Form NPORT-P PUTNAM VARIABLE TRUST For: Mar 31

    
        NPORT-P
        false
        
            
            
                
                    0000822671
                    XXXXXXXX
                
            
            
            
            
                S000032103
                C000099977
                C000099978
            
            
            
        
    
    
        
            Putnam Variable Trust
            811-05346
            0000822671
            549300TBVD21LYBGBD46
            100 FEDERAL STREET
            BOSTON
            
            02110
            1-800-225-1581
            Putnam VT Multi-Asset Absolute Return Fund
            S000032103
            549300FJ7VYUU81RIO14
            2022-12-31
            2022-03-31
            N
        
        
            36393669.10
            13101282.68
            23292386.42
            0.00
            0.00
            0.00
            0.00
            0.00
            0.00
            0.00
            0.00
            0.00
            0.00
            0.00
            0.00
            0.00
            0
            
                
                    AUD
                    
                    
                
                
                    CAD
                    
                    
                
                
                    CHF
                    
                    
                
                
                    EUR
                    
                    
                
                
                    GBP
                    
                    
                
                
                    NOK
                    
                    
                
                
                    NZD
                    
                    
                
                
                    SEK
                    
                    
                
                
                    USD
                    
                    
                
            
            
            
            
                
                
            
            N
            
                
                    
                    
                
                
                    
                        
                        
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                    
                    
                        
                        
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                    
                    
                        
                        
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                    
                    
                        
                        
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                    
                    
                        
                        
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                    
                    
                        
                        
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                        
                            
                            
                            
                        
                    
                
                
                
                
            
            
            
            
            
            
        
        
            
                SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4
                N/A
                
                35563PMX4
                
                    
                
                29000
                PA
                USD
                28084.5
                0.120573733810
                Long
                ABS-MBS
                CORP
                US
                N
                
                2
                
                    2059-02-25
                    Variable
                    4.5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                WFRBS COMMERCIAL MORTGAGE TRUST 2011-C3
                N/A
                
                92935VAU2
                
                    
                
                30000
                PA
                USD
                3081
                0.013227498224
                Long
                ABS-MBS
                CORP
                US
                N
                
                2
                
                    2044-03-15
                    Variable
                    5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GS MORTGAGE SECURITIES TRUST 2014-GC24
                N/A
                
                36253GAS1
                
                    
                
                27000
                PA
                USD
                18571.08
                0.079730258914
                Long
                ABS-MBS
                CORP
                US
                N
                
                2
                
                    2047-09-10
                    Variable
                    4.533
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14
                N/A
                
                46640LAQ5
                
                    
                
                16000
                PA
                USD
                11497.68
                0.049362395903
                Long
                ABS-MBS
                CORP
                US
                N
                
                2
                
                    2046-08-15
                    Variable
                    4.549
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2006-LDP9
                N/A
                
                46629PAQ1
                
                    
                
                9071.07
                PA
                USD
                8635.26
                0.037073315908
                Long
                ABS-MBS
                CORP
                US
                N
                
                2
                
                    2047-05-15
                    Fixed
                    5.337
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C2
                N/A
                
                90269CAV2
                
                    
                
                17000
                PA
                USD
                365.5
                0.001569182279
                Long
                ABS-MBS
                CORP
                US
                N
                
                2
                
                    2063-05-10
                    Variable
                    5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                WFRBS COMMERCIAL MORTGAGE TRUST 2012-C7
                N/A
                
                92936TAL6
                
                    
                
                100000
                PA
                USD
                13350
                0.057314865722
                Long
                ABS-MBS
                CORP
                US
                N
                
                2
                
                    2045-06-15
                    Variable
                    4.5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                SOUTHERN COPPER CORP
                2549007U6NAP46Q9TU15
                
                84265V105
                
                    
                
                596
                NS
                USD
                45236.4
                0.194211100504
                Long
                EC
                CORP
                PE
                N
                
                1
                
                    N
                    N
                    N
                
            
            
                TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD
                549300KB6NK5SBD14S87
                
                874039100
                
                    
                
                1957
                NS
                USD
                204036.82
                0.875980744613
                Long
                EC
                CORP
                TW
                N
                
                1
                
                    N
                    N
                    N
                
            
            
                VALE SA
                254900SMTWBX7RU2SR20
                
                91912E105
                
                    
                
                1789
                NS
                USD
                35762.11
                0.153535620418
                Long
                EC
                CORP
                BR
                N
                
                1
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE CONNECTICUT AVENUE SECURITIES
                B1V7KEBTPIMZEU4LTD58
                
                30711XSX3
                
                    
                
                5959.11
                PA
                USD
                6060.52
                0.026019317603
                Long
                ABS-CBDO
                CORP
                US
                N
                
                2
                
                    2030-02-25
                    Floating
                    3.257
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE CONNECTICUT AVENUE SECURITIES
                B1V7KEBTPIMZEU4LTD58
                
                30711XJX3
                
                    
                
                11483.57
                PA
                USD
                11711.28
                0.050279433755
                Long
                ABS-CBDO
                CORP
                US
                N
                
                2
                
                    2029-10-25
                    Floating
                    3.668
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                CHL MORTGAGE PASS-THROUGH TRUST 2005-3
                N/A
                
                12669GTP6
                
                    
                
                5146
                PA
                USD
                4615.08
                0.019813684681
                Long
                ABS-CBDO
                CORP
                US
                N
                
                2
                
                    2035-04-25
                    Floating
                    1.316
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE CONNECTICUT AVENUE SECURITIES
                B1V7KEBTPIMZEU4LTD58
                
                30711XGQ1
                
                    
                
                10000
                PA
                USD
                10714.94
                0.046001898675
                Long
                ABS-CBDO
                CORP
                US
                N
                
                2
                
                    2029-09-25
                    Floating
                    6.168
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE CONNECTICUT AVENUE SECURITIES
                B1V7KEBTPIMZEU4LTD58
                
                30711XCH5
                
                    
                
                59568.64
                PA
                USD
                66918.65
                0.287298384946
                Long
                ABS-CBDO
                CORP
                US
                N
                
                2
                
                    2028-09-25
                    Floating
                    12.918
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE CONNECTICUT AVENUE SECURITIES
                B1V7KEBTPIMZEU4LTD58
                
                30711XBF0
                
                    
                
                9662.3
                PA
                USD
                10335.53
                0.044372997312
                Long
                ABS-CBDO
                CORP
                US
                N
                
                2
                
                    2028-04-25
                    Floating
                    6.368
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR12 TRUST
                N/A
                
                92922FZV3
                
                    
                
                10470.37
                PA
                USD
                10123.13
                0.043461111358
                Long
                ABS-CBDO
                CORP
                US
                N
                
                2
                
                    2044-10-25
                    Floating
                    1.377
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                CITIGROUP MORTGAGE LOAN TRUST 2007-AR5
                N/A
                
                17311LAA9
                
                    
                
                20170.86
                PA
                USD
                19813.17
                0.085062859781
                Long
                ABS-CBDO
                CORP
                US
                N
                
                2
                
                    2037-04-25
                    Variable
                    2.926
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                CONNECTICUT AVENUE SECURITIES TRUST 2022-R02
                N/A
                
                20754BAB7
                
                    
                
                22000
                PA
                USD
                21340
                0.091617920187
                Long
                ABS-CBDO
                CORP
                US
                N
                
                2
                
                    2042-01-25
                    Floating
                    3.584
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                STATION PLACE SECURITIZATION TRUST SERIES 2021-10
                N/A
                
                857707AA1
                
                    
                
                25000
                PA
                USD
                25000
                0.107331209217
                Long
                ABS-CBDO
                CORP
                US
                N
                
                2
                
                    2022-08-08
                    Floating
                    1.724
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                STATION PLACE SECURITIZATION TRUST SERIES 2021-6
                N/A
                
                85777PAA4
                
                    
                
                25000
                PA
                USD
                25000
                0.107331209217
                Long
                ABS-CBDO
                CORP
                US
                N
                
                2
                
                    2022-04-25
                    Floating
                    1.255
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                MELLO WAREHOUSE SECURITIZATION TRUST 2020-2
                N/A
                
                58551VAA0
                
                    
                
                25000
                PA
                USD
                25000
                0.107331209217
                Long
                ABS-CBDO
                CORP
                US
                N
                
                2
                
                    2053-11-25
                    Floating
                    1.468
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                1SHARPE MORTGAGE TRUST 2020-1
                N/A
                
                68257LAA8
                
                    
                
                25000
                PA
                USD
                24937.5
                0.107062881194
                Long
                ABS-CBDO
                CORP
                US
                N
                
                2
                
                    2024-07-25
                    Floating
                    3.025
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FREDDIE MAC STACR TRUST 2019-DNA2
                549300Y6KOVOWQ8OJC33
                
                35564LAH0
                
                    
                
                32744.98
                PA
                USD
                32744.98
                0.140582331967
                Long
                ABS-CBDO
                CORP
                US
                N
                
                2
                
                    2049-03-25
                    Floating
                    3.118
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                CONNECTICUT AVENUE SECURITIES TRUST 2020-R01
                N/A
                
                20754CAF6
                
                    
                
                10000
                PA
                USD
                9302.43
                0.039937642422
                Long
                ABS-CBDO
                CORP
                US
                N
                
                2
                
                    2040-01-25
                    Floating
                    3.918
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FREDDIE MAC STACR REMIC TRUST 2020-HQA2
                N/A
                
                35565LAH9
                
                    
                
                9180.65
                PA
                USD
                9215.48
                0.039564344476
                Long
                ABS-CBDO
                CORP
                US
                N
                
                2
                
                    2050-03-25
                    Floating
                    3.557
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                PETROBRAS GLOBAL FINANCE BV
                549300FNENFFSMO3GT38
                
                71647NAQ2
                
                    
                
                10000
                PA
                USD
                11635.9
                0.049955808693
                Long
                DBT
                CORP
                NL
                
                N
                
                2
                
                    2026-05-23
                    Fixed
                    8.75
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                PETROBRAS GLOBAL FINANCE BV
                549300FNENFFSMO3GT38
                
                71647NAM1
                
                    
                
                21000
                PA
                USD
                22050
                0.094666126529
                Long
                DBT
                CORP
                NL
                
                N
                
                2
                
                    2024-03-17
                    Fixed
                    6.25
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                PETROBRAS GLOBAL FINANCE BV
                549300FNENFFSMO3GT38
                
                71647NAY5
                
                    
                
                15000
                PA
                USD
                15750
                0.067618661806
                Long
                DBT
                CORP
                NL
                
                N
                
                2
                
                    2028-01-27
                    Fixed
                    5.999
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                PETROLEOS MEXICANOS
                549300CAZKPF4HKMPX17
                
                71643VAB1
                
                    
                
                12000
                PA
                USD
                11400
                0.048943031403
                Long
                DBT
                CORP
                MX
                N
                
                2
                
                    2032-02-16
                    Fixed
                    6.7
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                ENBRIDGE INC
                98TPTUM4IVMFCZBCUR27
                
                29250NAL9
                
                    
                
                20000
                PA
                USD
                20687.46
                0.088816403897
                Long
                DBT
                CORP
                CA
                N
                
                2
                
                    2026-12-01
                    Fixed
                    4.25
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                INTERCONTINENTAL EXCHANGE INC
                5493004R83R1LVX2IL36
                
                N/A
                
                    
                
                864000
                NC
                USD
                54498.53
                0.233975725017
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            INTERCONTINENTAL EXCHANGE INC
                            5493004R83R1LVX2IL36
                        
                        Y
                        
                            

                            
                        
                        
                        2026-12-20
                        0
                        USD
                        81560.74
                        USD
                        864000
                        USD
                        25742.21
                    
                
                
                    N
                    N
                    N
                
            
            
                CORPORATE ASSET FUNDING CO INC
                N/A
                
                N/A
                
                    
                
                250000
                PA
                USD
                249926.21
                1.072995293369
                Long
                ABS-APCP
                CORP
                US
                N
                
                2
                
                    2022-04-22
                    Fixed
                    0
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                CHICAGO MERCANTILE EXCHANGE
                SNZ2OJLFK8MNNCLQOF39
                
                N/A
                
                    
                
                5
                NC
                USD
                1132687.5
                4.862908761583
                N/A
                DE
                CORP
                US
                N
                
                1
                
                    
                        
                            CHICAGO MERCANTILE EXCHANGE
                            SNZ2OJLFK8MNNCLQOF39
                        
                        Long
                        
                            
S&P 500 INDEX
SPX
                            
                        
                        2022-01-17
                        1100779.93
                        USD
                        31907.57
                    
                
                
                    N
                    N
                    N
                
            
            
                MATERIALS SELECT SECTOR SPDR FUND
                549300N81BAQ1XPGBT65
                
                81369Y100
                
                    
                
                4237
                NS
                USD
                373491.55
                1.603491987748
                Long
                EC
                RF
                US
                N
                
                1
                
                    N
                    N
                    N
                
            
            
                ENERGY SELECT SECTOR SPDR FUND
                54930064FLK0RD4TRU75
                
                81369Y506
                
                    
                
                10793
                NS
                USD
                825016.92
                3.542002545912
                Long
                EC
                RF
                US
                N
                
                1
                
                    N
                    N
                    N
                
            
            
                HEALTH CARE SELECT SECTOR SPDR FUND
                549300EJNY3KKJHPOY44
                
                81369Y209
                
                    
                
                2766
                NS
                USD
                378914.34
                1.626773372069
                Long
                EC
                RF
                US
                N
                
                1
                
                    N
                    N
                    
                
            
            
                REAL ESTATE SELECT SECTOR SPDR FUND
                549300SPMSTD3BRHL041
                
                81369Y860
                
                    
                
                8164
                NS
                USD
                394484.48
                1.693619850224
                Long
                EC
                RF
                US
                N
                
                1
                
                    N
                    N
                    
                
            
            
                CONSUMER STAPLES SELECT SECTOR SPDR FUND
                549300Z52QUV3UXHLA68
                
                81369Y308
                
                    
                
                4524
                NS
                USD
                343326.36
                1.473985334990
                Long
                EC
                RF
                US
                N
                
                1
                
                    N
                    N
                    N
                
            
            
                FREDDIE MAC REMICS
                S6XOOCT0IEG5ABCC6L87
                
                3137B1HN5
                
                    
                
                15166.49
                PA
                USD
                2041.44
                0.008764408950
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2043-03-15
                    Fixed
                    4
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FREDDIE MAC REMICS
                S6XOOCT0IEG5ABCC6L87
                
                3137FG2T1
                
                    
                
                15697.65
                PA
                USD
                2018.78
                0.008667123942
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2048-06-15
                    Fixed
                    3
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FREDDIE MAC REMICS
                S6XOOCT0IEG5ABCC6L87
                
                3137B2FV7
                
                    
                
                16158.57
                PA
                USD
                1446.49
                0.006210140833
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2041-12-15
                    Fixed
                    3
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE REMICS
                B1V7KEBTPIMZEU4LTD58
                
                3137FRN64
                
                    
                
                62713.86
                PA
                USD
                13874.27
                0.059565687044
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2050-03-25
                    Fixed
                    4.5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FREDDIE MAC REMICS
                S6XOOCT0IEG5ABCC6L87
                
                3137FCPP3
                
                    
                
                26301.8
                PA
                USD
                3924.18
                0.016847479383
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2047-11-15
                    Floating
                    5.803
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FREDDIE MAC REMICS
                S6XOOCT0IEG5ABCC6L87
                
                3137FFX44
                
                    
                
                174250.46
                PA
                USD
                26308.33
                0.112948194855
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2051-03-25
                    Fixed
                    3
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE REMICS
                B1V7KEBTPIMZEU4LTD58
                
                3136ANRR0
                
                    
                
                95768.73
                PA
                USD
                17118.66
                0.073494659119
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2045-05-25
                    Fixed
                    5.5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE REMICS
                B1V7KEBTPIMZEU4LTD58
                
                3136ARGB8
                
                    
                
                108894.19
                PA
                USD
                19069.55
                0.081870314429
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2046-02-25
                    Fixed
                    5.5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE REMICS
                B1V7KEBTPIMZEU4LTD58
                
                3136AX4V4
                
                    
                
                182210.45
                PA
                USD
                21951.38
                0.094242726375
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2047-10-25
                    Floating
                    4.744
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE REMICS
                B1V7KEBTPIMZEU4LTD58
                
                3136ATSW5
                
                    
                
                43120.26
                PA
                USD
                5677.79
                0.024376162655
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2046-09-25
                    Floating
                    5.094
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE REMICS
                B1V7KEBTPIMZEU4LTD58
                
                3136AHZJ2
                
                    
                
                31332.11
                PA
                USD
                5032.17
                0.021604355643
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2044-01-25
                    Floating
                    5.594
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE REMICS
                B1V7KEBTPIMZEU4LTD58
                
                3136B0RS7
                
                    
                
                49704.15
                PA
                USD
                8051.05
                0.034565157279
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2048-01-25
                    Floating
                    5.144
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE REMICS
                B1V7KEBTPIMZEU4LTD58
                
                3136AWLG0
                
                    
                
                46315.81
                PA
                USD
                8241.02
                0.035380745671
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2047-05-25
                    Fixed
                    4.5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE REMICS
                B1V7KEBTPIMZEU4LTD58
                
                3136BAR55
                
                    
                
                94554.69
                PA
                USD
                15849.64
                0.068046441074
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2050-07-25
                    Fixed
                    4
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE REMICS
                B1V7KEBTPIMZEU4LTD58
                
                3136B84H9
                
                    
                
                50369.8
                PA
                USD
                6957.93
                0.029872121622
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2050-03-25
                    Floating
                    5.044
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE REMICS
                B1V7KEBTPIMZEU4LTD58
                
                3136BCS43
                
                    
                
                219575.47
                PA
                USD
                31941.6
                0.137133222093
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2050-12-25
                    Fixed
                    3
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE REMICS
                B1V7KEBTPIMZEU4LTD58
                
                3136AU4G3
                
                    
                
                69259.96
                PA
                USD
                9958.09
                0.042752553648
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2047-02-25
                    Floating
                    5.094
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE REMICS
                B1V7KEBTPIMZEU4LTD58
                
                3136ARFT0
                
                    
                
                27984.1
                PA
                USD
                5293.02
                0.022724249480
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2046-02-25
                    Fixed
                    6
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE REMICS
                B1V7KEBTPIMZEU4LTD58
                
                3136ADQT9
                
                    
                
                32842.28
                PA
                USD
                1031.51
                0.004428528625
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2042-02-25
                    Fixed
                    3
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE REMICS
                B1V7KEBTPIMZEU4LTD58
                
                3136AA5E1
                
                    
                
                19142.25
                PA
                USD
                2290.14
                0.009832139819
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2043-01-25
                    Fixed
                    3
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE REMICS
                B1V7KEBTPIMZEU4LTD58
                
                3136A97A0
                
                    
                
                8078.67
                PA
                USD
                409.54
                0.001758256937
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2042-11-25
                    Fixed
                    3.5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE REMICS
                B1V7KEBTPIMZEU4LTD58
                
                3136ADFW4
                
                    
                
                6669.49
                PA
                USD
                89.76
                0.000385361974
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2041-06-25
                    Fixed
                    3
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE REMICS
                B1V7KEBTPIMZEU4LTD58
                
                3136AUTB7
                
                    
                
                65183.42
                PA
                USD
                10047.37
                0.043135854862
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2046-12-25
                    Floating
                    4.994
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE POOL
                B1V7KEBTPIMZEU4LTD58
                
                01F020646
                
                    
                
                1000000
                PA
                USD
                928140.6
                3.984738116843
                Short
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2052-04-01
                    Fixed
                    2
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE POOL
                B1V7KEBTPIMZEU4LTD58
                
                01F022642
                
                    
                
                2000000
                PA
                USD
                1908437.6
                8.193396612901
                Short
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2052-04-01
                    Fixed
                    2.5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE POOL
                B1V7KEBTPIMZEU4LTD58
                
                01F032641
                
                    
                
                1000000
                PA
                USD
                1001796.9
                4.300962906660
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2052-04-01
                    Fixed
                    3.5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE POOL
                B1V7KEBTPIMZEU4LTD58
                
                01F032641
                
                    
                
                1000000
                PA
                USD
                1001796.9
                4.300962906660
                Short
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2052-04-01
                    Fixed
                    3.5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE POOL
                B1V7KEBTPIMZEU4LTD58
                
                01F040644
                
                    
                
                1000000
                PA
                USD
                1020547.4
                4.381463460196
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2052-04-01
                    Fixed
                    4
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE POOL
                B1V7KEBTPIMZEU4LTD58
                
                01F030660
                
                    
                
                1000000
                PA
                USD
                974023.4
                4.181724373092
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2052-06-01
                    Fixed
                    3
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE POOL
                B1V7KEBTPIMZEU4LTD58
                
                01F030645
                
                    
                
                1000000
                PA
                USD
                978359.4
                4.200339898019
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2052-04-01
                    Fixed
                    3
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE POOL
                B1V7KEBTPIMZEU4LTD58
                
                01F030645
                
                    
                
                1000000
                PA
                USD
                978359.4
                4.200339898019
                Short
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2052-04-01
                    Fixed
                    3
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE POOL
                B1V7KEBTPIMZEU4LTD58
                
                01F040651
                
                    
                
                1000000
                PA
                USD
                1016797.4
                4.365363778814
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2052-05-01
                    Fixed
                    4
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE POOL
                B1V7KEBTPIMZEU4LTD58
                
                01F032658
                
                    
                
                1000000
                PA
                USD
                998046.9
                4.284863225277
                Long
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2052-05-01
                    Fixed
                    3.5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FANNIE MAE POOL
                B1V7KEBTPIMZEU4LTD58
                
                01F040644
                
                    
                
                1000000
                PA
                USD
                1020547.4
                4.381463460196
                Short
                ABS-MBS
                USGSE
                US
                N
                
                2
                
                    2052-04-01
                    Fixed
                    4
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38382DWA3
                
                    
                
                104092.48
                PA
                USD
                14684.71
                0.063045107252
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2050-03-20
                    Floating
                    5.651
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                FREDDIE MAC REMICS
                S6XOOCT0IEG5ABCC6L87
                
                38382AAK1
                
                    
                
