SMITH BARNEY LLC |
| WYNDHAM HOTELS & RESORTS INC | COM | 4K | 60K | – |
| WYNDHAM HOTELS & RESORTS INC | COM | 24 | 406 | MORGAN STANLEY SMITH BARNEY LLC |
| WYNN RESORTS LTD | COM | 4K | 37K | – |
| XBIOTECH INC | COM | 233 | 15K | – |
| XCEL ENERGY INC | COM | 28K | 418K | – |
| XCEL ENERGY INC | COM | 139 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| XENCOR INC | COM | 390 | 9K | – |
| XENIA HOTELS & RESORTS INC | COM | 387 | 25K | – |
| XEROX HOLDINGS CORP NEW | COM NEW | 3K | 123K | – |
| XEROX HOLDINGS CORP NEW | COM NEW | 33 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| XILINX INC | COM | 29K | 206K | – |
| XILINX INC | COM | 76 | 537 | MORGAN STANLEY SMITH BARNEY LLC |
| XPENG INC | ADS | 649 | 15K | – |
| XPERI HOLDING CORP | COM | 360 | 17K | – |
| XPO LOGISTICS INC | COM | 4K | 34K | – |
| XPO LOGISTICS INC | COM | 43 | 358 | MORGAN STANLEY SMITH BARNEY LLC |
| XYLEM INC | COM | 28K | 280K | – |
| XYLEM INC | COM | 45 | 443 | MORGAN STANLEY SMITH BARNEY LLC |
| Y MABS THERAPEUTICS INC | COM | 281 | 6K | – |
| YAMANA GOLD INC | COM | 2K | 304K | – |
| YANDEX NV | SHS CLASS A | 410 | 6K | – |
| YELP INC | CL A | 1K | 44K | – |
| YETI HOLDINGS INC | COM | 804 | 12K | – |
| YEXT INC | COM | 190 | 12K | – |
| YIREN DIGITAL LTD | SPONSORED ADS | 42 | 13K | – |
| YORK WTR CO | COM | 312 | 7K | – |
| YPF SOCIEDAD ANONIMA | SPON ADR CL D | 55 | 12K | – |
| YUM BRANDS INC | COM | 28K | 262K | – |
| YUM BRANDS INC | COM | 119 | 1K | MORGAN STANLEY SMITH BARNEY LLC |
| YUM CHINA HOLDINGS INC | COM | 22K | 386K | – |
| ZAI LAB LTD | ADR | 7K | 50K | – |
| ZEBRA TECHNOLOGIES CORP | CL A | 10K | 27K | – |
| ZEBRA TECHNOLOGIES CORP | CL A | 53 | 138 | MORGAN STANLEY SMITH BARNEY LLC |
| ZENDESK INC | COM | 5K | 34K | – |
| ZENDESK INC | COM | 50 | 351 | MORGAN STANLEY SMITH BARNEY LLC |
| ZILLOW GROUP INC | CL C CAP STK | 1K | 10K | – |
| ZILLOW GROUP INC | CL A | 7K | 48K | – |
| ZILLOW GROUP INC | CL A | 84 | 617 | MORGAN STANLEY SMITH BARNEY LLC |
| ZIMMER BIOMET HLDGS INC | COM | 16K | 106K | – |
| ZIMMER BIOMET HLDGS INC | COM | 122 | 790 | MORGAN STANLEY SMITH BARNEY LLC |
| ZIONS BANCORPORATION N A | COM | 12K | 282K | – |
| ZIOPHARM ONCOLOGY INC | COM | 104 | 41K | – |
| ZOETIS INC | CL A | 68K | 408K | – |
| ZOETIS INC | CL A | 392 | 2K | MORGAN STANLEY SMITH BARNEY LLC |
| ZOGENIX INC | COM NEW | 310 | 16K | – |
| ZOGENIX INC | COM NEW | 10 | 515 | MORGAN STANLEY SMITH BARNEY LLC |
| ZOOM VIDEO COMMUNICATIONS INC CL A | CL A | 27K | 82K | – |
| ZOOM VIDEO COMMUNICATIONS INC CL A | CL A | 161 | 478 | MORGAN STANLEY SMITH BARNEY LLC |
| ZSCALER INC | COM | 6K | 31K | – |
| ZSCALER INC | COM | 40 | 200 | MORGAN STANLEY SMITH BARNEY LLC |
| ZTO EXPRESS CAYMAN INC | SPONSORED ADS A | 10K | 360K | – |
| ZUMIEZ INC | COM | 567 | 15K | – |
| ZUORA INC | COM CL A | 484 | 35K | – |
| ZYNGA INC | CL A | 7K | 751K | – |
| ZYNGA INC | CL A | 29 | 3K | MORGAN STANLEY SMITH BARNEY LLC |