                35014.56
                PA
                USD
                3889.24
                0.016697473285
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2049-08-20
                    Floating
                    5.173
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38378FR44
                
                    
                
                12531.73
                PA
                USD
                1501.99
                0.006448416117
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2042-11-20
                    Fixed
                    4
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38375AX25
                
                    
                
                22991.64
                PA
                USD
                4555.1
                0.019556175644
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2040-01-20
                    Fixed
                    5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38378WY49
                
                    
                
                10671.11
                PA
                USD
                1529.38
                0.006566008190
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2043-09-20
                    Floating
                    5.701
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38376VHX8
                
                    
                
                16184.7
                PA
                USD
                3061.62
                0.013144295070
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2040-02-20
                    Fixed
                    5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38375AXQ2
                
                    
                
                16783.04
                PA
                USD
                3331.1
                0.014301239641
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2039-12-20
                    Fixed
                    5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38377TWW7
                
                    
                
                22756.31
                PA
                USD
                3054.63
                0.013114285264
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2041-02-20
                    Floating
                    5.123
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38377XUL4
                
                    
                
                92.72
                PA
                USD
                6.82
                0.000029279954
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2040-10-20
                    Fixed
                    5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38378T7Q7
                
                    
                
                5415.82
                PA
                USD
                355.58
                0.001526593255
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2043-02-20
                    Fixed
                    3.5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38379JVV0
                
                    
                
                20108.48
                PA
                USD
                2215.95
                0.009513623723
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2045-02-20
                    Fixed
                    3.5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38379LL46
                
                    
                
                34418.97
                PA
                USD
                6587.79
                0.028283018671
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2045-04-16
                    Fixed
                    4
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38378U3A3
                
                    
                
                5930.33
                PA
                USD
                50.79
                0.000218054085
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2040-04-20
                    Fixed
                    3.5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38378F5A4
                
                    
                
                28771.84
                PA
                USD
                3476.68
                0.014926250738
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2042-12-16
                    Fixed
                    4.5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38379HDV4
                
                    
                
                16572.22
                PA
                USD
                2466.05
                0.010587365140
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2044-02-20
                    Fixed
                    5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38378TJA9
                
                    
                
                12856.47
                PA
                USD
                542.42
                0.002328743780
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2039-11-20
                    Fixed
                    3.5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38375UVZ0
                
                    
                
                131863.75
                PA
                USD
                5930.97
                0.025463127277
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2065-03-20
                    Variable
                    1.66
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38376RAF3
                
                    
                
                103216.07
                PA
                USD
                5811.06
                0.024948323865
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2065-04-20
                    Variable
                    1.804
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38376REB8
                
                    
                
                60838.23
                PA
                USD
                3802.39
                0.016324604665
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2065-07-20
                    Variable
                    1.77
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38376RFV3
                
                    
                
                118916.3
                PA
                USD
                6231.21
                0.026752132167
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2065-07-20
                    Variable
                    1.896
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38376RFK7
                
                    
                
                111596.56
                PA
                USD
                7588.57
                0.032579615773
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2065-08-20
                    Variable
                    1.811
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38376RDF0
                
                    
                
                180398.06
                PA
                USD
                10859.96
                0.046624505554
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2065-06-20
                    Variable
                    1.944
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38376RHY5
                
                    
                
                142119.33
                PA
                USD
                3547.72
                0.015231243102
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2065-09-20
                    Variable
                    2.087
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38379N2B7
                
                    
                
                4497.3
                PA
                USD
                431.06
                0.001850647642
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2045-07-20
                    Fixed
                    4
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38376RJD9
                
                    
                
                185132.08
                PA
                USD
                8645.67
                0.037118008624
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2065-09-20
                    Variable
                    1.6
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38376RJF4
                
                    
                
                158044.92
                PA
                USD
                8376.38
                0.035961879770
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2065-10-20
                    Variable
                    1.713
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38375UWD8
                
                    
                
                130286.95
                PA
                USD
                4525.39
                0.019428623235
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2065-04-20
                    Variable
                    1.734
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38382LNV9
                
                    
                
                207985.44
                PA
                USD
                27102.58
                0.116358107372
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2050-11-20
                    Fixed
                    2.5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38379GTZ0
                
                    
                
                23894.09
                PA
                USD
                4743.45
                0.020364808974
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2044-10-20
                    Fixed
                    5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38376RPS9
                
                    
                
                196332.86
                PA
                USD
                12506.4
                0.053693081398
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2065-11-20
                    Variable
                    1.53
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38375UQB9
                
                    
                
                124265.34
                PA
                USD
                5566.22
                0.023897164935
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2064-10-20
                    Variable
                    1.439
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38376RQP4
                
                    
                
                63384.63
                PA
                USD
                1792.6
                0.007696077026
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2066-02-20
                    Variable
                    1.623
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38376RNL6
                
                    
                
                92503.71
                PA
                USD
                3483.34
                0.014954843773
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2066-01-20
                    Variable
                    1.727
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38379TLM9
                
                    
                
                33178.56
                PA
                USD
                4764.67
                0.020455911705
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2045-03-20
                    Fixed
                    4
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38379NAU6
                
                    
                
                31938.58
                PA
                USD
                5770.95
                0.024776121673
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2045-06-20
                    Fixed
                    4.5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38378FJF8
                
                    
                
                46993.74
                PA
                USD
                3158.94
                0.013562114002
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2039-08-20
                    Fixed
                    3.5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38379NRH7
                
                    
                
                24341.79
                PA
                USD
                4742.75
                0.020361803700
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2039-10-20
                    Fixed
                    5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38379FFA2
                
                    
                
                27143.47
                PA
                USD
                5374.68
                0.023074836142
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2045-04-16
                    Fixed
                    4.5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38376RV78
                
                    
                
                71604.21
                PA
                USD
                4685.5
                0.020116015231
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2067-02-20
                    Variable
                    2.269
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38376RWK8
                
                    
                
                56763.99
                PA
                USD
                3343.75
                0.014355549233
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2066-06-20
                    Variable
                    2.244
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38375UYG9
                
                    
                
                93437.95
                PA
                USD
                5022.66
                0.021563526851
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2067-01-20
                    Variable
                    2.358
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38380BUS2
                
                    
                
                51867.4
                PA
                USD
                9932.61
                0.042643161679
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2046-11-20
                    Fixed
                    5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38377JYM9
                
                    
                
                104716.41
                PA
                USD
                11943.49
                0.051276368959
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2040-01-16
                    Floating
                    5.805
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38380XYB7
                
                    
                
                55166.53
                PA
                USD
                6694.33
                0.028740421352
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2048-07-20
                    Floating
                    5.323
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38379HFK6
                
                    
                
                86434.9
                PA
                USD
                17722.61
                0.076087566471
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2044-12-16
                    Fixed
                    5.5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38380X5F0
                
                    
                
                35079.57
                PA
                USD
                4135.39
                0.017754256371
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2048-08-20
                    Floating
                    5.751
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38379YFD5
                
                    
                
                14239.76
                PA
                USD
                1380.69
                0.005927645090
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2045-08-20
                    Fixed
                    3.5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38380YYB5
                
                    
                
                20968.73
                PA
                USD
                2979.56
                0.012791991109
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2045-07-20
                    Fixed
                    5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38380LAB9
                
                    
                
                84479.73
                PA
                USD
                5860.78
                0.025161784174
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2068-02-20
                    Variable
                    1.797
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38381AY26
                
                    
                
                123302.53
                PA
                USD
                21901
                0.094026432522
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2045-09-16
                    Fixed
                    4.5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                GNMA
                549300M8ZYFG0OCMTT87
                
                38376WP82
                
                    
                
                5892.19
                PA
                USD
                1013.82
                0.004352581061
                Long
                ABS-MBS
                USGA
                US
                N
                
                2
                
                    2040-03-20
                    Fixed
                    4.5
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                UNITED MEXICAN STATES
                254900EGTWEU67VP6075
                
                91086QBE7
                
                    
                
                44000
                PA
                USD
                47826.68
                0.205331815889
                Long
                DBT
                NUSS
                MX
                N
                
                2
                
                    2045-01-21
                    Fixed
                    5.55
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                ORIENTAL REPUBLIC OF URUGUAY
                549300RDR012H2V82H43
                
                760942BB7
                
                    
                
                70000
                PA
                USD
                74200
                0.318559028955
                Long
                DBT
                NUSS
                UY
                N
                
                2
                
                    2027-10-27
                    Fixed
                    4.375
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                CHICAGO BOARD OF TRADE
                549300EX04Q2QBFQTQ27
                
                N/A
                
                    
                
                65
                NC
                USD
                7986875
                34.289638064488
                N/A
                DIR
                CORP
                US
                N
                
                1
                
                    
                        
                            CHICAGO BOARD OF TRADE
                            549300EX04Q2QBFQTQ27
                        
                        Long
                        
                            
UNITED STATES OF AMERICA
US TREASURY N/B               02.6250 02/15/2029

    

                            
                        
                        2022-01-30
                        8204521.25
                        USD
                        -217646.25
                    
                
                
                    N
                    N
                    N
                
            
            
                CHICAGO BOARD OF TRADE
                549300EX04Q2QBFQTQ27
                
                N/A
                
                    
                
                14
                NC
                USD
                2966906.26
                12.737665460730
                N/A
                DIR
                CORP
                US
                N
                
                1
                
                    
                        
                            CHICAGO BOARD OF TRADE
                            549300EX04Q2QBFQTQ27
                        
                        Short
                        
                            
UNITED STATES OF AMERICA
US TREASURY N/B               02.1250 03/31/2024

    

                            
                        
                        2022-01-06
                        3003952.86
                        USD
                        37046.6
                    
                
                
                    N
                    N
                    N
                
            
            
                CHICAGO BOARD OF TRADE
                549300EX04Q2QBFQTQ27
                
                N/A
                
                    
                
                17
                NC
                USD
                1949687.5
                8.370492678783
                N/A
                DIR
                CORP
                US
                N
                
                1
                
                    
                        
                            CHICAGO BOARD OF TRADE
                            549300EX04Q2QBFQTQ27
                        
                        Short
                        
                            
UNITED STATES OF AMERICA
US TREASURY N/B               00.7500 08/31/2026

    

                            
                        
                        2022-01-06
                        1995868
                        USD
                        46180.5
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                1595000
                NC
                USD
                98395.55
                0.422436534521
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                        
                            

                            
                        
                        2026-09-13
                        16.11
                        USD
                        0
                        USD
                        1595000
                        USD
                        -98411.66
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                509000
                NC
                USD
                41076.3
                0.176350757966
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                        
                            

                            
                        
                        2032-01-15
                        9.27
                        USD
                        0
                        USD
                        509000
                        USD
                        -41085.57
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                4000
                NC
                USD
                292.96
                0.001257750042
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                            

                            
                        
                        
                        2031-12-24
                        1.78
                        USD
                        0
                        USD
                        4000
                        USD
                        277.22
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                6000
                NC
                USD
                734.7
                0.003154249576
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                        
                            

                            
                        
                        2051-12-24
                        0
                        USD
                        1.2
                        USD
                        6000
                        USD
                        -710.11
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                564000
                NC
                USD
                39361.56
                0.168988953258
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                            

                            
                        
                        
                        2032-01-03
                        7.48
                        USD
                        0
                        USD
                        564000
                        USD
                        37529.67
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                9400
                NC
                USD
                257.65
                0.001106155442
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                        
                            

                            
                        
                        2052-02-24
                        0.32
                        USD
                        0
                        USD
                        9400
                        USD
                        -240.56
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                129000
                NC
                
                3396
                0.014579871460
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                            

                            
                        
                        
                        2032-06-15
                        360.85
                        USD
                        0
                        USD
                        129000
                        GBP
                        3035.15
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                289000
                NC
                
                5439.92
                0.023354927666
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                            

                            
                        
                        
                        2032-06-15
                        211.56
                        USD
                        0
                        USD
                        289000
                        NZD
                        5228.36
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                227000
                NC
                
                9658.15
                0.041464836732
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                            

                            
                        
                        
                        2032-06-15
                        903.4
                        USD
                        0
                        USD
                        227000
                        CAD
                        8754.75
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                278000
                NC
                
                10252.95
                0.044018460862
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                        
                            

                            
                        
                        2032-06-15
                        0
                        USD
                        3168.48
                        USD
                        278000
                        CHF
                        -7084.47
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                781000
                NC
                
                3295.14
                0.014146854430
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                        
                            

                            
                        
                        2032-06-15
                        0
                        USD
                        3171.17
                        USD
                        781000
                        SEK
                        -123.97
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                147000
                NC
                USD
                82.32
                0.000353420206
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                            

                            
                        
                        
                        2027-04-01
                        1.19
                        USD
                        0
                        USD
                        147000
                        USD
                        -83.51
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                671000
                NC
                
                22461.81
                0.096434129140
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                        
                            

                            
                        
                        2032-06-15
                        0
                        USD
                        4859.47
                        USD
                        671000
                        EUR
                        -17602.34
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                146000
                NC
                USD
                5108.54
                0.021932231021
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                        
                            

                            
                        
                        2032-06-15
                        0
                        USD
                        382.12
                        USD
                        146000
                        USD
                        -4726.42
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                47000
                NC
                
                1512.31
                0.006492722440
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                            

                            
                        
                        
                        2032-06-15
                        1119.91
                        USD
                        0
                        USD
                        47000
                        AUD
                        392.4
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                1734000
                NC
                USD
                23062.2
                0.099011752528
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                        
                            

                            
                        
                        2024-06-15
                        0
                        USD
                        25190.02
                        USD
                        1734000
                        USD
                        2127.82
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                421000
                NC
                USD
                8908.36
                0.038245802037
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                            

                            
                        
                        
                        2027-06-15
                        9866.2
                        USD
                        0
                        USD
                        421000
                        USD
                        -957.84
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                601000
                NC
                USD
                10884.11
                0.046728187502
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                        
                            

                            
                        
                        2032-06-15
                        0
                        USD
                        15932.56
                        USD
                        601000
                        USD
                        5048.45
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                177000
                NC
                USD
                2297.46
                0.009863566397
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                        
                            

                            
                        
                        2052-06-15
                        0
                        USD
                        2742.22
                        USD
                        177000
                        USD
                        5039.68
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                54500
                NC
                USD
                737.38
                0.003165755482
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                            

                            
                        
                        
                        2032-03-30
                        0.73
                        USD
                        0
                        USD
                        54500
                        USD
                        -744.55
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                54500
                NC
                USD
                710.68
                0.003051125751
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                            

                            
                        
                        
                        2032-03-30
                        0.73
                        USD
                        0
                        USD
                        54500
                        USD
                        -717.83
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                96000
                NC
                USD
                542.4
                0.002328657915
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                            

                            
                        
                        
                        2027-03-30
                        0.77
                        USD
                        0
                        USD
                        96000
                        USD
                        -554.97
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                100000
                NC
                USD
                107
                0.000459377575
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                        
                            

                            
                        
                        2024-03-31
                        0.38
                        USD
                        0
                        USD
                        100000
                        USD
                        113.01
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                110000
                NC
                USD
                308
                0.001322320498
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                            

                            
                        
                        
                        2027-03-31
                        0.89
                        USD
                        0
                        USD
                        110000
                        USD
                        -315.9
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                134000
                NC
                USD
                357.78
                0.001536038401
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                            

                            
                        
                        
                        2027-04-01
                        1.09
                        USD
                        0
                        USD
                        134000
                        USD
                        -358.87
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                5000
                NC
                USD
                259.95
                0.001116029913
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                        
                            

                            
                        
                        2026-12-24
                        0
                        USD
                        0.32
                        USD
                        5000
                        USD
                        -244.75
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                31000
                NC
                USD
                2270.13
                0.009746231919
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                            

                            
                        
                        
                        2031-12-23
                        0
                        USD
                        3.74
                        USD
                        31000
                        USD
                        2164.56
                    
                
                
                    N
                    N
                    N
                
            
            
                LCH Limited
                F226TOH6YD6XJB17KS62
                
                N/A
                
                    
                
                2106000
                NC
                
                8377.26
                0.035965657829
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            LCH Limited
                            F226TOH6YD6XJB17KS62
                        
                        Y
                        
                            

                            
                        
                        
                        2032-06-15
                        588.32
                        USD
                        0
                        USD
                        2106000
                        NOK
                        7788.94
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIGROUP GLOBAL MARKETS HOLDINGS INC/UNITED STATES
                82VOJDD5PTRDMVVMGV31
                
                173074JQ9
                
                    
                
                366000
                NS
                USD
                442450.66
                1.899550574260
                Long
                COMM
                CORP
                US
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                BOFA FINANCE LLC
                549300CGZYSEY3ZSIW16
                
                09709PBA6
                
                    
                
                380000
                NS
                USD
                331146.34
                1.421693483995
                Long
                COMM
                CORP
                US
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL/UNITED STATES
                N/A
                
                N/A
                
                    
                
                195000
                NS
                USD
                211305.51
                0.907187036098
                Long
                COMM
                CORP
                US
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                CITIGROUP GLOBAL MARKETS HOLDINGS INC/UNITED STATES
                82VOJDD5PTRDMVVMGV31
                
                17330AQX3
                
                    
                
                419000
                NS
                USD
                392211.65
                1.683862026534
                Long
                COMM
                CORP
                US
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                CITIGROUP GLOBAL MARKETS HOLDINGS INC/UNITED STATES
                82VOJDD5PTRDMVVMGV31
                
                17330A3J9
                
                    
                
                310000
                NS
                USD
                430277.21
                1.847286929907
                Long
                COMM
                CORP
                US
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                BANK OF AMERICA N.A.
                B4TYDEB6GKMZO031MB27
                
                N/A
                
                    
                
                3825.92
                NC
                USD
                933.91
                0.004009507584
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            BANK OF AMERICA N.A.
                            B4TYDEB6GKMZO031MB27
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        246.94
                        USD
                        3825.92
                        USD
                        -684.74
                    
                
                
                    N
                    N
                    N
                
            
            
                MERRILL LYNCH INTERNATIONAL
                GGDZP1UYGU9STUHRDP48
                
                N/A
                
                    
                
                182687.56
                NC
                USD
                44594.03
                0.191453246550
                N/A
                DCR
                CORP
                GB
                N
                
                2
                
                    
                        
                            MERRILL LYNCH INTERNATIONAL
                            GGDZP1UYGU9STUHRDP48
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        51464.56
                        USD
                        182687.56
                        USD
                        6977.1
                    
                
                
                    N
                    N
                    N
                
            
            
                BANK OF AMERICA N.A.
                B4TYDEB6GKMZO031MB27
                
                N/A
                
                    
                
                956.48
                NC
                USD
                233.48
                0.001002387629
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            BANK OF AMERICA N.A.
                            B4TYDEB6GKMZO031MB27
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        68.35
                        USD
                        956.48
                        USD
                        -164.57
                    
                
                
                    N
                    N
                    N
                
            
            
                BANK OF AMERICA N.A.
                B4TYDEB6GKMZO031MB27
                
                N/A
                
                    
                
                3825.92
                NC
                USD
                933.91
                0.004009507584
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            BANK OF AMERICA N.A.
                            B4TYDEB6GKMZO031MB27
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        228
                        USD
                        3825.92
                        USD
                        -703.68
                    
                
                
                    N
                    N
                    N
                
            
            
                BARCLAYS BANK PLC
                G5GSEF7VJP5I7OUK5573
                
                N/A
                
                    
                
                7651.83
                NC
                USD
                1867.81
                0.008018972235
                N/A
                DCR
                CORP
                US
                
                N
                
                2
                
                    
                        
                            BARCLAYS BANK PLC
                            G5GSEF7VJP5I7OUK5573
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        886.88
                        USD
                        7651.83
                        USD
                        -976.47
                    
                
                
                    N
                    N
                    N
                
            
            
                BARCLAYS BANK PLC
                G5GSEF7VJP5I7OUK5573
                
                N/A
                
                    
                
                25000
                NC
                USD
                4495
                0.019298151417
                N/A
                DCR
                CORP
                US
                
                N
                
                2
                
                    
                        
                            BARCLAYS BANK PLC
                            G5GSEF7VJP5I7OUK5573
                        
                        Y
                        
                        
                            

                            
                        
                        2047-01-17
                        0
                        USD
                        140.53
                        USD
                        25000
                        USD
                        -4339.89
                    
                
                
                    N
                    N
                    N
                
            
            
                CREDIT SUISSE INTERNATIONAL
                E58DKGMJYYYJLN8C3868
                
                N/A
                
                    
                
                16168.9
                NC
                USD
                6805.49
                0.029217658840
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            CREDIT SUISSE INTERNATIONAL
                            E58DKGMJYYYJLN8C3868
                        
                        Y
                        
                            

                            
                        
                        
                        2063-05-11
                        300.06
                        USD
                        0
                        USD
                        16168.9
                        USD
                        6489.71
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                8608.31
                NC
                USD
                2101.29
                0.009021359865
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        435.43
                        USD
                        8608.31
                        USD
                        -1660.84
                    
                
                
                    N
                    N
                    N
                
            
            
                CREDIT SUISSE INTERNATIONAL
                E58DKGMJYYYJLN8C3868
                
                N/A
                
                    
                
                107000
                NC
                USD
                19238.6
                0.082596088065
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            CREDIT SUISSE INTERNATIONAL
                            E58DKGMJYYYJLN8C3868
                        
                        Y
                        
                        
                            

                            
                        
                        2047-01-17
                        0
                        USD
                        7908.9
                        USD
                        107000
                        USD
                        -11267.28
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                20000
                NC
                USD
                3596
                0.015438521134
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2047-01-17
                        0
                        USD
                        1478.3
                        USD
                        20000
                        USD
                        -2106.03
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                17216.63
                NC
                USD
                4202.58
                0.018042719729
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        877.5
                        USD
                        17216.63
                        USD
                        -3315.04
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                6695.36
                NC
                USD
                1634.34
                0.007016627539
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        365.13
                        USD
                        6695.36
                        USD
                        -1265.3
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                34433.26
                NC
                USD
                8405.16
                0.036085439458
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        3376.42
                        USD
                        34433.26
                        USD
                        -5008.65
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                17000
                NC
                USD
                3056.6
                0.013122742964
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2047-01-17
                        0
                        USD
                        1448.13
                        USD
                        17000
                        USD
                        -1598.55
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                8000
                NC
                USD
                1438.4
                0.006175408453
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2047-01-17
                        0
                        USD
                        695.07
                        USD
                        8000
                        USD
                        -738.66
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                54000
                NC
                USD
                16783.2
                0.072054446021
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                            

                            
                        
                        
                        2047-01-17
                        9129.81
                        USD
                        0
                        USD
                        54000
                        USD
                        7600.89
                    
                
                
                    N
                    N
                    N
                
            
            
                CREDIT SUISSE INTERNATIONAL
                E58DKGMJYYYJLN8C3868
                
                N/A
                
                    
                
                50000
                NC
                USD
                8990
                0.038596302834
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            CREDIT SUISSE INTERNATIONAL
                            E58DKGMJYYYJLN8C3868
                        
                        Y
                        
                        
                            

                            
                        
                        2047-01-17
                        0
                        USD
                        3952.21
                        USD
                        50000
                        USD
                        -5008.62
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                55475.8
                NC
                USD
                13541.64
                0.058137623839
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        4359.93
                        USD
                        55475.8
                        USD
                        -9149.35
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                15303.67
                NC
                USD
                3735.63
                0.016037987403
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        1090.03
                        USD
                        15303.67
                        USD
                        -2636.67
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                7651.83
                NC
                USD
                1867.81
                0.008018972235
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        633.02
                        USD
                        7651.83
                        USD
                        -1230.33
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                2869.44
                NC
                USD
                700.43
                0.003007119955
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        259.05
                        USD
                        2869.44
                        USD
                        -439.71
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                6695.36
                NC
                USD
                1634.34
                0.007016627539
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        590.71
                        USD
                        6695.36
                        USD
                        -1039.72
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                4782.4
                NC
                USD
                1167.38
                0.005011852281
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        421.94
                        USD
                        4782.4
                        USD
                        -742.65
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                2869.44
                NC
                USD
                700.43
                0.003007119955
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        259.93
                        USD
                        2869.44
                        USD
                        -438.83
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                13390.71
                NC
                USD
                3268.67
                0.014033212145
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        1160.27
                        USD
                        13390.71
                        USD
                        -2100.59
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                8608.31
                NC
                USD
                2101.29
                0.009021359865
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        990.43
                        USD
                        8608.31
                        USD
                        -1105.84
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                15303.67
                NC
                USD
                3735.63
                0.016037987403
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        2221.38
                        USD
                        15303.67
                        USD
                        -1505.32
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                18563.61
                NC
                USD
                1503.65
                0.006455542910
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        1017.78
                        USD
                        18563.61
                        USD
                        -478.65
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                9564.79
                NC
                USD
                2334.77
                0.010023747494
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        1217.53
                        USD
                        9564.79
                        USD
                        -1111.66
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                7425.45
                NC
                USD
                601.46
                0.002582217164
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        419.08
                        USD
                        7425.45
                        USD
                        -179.49
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                14347.19
                NC
                USD
                3502.15
                0.015035599774
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        1671.36
                        USD
                        14347.19
                        USD
                        -1822.42
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                25824.94
                NC
                USD
                6303.87
                0.027064079594
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        2923.16
                        USD
                        25824.94
                        USD
                        -3365.65
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                5738.88
                NC
                USD
                1400.86
                0.006014239910
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        661.44
                        USD
                        5738.88
                        USD
                        -736.07
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                57547.2
                NC
                USD
                4661.32
                0.020012204486
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        3976.72
                        USD
                        57547.2
                        USD
                        -662.22
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                15000
                NC
                USD
                4662
                0.020015123895
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                            

                            
                        
                        
                        2047-01-17
                        2738.35
                        USD
                        0
                        USD
                        15000
                        USD
                        1909.07
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                5569.08
                NC
                USD
                451.1
                0.001936684339
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        309.07
                        USD
                        5569.08
                        USD
                        -139.86
                    
                
                
                    N
                    N
                    N
                
            
            
                MORGAN STANLEY AND CO. INTERNATIONAL
                4PQUHN3JPFGFNF3BB653
                
                N/A
                
                    
                
                38000
                NC
                USD
                6832.4
                0.029333190154
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            MORGAN STANLEY AND CO. INTERNATIONAL
                            4PQUHN3JPFGFNF3BB653
                        
                        Y
                        
                            

                            
                        
                        
                        2047-01-17
                        3871.83
                        USD
                        0
                        USD
                        38000
                        USD
                        2938.4
                    
                
                
                    N
                    N
                    N
                
            
            
                CREDIT SUISSE INTERNATIONAL
                E58DKGMJYYYJLN8C3868
                
                N/A
                
                    
                
                6000
                NC
                USD
                1674
                0.007186897769
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            CREDIT SUISSE INTERNATIONAL
                            E58DKGMJYYYJLN8C3868
                        
                        Y
                        
                            

                            
                        
                        
                        2059-11-17
                        800.54
                        USD
                        0
                        USD
                        6000
                        USD
                        867.63
                    
                
                
                    N
                    N
                    N
                
            
            
                CREDIT SUISSE INTERNATIONAL
                E58DKGMJYYYJLN8C3868
                
                N/A
                
                    
                
                966.31
                NC
                USD
                340.24
                0.001460734825
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            CREDIT SUISSE INTERNATIONAL
                            E58DKGMJYYYJLN8C3868
                        
                        Y
                        
                            

                            
                        
                        
                        2057-10-17
                        175.22
                        USD
                        0
                        USD
                        966.31
                        USD
                        164.08
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIGROUP GLOBAL MARKETS INC
                MBNUM2BPBDO7JBLYG310
                
                N/A
                
                    
                
                966.31
                NC
                USD
                340.24
                0.001460734825
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIGROUP GLOBAL MARKETS INC
                            MBNUM2BPBDO7JBLYG310
                        
                        Y
                        
                            

                            
                        
                        
                        2057-10-17
                        175.6
                        USD
                        0
                        USD
                        966.31
                        USD
                        163.7
                    
                
                
                    N
                    N
                    N
                
            
            
                CREDIT SUISSE INTERNATIONAL
                E58DKGMJYYYJLN8C3868
                
                N/A
                
                    
                
                6000
                NC
                USD
                1674
                0.007186897769
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            CREDIT SUISSE INTERNATIONAL
                            E58DKGMJYYYJLN8C3868
                        
                        Y
                        
                            

                            
                        
                        
                        2059-11-17
                        713.5
                        USD
                        0
                        USD
                        6000
                        USD
                        954.67
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIGROUP GLOBAL MARKETS INC
                MBNUM2BPBDO7JBLYG310
                
                N/A
                
                    
                
                9000
                NC
                USD
                959.4
                0.004118942485
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIGROUP GLOBAL MARKETS INC
                            MBNUM2BPBDO7JBLYG310
                        
                        Y
                        
                            

                            
                        
                        
                        2054-11-18
                        1166.04
                        USD
                        0
                        USD
                        9000
                        USD
                        -215.39
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIGROUP GLOBAL MARKETS INC
                MBNUM2BPBDO7JBLYG310
                
                N/A
                
                    
                
                3000
                NC
                USD
                837
                0.003593448885
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIGROUP GLOBAL MARKETS INC
                            MBNUM2BPBDO7JBLYG310
                        
                        Y
                        
                            

                            
                        
                        
                        2059-11-17
                        328.95
                        USD
                        0
                        USD
                        3000
                        USD
                        505.13
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIGROUP GLOBAL MARKETS INC
                MBNUM2BPBDO7JBLYG310
                
                N/A
                
                    
                
                3000
                NC
                USD
                837
                0.003593448885
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIGROUP GLOBAL MARKETS INC
                            MBNUM2BPBDO7JBLYG310
                        
                        Y
                        
                            

                            
                        
                        
                        2059-11-17
                        313.09
                        USD
                        0
                        USD
                        3000
                        USD
                        520.99
                    
                
                
                    N
                    N
                    N
                
            
            
                MORGAN STANLEY AND CO. INTERNATIONAL
                4PQUHN3JPFGFNF3BB653
                
                N/A
                
                    
                
                3000
                NC
                USD
                837
                0.003593448885
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            MORGAN STANLEY AND CO. INTERNATIONAL
                            4PQUHN3JPFGFNF3BB653
                        
                        Y
                        
                            

                            
                        
                        
                        2059-11-17
                        314.63
                        USD
                        0
                        USD
                        3000
                        USD
                        519.45
                    
                
                
                    N
                    N
                    N
                
            
            
                MORGAN STANLEY AND CO. INTERNATIONAL
                4PQUHN3JPFGFNF3BB653
                
                N/A
                
                    
                
                6000
                NC
                USD
                1420.8
                0.006099847282
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            MORGAN STANLEY AND CO. INTERNATIONAL
                            4PQUHN3JPFGFNF3BB653
                        
                        Y
                        
                            

                            
                        
                        
                        2058-09-17
                        727.5
                        USD
                        0
                        USD
                        6000
                        USD
                        687.47
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                3000
                NC
                USD
                710.4
                0.003049923641
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                            

                            
                        
                        
                        2058-09-17
                        361.05
                        USD
                        0
                        USD
                        3000
                        USD
                        346.43
                    
                
                
                    N
                    N
                    N
                
            
            
                MORGAN STANLEY AND CO. INTERNATIONAL
                4PQUHN3JPFGFNF3BB653
                
                N/A
                
                    
                
                3000
                NC
                USD
                710.4
                0.003049923641
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            MORGAN STANLEY AND CO. INTERNATIONAL
                            4PQUHN3JPFGFNF3BB653
                        
                        Y
                        
                            

                            
                        
                        
                        2058-09-17
                        363.75
                        USD
                        0
                        USD
                        3000
                        USD
                        343.73
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                3000
                NC
                USD
                710.4
                0.003049923641
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                            

                            
                        
                        
                        2058-09-17
                        357
                        USD
                        0
                        USD
                        3000
                        USD
                        350.48
                    
                
                
                    N
                    N
                    N
                
            
            
                CREDIT SUISSE INTERNATIONAL
                E58DKGMJYYYJLN8C3868
                
                N/A
                
                    
                
                26917.24
                NC
                USD
                2180.3
                0.009360569418
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            CREDIT SUISSE INTERNATIONAL
                            E58DKGMJYYYJLN8C3868
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        32.02
                        USD
                        0
                        USD
                        26917.24
                        USD
                        -2201.85
                    
                
                
                    N
                    N
                    N
                
            
            
                CREDIT SUISSE INTERNATIONAL
                E58DKGMJYYYJLN8C3868
                
                N/A
                
                    
                
                15000
                NC
                USD
                3552
                0.015249618206
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            CREDIT SUISSE INTERNATIONAL
                            E58DKGMJYYYJLN8C3868
                        
                        Y
                        
                            

                            
                        
                        
                        2058-09-17
                        1503.7
                        USD
                        0
                        USD
                        15000
                        USD
                        2033.72
                    
                
                
                    N
                    N
                    N
                
            
            
                CREDIT SUISSE INTERNATIONAL
                E58DKGMJYYYJLN8C3868
                
                N/A
                
                    
                
                757531.65
                NC
                USD
                184913.48
                0.793879496354
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            CREDIT SUISSE INTERNATIONAL
                            E58DKGMJYYYJLN8C3868
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        74418.26
                        USD
                        757531.65
                        USD
                        -110053.33
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIGROUP GLOBAL MARKETS INC
                MBNUM2BPBDO7JBLYG310
                
                N/A
                
                    
                
                36000
                NC
                USD
                8524.8
                0.036599083693
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIGROUP GLOBAL MARKETS INC
                            MBNUM2BPBDO7JBLYG310
                        
                        Y
                        
                            

                            
                        
                        
                        2058-09-17
                        3715.91
                        USD
                        0
                        USD
                        36000
                        USD
                        4773.89
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIGROUP GLOBAL MARKETS INC
                MBNUM2BPBDO7JBLYG310
                
                N/A
                
                    
                
                3000
                NC
                USD
                319.8
                0.001372980828
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIGROUP GLOBAL MARKETS INC
                            MBNUM2BPBDO7JBLYG310
                        
                        Y
                        
                            

                            
                        
                        
                        2054-11-18
                        282.79
                        USD
                        0
                        USD
                        3000
                        USD
                        34.09
                    
                
                
                    N
                    N
                    N
                
            
            
                MERRILL LYNCH INTERNATIONAL
                GGDZP1UYGU9STUHRDP48
                
                N/A
                
                    
                
                9000
                NC
                USD
                2131.2
                0.009149770923
                N/A
                DCR
                CORP
                GB
                N
                
                2
                
                    
                        
                            MERRILL LYNCH INTERNATIONAL
                            GGDZP1UYGU9STUHRDP48
                        
                        Y
                        
                            

                            
                        
                        
                        2058-09-17
                        350.61
                        USD
                        0
                        USD
                        9000
                        USD
                        1771.84
                    
                
                
                    N
                    N
                    N
                
            
            
                MERRILL LYNCH INTERNATIONAL
                GGDZP1UYGU9STUHRDP48
                
                N/A
                
                    
                
                6000
                NC
                USD
                1674
                0.007186897769
                N/A
                DCR
                CORP
                GB
                N
                
                2
                
                    
                        
                            MERRILL LYNCH INTERNATIONAL
                            GGDZP1UYGU9STUHRDP48
                        
                        Y
                        
                            

                            
                        
                        
                        2059-11-17
                        341.4
                        USD
                        0
                        USD
                        6000
                        USD
                        1326.77
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIGROUP GLOBAL MARKETS INC
                MBNUM2BPBDO7JBLYG310
                
                N/A
                
                    
                
                16168.9
                NC
                USD
                6805.49
                0.029217658840
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIGROUP GLOBAL MARKETS INC
                            MBNUM2BPBDO7JBLYG310
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        2438.67
                        USD
                        16168.9
                        USD
                        -4351.1
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIGROUP GLOBAL MARKETS INC
                MBNUM2BPBDO7JBLYG310
                
                N/A
                
                    
                
                379722.3
                NC
                USD
                92690.21
                0.397942092874
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIGROUP GLOBAL MARKETS INC
                            MBNUM2BPBDO7JBLYG310
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        25280.53
                        USD
                        379722.3
                        USD
                        -67188.18
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIGROUP GLOBAL MARKETS INC
                MBNUM2BPBDO7JBLYG310
                
                N/A
                
                    
                
                9000
                NC
                USD
                2797.2
                0.012009074337
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIGROUP GLOBAL MARKETS INC
                            MBNUM2BPBDO7JBLYG310
                        
                        Y
                        
                        
                            

                            
                        
                        2047-01-17
                        0
                        USD
                        459.3
                        USD
                        9000
                        USD
                        -2329.15
                    
                
                
                    N
                    N
                    N
                
            
            
                MORGAN STANLEY AND CO. INTERNATIONAL
                4PQUHN3JPFGFNF3BB653
                
                N/A
                
                    
                
                62171.16
                NC
                USD
                15175.98
                0.065154251378
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            MORGAN STANLEY AND CO. INTERNATIONAL
                            4PQUHN3JPFGFNF3BB653
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        4306.24
                        USD
                        62171.16
                        USD
                        -10833.47
                    
                
                
                    N
                    N
                    N
                
            
            
                MERRILL LYNCH INTERNATIONAL
                GGDZP1UYGU9STUHRDP48
                
                N/A
                
                    
                
                7000
                NC
                USD
                746.2
                0.003203621933
                N/A
                DCR
                CORP
                GB
                N
                
                2
                
                    
                        
                            MERRILL LYNCH INTERNATIONAL
                            GGDZP1UYGU9STUHRDP48
                        
                        Y
                        
                            

                            
                        
                        
                        2054-11-18
                        3459.65
                        USD
                        0
                        USD
                        7000
                        USD
                        -2720.26
                    
                
                
                    N
                    N
                    N
                
            
            
                J.P. MORGAN SECURITIES
                ZBUT11V806EZRVTWT807
                
                N/A
                
                    
                
                189000
                NC
                USD
                33982.2
                0.145894024714
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            J.P. MORGAN SECURITIES
                            ZBUT11V806EZRVTWT807
                        
                        Y
                        
                            

                            
                        
                        
                        2047-01-17
                        44370.18
                        USD
                        0
                        USD
                        189000
                        USD
                        -10498.23
                    
                
                
                    N
                    N
                    N
                
            
            
                J.P. MORGAN SECURITIES
                ZBUT11V806EZRVTWT807
                
                N/A
                
                    
                
                723098.39
                NC
                USD
                176508.32
                0.757794056896
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            J.P. MORGAN SECURITIES
                            ZBUT11V806EZRVTWT807
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        241694.98
                        USD
                        723098.39
                        USD
                        65608.47
                    
                
                
                    N
                    N
                    N
                
            
            
                BANK OF AMERICA N.A.
                B4TYDEB6GKMZO031MB27
                
                N/A
                
                    
                
                1912.96
                NC
                USD
                466.95
                0.002004732326
                N/A
                DCR
                CORP
                US
                N
                
                2
                
                    
                        
                            BANK OF AMERICA N.A.
                            B4TYDEB6GKMZO031MB27
                        
                        Y
                        
                        
                            

                            
                        
                        2063-05-11
                        0
                        USD
                        120.53
                        USD
                        1912.96
                        USD
                        -345.3
                    
                
                
                    N
                    N
                    N
                
            
            
                HAITIAN INTERNATIONAL HOLDINGS LTD
                30030093DDRS825TVP62
                
                N/A
                
                    
                
                8000
                NS
                
                20699.73
                0.088869082054
                Long
                EC
                CORP
                CN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                MARFRIG GLOBAL FOODS SA
                391200219USWMOBN3F92
                
                N/A
                
                    
                
                3400
                NS
                
                15282.34
                0.065610881274
                Long
                EC
                CORP
                BR
                N
                
                1
                
                    N
                    N
                    N
                
            
            
                BOSIDENG INTERNATIONAL HOLDINGS LTD
                254900G7F1RDM4B3S169
                
                N/A
                
                    
                
                20000
                NS
                
                9297.87
                0.039918065210
                Long
                EC
                CORP
                HK
                
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                PAGE INDUSTRIES LTD
                335800D6UFCCKUP3KD53
                
                N/A
                
                    
                
                72
                NS
                
                40850.3
                0.175380483835
                Long
                EC
                CORP
                IN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                WANT WANT CHINA HOLDINGS LTD
                5299005HZCEKX4O1J230
                
                N/A
                
                    
                
                48000
                NS
                
                44306.15
                0.190217306209
                Long
                EC
                CORP
                CN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                GLOW ENERGY PCL
                N/A
                
                N/A
                
                    
                
                700
                NS
                
                0.21
                0.000000901582
                Long
                EC
                CORP
                TH
                N
                
                3
                
                    N
                    N
                    N
                
            
            
                KB FINANCIAL GROUP INC
                529900TKE4MXG3Q6GW86
                
                N/A
                
                    
                
                1050
                NS
                
                52786.04
                0.226623580118
                Long
                EC
                CORP
                KR
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                CHINA MINSHENG BANKING CORP LTD
                549300HBUGSQD1VCXG94
                
                N/A
                
                    
                
                43500
                NS
                
                16336.85
                0.070138154612
                Long
                EC
                CORP
                CN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                ZHONGSHENG GROUP HOLDINGS LTD
                3003005VYMEBAJNJ2Y26
                
                N/A
                
                    
                
                6500
                NS
                
                45767.27
                0.196490257266
                Long
                EC
                CORP
                CN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                AGRICULTURAL BANK OF CHINA LTD
                549300E7TSGLCOVSY746
                
                N/A
                
                    
                
                82000
                NS
                
                31450.3
                0.135023949169
                Long
                EC
                CORP
                CN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                PARADE TECHNOLOGIES LTD
                529900D9FDQHQKAQLY02
                
                N/A
                
                    
                
                1000
                NS
                
                62506.48
                0.268355843291
                Long
                EC
                CORP
                TW
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                TISCO FINANCIAL GROUP PCL
                529900OOUQI3OWX2WU06
                
                N/A
                
                    
                
                3400
                NS
                
                10276.69
                0.044120382578
                Long
                EC
                CORP
                TH
                N
                
                1
                
                    N
                    N
                    N
                
            
            
                CHINA YONGDA AUTOMOBILES SERVICES HOLDINGS LTD
                529900G4APWIO18G0C95
                
                N/A
                
                    
                
                21000
                NS
                
                22837.91
                0.098048819851
                Long
                EC
                CORP
                CN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                JD.COM INC
                549300HVTWB0GJZ16V92
                
                N/A
                
                    
                
                1885
                NS
                
                55207.57
                0.237019809841
                Long
                EC
                CORP
                CN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                ALIBABA GROUP HOLDING LTD
                5493001NTNQJDH60PM02
                
                N/A
                
                    
                
                6728
                NS
                
                92088.03
                0.395356784571
                Long
                EC
                CORP
                CN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                CHINA INTERNATIONAL CAPITAL CORP LTD
                529900OS3SVVTT56QN67
                
                N/A
                
                    
                
                16800
                NS
                
                37268.33
                0.160002196975
                Long
                EC
                CORP
                CN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                CHINA FEIHE LTD
                N/A
                
                N/A
                
                    
                
                16000
                NS
                
                15757.67
                0.067651591021
                Long
                EC
                CORP
                CN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                SRI TRANG GLOVES THAILAND PCL
                N/A
                
                N/A
                
                    
                
                36600
                NS
                
                27793.98
                0.119326459294
                Long
                EC
                CORP
                TH
                N
                
                1
                
                    N
                    N
                    N
                
            
            
                KUAISHOU TECHNOLOGY
                300300FCDZBE6UP9ED24
                
                N/A
                
                    
                
                3500
                NS
                
                32587.94
                0.139908120243
                Long
                EC
                CORP
                CN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                NORTHAM PLATINUM HOLDINGS LTD
                3789009D0712C7101695
                
                N/A
                
                    
                
                988
                NS
                
                14757.47
                0.063357484003
                Long
                EC
                CORP
                ZA
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                UNITED MICROELECTRONICS CORP
                391200YJCAGH9LF96P73
                
                N/A
                
                    
                
                11000
                NS
                
                20314.21
                0.087213948943
                Long
                EC
                CORP
                TW
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                AMBEV SA
                549300TH5Q6VRP8OT012
                
                N/A
                
                    
                
                14200
                NS
                
                45931.04
                0.197193362551
                Long
                EC
                CORP
                BR
                N
                
                1
                
                    N
                    N
                    N
                
            
            
                ASTRA INTERNATIONAL TBK PT
                529900L49TRJOMG4DK47
                
                N/A
                
                    
                
                9600
                NS
                
                4385.8
                0.018829328695
                Long
                EC
                CORP
                ID
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                TURKIYE GARANTI BANKASI AS
                5493002XSS7K7RHN1V37
                
                N/A
                
                    
                
                5973
                NS
                
                4964.95
                0.021315763488
                Long
                EC
                CORP
                TR
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                ANGLO AMERICAN PLATINUM LTD
                529900RORCZ0E5S5FX81
                
                N/A
                
                    
                
                283
                NS
                
                38861.75
                0.166843144791
                Long
                EC
                CORP
                ZA
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                LENOVO GROUP LTD
                254900VUZRGD5U73RE46
                
                Y5257Y107
                
                    
                
                12000
                NS
                
                13014.74
                0.055875511274
                Long
                EC
                CORP
                CN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                BANCO BRADESCO S.A.
                549300CTUU1RFXHQJE44
                
                N/A
                
                    
                
                8470
                NS
                
                39529.81
                0.169711292296
                Long
                EC
                CORP
                BR
                N
                
                1
                
                    N
                    N
                    N
                
            
            
                CHEIL WORLDWIDE INC
                N/A
                
                N/A
                
                    
                
                729
                NS
                
                14123.33
                0.060634963483
                Long
                EC
                CORP
                KR
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                CIPLA LTD/INDIA
                335800KMJJYEDDK82Q34
                
                N/A
                
                    
                
                656
                NS
                
                8786.48
                0.037722540926
                Long
                EC
                CORP
                IN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                SAMSUNG ELECTRONICS CO LTD
                9884007ER46L6N7EI764
                
                N/A
                
                    
                
                2850
                NS
                
                162813.78
                0.698999995381
                Long
                EC
                CORP
                KR
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                INFOSYS LTD
                335800TYLGG93MM7PR89
                
                N/A
                
                    
                
                3069
                NS
                
                76747.8
                0.329497367149
                Long
                EC
                CORP
                IN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                WAL-MART DE MEXICO SAB DE CV
                N/A
                
                N/A
                
                    
                
                3030
                NS
                
                12417.06
                0.053309522589
                Long
                EC
                CORP
                MX
                N
                
                1
                
                    N
                    N
                    N
                
            
            
                QUANTA COMPUTER INC
                529900DE8BIV3XOXIK04
                
                N/A
                
                    
                
                8000
                NS
                
                24503.42
                0.105199267942
                Long
                EC
                CORP
                TW
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                INDOFOOD SUKSES MAKMUR TBK PT
                529900E61EV2GTYWZ485
                
                N/A
                
                    
                
                13000
                NS
                
                5381.17
                0.023102699324
                Long
                EC
                CORP
                ID
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                ADVANCED INFO SERVICE PCL
                529900DU2YW1NO5RMU78
                
                N/A
                
                    
                
                6700
                NS
                
                46950.38
                0.201569642343
                Long
                EC
                CORP
                TH
                N
                
                1
                
                    N
                    N
                    N
                
            
            
                BANCO SANTANDER
                3YJP8HORPAEXJ80D6368
                
                N/A
                
                    
                
                306048
                NS
                
                17235.62
                0.073996797448
                Long
                EC
                CORP
                CL
                N
                
                1
                
                    N
                    N
                    N
                
            
            
                GRUPO BIMBO SAB DE CV
                5493000RIXURZEBFEV60
                
                N/A
                
                    
                
                1966
                NS
                
                5930.62
                0.025461624640
                Long
                EC
                CORP
                MX
                N
                
                1
                
                    N
                    N
                    N
                
            
            
                TURKCELL ILETISIM HIZMETLERI AS
                7890003EX1LTLS2FFL84
                
                N/A
                
                    
                
                17702
                NS
                
                27177.3
                0.116678898890
                Long
                EC
                CORP
                TR
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                HELLENIC TELECOMMUNICATIONS ORGANIZATION SA
                ELPUFM0XZRZO4LFXW404
                
                N/A
                
                    
                
                907
                NS
                
                16409.54
                0.070450230836
                Long
                EC
                CORP
                GR
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                ASIAN PAINTS LTD
                335800HEHXGYRUNERD75
                
                N/A
                
                    
                
                1224
                NS
                
                49447.66
                0.212291085629
                Long
                EC
                CORP
                IN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                SUN PHARMACEUTICAL INDUSTRIES LTD
                335800KJ7GE29LB4SS73
                
                N/A
                
                    
                
                2942
                NS
                
                35424.47
                0.152086048038
                Long
                EC
                CORP
                IN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                TATA STEEL LTD
                335800E6C75YGSGD5T66
                
                N/A
                
                    
                
                655
                NS
                
                11231.25
                0.048218545741
                Long
                EC
                CORP
                IN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                VEDANTA LTD
                335800XDKX9KB5EMCO07
                
                N/A
                
                    
                
                8547
                NS
                
                45268.44
                0.194348656182
                Long
                EC
                CORP
                IN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                CATHAY FINANCIAL HOLDING CO LT
                5299009XR1QLFAMQ3X77
                
                N/A
                
                    
                
                15000
                NS
                
                33638.8
                0.144419723224
                Long
                EC
                CORP
                TW
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                CSPC PHARMACEUTICAL GROUP LTD
                529900M3XQCW234H8O91
                
                N/A
                
                    
                
                42000
                NS
                
                48162.35
                0.206772930569
                Long
                EC
                CORP
                CN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                UNITED TRACTORS TBK PT
                529900N9ELYOWQV4FW14
                
                Y7146Y140
                
                    
                
                3700
                NS
                
                6570.63
                0.028209346529
                Long
                EC
                CORP
                ID
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                THAI UNION GROUP PCL
                25490047VDGNFMEYZW95
                
                N/A
                
                    
                
                32900
                NS
                
                18701.05
                0.080288252405
                Long
                EC
                CORP
                TH
                N
                
                1
                
                    N
                    N
                    N
                
            
            
                EVERGREEN MARINE CORP TAIWAN LTD
                254900EIJA0A39C5SO15
                
                N/A
                
                    
                
                10000
                NS
                
                46765.37
                0.200775348463
                Long
                EC
                CORP
                TW
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                HONG LEONG BANK BHD
                549300BUPYUQGB5BFX94
                
                N/A
                
                    
                
                2600
                NS
                
                12457.34
                0.053482454633
                Long
                EC
                CORP
                MY
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                INTERNATIONAL CONTAINER TERMINAL SERVICES INC
                254900FU1MWK0I0Q4J61
                
                N/A
                
                    
                
                2350
                NS
                
                10172.21
                0.043671823988
                Long
                EC
                CORP
                PH
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                KIA CORP
                988400V8MJK9N7OI5X76
                
                N/A
                
                    
                
                838
                NS
                
                50893.23
                0.218497276674
                Long
                EC
                CORP
                KR
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                KUMHO PETROCHEMICAL CO LTD
                N/A
                
                Y49212106
                
                    
                
                188
                NS
                
                23878.04
                0.102514356277
                Long
                EC
                CORP
                KR
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                KT CORP
                9884005ACF8449EANY26
                
                N/A
                
                    
                
                236
                NS
                
                6931.63
                0.029759209190
                Long
                EC
                CORP
                KR
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                SAMSUNG ELECTRO-MECHANICS CO LTD
                N/A
                
                N/A
                
                    
                
                265
                NS
                
                35772.65
                0.153580871255
                Long
                EC
                CORP
                KR
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                SHINHAN FINANCIAL GROUP CO LTD
                988400EB8A6G49E5KO54
                
                Y7749X101
                
                    
                
                195
                NS
                
                6650.89
                0.028553922643
                Long
                EC
                CORP
                KR
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                EMBOTELLADORAS ARCA SA DE CV
                254900U2BSJCQHJCXN24
                
                N/A
                
                    
                
                1496
                NS
                
                10153.09
                0.043589737079
                Long
                EC
                CORP
                MX
                N
                
                1
                
                    N
                    N
                    N
                
            
            
                CHINA DEVELOPMENT FINANCIAL HOLDING COMPANY
                N/A
                
                N/A
                
                    
                
                72000
                NS
                
                47974.34
                0.205965756943
                Long
                EC
                CORP
                TW
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                LG ELECTRONICS INC
                988400RMQFTGZIOG0609
                
                N/A
                
                    
                
                140
                NS
                
                13815.72
                0.059314317352
                Long
                EC
                CORP
                KR
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                CTBC FINANCIAL HOLDING CO LTD
                549300IWDYIFW6JXM387
                
                Y15093100
                
                    
                
                16000
                NS
                
                16364.51
                0.070256905862
                Long
                EC
                CORP
                TW
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                NOVATEK MICROELECTRONICS CORP
                N/A
                
                N/A
                
                    
                
                3000
                NS
                
                44279.37
                0.190102333018
                Long
                EC
                CORP
                TW
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                MARUTI UDYOG LTD
                335800D27PBEESKKD357
                
                N/A
                
                    
                
                146
                NS
                
                14482.23
                0.062175810322
                Long
                EC
                CORP
                IN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                CENCOSUD SA
                549300NLTGCFV7482429
                
                N/A
                
                    
                
                10582
                NS
                
                20846.59
                0.089499588510
                Long
                EC
                CORP
                CL
                N
                
                1
                
                    N
                    N
                    N
                
            
            
                TENCENT HOLDINGS LTD
                254900N4SLUMW4XUYY11
                
                G87572163
                
                    
                
                1500
                NS
                
                70763.08
                0.303803477772
                Long
                EC
                CORP
                CN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                PING AN INSURANCE GROUP CO OF CHINA LTD
                529900M9MC28JLN35U89
                
                N/A
                
                    
                
                6500
                NS
                
                45861.26
                0.196893779680
                Long
                EC
                CORP
                CN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                TATA CONSULTANCY SERVICES LTD
                335800ZJKU9GPQRE2U66
                
                Y85279100
                
                    
                
                523
                NS
                
                25721
                0.110426641290
                Long
                EC
                CORP
                IN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                CPFL ENERGIA SA
                529900GBWSBDXN8GGM28
                
                P3435F108
                
                    
                
                6400
                NS
                
                43378.67
                0.186235404212
                Long
                EC
                CORP
                BR
                N
                
                1
                
                    N
                    N
                    N
                
            
            
                CHINA SHENHUA ENERGY CO LTD
                529900N9JOX4C108MA40
                
                N/A
                
                    
                
                17000
                NS
                
                54224.99
                0.232801349858
                Long
                EC
                CORP
                CN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                COSCO SHIPPING HOLDINGS CO LTD
                3003009XI0QGYYA29S17
                
                N/A
                
                    
                
                13350
                NS
                
                23117.52
                0.099249255028
                Long
                EC
                CORP
                CN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                EMAMI LTD
                335800CCQHJCDEUS7G90
                
                N/A
                
                    
                
                1870
                NS
                
                11019.33
                0.047308720546
                Long
                EC
                CORP
                IN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                HANA FINANCIAL GROUP INC
                N/A
                
                Y29975102
                
                    
                
                1204
                NS
                
                48065.42
                0.206356786004
                Long
                EC
                CORP
                KR
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                COCA-COLA ICECEK AS
                789000WT80VVLUWJDK41
                
                N/A
                
                    
                
                771
                NS
                
                6154.77
                0.026423956262
                Long
                EC
                CORP
                TR
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                SUN TV NETWORK LTD
                335800IW6TQ3AJJLEO48
                
                Y8295N109
                
                    
                
                3279
                NS
                
                21061.69
                0.090423066234
                Long
                EC
                CORP
                IN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                CHINA MERCHANTS BANK CO LTD
                549300MKO5B60FFIHF58
                
                N/A
                
                    
                
                500
                NS
                
                3908.68
                0.016780934034
                Long
                EC
                CORP
                CN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                TECH MAHINDRA LTD
                3358005FZUZ1I25XQH69
                
                N/A
                
                    
                
                1606
                NS
                
                31653.44
                0.135896079643
                Long
                EC
                CORP
                IN
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                BofA Securities, Inc.
                549300HN4UKV1E2R3U73
                
                N/A
                
                    
                
                4931000
                PA
                USD
                4931000
                21.170007705891
                Long
                RA
                CORP
                US
                N
                
                2
                
                    Repurchase
                    
                        
                            
                        
                    
                    Y
                    0.3
                    2022-04-01
                    
                        
                            5974050.6
                            USD
                            5029619.99
                            USD
                            AMBS
                        
                    
                
                
                    N
                    N
                    N
                
            
            
                PUTNAM SHORT TERM INVESTMENT FUND
                5493003MK0Q7JP8CPP42
                
                74676P664
                
                    
                
                9500000
                NS
                USD
                9500000
                40.785859502326
                Long
                STIV
                PF
                US
                N
                
                2
                
                    N
                    N
                    N
                
            
            
                PUTNAM CASH COLLATERAL POOL LLC
                5493005HRIV7IFMKD774
                
                N/A
                
                    
                
                704000
                NS
                USD
                704000
                3.022446851541
                Long
                STIV
                PF
                US
                N
                
                2
                
                    
                    N
                    N
                
            
            
                BANCO SANTANDER BRASIL SA
                549300D1H731B30TSI43
                
                N/A
                
                    
                
                5987
                OU
                
                46376.44
                0.199105575375
                Long
                EC
                CORP
                BR
                N
                
                1
                
                    N
                    N
                    N
                
            
            
                BANK OF AMERICA N.A.
                B4TYDEB6GKMZO031MB27
                
                N/A
                
                    
                
                4900
                NC
                USD
                370
                0.001588501896
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            BANK OF AMERICA N.A.
                            B4TYDEB6GKMZO031MB27
                        
                        Put
                        Purchased
                        
                            

    
        BANK OF AMERICA N.A.
        B4TYDEB6GKMZO031MB27
    
    
        
            
        
    
    
    2050-03-07
    0
    USD
    0
    USD
    4900
    USD

                            
                        
                        1
                        1.275
                        USD
                        2030-03-05
                        XXXX
                        370
                    
                
                
                    N
                    N
                    N
                
            
            
                BANK OF AMERICA N.A.
                B4TYDEB6GKMZO031MB27
                
                N/A
                
                    
                
                3700
                NC
                USD
                -1579.6
                -0.006781615123
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            BANK OF AMERICA N.A.
                            B4TYDEB6GKMZO031MB27
                        
                        Call
                        Purchased
                        
                            

    
        BANK OF AMERICA N.A.
        B4TYDEB6GKMZO031MB27
    
    
    
        
            
        
    
    2052-06-22
    0
    USD
    0
    USD
    3700
    USD

                            
                        
                        1
                        2.3075
                        USD
                        2022-06-20
                        XXXX
                        -1579.6
                    
                
                
                    N
                    N
                    N
                
            
            
                BANK OF AMERICA N.A.
                B4TYDEB6GKMZO031MB27
                
                N/A
                
                    
                
                3700
                NC
                USD
                39.74
                0.000170613690
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            BANK OF AMERICA N.A.
                            B4TYDEB6GKMZO031MB27
                        
                        Put
                        Purchased
                        
                            

    
        BANK OF AMERICA N.A.
        B4TYDEB6GKMZO031MB27
    
    
        
            
        
    
    
    2052-06-22
    0
    USD
    0
    USD
    3700
    USD

                            
                        
                        1
                        2.3075
                        USD
                        2022-06-20
                        XXXX
                        39.74
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                439800
                NC
                USD
                659.7
                0.002832255949
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        Call
                        Purchased
                        
                            

    
        CITIBANK N.A.
        E57ODZWZ7FF32TWEFA76
    
    
    
        
            
        
    
    2032-04-26
    0
    USD
    0
    USD
    439800
    USD

                            
                        
                        1
                        2.194
                        USD
                        2022-04-22
                        XXXX
                        659.7
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                439800
                NC
                USD
                -2023.08
                -0.008685584910
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        Put
                        Purchased
                        
                            

    
        CITIBANK N.A.
        E57ODZWZ7FF32TWEFA76
    
    
        
            
        
    
    
    2032-04-26
    0
    USD
    0
    USD
    439800
    USD

                            
                        
                        1
                        2.194
                        USD
                        2022-04-22
                        XXXX
                        -2023.08
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                1700
                NC
                USD
                64.79
                0.000278159562
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Call
                        Purchased
                        
                            

    
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
    
    
    
        
            
        
    
    2047-03-25
    0
    USD
    0
    USD
    1700
    USD

                            
                        
                        1
                        2.8175
                        USD
                        2027-03-23
                        XXXX
                        64.79
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                1700
                NC
                USD
                -74.32
                -0.000319074219
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Put
                        Purchased
                        
                            

    
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
    
    
        
            
        
    
    
    2047-03-25
    0
    USD
    0
    USD
    1700
    USD

                            
                        
                        1
                        2.8175
                        USD
                        2027-03-23
                        XXXX
                        -74.32
                    
                
                
                    N
                    N
                    N
                
            
            
                BANK OF AMERICA N.A.
                B4TYDEB6GKMZO031MB27
                
                N/A
                
                    
                
                4900
                NC
                USD
                -263.96
                -0.001133245839
                N/A
                DIR
                CORP
                US
                N
                
                2
                
                    
                        
                            BANK OF AMERICA N.A.
                            B4TYDEB6GKMZO031MB27
                        
                        Call
                        Purchased
                        
                            

    
        BANK OF AMERICA N.A.
        B4TYDEB6GKMZO031MB27
    
    
    
        
            
        
    
    2050-03-07
    0
    USD
    0
    USD
    4900
    USD

                            
                        
                        1
                        1.275
                        USD
                        2030-03-05
                        XXXX
                        -263.96
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                1784
                NC
                USD
                235424.31
                1.010735034852
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                            

                            
                        
                        
                        2025-12-15
                        0
                        USD
                        0
                        USD
                        233180.4
                        USD
                        2200.19
                    
                
                
                    N
                    N
                    N
                
            
            
                BANK OF AMERICA N.A.
                B4TYDEB6GKMZO031MB27
                
                N/A
                
                    
                
                17031
                NC
                USD
                5346778.56
                22.955048330338
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            BANK OF AMERICA N.A.
                            B4TYDEB6GKMZO031MB27
                        
                        
                            
MLFCF15
MLFCF15
A BASKET -MLFCF15 OF COMMON STOCK

    
        3M CO
        
            
        
        35.594269
        5299.27
        USD
    
    
        ABBOTT LABORATORIES
        
            
        
        593.091639
        70198.33
        USD
    
    
        ABBVIE INC
        
            
        
        322.589812
        52295.03
        USD
    
    
        ABIOMED INC
        
            
        
        18.077308
        5987.93
        USD
    
    
        ACCENTURE PLC-CL A
        
            
        
        281.92805
        95074.6
        EUR
    
    
        ACUITY BRANDS INC
        
            
        
        48.360454
        9154.63
        USD
    
    
        ADOBE INC
        
            
        
        125.785907
        57310.58
        USD
    
    
        ADVANCED MICRO DEVICES
        
            
        
        46.0947
        5039.99
        USD
    
    
        AES CORP
        
            
        
        917.606124
        23610.01
        USD
    
    
        AGCO CORP
        
            
        
        112.167019
        16379.75
        USD
    
    
        AGILENT TECHNOLOGIES INC
        
            
        
        150.319397
        19891.77
        USD
    
    
        ALCOA CORP
        
            
        
        55.742428
        5018.49
        USD
    
    
        ALIGN TECHNOLOGY INC
        
            
        
        12.035297
        5247.39
        USD
    
    
        ALLEGION PLC
        
            
        
        111.947752
        12289.62
        EUR
    
    
        ALLISON TRANSMISSION HOLDING
        
            
        
        133.070429
        5224.35
        USD
    
    
        ALLSTATE CORP
        
            
        
        38.347282
        5311.48
        USD
    
    
        ALLY FINANCIAL INC
        
            
        
        546.534042
        23763.3
        USD
    
    
        ALPHABET INC-CL A
        
            
        
        91.166156
        253564.99
        USD
    
    
        AMAZON.COM INC
        
            
        
        59.737952
        194742.74
        USD
    
    
        AMEREN CORPORATION
        
            
        
        61.735714
        5788.34
        USD
    
    
        AMERICAN CAMPUS COMMUNITIES
        
            
        
        96.404191
        5395.74
        USD
    
    
        AMERICAN ELECTRIC POWER
        
            
        
        359.134236
        35830.82
        USD
    
    
        AMERICAN FINANCIAL GROUP INC
        
            
        
        38.712727
        5637.35
        USD
    
    
        AMERICAN INTERNATIONAL GROUP
        
            
        
        89.119669
        5594.04
        USD
    
    
        AMERICAN TOWER CORP
        
            
        
        27.042874
        6793.71
        USD
    
    
        AMERIPRISE FINANCIAL INC
        
            
        
        113.823699
        34188.09
        USD
    
    
        AMERISOURCEBERGEN CORP
        
            
        
        37.494579
        5800.79
        USD
    
    
        AMETEK INC
        
            
        
        226.404888
        30152.6
        USD
    
    
        AMGEN INC
        
            
        
        22.413913
        5420.13
        USD
    
    
        ANTHEM INC
        
            
        
        12.230201
        6007.72
        USD
    
    
        APA CORP
        
            
        
        163.572842
        6760.47
        USD
    
    
        APARTMENT INCOME REIT CO
        
            
        
        101.252417
        5412.95
        USD
    
    
        APOLLO GLOBAL MANAGEMENT INC
        
            
        
        83.686731
        5187.74
        USD
    
    
        APPLE INC
        
            
        
        2192.348722
        382806.01
        USD
    
    
        APPLIED MATERIALS INC
        
            
        
        142.157809
        18736.4
        USD
    
    
        ARCH CAPITAL GROUP LTD
        
            
        
        56.327139
        2727.36
        BMD
    
    
        ARCHER-DANIELS-MIDLAND CO
        
            
        
        58.933974
        5319.38
        USD
    
    
        AT&T INC
        
            
        
        2040.275192
        48211.7
        USD
    
    
        ATLASSIAN CORP PLC-CLASS A
        
            
        
        94.966777
        27904.09
        AUD
    
    
        AUTODESK INC
        
            
        
        25.337467
        5431.09
        USD
    
    
        AUTOZONE INC
        
            
        
        23.388431
        47819.52
        USD
    
    
        AVALONBAY COMMUNITIES INC
        
            
        
        22.63318
        5621.4
        USD
    
    
        AVERY DENNISON CORP
        
            
        
        62.880772
        10939.37
        USD
    
    
        AXALTA COATING SYSTEMS LTD
        
            
        
        214.320865
        5268.01
        USD
    
    
        AXIS CAPITAL HOLDINGS LTD
        
            
        
        92.311215
        5582.06
        BMD
    
    
        AXON ENTERPRISE INC
        
            
        
        38.980719
        5368.81
        USD
    
    
        BAXTER INTERNATIONAL INC
        
            
        
        68.167532
        5285.71
        USD
    
    
        BERKSHIRE HATHAWAY INC-CL B
        
            
        
        42.95188
        15158.15
        USD
    
    
        BIO-RAD LABORATORIES-A
        
            
        
        9.282284
        5228.06
        USD
    
    
        BLACKROCK INC
        
            
        
        7.113981
        5436.29
        USD
    
    
        BLACKSTONE INC
        
            
        
        43.341687
        5501.79
        USD
    
    
        BOOKING HOLDINGS INC
        
            
        
        2.509384
        5893.16
        USD
    
    
        BOSTON SCIENTIFIC CORP
        
            
        
        124.202316
        5500.92
        USD
    
    
        BOYD GAMING CORP
        
            
        
        77.181824
        5077.02
        USD
    
    
        BRISTOL-MYERS SQUIBB CO
        
            
        
        255.810968
        18681.87
        USD
    
    
        BRIXMOR PROPERTY GROUP INC
        
            
        
        211.372948
        5455.54
        USD
    
    
        CADENCE DESIGN SYS INC
        
            
        
        240.243043
        39510.37
        USD
    
    
        CAPITAL ONE FINANCIAL CORP
        
            
        
        48.457906
        6362.04
        USD
    
    
        CARDINAL HEALTH INC
        
            
        
        100.521529
        5699.57
        USD
    
    
        CARLYLE GROUP INC/THE
        
            
        
        113.774973
        5564.73
        USD
    
    
        CARRIER GLOBAL CORP
        
            
        
        112.92227
        5179.74
        USD
    
    
        CATERPILLAR INC
        
            
        
        26.4338
        5889.98
        USD
    
    
        CBRE GROUP INC - A
        
            
        
        241.509917
        22102.99
        USD
    
    
        CELANESE CORP
        
            
        
        37.129135
        5304.64
        USD
    
    
        CF INDUSTRIES HOLDINGS INC
        
            
        
        50.699298
        5225.07
        USD
    
    
        CHENIERE ENERGY INC
        
            
        
        37.543305
        5205.38
        USD
    
    
        CHEVRON CORP
        
            
        
        221.995194
        36147.48
        USD
    
    
        CHUBB LTD
        
            
        
        26.01963
        5565.6
        CHF
    
    
        CIENA CORP
        
            
        
        90.776349
        5503.77
        USD
    
    
        CIGNA CORP
        
            
        
        23.364068
        5598.26
        USD
    
    
        CINTAS CORP
        
            
        
        14.203599
        6042.07
        USD
    
    
        CIRRUS LOGIC INC
        
            
        
        63.879653
        5416.36
        USD
    
    
        CISCO SYSTEMS INC
        
            
        
        1041.540447
        58076.3
        USD
    
    
        CITIGROUP INC
        
            
        
        1080.618618
        57705.03
        USD
    
    
        CLEAN HARBORS INC
        
            
        
        54.694821
        6106.13
        USD
    
    
        COCA-COLA CO/THE
        
            
        
        863.520376
        53538.26
        USD
    
    
        COLGATE-PALMOLIVE CO
        
            
        
        591.727314
        44870.68
        USD
    
    
        COMCAST CORP-CLASS A
        
            
        
        543.439948
        25443.86
        USD
    
    
        CONOCOPHILLIPS
        
            
        
        57.423472
        5742.35
        USD
    
    
        CONSTELLATION ENERGY
        
            
        
        103.030913
        5795.49
        USD
    
    
        COPART INC
        
            
        
        42.050451
        5276.07
        USD
    
    
        CORTEVA INC
        
            
        
        124.543397
        7158.75
        USD
    
    
        COSTCO WHOLESALE CORP
        
            
        
        10.427342
        6004.59
        USD
    
    
        CROWN CASTLE INTL CORP
        
            
        
        162.257243
        29952.69
        USD
    
    
        CROWN HOLDINGS INC
        
            
        
        42.781339
        5351.52
        USD
    
    
        CSX CORP
        
            
        
        1311.944822
        49132.33
        USD
    
    
        CUBESMART
        
            
        
        332.700436
        17310.4
        USD
    
    
        CUMMINS INC
        
            
        
        25.240016
        5176.98
        USD
    
    
        CVS HEALTH CORP
        
            
        
        51.040379
        5165.8
        USD
    
    
        DEERE & CO
        
            
        
        12.181475
        5060.92
        USD
    
    
        DISCOVER FINANCIAL SERVICES
        
            
        
        47.507751
        5234.88
        USD
    
    
        DOCUSIGN INC
        
            
        
        131.462475
        14082.26
        USD
    
    
        DOLBY LABORATORIES INC-CL A
        
            
        
        69.751124
        5455.93
        USD
    
    
        DONALDSON CO INC
        
            
        
        86.805189
        4507.79
        USD
    
    
        DOORDASH INC - A
        
            
        
        45.948522
        5384.71
        USD
    
    
        DOVER CORP
        
            
        
        33.304152
        5225.42
        USD
    
    
        DOW INC
        
            
        
        82.980205
        5287.5
        USD
    
    
        DROPBOX INC-CLASS A
        
            
        
        227.964117
        5300.17
        USD
    
    
        DTE ENERGY COMPANY
        
            
        
        45.290723
        5987.89
        USD
    
    
        DUKE ENERGY CORP
        
            
        
        52.599608
        5873.27
        USD
    
    
        DUPONT DE NEMOURS INC
        
            
        
        357.623733
        26313.95
        USD
    
    
        EAST WEST BANCORP INC
        
            
        
        133.338422
        10536.4
        USD
    
    
        EASTMAN CHEMICAL CO
        
            
        
        48.019373
        5381.05
        USD
    
    
        EATON CORP PLC
        
            
        
        34.546662
        5242.8
        USD
    
    
        EBAY INC
        
            
        
        94.479518
        5409.9
        USD
    
    
        EDISON INTERNATIONAL
        
            
        
        87.511714
        6134.57
        USD
    
    
        EDWARDS LIFESCIENCES CORP
        
            
        
        288.798401
        33997.35
        USD
    
    
        ELECTRONIC ARTS INC
        
            
        
        42.147902
        5332.13
        USD
    
    
        ELI LILLY & CO
        
            
        
        105.686474
        30265.44
        USD
    
    
        EMERSON ELECTRIC CO
        
            
        
        96.842724
        9495.43
        USD
    
    
        EQUITABLE HOLDINGS INC
        
            
        
        774.644337
        23944.26
        USD
    
    
        EQUITY LIFESTYLE PROPERTIES
        
            
        
        71.627071
        5478.04
        USD
    
    
        EVERCORE INC - A
        
            
        
        45.729256
        5090.58
        USD
    
    
        EVEREST RE GROUP LTD
        
            
        
        17.979857
        5418.77
        BBD
    
    
        EVERSOURCE ENERGY
        
            
        
        62.052432
        5472.4
        USD
    
    
        EXELIXIS INC
        
            
        
        246.601773
        5590.46
        USD
    
    
        EXELON CORP
        
            
        
        120.206792
        5725.45
        USD
    
    
        EXPEDIA GROUP INC
        
            
        
        28.090481
        5496.46
        USD
    
    
        EXTRA SPACE STORAGE INC
        
            
        
        27.140326
        5580.05
        USD
    
    
        EXXON MOBIL CORP
        
            
        
        480.51045
        39685.36
        USD
    
    
        FACTSET RESEARCH SYSTEMS INC
        
            
        
        12.790548
        5553.02
        USD
    
    
        FIDELITY NATIONAL INFO SERV
        
            
        
        55.060266
        5529.15
        USD
    
    
        FIRST INDUSTRIAL REALTY TR
        
            
        
        91.239245
        5648.62
        USD
    
    
        FIRSTENERGY CORP
        
            
        
        138.990626
        6374.11
        USD
    
    
        FLEETCOR TECHNOLOGIES INC
        
            
        
        21.853566
        5442.85
        USD
    
    
        FORD MOTOR CO
        
            
        
        2730.185191
        46167.43
        USD
    
    
        FORTINET INC
        
            
        
        16.323176
        5578.28
        USD
    
    
        FORTIVE CORP
        
            
        
        460.630283
        28066.2
        USD
    
    
        FREEPORT-MCMORAN INC
        
            
        
        123.836871
        6159.65
        USD
    
    
        GAMING AND LEISURE PROPERTIE
        
            
        
        195.001047
        9151.4
        USD
    
    
        GARMIN LTD
        
            
        
        68.800969
        8160.48
        CHF
    
    
        GARTNER INC
        
            
        
        106.271185
        31611.43
        USD
    
    
        GENERAL DYNAMICS CORP
        
            
        
        164.742263
        39732.54
        USD
    
    
        GENUINE PARTS CO
        
            
        
        90.581446
        11415.07
        USD
    
    
        GODADDY INC - CLASS A
        
            
        
        63.952742
        5352.84
        USD
    
    
        GOLDMAN SACHS GROUP INC
        
            
        
        200.458347
        66171.3
        USD
    
    
        GRACO INC
        
            
        
        76.207306
        5313.17
        USD
    
    
        HALLIBURTON CO
        
            
        
        485.529217
        18386.99
        USD
    
    
        HEICO CORP
        
            
        
        37.811297
        5805.55
        USD
    
    
        HERSHEY CO/THE
        
            
        
        25.873452
        5604.97
        USD
    
    
        HOLOGIC INC
        
            
        
        164.157553
        12610.58
        USD
    
    
        HOME DEPOT INC
        
            
        
        16.566806
        4958.94
        USD
    
    
        HONEYWELL INTERNATIONAL INC
        
            
        
        81.128621
        15786.01
        USD
    
    
        IDEXX LABORATORIES INC
        
            
        
        10.378616
        5677.73
        USD
    
    
        ILLUMINA INC
        
            
        
        15.470473
        5405.38
        USD
    
    
        INCYTE CORP
        
            
        
        77.474179
        6153
        USD
    
    
        INTEL CORP
        
            
        
        108.829295
        5393.58
        USD
    
    
        INTERPUBLIC GROUP OF COS INC
        
            
        
        149.51542
        5300.32
        USD
    
    
        INTUIT INC
        
            
        
        157.750097
        75852.56
        USD
    
    
        INTUITIVE SURGICAL INC
        
            
        
        19.076189
        5754.9
        USD
    
    
        INVITATION HOMES INC
        
            
        
        134.605295
        5408.44
        USD
    
    
        IQVIA HOLDINGS INC
        
            
        
        104.736319
        24216.08
        USD
    
    
        JOHNSON & JOHNSON
        
            
        
        31.744923
        5626.15
        USD
    
    
        JOHNSON CONTROLS INTERNATION
        
            
        
        250.256216
        16409.3
        USD
    
    
        JONES LANG LASALLE INC
        
            
        
        49.700417
        11901.26
        USD
    
    
        JPMORGAN CHASE & CO
        
            
        
        805.390379
        109790.82
        USD
    
    
        KINDER MORGAN INC
        
            
        
        883.668535
        16710.17
        USD
    
    
        KLA CORP
        
            
        
        15.056303
        5511.51
        USD
    
    
        LABORATORY CRP OF AMER HLDGS
        
            
        
        33.328515
        8787.4
        USD
    
    
        LAM RESEARCH CORP
        
            
        
        9.891357
        5317.69
        USD
    
    
        LAMAR ADVERTISING CO-A
        
            
        
        46.898677
        5448.69
        USD
    
    
        LIBERTY MEDIA COR-SIRIUSXM A
        
            
        
        115.48038
        5278.61
        USD
    
    
        LIFE STORAGE INC
        
            
        
        115.699646
        16247.7
        USD
    
    
        LOCKHEED MARTIN CORP
        
            
        
        57.228568
        25260.69
        USD
    
    
        LOWE'S COS INC
        
            
        
        23.753876
        4802.8
        USD
    
    
        LPL FINANCIAL HOLDINGS INC
        
            
        
        28.553377
        5216.13
        USD
    
    
        LYONDELLBASELL INDU-CL A
        
            
        
        50.406942
        5182.84
        USD
    
    
        MANHATTAN ASSOCIATES INC
        
            
        
        57.886368
        8029.42
        USD
    
    
        MANPOWERGROUP INC
        
            
        
        66.023593
        6200.94
        USD
    
    
        MARATHON OIL CORP
        
            
        
        247.844284
        6223.37
        USD
    
    
        MARATHON PETROLEUM CORP
        
            
        
        161.112184
        13775.09
        USD
    
    
        MARRIOTT INTERNATIONAL -CL A
        
            
        
        178.482967
        31368.38
        USD
    
    
        MARSH & MCLENNAN COS
        
            
        
        35.642995
        6074.28
        USD
    
    
        MASIMO CORP
        
            
        
        34.205581
        4978.28
        USD
    
    
        MASTERCARD INC - A
        
            
        
        6.992166
        2498.86
        USD
    
    
        MCDONALD'S CORP
        
            
        
        126.736062
        31339.29
        USD
    
    
        MCKESSON CORP
        
            
        
        88.21824
        27006.25
        USD
    
    
        MEDTRONIC PLC
        
            
        
        303.781615
        33704.57
        EUR
    
    
        MERCK & CO. INC.
        
            
        
        1143.377575
        93814.13
        USD
    
    
        META PLATFORMS INC-CLASS A
        
            
        
        172.124237
        38273.55
        USD
    
    
        METLIFE INC
        
            
        
        712.250824
        50056.99
        USD
    
    
        MGIC INVESTMENT CORP
        
            
        
        380.403091
        5154.46
        USD
    
    
        MICROSOFT CORP
        
            
        
        799.129101
        246379.49
        USD
    
    
        MODERNA INC
        
            
        
        116.96652
        20148.65
        USD
    
    
        MOLINA HEALTHCARE INC
        
            
        
        48.40918
        16148.82
        USD
    
    
        MONOLITHIC POWER SYSTEMS INC
        
            
        
        11.328771
        5502.16
        USD
    
    
        NETFLIX INC
        
            
        
        14.033059
        5256.64
        USD
    
    
        NEW RESIDENTIAL INVESTMENT
        
            
        
        500.195713
        5492.15
        USD
    
    
        NEW YORK TIMES CO-A
        
            
        
        115.577832
        5298.09
        USD
    
    
        NEWS CORP - CLASS A
        
            
        
        239.63397
        5307.89
        USD
    
    
        NISOURCE INC
        
            
        
        173.659103
        5522.36
        USD
    
    
        NORDSON CORP
        
            
        
        37.738209
        8569.59
        USD
    
    
        NOVAVAX INC
        
            
        
        65.536334
        4826.75
        USD
    
    
        NRG ENERGY INC
        
            
        
        209.886809
        8051.26
        USD
    
    
        NUTANIX INC - A
        
            
        
        198.460585
        5322.71
        USD
    
    
        NVIDIA CORP
        
            
        
        556.815207
        151932.6
        USD
    
    
        O'REILLY AUTOMOTIVE INC
        
            
        
        70.092205
        48010.36
        USD
    
    
        OCCIDENTAL PETROLEUM CORP
        
            
        
        87.779706
        4980.62
        USD
    
    
        OLD REPUBLIC INTL CORP
        
            
        
        202.748464
        5245.1
        USD
    
    
        OLIN CORP
        
            
        
        104.395238
        5457.78
        USD
    
    
        ONEMAIN HOLDINGS INC
        
            
        
        115.358565
        5469.15
        USD
    
    
        ORION OFFICE REIT INC
        
            
        
        149.149976
        2088.1
        USD
    
    
        OTIS WORLDWIDE CORP
        
            
        
        68.72788
        5288.61
        USD
    
    
        PALO ALTO NETWORKS INC
        
            
        
        8.721936
        5429.49
        USD
    
    
        PARKER HANNIFIN CORP
        
            
        
        18.320938
        5198.75
        USD
    
    
        PAYPAL HOLDINGS INC
        
            
        
        58.544167
        6770.63
        USD
    
    
        PEPSICO INC
        
            
        
        77.985801
        13053.26
        USD
    
    
        PFIZER INC
        
            
        
        591.142603
        30603.45
        USD
    
    
        PHILIP MORRIS INTERNATIONAL
        
            
        
        598.134769
        56188.78
        USD
    
    
        PHILLIPS 66
        
            
        
        91.823956
        7932.67
        USD
    
    
        PINTEREST INC- CLASS A
        
            
        
        989.281921
        24346.23
        USD
    
    
        PNC FINANCIAL SERVICES GROUP
        
            
        
        27.286503
        5033
        USD
    
    
        POPULAR INC
        
            
        
        63.44112
        5185.68
        USD
    
    
        PPL CORP
        
            
        
        97.695427
        2790.18
        USD
    
    
        PROCTER & GAMBLE CO/THE
        
            
        
        365.395514
        55832.43
        USD
    
    
        PROLOGIS INC
        
            
        
        36.154617
        5838.25
        USD
    
    
        PUBLIC STORAGE
        
            
        
        18.223486
        7112.26
        USD
    
    
        PURE STORAGE INC - CLASS A
        
            
        
        152.146619
        5372.3
        USD
    
    
        QUALCOMM INC
        
            
        
        536.642685
        82009.74
        USD
    
    
        QUIDEL CORP
        
            
        
        46.801226
        5263.27
        USD
    
    
        REGENERON PHARMACEUTICALS
        
            
        
        18.126034
        12659.58
        USD
    
    
        REINSURANCE GROUP OF AMERICA
        
            
        
        49.310609
        5397.54
        USD
    
    
        REPUBLIC SERVICES INC
        
            
        
        171.07663
        22667.65
        USD
    
    
        RIVIAN AUTOMOTIVE INC-A
        
            
        
        114.530225
        5754
        USD
    
    
        ROKU INC
        
            
        
        41.928636
        5252.4
        USD
    
    
        ROPER TECHNOLOGIES INC
        
            
        
        11.889119
        5614.4
        USD
    
    
        ROSS STORES INC
        
            
        
        58.519804
        5293.7
        USD
    
    
        RYDER SYSTEM INC
        
            
        
        64.488727
        5115.89
        USD
    
    
        SCHLUMBERGER LTD
        
            
        
        123.885597
        5117.71
        USD
    
    
        SEI INVESTMENTS COMPANY
        
            
        
        88.778587
        5345.36
        USD
    
    
        SERVICE CORP INTERNATIONAL
        
            
        
        82.858391
        5453.74
        USD
    
    
        SERVICENOW INC
        
            
        
        9.257921
        5155.64
        USD
    
    
        SIMON PROPERTY GROUP INC
        
            
        
        40.369407
        5311
        USD
    
    
        SLM CORP
        
            
        
        354.700179
        6512.3
        USD
    
    
        SMITH (A.O.) CORP
        
            
        
        80.324644
        5131.94
        USD
    
    
        SNOWFLAKE INC-CLASS A
        
            
        
        177.240456
        40611.11
        USD
    
    
        SOUTHERN CO/THE
        
            
        
        288.28678
        20903.67
        USD
    
    
        SS&C TECHNOLOGIES HOLDINGS
        
            
        
        68.532976
        5141.34
        USD
    
    
        STARBUCKS CORP
        
            
        
        183.014475
        16648.83
        USD
    
    
        STARWOOD PROPERTY TRUST INC
        
            
        
        220.630869
        5332.65
        USD
    
    
        SVB FINANCIAL GROUP
        
            
        
        9.233558
        5165.71
        USD
    
    
        SYNCHRONY FINANCIAL
        
            
        
        144.545378
        5031.62
        USD
    
    
        SYNOPSYS INC
        
            
        
        147.785651
        49252.52
        USD
    
    
        TAPESTRY INC
        
            
        
        139.965144
        5199.71
        USD
    
    
        TARGA RESOURCES CORP
        
            
        
        270.428738
        20409.26
        USD
    
    
        TARGET CORP
        
            
        
        244.530923
        51894.35
        USD
    
    
        TELEFLEX INC
        
            
        
        15.933369
        5653.64
        USD
    
    
        TERMINIX GLOBAL HOLDINGS INC
        
            
        
        117.429416
        5358.3
        USD
    
    
        TESLA INC
        
            
        
        73.381203
        79075.58
        USD
    
    
        TEXTRON INC
        
            
        
        194.976684
        14502.37
        USD
    
    
        TOLL BROTHERS INC
        
            
        
        106.076281
        4987.71
        USD
    
    
        TORO CO
        
            
        
        61.370269
        5246.54
        USD
    
    
        TRAVEL + LEISURE CO
        
            
        
        92.993378
        5388.04
        USD
    
    
        TUSIMPLE HOLDINGS INC - A
        
            
        
        210.106075
        2563.29
        USD
    
    
        TYSON FOODS INC-CL A
        
            
        
        69.336954
        6214.67
        USD
    
    
        UBER TECHNOLOGIES INC
        
            
        
        158.870793
        5668.51
        USD
    
    
        ULTA BEAUTY INC
        
            
        
        13.472711
        5365.1
        USD
    
    
        UNION PACIFIC CORP
        
            
        
        19.636537
        5364.9
        USD
    
    
        UNITED PARCEL SERVICE-CL B
        
            
        
        24.484764
        5251
        USD
    
    
        UNITEDHEALTH GROUP INC
        
            
        
        35.228825
        17965.64
        USD
    
    
        UNUM GROUP
        
            
        
        223.724964
        7049.57
        USD
    
    
        VAIL RESORTS INC
        
            
        
        20.586692
        5358.1
        USD
    
    
        VALERO ENERGY CORP
        
            
        
        55.01154
        5585.87
        USD
    
    
        VERIZON COMMUNICATIONS INC
        
            
        
        706.35499
        35981.72
        USD
    
    
        VERTEX PHARMACEUTICALS INC
        
            
        
        225.795814
        58925.93
        USD
    
    
        VIRTU FINANCIAL INC-CLASS A
        
            
        
        149.905227
        5579.47
        USD
    
    
        VISTRA CORP
        
            
        
        240.973932
        5602.64
        USD
    
    
        WALMART INC
        
            
        
        615.4081
        91646.57
        USD
    
    
        WALT DISNEY CO/THE
        
            
        
        38.152379
        5232.98
        USD
    
    
        WASTE MANAGEMENT INC
        
            
        
        34.229944
        5425.45
        USD
    
    
        WEC ENERGY GROUP INC
        
            
        
        55.01154
        5490.7
        USD
    
    
        WELLS FARGO & CO
        
            
        
        102.76292
        4979.89
        USD
    
    
        WENDY'S CO/THE
        
            
        
        244.311656
        5367.53
        USD
    
    
        WESTROCK CO
        
            
        
        119.013008
        5597.18
        USD
    
    
        WEYERHAEUSER CO
        
            
        
        540.224039
        20474.49
        USD
    
    
        WORKDAY INC-CLASS A
        
            
        
        22.657543
        5425.58
        USD
    
    
        WR BERKLEY CORP
        
            
        
        91.312334
        6080.49
        USD
    
    
        WYNDHAM HOTELS & RESORTS INC
        
            
        
        76.718927
        6497.33
        USD
    
    
        XCEL ENERGY INC
        
            
        
        79.155222
        5712.63
        USD
    
    
        ZEBRA TECHNOLOGIES CORP-CL A
        
            
        
        27.432681
        11348.9
        USD
    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2023-03-24
                        0
                        USD
                        0
                        USD
                        5282602.35
                        USD
                        64874.58
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                2510
                NC
                USD
                521300.39
                2.238072048952
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                            

                            
                        
                        
                        2025-12-15
                        0
                        USD
                        0
                        USD
                        527376.1
                        USD
                        -6141.63
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                6938
                NC
                USD
                750301.68
                3.221231463667
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                            

                            
                        
                        
                        2025-12-15
                        0
                        USD
                        0
                        USD
                        737578.78
                        USD
                        12584.6
                    
                
                
                    N
                    N
                    N
                
            
            
                BARCLAYS BANK PLC
                G5GSEF7VJP5I7OUK5573
                
                N/A
                
                    
                
                7800
                NC
                USD
                1811266.86
                7.776218491914
                N/A
                DE
                CORP
                US
                
                N
                
                2
                
                    
                        
                            BARCLAYS BANK PLC
                            G5GSEF7VJP5I7OUK5573
                        
                        Y
                        
                            

                            
                        
                        
                        2022-05-26
                        0
                        USD
                        0
                        USD
                        1827898.8
                        USD
                        -16642.09
                    
                
                
                    N
                    N
                    N
                
            
            
                UBS AG
                BFM8T61CT2L1QCEMIK50
                
                N/A
                
                    
                
                2528
                NC
                USD
                1418927.22
                6.091806972521
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            UBS AG
                            BFM8T61CT2L1QCEMIK50
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2022-11-02
                        0
                        USD
                        0
                        USD
                        1459940.22
                        USD
                        41021.52
                    
                
                
                    N
                    N
                    N
                
            
            
                CREDIT SUISSE INTERNATIONAL
                E58DKGMJYYYJLN8C3868
                
                N/A
                
                    
                
                2557
                NC
                USD
                1435204.47
                6.161689249529
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CREDIT SUISSE INTERNATIONAL
                            E58DKGMJYYYJLN8C3868
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2022-11-02
                        0
                        USD
                        0
                        USD
                        1476687.96
                        USD
                        41492.92
                    
                
                
                    N
                    N
                    N
                
            
            
                BANK OF AMERICA N.A.
                B4TYDEB6GKMZO031MB27
                
                N/A
                
                    
                
                1526
                NC
                USD
                65327.36
                0.280466581749
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            BANK OF AMERICA N.A.
                            B4TYDEB6GKMZO031MB27
                        
                        
                            
AL RAJHI BANK
ORDINARY SHARES

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2023-06-20
                        0
                        USD
                        0
                        USD
                        64351.11
                        USD
                        955.34
                    
                
                
                    N
                    N
                    N
                
            
            
                BANK OF AMERICA N.A.
                B4TYDEB6GKMZO031MB27
                
                N/A
                
                    
                
                191
                NC
                USD
                6771.42
                0.029071387869
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            BANK OF AMERICA N.A.
                            B4TYDEB6GKMZO031MB27
                        
                        
                            
UNITED ELECTRONICS CO
ORDINARY SHARES

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2023-06-20
                        0
                        USD
                        0
                        USD
                        6588.14
                        USD
                        181.14
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                461
                NC
                USD
                4602.2
                0.019758387642
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        
                            
SILLAJEN INC
ORDINARY SHARES

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2025-12-15
                        0
                        USD
                        0
                        USD
                        4488.33
                        USD
                        -116.06
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                335
                NC
                USD
                28052.9
                0.120438067161
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        
                            
FIRST SOLAR INC
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2025-12-15
                        0
                        USD
                        0
                        USD
                        25111.6
                        USD
                        -2941.3
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                400
                NC
                USD
                26752
                0.114852980359
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        
                            
NEW RELIC INC
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2025-12-15
                        0
                        USD
                        0
                        USD
                        23508
                        USD
                        -3244
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                666
                NC
                USD
                16083.9
                0.069052177437
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        
                            
BLOOM ENERGY CORP- A
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2025-12-15
                        0
                        USD
                        0
                        USD
                        14119.2
                        USD
                        -1964.7
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                433
                NC
                USD
                22256.2
                0.095551394343
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        
                            
PROGYNY INC
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2025-12-15
                        0
                        USD
                        0
                        USD
                        18168.68
                        USD
                        -4087.52
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                266
                NC
                USD
                12850.46
                0.055170216432
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        
                            
BEYOND MEAT INC
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2025-12-15
                        0
                        USD
                        0
                        USD
                        10344.74
                        USD
                        -2506.33
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                40
                NC
                USD
                7329.2
                0.031466075944
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
WD-40 CO
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        8229.6
                        USD
                        900.4
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                364
                NC
                USD
                22542.52
                0.096780637216
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
SHIFT4 PAYMENTS INC-CLASS A
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        14505.4
                        USD
                        -8037.12
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                361
                NC
                USD
                89697.67
                0.385094375401
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
L3HARRIS TECHNOLOGIES INC
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        97737.14
                        USD
                        7635.15
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                2058
                NC
                USD
                23193.66
                0.099576142958
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
LUMEN TECHNOLOGIES INC
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        21979.44
                        USD
                        -1728.72
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                1418
                NC
                USD
                33776.76
                0.145012019769
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
PRIMORIS SERVICES CORP
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        35889.58
                        USD
                        2027.74
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                177
                NC
                USD
                36631.92
                0.157269930781
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
ADVANCE AUTO PARTS INC
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        35631.87
                        USD
                        -1000.05
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                355
                NC
                USD
                3574.85
                0.015347718931
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
STITCH FIX INC-CLASS A
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        3745.25
                        USD
                        170.4
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                1404
                NC
                USD
                26072.28
                0.111934773577
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
HEALTHCARE SERVICES GROUP
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        22871.16
                        USD
                        -3497.71
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                3161
                NC
                USD
                72228.85
                0.310096392433
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
BAUSCH HEALTH COS INC
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        68783.36
                        USD
                        -3445.49
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                2861
                NC
                USD
                21657.77
                0.092982185721
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
DIVERSEY HOLDINGS LTD
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        22458.85
                        USD
                        801.08
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                1474
                NC
                USD
                23628.22
                0.101441816969
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
ADAPTHEALTH CORP
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        22905.96
                        USD
                        -722.26
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                719
                NC
                USD
                81563.36
                0.350171762263
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
RALPH LAUREN CORP
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        73237.34
                        USD
                        -8820.33
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                433
                NC
                USD
                2697.59
                0.011581423867
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
ZYNEX INC
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        2411.81
                        USD
                        -285.78
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                619
                NC
                USD
                26561.29
                0.114034214962
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
CALIX INC
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        28727.79
                        USD
                        2166.5
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                930
                NC
                USD
                28606.8
                0.122816097433
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
ENERGIZER HOLDINGS INC
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        28086
                        USD
                        -799.8
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                475
                NC
                USD
                14957.75
                0.064217335786
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
ACI WORLDWIDE INC
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        14972
                        USD
                        14.25
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                1969
                NC
                USD
                51371.21
                0.220549363529
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
ELANCO ANIMAL HEALTH INC
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        50878.96
                        USD
                        -492.25
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                90
                NC
                USD
                96984
                0.416376399787
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
TESLA INC
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        72412.2
                        USD
                        -24571.8
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                321
                NC
                USD
                8660.58
                0.037182020957
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
B&G FOODS INC
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        9581.85
                        USD
                        768.79
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                108
                NC
                USD
                3580.2
                0.015370687809
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
EBIX INC
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        2650.32
                        USD
                        -937.98
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                295
                NC
                USD
                65528.35
                0.281329481739
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
PENUMBRA INC
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        62669.8
                        USD
                        -2858.55
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                401
                NC
                USD
                26562.24
                0.114038293548
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
GUARDANT HEALTH INC
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        21525.68
                        USD
                        -5036.56
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                701
                NC
                USD
                33949.43
                0.145753334965
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
AAR CORP
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        30570.61
                        USD
                        -3378.82
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                41
                NC
                USD
                27289.6
                0.117161030682
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
FIRST CITIZENS BCSHS  -CL A
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        27155.94
                        USD
                        -152.93
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                213
                NC
                USD
                35560.35
                0.152669414627
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
UNIVERSAL DISPLAY CORP
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        33053.34
                        USD
                        -2570.91
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                354
                NC
                USD
                33722.04
                0.144777093218
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
DYCOM INDUSTRIES INC
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        31297.14
                        USD
                        -2424.9
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                146
                NC
                USD
                25225.88
                0.108300968158
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
WHIRLPOOL CORP
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        27716.64
                        USD
                        2235.26
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                336
                NC
                USD
                9612.96
                0.041270824838
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
PLUG POWER INC
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        7808.64
                        USD
                        -1804.32
                    
                
                
                    N
                    N
                    N
                
            
            
                UBS AG
                BFM8T61CT2L1QCEMIK50
                
                N/A
                
                    
                
                56850
                NC
                USD
                8940231
                38.382632156246
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            UBS AG
                            BFM8T61CT2L1QCEMIK50
                        
                        
                            
UBSPUSER
UBSPUSER
A BASKET -UBSPUSER OF COMMON STOCK

    
        3M CO
        
            
        
        179.105401
        26665.21
        USD
    
    
        ABBOTT LABORATORIES
        
            
        
        86.512065
        10239.57
        USD
    
    
        ABBVIE INC
        
            
        
        781.631284
        126710.25
        USD
    
    
        ACCENTURE PLC-CL A
        
            
        
        187.968054
        63388.47
        EUR
    
    
        ADOBE INC
        
            
        
        231.536533
        105492.68
        USD
    
    
        ADVANCED MICRO DEVICES
        
            
        
        513.520032
        56148.28
        USD
    
    
        AES CORP
        
            
        
        552.57346
        14217.72
        USD
    
    
        ALLSTATE CORP
        
            
        
        95.672257
        13251.56
        USD
    
    
        ALPHABET INC-CL C
        
            
        
        97.802736
        273162.06
        USD
    
    
        AMAZON.COM INC
        
            
        
        114.5929
        373567.12
        USD
    
    
        AMERICAN AIRLINES GROUP INC
        
            
        
        485.195153
        8854.81
        USD
    
    
        AMERICAN ELECTRIC POWER
        
            
        
        403.705066
        40277.65
        USD
    
    
        AMERICAN EXPRESS CO
        
            
        
        38.112734
        7127.08
        USD
    
    
        AMERICAN INTERNATIONAL GROUP
        
            
        
        845.707187
        53085.04
        USD
    
    
        AMERICAN TOWER CORP
        
            
        
        423.783196
        106462.81
        USD
    
    
        AMPHENOL CORP-CL A
        
            
        
        527.012474
        39710.39
        USD
    
    
        ANALOG DEVICES INC
        
            
        
        77.208971
        12753.38
        USD
    
    
        ANTHEM INC
        
            
        
        232.058205
        113991.63
        USD
    
    
        AON PLC-CLASS A
        
            
        
        20.428099
        6652
        USD
    
    
        APPLE INC
        
            
        
        2898.170362
        506049.53
        USD
    
    
        ARTHUR J GALLAGHER & CO
        
            
        
        74.705186
        13043.53
        USD
    
    
        AT&T INC
        
            
        
        1590.343037
        37579.81
        USD
    
    
        ATMOS ENERGY CORP
        
            
        
        39.942442
        4772.72
        USD
    
    
        BANK OF AMERICA CORP
        
            
        
        3419.8333
        140965.53
        USD
    
    
        BANK OF NEW YORK MELLON CORP
        
            
        
        139.25136
        6911.05
        USD
    
    
        BAXTER INTERNATIONAL INC
        
            
        
        75.704024
        5870.09
        USD
    
    
        BECTON DICKINSON AND CO
        
            
        
        73.781311
        19625.83
        USD
    
    
        BERKSHIRE HATHAWAY INC-CL B
        
            
        
        46.468726
        16399.28
        USD
    
    
        BLACKROCK INC
        
            
        
        11.159531
        8527.78
        USD
    
    
        BOOKING HOLDINGS INC
        
            
        
        3.701656
        8693.15
        USD
    
    
        BOSTON PROPERTIES INC
        
            
        
        398.825622
        51368.74
        USD
    
    
        BROADCOM INC
        
            
        
        22.393045
        14100.45
        USD
    
    
        CADENCE DESIGN SYS INC
        
            
        
        342.754476
        56369.4
        USD
    
    
        CAMPBELL SOUP CO
        
            
        
        349.449075
        15574.95
        USD
    
    
        CAPITAL ONE FINANCIAL CORP
        
            
        
        345.441784
        45353.05
        USD
    
    
        CARDINAL HEALTH INC
        
            
        
        90.954432
        5157.12
        USD
    
    
        CARNIVAL CORP
        
            
        
        210.194395
        4250.13
        USD
    
    
        CDW CORP/DE
        
            
        
        84.30043
        15080.5
        USD
    
    
        CHARTER COMMUNICATIONS INC-A
        
            
        
        84.601207
        46151.65
        USD
    
    
        CHEVRON CORP
        
            
        
        58.751216
        9566.46
        USD
    
    
        CHIPOTLE MEXICAN GRILL INC
        
            
        
        29.051926
        45961.02
        USD
    
    
        CHURCH & DWIGHT CO INC
        
            
        
        43.882263
        4361.02
        USD
    
    
        CIGNA CORP
        
            
        
        35.387571
        8479.22
        USD
    
    
        CINCINNATI FINANCIAL CORP
        
            
        
        67.067741
        9118.53
        USD
    
    
        CISCO SYSTEMS INC
        
            
        
        190.266752
        10609.27
        USD
    
    
        CITIGROUP INC
        
            
        
        1761.759176
        94077.94
        USD
    
    
        CLOROX COMPANY
        
            
        
        127.998979
        17795.7
        USD
    
    
        CME GROUP INC
        
            
        
        132.988961
        31632.75
        USD
    
    
        COMCAST CORP-CLASS A
        
            
        
        866.677078
        40577.82
        USD
    
    
        CONAGRA BRANDS INC
        
            
        
        759.733667
        25504.26
        USD
    
    
        CONOCOPHILLIPS
        
            
        
        1181.966842
        118196.68
        USD
    
    
        CONSTELLATION ENERGY
        
            
        
        284.031633
        15976.78
        USD
    
    
        CORNING INC
        
            
        
        761.289158
        28099.18
        USD
    
    
        CORTEVA INC
        
            
        
        1084.972118
        62364.2
        USD
    
    
        COSTCO WHOLESALE CORP
        
            
        
        102.753276
        59170.47
        USD
    
    
        COTERRA ENERGY INC
        
            
        
        436.833831
        11781.41
        USD
    
    
        CROWN CASTLE INTL CORP
        
            
        
        62.456111
        11529.4
        USD
    
    
        DANAHER CORP
        
            
        
        470.973064
        138150.53
        USD
    
    
        DARDEN RESTAURANTS INC
        
            
        
        37.779073
        5022.73
        USD
    
    
        DEERE & CO
        
            
        
        182.515637
        75827.95
        USD
    
    
        DEXCOM INC
        
            
        
        125.212879
        64058.91
        USD
    
    
        DIGITAL REALTY TRUST INC
        
            
        
        100.211383
        14209.97
        USD
    
    
        DISCOVER FINANCIAL SERVICES
        
            
        
        69.814875
        7692.9
        USD
    
    
        DOMINO'S PIZZA INC
        
            
        
        10.054882
        4092.44
        USD
    
    
        DUKE ENERGY CORP
        
            
        
        181.405774
        20255.77
        USD
    
    
        EASTMAN CHEMICAL CO
        
            
        
        341.757839
        38297.38
        USD
    
    
        EATON CORP PLC
        
            
        
        214.656556
        32576.28
        USD
    
    
        ELECTRONIC ARTS INC
        
            
        
        33.395773
        4224.9
        USD
    
    
        ELI LILLY & CO
        
            
        
        94.093447
        26945.54
        USD
    
    
        ENPHASE ENERGY INC
        
            
        
        31.904578
        6437.71
        USD
    
    
        EQUIFAX INC
        
            
        
        61.030176
        14470.25
        USD
    
    
        EQUINIX INC
        
            
        
        9.75061
        7231.25
        USD
    
    
        ESTEE LAUDER COMPANIES-CL A
        
            
        
        105.403018
        28703.35
        USD
    
    
        EVERSOURCE ENERGY
        
            
        
        77.843598
        6865.03
        USD
    
    
        EXELON CORP
        
            
        
        496.576881
        23651.96
        USD
    
    
        EXXON MOBIL CORP
        
            
        
        920.464598
        76021.17
        USD
    
    
        FACTSET RESEARCH SYSTEMS INC
        
            
        
        29.043338
        12609.17
        USD
    
    
        FIDELITY NATIONAL INFO SERV
        
            
        
        430.685987
        43249.49
        USD
    
    
        FREEPORT-MCMORAN INC
        
            
        
        1600.78819
        79623.2
        USD
    
    
        GENERAL ELECTRIC CO
        
            
        
        102.78163
        9404.52
        USD
    
    
        GENERAL MILLS INC
        
            
        
        285.271297
        19318.57
        USD
    
    
        GENERAL MOTORS CO
        
            
        
        1106.621415
        48403.62
        USD
    
    
        GOLDMAN SACHS GROUP INC
        
            
        
        209.896608
        69286.87
        USD
    
    
        HCA HEALTHCARE INC
        
            
        
        298.754202
        74873.78
        USD
    
    
        HEWLETT PACKARD ENTERPRISE
        
            
        
        979.325144
        16364.52
        USD
    
    
        HILTON WORLDWIDE HOLDINGS IN
        
            
        
        390.02553
        59182.47
        USD
    
    
        HOME DEPOT INC
        
            
        
        191.644141
        57364.84
        USD
    
    
        HONEYWELL INTERNATIONAL INC
        
            
        
        277.181537
        53933.98
        USD
    
    
        HORMEL FOODS CORP
        
            
        
        387.651879
        19979.58
        USD
    
    
        HP INC
        
            
        
        327.479928
        11887.52
        USD
    
    
        IDEXX LABORATORIES INC
        
            
        
        57.544939
        31480.53
        USD
    
    
        INCYTE CORP
        
            
        
        62.260028
        4944.69
        USD
    
    
        INTEL CORP
        
            
        
        185.829351
        9209.7
        USD
    
    
        INTERCONTINENTAL EXCHANGE IN
        
            
        
        147.564728
        19496.25
        USD
    
    
        INTL FLAVORS & FRAGRANCES
        
            
        
        31.735215
        4167.79
        USD
    
    
        INTUIT INC
        
            
        
        169.41062
        81459.4
        USD
    
    
        INTUITIVE SURGICAL INC
        
            
        
        62.05591
        18721.03
        USD
    
    
        IPG PHOTONICS CORP
        
            
        
        32.201049
        3534.39
        USD
    
    
        IQVIA HOLDINGS INC
        
            
        
        208.025475
        48097.57
        USD
    
    
        IRON MOUNTAIN INC
        
            
        
        113.932161
        6312.98
        USD
    
    
        JM SMUCKER CO/THE
        
            
        
        96.80172
        13107.92
        USD
    
    
        JOHNSON & JOHNSON
        
            
        
        472.847563
        83802.77
        USD
    
    
        JOHNSON CONTROLS INTERNATION
        
            
        
        1604.012718
        105175.11
        USD
    
    
        JPMORGAN CHASE & CO
        
            
        
        944.563161
        128762.85
        USD
    
    
        KELLOGG CO
        
            
        
        365.367217
        23562.53
        USD
    
    
        KEYCORP
        
            
        
        165.857279
        3711.89
        USD
    
    
        KEYSIGHT TECHNOLOGIES IN
        
            
        
        167.354648
        26437.01
        USD
    
    
        KINDER MORGAN INC
        
            
        
        497.318293
        9404.29
        USD
    
    
        KRAFT HEINZ CO/THE
        
            
        
        244.277532
        9622.09
        USD
    
    
        LAS VEGAS SANDS CORP
        
            
        
        93.444869
        3632.2
        USD
    
    
        LEIDOS HOLDINGS INC
        
            
        
        69.659275
        7524.59
        USD
    
    
        LIVE NATION ENTERTAINMENT IN
        
            
        
        291.665695
        34311.55
        USD
    
    
        MARKETAXESS HOLDINGS INC
        
            
        
        26.065271
        8867.41
        USD
    
    
        MASTERCARD INC - A
        
            
        
        348.176205
        124431.21
        USD
    
    
        MCCORMICK & CO-NON VTG SHRS
        
            
        
        69.329431
        6919.08
        USD
    
    
        MCDONALD'S CORP
        
            
        
        85.864509
        21232.58
        USD
    
    
        MCKESSON CORP
        
            
        
        295.831927
        90563.03
        USD
    
    
        MERCK & CO. INC.
        
            
        
        1090.69706
        89491.69
        USD
    
    
        META PLATFORMS INC-CLASS A
        
            
        
        303.575547
        67503.06
        USD
    
    
        MICROSOFT CORP
        
            
        
        2309.014243
        711892.18
        USD
    
    
        MONOLITHIC POWER SYSTEMS INC
        
            
        
        15.460125
        7508.67
        USD
    
    
        MOODY'S CORP
        
            
        
        50.279356
        16964.76
        USD
    
    
        MORGAN STANLEY
        
            
        
        62.062997
        5424.31
        USD
    
    
        MOTOROLA SOLUTIONS INC
        
            
        
        19.918657
        4824.3
        USD
    
    
        NASDAQ INC
        
            
        
        33.513842
        5972.17
        USD
    
    
        NETAPP INC
        
            
        
        66.245571
        5498.38
        USD
    
    
        NIKE INC -CL B
        
            
        
        498.08158
        67021.86
        USD
    
    
        NORTHERN TRUST CORP
        
            
        
        36.149128
        4209.57
        USD
    
    
        NORTHROP GRUMMAN CORP
        
            
        
        296.940714
        132797.83
        USD
    
    
        NRG ENERGY INC
        
            
        
        1571.838705
        60295.73
        USD
    
    
        NVIDIA CORP
        
            
        
        647.034997
        176549.97
        USD
    
    
        NXP SEMICONDUCTORS NV
        
            
        
        119.936436
        22197.84
        EUR
    
    
        O'REILLY AUTOMOTIVE INC
        
            
        
        167.646334
        114831.03
        USD
    
    
        ORACLE CORP
        
            
        
        606.987796
        50216.1
        USD
    
    
        PAYPAL HOLDINGS INC
        
            
        
        312.728667
        36167.07
        USD
    
    
        PEPSICO INC
        
            
        
        151.52205
        25361.76
        USD
    
    
        PFIZER INC
        
            
        
        172.82311
        8947.05
        USD
    
    
        PHILIP MORRIS INTERNATIONAL
        
            
        
        300.897419
        28266.3
        USD
    
    
        PHILLIPS 66
        
            
        
        50.466933
        4359.84
        USD
    
    
        PINNACLE WEST CAPITAL
        
            
        
        66.326597
        5180.11
        USD
    
    
        PIONEER NATURAL RESOURCES CO
        
            
        
        19.015587
        4754.47
        USD
    
    
        PNC FINANCIAL SERVICES GROUP
        
            
        
        248.754278
        45882.73
        USD
    
    
        PPG INDUSTRIES INC
        
            
        
        250.39046
        32818.68
        USD
    
    
        PROCTER & GAMBLE CO/THE
        
            
        
        611.804662
        93483.75
        USD
    
    
        PROGRESSIVE CORP
        
            
        
        222.818206
        25399.05
        USD
    
    
        PUBLIC STORAGE
        
            
        
        52.561143
        20513.56
        USD
    
    
        PULTEGROUP INC
        
            
        
        526.237067
        22049.33
        USD
    
    
        QUALCOMM INC
        
            
        
        558.491236
        85348.63
        USD
    
    
        QUEST DIAGNOSTICS INC
        
            
        
        32.510738
        4449.42
        USD
    
    
        RAYTHEON TECHNOLOGIES CORP
        
            
        
        337.712309
        33457.16
        USD
    
    
        REALTY INCOME CORP
        
            
        
        311.611053
        21594.65
        USD
    
    
        REGENERON PHARMACEUTICALS
        
            
        
        163.916435
        114482.52
        USD
    
    
        RESMED INC
        
            
        
        18.194941
        4412.46
        USD
    
    
        ROYAL CARIBBEAN CRUISES LTD
        
            
        
        61.174215
        5125.18
        USD
    
    
        S&P GLOBAL INC
        
            
        
        27.398112
        11238.16
        USD
    
    
        SALESFORCE INC
        
            
        
        222.561472
        47254.25
        USD
    
    
        SCHWAB (CHARLES) CORP
        
            
        
        316.010592
        26642.85
        USD
    
    
        SERVICENOW INC
        
            
        
        59.177274
        32955.23
        USD
    
    
        SHERWIN-WILLIAMS CO/THE
        
            
        
        180.680782
        45101.54
        USD
    
    
        SOUTHWEST AIRLINES CO
        
            
        
        1604.927884
        73505.7
        USD
    
    
        STARBUCKS CORP
        
            
        
        82.565132
        7510.95
        USD
    
    
        STATE STREET CORP
        
            
        
        388.656935
        33859.79
        USD
    
    
        SYNCHRONY FINANCIAL
        
            
        
        112.297987
        3909.09
        USD
    
    
        T ROWE PRICE GROUP INC
        
            
        
        52.16978
        7887.55
        USD
    
    
        TARGET CORP
        
            
        
        248.107551
        52653.38
        USD
    
    
        TE CONNECTIVITY LTD
        
            
        
        177.031115
        23187.54
        USD
    
    
        TELEDYNE TECHNOLOGIES INC
        
            
        
        48.864294
        23094.73
        USD
    
    
        TESLA INC
        
            
        
        199.844687
        215352.63
        USD
    
    
        TEXAS INSTRUMENTS INC
        
            
        
        292.917869
        53744.57
        USD
    
    
        THERMO FISHER SCIENTIFIC INC
        
            
        
        155.281303
        91716.9
        USD
    
    
        TJX COMPANIES INC
        
            
        
        1102.797157
        66807.45
        USD
    
    
        TRAVELERS COS INC/THE
        
            
        
        75.094461
        13722.01
        USD
    
    
        TRIMBLE INC
        
            
        
        152.561912
        11005.82
        USD
    
    
        UNION PACIFIC CORP
        
            
        
        639.150678
        174622.36
        USD
    
    
        UNITED RENTALS INC
        
            
        
        73.296418
        26035.62
        USD
    
    
        UNITEDHEALTH GROUP INC
        
            
        
        201.897747
        102961.79
        USD
    
    
        VALERO ENERGY CORP
        
            
        
        837.403496
        85029.95
        USD
    
    
        VERIZON COMMUNICATIONS INC
        
            
        
        889.751975
        45323.97
        USD
    
    
        VISA INC-CLASS A SHARES
        
            
        
        480.730661
        106611.64
        USD
    
    
        VULCAN MATERIALS CO
        
            
        
        52.720032
        9684.67
        USD
    
    
        WALMART INC
        
            
        
        950.485329
        141546.28
        USD
    
    
        WEC ENERGY GROUP INC
        
            
        
        155.528721
        15523.32
        USD
    
    
        WEST PHARMACEUTICAL SERVICES
        
            
        
        11.604287
        4766
        USD
    
    
        WILLIAMS COS INC
        
            
        
        350.799323
        11720.21
        USD
    
    
        WILLIS TOWERS WATSON PLC
        
            
        
        27.329546
        6455.79
        GBP
    
    
        WYNN RESORTS LTD
        
            
        
        47.930726
        3822
        USD
    
    
        YUM! BRANDS INC
        
            
        
        55.722642
        6604.8
        USD
    
    
        ZEBRA TECHNOLOGIES CORP-CL A
        
            
        
        38.223857
        15813.21
        USD
    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2023-05-22
                        0
                        USD
                        0
                        USD
                        8785769.55
                        USD
                        156140.84
                    
                
                
                    N
                    N
                    N
                
            
            
                UBS AG
                BFM8T61CT2L1QCEMIK50
                
                N/A
                
                    
                
                939
                NC
                USD
                8946284.94
                38.408623224275
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            UBS AG
                            BFM8T61CT2L1QCEMIK50
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2023-05-22
                        0
                        USD
                        0
                        USD
                        8806734.52
                        USD
                        -139432.99
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                75
                NC
                USD
                15671.25
                0.067280568497
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
F5 INC
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        14721.75
                        USD
                        -949.5
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                188
                NC
                USD
                13263.4
                0.056943070413
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
VICOR CORP
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        13725.88
                        USD
                        462.48
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                376
                NC
                USD
                15197.92
                0.065248445247
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
SANMINA CORP
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        14686.56
                        USD
                        -511.36
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                376
                NC
                USD
                20954.48
                0.089962787076
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
AAON INC
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        20413.04
                        USD
                        -541.44
                    
                
                
                    N
                    N
                    N
                
            
            
                CITIBANK N.A.
                E57ODZWZ7FF32TWEFA76
                
                N/A
                
                    
                
                75
                NC
                USD
                15934.5
                0.068410766131
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            CITIBANK N.A.
                            E57ODZWZ7FF32TWEFA76
                        
                        
                            
VEEVA SYSTEMS INC-CLASS A
COMMON STOCK

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2024-07-05
                        0
                        USD
                        0
                        USD
                        13612.5
                        USD
                        -2322
                    
                
                
                    N
                    N
                    N
                
            
            
                JP MORGANCHASE BANK
                7H6GLXDRUGQFU57RNE97
                
                N/A
                
                    
                
                6520
                NC
                USD
                1152704.7
                4.948847572828
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            JP MORGANCHASE BANK
                            7H6GLXDRUGQFU57RNE97
                        
                        
                            
JPCMPTFL
JPCMPTFL
A BASKET -JPCMPTFL OF COMMON STOCK

    
        10X GENOMICS INC-CLASS A
        
            
        
        26.196746
        1992.79
        USD
    
    
        ABIOMED INC
        
            
        
        15.04156
        4982.37
        USD
    
    
        ACADIA HEALTHCARE CO INC
        
            
        
        56.884163
        3727.62
        USD
    
    
        ACUITY BRANDS INC
        
            
        
        10.921097
        2067.36
        USD
    
    
        ADAPTIVE BIOTECHNOLOGIES
        
            
        
        132.40756
        1837.82
        USD
    
    
        ADVANCED MICRO DEVICES
        
            
        
        65.488222
        7160.48
        USD
    
    
        AECOM
        
            
        
        166.158136
        12762.61
        USD
    
    
        AGCO CORP
        
            
        
        30.685865
        4481.06
        USD
    
    
        AGILON HEALTH INC
        
            
        
        84.061977
        2130.97
        USD
    
    
        AIR LEASE CORP
        
            
        
        113.546339
        5069.84
        USD
    
    
        ALBERTSONS COS INC - CLASS A
        
            
        
        55.307523
        1838.98
        USD
    
    
        ALIGN TECHNOLOGY INC
        
            
        
        9.8029
        4274.06
        USD
    
    
        ALLISON TRANSMISSION HOLDING
        
            
        
        63.706255
        2501.11
        USD
    
    
        ALNYLAM PHARMACEUTICALS INC
        
            
        
        12.128824
        1980.52
        USD
    
    
        AMEDISYS INC
        
            
        
        83.187019
        14332.29
        USD
    
    
        AMERICAN AIRLINES GROUP INC
        
            
        
        394.405551
        7197.9
        USD
    
    
        ANTERO MIDSTREAM CORP
        
            
        
        553.011071
        6011.23
        USD
    
    
        ARDAGH METAL PACKAGING SA
        
            
        
        268.789082
        2185.26
        EUR
    
    
        ARISTA NETWORKS INC
        
            
        
        68.558851
        9528.31
        USD
    
    
        AT&T INC
        
            
        
        294.100255
        6949.59
        USD
    
    
        ATLASSIAN CORP PLC-CLASS A
        
            
        
        9.14954
        2688.41
        AUD
    
    
        AVANTOR INC
        
            
        
        145.447236
        4919.03
        USD
    
    
        AXON ENTERPRISE INC
        
            
        
        57.461047
        7914.11
        USD
    
    
        AZEK CO INC/THE
        
            
        
        268.997936
        6681.91
        USD
    
    
        BECTON DICKINSON AND CO
        
            
        
        16.265265
        4326.56
        USD
    
    
        BLOCK INC
        
            
        
        43.379056
        5882.2
        USD
    
    
        BOEING CO/THE
        
            
        
        41.41222
        7930.44
        USD
    
    
        BORGWARNER INC
        
            
        
        310.022702
        12059.88
        USD
    
    
        BOSTON BEER COMPANY INC-A
        
            
        
        14.120567
        5485.42
        USD
    
    
        BOSTON SCIENTIFIC CORP
        
            
        
        200.72795
        8890.24
        USD
    
    
        BRIGHTHOUSE FINANCIAL INC
        
            
        
        69.742083
        3602.88
        USD
    
    
        BRISTOL-MYERS SQUIBB CO
        
            
        
        238.160911
        17392.89
        USD
    
    
        BROOKFIELD RENEWABLE COR-A
        
            
        
        75.517927
        3307.69
        USD
    
    
        BUILDERS FIRSTSOURCE INC
        
            
        
        65.964508
        4257.35
        USD
    
    
        BWX TECHNOLOGIES INC
        
            
        
        172.115285
        9270.13
        USD
    
    
        C3.AI INC-A
        
            
        
        78.492488
        1781.78
        USD
    
    
        CAPRI HOLDINGS LTD
        
            
        
        71.375467
        3667.99
        GBP
    
    
        CARNIVAL CORP
        
            
        
        119.802135
        2422.4
        USD
    
    
        CARTER'S INC
        
            
        
        97.847677
        9001.01
        USD
    
    
        CARVANA CO
        
            
        
        14.889913
        1776.22
        USD
    
    
        CATALENT INC
        
            
        
        117.649872
        13047.37
        USD
    
    
        CATERPILLAR INC
        
            
        
        9.167697
        2042.75
        USD
    
    
        CERTARA INC
        
            
        
        154.833084
        3325.81
        USD
    
    
        CF INDUSTRIES HOLDINGS INC
        
            
        
        35.955763
        3705.6
        USD
    
    
        CHANGE HEALTHCARE INC
        
            
        
        372.145861
        8112.78
        USD
    
    
        CHARGEPOINT HOLDINGS INC
        
            
        
        572.611361
        11383.51
        USD
    
    
        CHARLES RIVER LABORATORIES
        
            
        
        10.65046
        3024.41
        USD
    
    
        CHEGG INC
        
            
        
        61.129238
        2217.77
        USD
    
    
        CHEMOURS CO/THE
        
            
        
        167.551106
        5274.51
        USD
    
    
        CHURCH & DWIGHT CO INC
        
            
        
        44.183505
        4390.96
        USD
    
    
        CLEVELAND-CLIFFS INC
        
            
        
        158.75401
        5113.47
        USD
    
    
        COGNEX CORP
        
            
        
        67.993582
        5245.7
        USD
    
    
        COLUMBIA SPORTSWEAR CO
        
            
        
        153.651144
        13910.04
        USD
    
    
        COMERICA INC
        
            
        
        90.828022
        8213.58
        USD
    
    
        COMMSCOPE HOLDING CO INC
        
            
        
        1096.663586
        8641.71
        USD
    
    
        CONAGRA BRANDS INC
        
            
        
        138.507548
        4649.7
        USD
    
    
        CONCENTRIX CORP
        
            
        
        10.794046
        1797.86
        USD
    
    
        COTY INC-CL A
        
            
        
        1394.915299
        12540.29
        USD
    
    
        CRANE CO
        
            
        
        27.222575
        2947.66
        USD
    
    
        CURTISS-WRIGHT CORP
        
            
        
        37.453176
        5623.97
        USD
    
    
        DARLING INGREDIENTS INC
        
            
        
        100.849907
        8106.32
        USD
    
    
        DATTO HOLDING CORP
        
            
        
        277.868742
        7424.65
        USD
    
    
        DECKERS OUTDOOR CORP
        
            
        
        22.122563
        6056.49
        USD
    
    
        DEERE & CO
        
            
        
        11.010475
        4574.41
        USD
    
    
        DENTSPLY SIRONA INC
        
            
        
        205.918563
        10135.31
        USD
    
    
        DEXCOM INC
        
            
        
        13.48254
        6897.67
        USD
    
    
        DICK'S SPORTING GOODS INC
        
            
        
        17.161103
        1716.45
        USD
    
    
        DOCUSIGN INC
        
            
        
        28.717123
        3076.18
        USD
    
    
        DOORDASH INC - A
        
            
        
        33.404616
        3914.69
        USD
    
    
        DRIVEN BRANDS HOLDINGS INC
        
            
        
        434.70187
        11423.97
        USD
    
    
        ENCOMPASS HEALTH CORP
        
            
        
        31.479827
        2238.53
        USD
    
    
        ENOVIS CORP
        
            
        
        68.114771
        2710.29
        USD
    
    
        ENPHASE ENERGY INC
        
            
        
        24.636796
        4971.21
        USD
    
    
        ENTEGRIS INC
        
            
        
        31.496816
        4134.27
        USD
    
    
        ESTEE LAUDER COMPANIES-CL A
        
            
        
        19.69691
        5363.86
        USD
    
    
        ETSY INC
        
            
        
        15.139117
        1881.49
        USD
    
    
        EXACT SCIENCES CORP
        
            
        
        25.37865
        1774.48
        USD
    
    
        FIRST HORIZON CORP
        
            
        
        176.265752
        4140.48
        USD
    
    
        FLOWSERVE CORP
        
            
        
        199.44658
        7160.13
        USD
    
    
        FLUENCE ENERGY INC
        
            
        
        476.422918
        6245.9
        USD
    
    
        FNB CORP
        
            
        
        183.709347
        2287.18
        USD
    
    
        FOOT LOCKER INC
        
            
        
        55.751883
        1653.6
        USD
    
    
        FORD MOTOR CO
        
            
        
        704.663337
        11915.86
        USD
    
    
        FRESHPET INC
        
            
        
        60.031584
        6161.64
        USD
    
    
        GAP INC/THE
        
            
        
        156.747367
        2207
        USD
    
    
        GENERAC HOLDINGS INC
        
            
        
        20.990581
        6239.66
        USD
    
    
        GENERAL ELECTRIC CO
        
            
        
        31.086072
        2844.38
        USD
    
    
        GENERAL MOTORS CO
        
            
        
        285.713051
        12497.09
        USD
    
    
        GLOBAL PAYMENTS INC
        
            
        
        15.555555
        2128.62
        USD
    
    
        GLOBUS MEDICAL INC - A
        
            
        
        32.651872
        2409.06
        USD
    
    
        GOHEALTH INC-CLASS A
        
            
        
        1483.844063
        1750.94
        USD
    
    
        GROCERY OUTLET HOLDING CORP
        
            
        
        209.233035
        6858.66
        USD
    
    
        HANESBRANDS INC
        
            
        
        846.650901
        12606.63
        USD
    
    
        HARLEY-DAVIDSON INC
        
            
        
        212.102096
        8356.82
        USD
    
    
        HEICO CORP-CLASS A
        
            
        
        39.639341
        5027.46
        USD
    
    
        HENRY SCHEIN INC
        
            
        
        25.635073
        2235.12
        USD
    
    
        HERBALIFE NUTRITION LTD
        
            
        
        47.409285
        1439.35
        USD
    
    
        HEXCEL CORP
        
            
        
        238.484578
        14182.68
        USD
    
    
        HOWMET AEROSPACE INC
        
            
        
        192.714115
        6926.15
        USD
    
    
        HP INC
        
            
        
        98.096363
        3560.9
        USD
    
    
        HUBBELL INC
        
            
        
        14.175446
        2605.02
        USD
    
    
        HUNTINGTON INGALLS INDUSTRIE
        
            
        
        16.108162
        3212.61
        USD
    
    
        ICU MEDICAL INC
        
            
        
        27.369552
        6093.56
        USD
    
    
        INGERSOLL-RAND INC
        
            
        
        113.426614
        5711.03
        USD
    
    
        INSULET CORP
        
            
        
        13.54611
        3608.55
        USD
    
    
        INTEGRA LIFESCIENCES HOLDING
        
            
        
        95.61448
        6144.19
        USD
    
    
        IOVANCE BIOTHERAPEUTICS INC
        
            
        
        128.601272
        2141.21
        USD
    
    
        IPG PHOTONICS CORP
        
            
        
        15.25473
        1674.36
        USD
    
    
        JAMF HOLDING CORP
        
            
        
        91.353889
        3180.03
        USD
    
    
        JAZZ PHARMACEUTICALS PLC
        
            
        
        55.414444
        8626.37
        EUR
    
    
        KIMBERLY-CLARK CORP
        
            
        
        12.809216
        1577.58
        USD
    
    
        KOHLS CORP
        
            
        
        37.892577
        2290.99
        USD
    
    
        LAMB WESTON HOLDINGS INC
        
            
        
        46.730841
        2799.64
        USD
    
    
        LEAR CORP
        
            
        
        13.760245
        1962.07
        USD
    
    
        LEGALZOOMCOM INC
        
            
        
        117.530954
        1661.89
        USD
    
    
        LEGGETT & PLATT INC
        
            
        
        44.722129
        1556.33
        USD
    
    
        LEMONADE INC
        
            
        
        184.405618
        4862.78
        USD
    
    
        LESLIE'S INC
        
            
        
        142.145328
        2751.93
        USD
    
    
        LIBERTY BROADBAND-A
        
            
        
        51.144076
        6702.94
        USD
    
    
        LITHIA MOTORS INC
        
            
        
        8.252645
        2476.78
        USD
    
    
        LULULEMON ATHLETICA INC
        
            
        
        27.340766
        9985.67
        CAD
    
    
        LUMENTUM HOLDINGS INC
        
            
        
        27.853284
        2718.48
        USD
    
    
        MARAVAI LIFESCIENCES HLDGS-A
        
            
        
        93.764721
        3307.08
        USD
    
    
        MARVELL TECHNOLOGY INC
        
            
        
        49.271401
        3533.25
        USD
    
    
        MASTEC INC
        
            
        
        38.545434
        3357.31
        USD
    
    
        MATTEL INC
        
            
        
        76.791405
        1705.54
        USD
    
    
        MERCK & CO. INC.
        
            
        
        138.26195
        11344.39
        USD
    
    
        MERCURY SYSTEMS INC
        
            
        
        145.64113
        9386.57
        USD
    
    
        MGIC INVESTMENT CORP
        
            
        
        114.024332
        1545.03
        USD
    
    
        MICROCHIP TECHNOLOGY INC
        
            
        
        26.029872
        1955.88
        USD
    
    
        MIRATI THERAPEUTICS INC
        
            
        
        19.342804
        1590.37
        USD
    
    
        MKS INSTRUMENTS INC
        
            
        
        14.431499
        2164.72
        USD
    
    
        MODERNA INC
        
            
        
        11.875529
        2045.68
        USD
    
    
        MONOLITHIC POWER SYSTEMS INC
        
            
        
        17.139507
        8324.32
        USD
    
    
        NATIONAL INSTRUMENTS CORP
        
            
        
        41.668813
        1691.34
        USD
    
    
        NCR CORPORATION
        
            
        
        82.811658
        3328.2
        USD
    
    
        NEKTAR THERAPEUTICS
        
            
        
        702.133495
        3784.5
        USD
    
    
        NEUROCRINE BIOSCIENCES INC
        
            
        
        32.853814
        3080.05
        USD
    
    
        NEW YORK COMMUNITY BANCORP
        
            
        
        176.084988
        1887.63
        USD
    
    
        NEWELL BRANDS INC
        
            
        
        360.184254
        7711.54
        USD
    
    
        NORWEGIAN CRUISE LINE HOLDIN
        
            
        
        180.147511
        3941.63
        USD
    
    
        NOVAVAX INC
        
            
        
        55.745896
        4105.69
        USD
    
    
        NOVOCURE LTD
        
            
        
        63.717277
        5278.98
        GBP
    
    
        NVENT ELECTRIC PLC
        
            
        
        94.541744
        3288.16
        GBP
    
    
        OAK STREET HEALTH INC
        
            
        
        75.977053
        2042.26
        USD
    
    
        OLLIE'S BARGAIN OUTLET HOLDI
        
            
        
        101.51519
        4361.09
        USD
    
    
        ON SEMICONDUCTOR
        
            
        
        95.350538
        5969.9
        USD
    
    
        OPENDOOR TECHNOLOGIES INC
        
            
        
        224.855525
        1945
        USD
    
    
        ORGANON & CO
        
            
        
        159.399871
        5567.84
        USD
    
    
        PALO ALTO NETWORKS INC
        
            
        
        2.955716
        1839.96
        USD
    
    
        PAYLOCITY HOLDING CORP
        
            
        
        14.771189
        3039.47
        USD
    
    
        PAYSAFE LTD
        
            
        
        857.314614
        2906.3
        GBP
    
    
        PELOTON INTERACTIVE INC-A
        
            
        
        71.329099
        1884.51
        USD
    
    
        PEOPLE'S UNITED FINANCIAL
        
            
        
        110.326852
        2205.43
        USD
    
    
        PERKINELMER INC
        
            
        
        17.012257
        2967.96
        USD
    
    
        PERRIGO CO PLC
        
            
        
        210.173512
        8076.97
        EUR
    
    
        PETCO HEALTH AND WELLNESS CO
        
            
        
        447.602543
        8759.58
        USD
    
    
        PFIZER INC
        
            
        
        68.64261
        3553.63
        USD
    
    
        PINTEREST INC- CLASS A
        
            
        
        67.922883
        1671.58
        USD
    
    
        POLARIS INC
        
            
        
        53.889326
        5675.62
        USD
    
    
        PREMIER INC-CLASS A
        
            
        
        164.689641
        5861.3
        USD
    
    
        PROCORE TECHNOLOGIES INC
        
            
        
        27.520914
        1595.11
        USD
    
    
        PURE STORAGE INC - CLASS A
        
            
        
        59.639405
        2105.87
        USD
    
    
        PVH CORP
        
            
        
        101.401634
        7768.38
        USD
    
    
        QIAGEN N.V.
        
            
        
        35.749513
        1751.73
        EUR
    
    
        QORVO INC
        
            
        
        63.712785
        7906.76
        USD
    
    
        QUANTA SERVICES INC
        
            
        
        65.947146
        8679.3
        USD
    
    
        QUANTUMSCAPE CORP
        
            
        
        400.339449
        8002.79
        USD
    
    
        REGAL REXNORD CORP
        
            
        
        27.63529
        4111.58
        USD
    
    
        REYNOLDS CONSUMER PRODUCTS I
        
            
        
        58.421901
        1714.1
        USD
    
    
        RINGCENTRAL INC-CLASS A
        
            
        
        14.265609
        1672.07
        USD
    
    
        RIVIAN AUTOMOTIVE INC-A
        
            
        
        40.703294
        2044.93
        USD
    
    
        ROKU INC
        
            
        
        14.894727
        1865.86
        USD
    
    
        ROYAL CARIBBEAN CRUISES LTD
        
            
        
        23.848274
        1998.01
        USD
    
    
        ROYALTY PHARMA PLC- CL A
        
            
        
        245.94903
        9582.17
        USD
    
    
        SABRE CORP
        
            
        
        508.780491
        5815.36
        USD
    
    
        SAREPTA THERAPEUTICS INC
        
            
        
        44.399779
        3468.51
        USD
    
    
        SCIENCE APPLICATIONS INTE
        
            
        
        24.520876
        2260.09
        USD
    
    
        SEAGEN INC
        
            
        
        12.883122
        1855.81
        USD
    
    
        SENSATA TECHNOLOGIES HOLDING
        
            
        
        43.431739
        2208.5
        USD
    
    
        SHOALS TECHNOLOGIES GROUP -A
        
            
        
        380.791743
        6488.69
        USD
    
    
        SIGNIFY HEALTH INC -CLASS A
        
            
        
        1003.193959
        18207.97
        USD
    
    
        SKECHERS USA INC-CL A
        
            
        
        205.423737
        8373.07
        USD
    
    
        SKILLZ INC
        
            
        
        1515.772044
        4547.32
        USD
    
    
        SNAP-ON INC
        
            
        
        18.77472
        3857.83
        USD
    
    
        SNOWFLAKE INC-CLASS A
        
            
        
        8.271383
        1895.22
        USD
    
    
        SOTERA HEALTH CO
        
            
        
        88.368347
        1914.06
        USD
    
    
        SOUTHERN COPPER CORP
        
            
        
        77.500676
        5882.3
        PEN
    
    
        SPIRIT AEROSYSTEMS HOLD-CL A
        
            
        
        152.918651
        7476.19
        USD
    
    
        STONECO LTD-A
        
            
        
        407.563189
        4768.49
        BRL
    
    
        SUNRUN INC
        
            
        
        165.842116
        5036.63
        USD
    
    
        SVB FINANCIAL GROUP
        
            
        
        2.938104
        1643.72
        USD
    
    
        SYNEOS HEALTH INC
        
            
        
        36.369827
        2944.14
        USD
    
    
        SYSCO CORP
        
            
        
        30.279411
        2472.31
        USD
    
    
        T-MOBILE US INC
        
            
        
        54.463007
        6990.33
        USD
    
    
        TANDEM DIABETES CARE INC
        
            
        
        73.701168
        8570.71
        USD
    
    
        TAPESTRY INC
        
            
        
        141.256747
        5247.69
        USD
    
    
        TELADOC HEALTH INC
        
            
        
        114.150849
        8233.7
        USD
    
    
        TELEDYNE TECHNOLOGIES INC
        
            
        
        4.777935
        2258.2
        USD
    
    
        TELEFLEX INC
        
            
        
        18.065536
        6410.19
        USD
    
    
        TEMPUR SEALY INTERNATIONAL I
        
            
        
        64.535076
        1801.82
        USD
    
    
        TERADYNE INC
        
            
        
        14.761553
        1745.26
        USD
    
    
        THOR INDUSTRIES INC
        
            
        
        113.714365
        8949.32
        USD
    
    
        TIMKEN CO
        
            
        
        134.734572
        8178.39
        USD
    
    
        TOLL BROTHERS INC
        
            
        
        43.837446
        2061.24
        USD
    
    
        TOPBUILD CORP
        
            
        
        36.460788
        6613.62
        USD
    
    
        TORO CO
        
            
        
        18.261152
        1561.15
        USD
    
    
        TRADE DESK INC/THE -CLASS A
        
            
        
        78.671991
        5448.04
        USD
    
    
        TRANSDIGM GROUP INC
        
            
        
        3.280977
        2137.69
        USD
    
    
        TREX COMPANY INC
        
            
        
        64.057439
        4184.87
        USD
    
    
        ULTRAGENYX PHARMACEUTICAL IN
        
            
        
        43.103321
        3130.16
        USD
    
    
        UNDER ARMOUR INC-CLASS C
        
            
        
        116.46063
        1812.13
        USD
    
    
        UNITED AIRLINES HOLDINGS INC
        
            
        
        79.916742
        3704.94
        USD
    
    
        UNITED RENTALS INC
        
            
        
        22.263328
        7908.16
        USD
    
    
        UNITED STATES STEEL CORP
        
            
        
        64.708957
        2442.12
        USD
    
    
        UNITY SOFTWARE INC
        
            
        
        30.643308
        3040.12
        USD
    
    
        UNIVAR SOLUTIONS INC
        
            
        
        144.615435
        4647.94
        USD
    
    
        UPSTART HOLDINGS INC
        
            
        
        23.353544
        2547.64
        USD
    
    
        UWM HOLDINGS CORP
        
            
        
        641.873374
        2907.69
        USD
    
    
        VALMONT INDUSTRIES
        
            
        
        13.297842
        3172.87
        USD
    
    
        VERIZON COMMUNICATIONS INC
        
            
        
        82.651972
        4210.29
        USD
    
    
        VERTIV HOLDINGS CO
        
            
        
        368.21801
        5155.05
        USD
    
    
        VIASAT INC
        
            
        
        77.982265
        3805.53
        USD
    
    
        VICI PROPERTIES INC
        
            
        
        86.947885
        2474.54
        USD
    
    
        VICTORIA'S SECRET & CO
        
            
        
        34.172314
        1755.09
        USD
    
    
        VIRGIN GALACTIC HOLDINGS INC
        
            
        
        868.749548
        8583.25
        USD
    
    
        VROOM INC
        
            
        
        719.375764
        1913.54
        USD
    
    
        WAYFAIR INC- CLASS A
        
            
        
        13.350842
        1479.01
        USD
    
    
        WEX INC
        
            
        
        23.508836
        4195.15
        USD
    
    
        WOLFSPEED INC
        
            
        
        51.551016
        5869.6
        USD
    
    
        WOODWARD INC
        
            
        
        39.233573
        4900.67
        USD
    
    
        WYNN RESORTS LTD
        
            
        
        20.31028
        1619.54
        USD
    
    
        XEROX HOLDINGS CORP
        
            
        
        244.146446
        4924.43
        USD
    
    
        XPO LOGISTICS INC
        
            
        
        25.778379
        1876.67
        USD
    
    
        ZEBRA TECHNOLOGIES CORP-CL A
        
            
        
        9.154198
        3787.09
        USD
    
    
        ZENDESK INC
        
            
        
        30.333897
        3648.86
        USD
    
    
        ZIMMER BIOMET HOLDINGS INC
        
            
        
        16.536309
        2114.99
        USD
    
    
        ZOETIS INC
        
            
        
        55.521344
        10470.77
        USD
    
    
        ZOOM VIDEO COMMUNICATIONS-A
        
            
        
        21.783957
        2553.73
        USD
    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2023-03-06
                        0
                        USD
                        0
                        USD
                        1102898.42
                        USD
                        50689.25
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                39648
                NC
                USD
                5777960.93
                24.806221336938
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        
                            
GSGLPWDL
GSGLPWDL
A BASKET -GSGLPWDL OF COMMON STOCK

    
        3M CO
        
            
        
        183.660104
        27343.32
        USD
    
    
        ABBOTT LABORATORIES
        
            
        
        181.000592
        21423.23
        USD
    
    
        ABBVIE INC
        
            
        
        35.957687
        5829.1
        USD
    
    
        ABIOMED INC
        
            
        
        18.082872
        5989.77
        USD
    
    
        ACCENTURE PLC-CL A
        
            
        
        69.644838
        23486.33
        EUR
    
    
        ACTIVISION BLIZZARD INC
        
            
        
        115.2817
        9235.22
        USD
    
    
        ADECCO GROUP AG-REG
        
            
        
        311.759928
        14232.04
        CHF
    
    
        ADVANCED MICRO DEVICES
        
            
        
        34.121357
        3730.83
        USD
    
    
        AEGON NV
        
            
        
        2220.719591
        11865.18
        EUR
    
    
        AGEAS
        
            
        
        353.090914
        18009.01
        EUR
    
    
        AGILENT TECHNOLOGIES INC
        
            
        
        160.620046
        21254.85
        USD
    
    
        AIRBNB INC-CLASS A
        
            
        
        88.849408
        15260.77
        USD
    
    
        AKZO NOBEL N.V.
        
            
        
        66.686809
        5803.85
        EUR
    
    
        ALLEGHANY CORP
        
            
        
        15.875658
        13446.68
        USD
    
    
        ALLEGION PLC
        
            
        
        178.277758
        19571.33
        EUR
    
    
        ALLSTATE CORP
        
            
        
        116.340078
        16114.26
        USD
    
    
        ALLY FINANCIAL INC
        
            
        
        163.261466
        7098.61
        USD
    
    
        ALPHABET INC-CL A
        
            
        
        8.593661
        23901.98
        USD
    
    
        AMAZON.COM INC
        
            
        
        1.944881
        6340.22
        USD
    
    
        AMERICAN FINANCIAL GROUP INC
        
            
        
        65.049491
        9472.51
        USD
    
    
        AMERICAN WATER WORKS CO INC
        
            
        
        62.887506
        10409.77
        USD
    
    
        AMETEK INC
        
            
        
        191.955248
        25564.6
        USD
    
    
        AMPOL LTD
        
            
        
        398.393076
        9166.67
        AUD
    
    
        AMUNDI SA
        
            
        
        297.467313
        20586.77
        EUR
    
    
        ANGLO AMERICAN PLC
        
            
        
        456.694282
        23886.9
        GBP
    
    
        APPLE INC
        
            
        
        48.848178
        8529.38
        USD
    
    
        APPLIED MATERIALS INC
        
            
        
        57.713218
        7606.6
        USD
    
    
        APTIV PLC
        
            
        
        100.835304
        12070.99
        EUR
    
    
        ARCH CAPITAL GROUP LTD
        
            
        
        230.635768
        11167.38
        BMD
    
    
        ARCHER-DANIELS-MIDLAND CO
        
            
        
        135.933625
        12269.37
        USD
    
    
        ARISTOCRAT LEISURE LTD
        
            
        
        1109.134068
        30567.59
        AUD
    
    
        ARKEMA
        
            
        
        62.462346
        7557.99
        EUR
    
    
        ARTHUR J GALLAGHER & CO
        
            
        
        58.265021
        10173.07
        USD
    
    
        ASAHI KASEI CORP
        
            
        
        1171.460725
        10254.81
        JPY
    
    
        ASCENDAS REAL ESTATE INV TRT
        
            
        
        3617.840807
        7832.62
        SGD
    
    
        ASHTEAD GROUP PLC
        
            
        
        150.081504
        9550.24
        GBP
    
    
        ASSURANT INC
        
            
        
        85.285301
        15507.43
        USD
    
    
        AT&T INC
        
            
        
        1281.432447
        30280.25
        USD
    
    
        ATLANTIA SPA
        
            
        
        803.073094
        16887.89
        EUR
    
    
        ATLAS COPCO AB-A SHS
        
            
        
        118.918176
        6274.23
        SEK
    
    
        AURIZON HOLDINGS LTD
        
            
        
        6947.269305
        19250.92
        AUD
    
    
        AUTOZONE INC
        
            
        
        7.07394
        14463.24
        USD
    
    
        AVALONBAY COMMUNITIES INC
        
            
        
        70.42279
        17490.91
        USD
    
    
        AVERY DENNISON CORP
        
            
        
        164.138924
        28555.25
        USD
    
    
        BAE SYSTEMS PLC
        
            
        
        562.179208
        5310.15
        GBP
    
    
        BALOISE HOLDING AG - REG
        
            
        
        172.289333
        30910.05
        CHF
    
    
        BANDAI NAMCO HOLDINGS INC
        
            
        
        106.543304
        8156.54
        JPY
    
    
        BANK HAPOALIM BM
        
            
        
        2850.010768
        28354.98
        ILS
    
    
        BANK LEUMI LE-ISRAEL
        
            
        
        2518.467328
        27258.24
        ILS
    
    
        BARRATT DEVELOPMENTS PLC
        
            
        
        809.242438
        5566.11
        GBP
    
    
        BAXTER INTERNATIONAL INC
        
            
        
        103.947114
        8060.06
        USD
    
    
        BECHTLE AG
        
            
        
        242.694032
        13825.72
        EUR
    
    
        BERKELEY GROUP HOLDINGS/THE
        
            
        
        156.395584
        7701.34
        GBP
    
    
        BIOGEN INC
        
            
        
        57.496115
        12108.68
        USD
    
    
        BLUESCOPE STEEL LTD
        
            
        
        819.084441
        12830.81
        AUD
    
    
        BOLIDEN AB
        
            
        
        260.216054
        13349.5
        SEK
    
    
        BP PLC
        
            
        
        2343.907459
        11583.7
        GBP
    
    
        BRENNTAG SE
        
            
        
        334.998996
        27336.5
        EUR
    
    
        BRISTOL-MYERS SQUIBB CO
        
            
        
        262.95698
        19203.75
        USD
    
    
        CADENCE DESIGN SYS INC
        
            
        
        157.68011
        25932.07
        USD
    
    
        CAN APARTMENT PROP REAL ESTA
        
            
        
        318.119237
        13664.06
        CAD
    
    
        CAN IMPERIAL BK OF COMMERCE
        
            
        
        215.83658
        26222.49
        CAD
    
    
        CANADIAN TIRE CORP-CLASS A
        
            
        
        69.138264
        10448.37
        CAD
    
    
        CANADIAN UTILITIES LTD-A
        
            
        
        387.384144
        11884.68
        CAD
    
    
        CAPCOM CO LTD
        
            
        
        428.163327
        10469.94
        JPY
    
    
        CAPGEMINI SE
        
            
        
        101.17905
        22796.82
        EUR
    
    
        CAPITAL ONE FINANCIAL CORP
        
            
        
        52.629389
        6909.71
        USD
    
    
        CAPITALAND INTEGRATED COMMER
        
            
        
        3656.955533
        6079.84
        SGD
    
    
        CARLSBERG AS-B
        
            
        
        78.265636
        9716.84
        DKK
    
    
        CARLYLE GROUP INC/THE
        
            
        
        129.881878
        6352.52
        USD
    
    
        CATERPILLAR INC
        
            
        
        25.527696
        5688.08
        USD
    
    
        CELANESE CORP
        
            
        
        125.259393
        17895.81
        USD
    
    
        CERNER CORP
        
            
        
        177.44553
        16601.8
        USD
    
    
        CHEVRON CORP
        
            
        
        172.361701
        28065.66
        USD
    
    
        CHUBU ELECTRIC POWER CO INC
        
            
        
        1506.35117
        15674.74
        JPY
    
    
        CHURCH & DWIGHT CO INC
        
            
        
        83.575614
        8305.74
        USD
    
    
        CITIGROUP INC
        
            
        
        180.249777
        9625.34
        USD
    
    
        CITRIX SYSTEMS INC
        
            
        
        56.27491
        5678.14
        USD
    
    
        CK ASSET HOLDINGS LTD
        
            
        
        2157.759717
        14795.78
        HKD
    
    
        CK INFRASTRUCTURE HOLDINGS L
        
            
        
        2602.368597
        17429.1
        HKD
    
    
        CMS ENERGY CORP
        
            
        
        281.682115
        19700.85
        USD
    
    
        CNH INDUSTRIAL NV
        
            
        
        386.714743
        6193.85
        GBP
    
    
        COGNEX CORP
        
            
        
        110.342607
        8512.93
        USD
    
    
        COLGATE-PALMOLIVE CO
        
            
        
        419.732493
        31828.31
        USD
    
    
        COMCAST CORP-CLASS A
        
            
        
        212.471483
        9947.91
        USD
    
    
        COMMERZBANK AG
        
            
        
        1187.987692
        9156.21
        EUR
    
    
        CONOCOPHILLIPS
        
            
        
        380.301159
        38030.12
        USD
    
    
        CONSTELLATION SOFTWARE INC
        
            
        
        4.070682
        6964.53
        CAD
    
    
        CONTINENTAL AG
        
            
        
        133.925422
        9745.39
        EUR
    
    
        CORTEVA INC
        
            
        
        276.96917
        15920.19
        USD
    
    
        COSTAR GROUP INC
        
            
        
        278.751224
        18567.62
        USD
    
    
        COSTCO WHOLESALE CORP
        
            
        
        24.749744
        14252.14
        USD
    
    
        COVESTRO AG
        
            
        
        300.190146
        15310.86
        EUR
    
    
        CRODA INTERNATIONAL PLC
        
            
        
        69.120172
        7171.36
        GBP
    
    
        CUMMINS INC
        
            
        
        131.121174
        26894.26
        USD
    
    
        CYBERAGENT INC
        
            
        
        755.382799
        9497.13
        JPY
    
    
        DAI NIPPON PRINTING CO LTD
        
            
        
        906.839289
        21502.64
        JPY
    
    
        DAITO TRUST CONSTRUCT CO LTD
        
            
        
        106.633764
        11412.34
        JPY
    
    
        DAIWA HOUSE INDUSTRY CO LTD
        
            
        
        295.757627
        7799.96
        JPY
    
    
        DAIWA SECURITIES GROUP INC
        
            
        
        1453.215207
        8293.65
        JPY
    
    
        DASSAULT AVIATION SA
        
            
        
        62.634219
        10014.45
        EUR
    
    
        DCC PLC
        
            
        
        156.277986
        12193.54
        EUR
    
    
        DEERE & CO
        
            
        
        17.739125
        7369.9
        USD
    
    
        DELL TECHNOLOGIES -C
        
            
        
        226.35703
        11360.86
        USD
    
    
        DEUTSCHE POST AG-REG
        
            
        
        333.605919
        16165.18
        EUR
    
    
        DIAGEO PLC
        
            
        
        768.752726
        39105.51
        GBP
    
    
        DOORDASH INC - A
        
            
        
        52.701757
        6176.12
        USD
    
    
        DOVER CORP
        
            
        
        181.208649
        28431.64
        USD
    
    
        DOW INC
        
            
        
        125.349853
        7987.29
        USD
    
    
        DROPBOX INC-CLASS A
        
            
        
        816.795814
        18990.5
        USD
    
    
        DSV A/S
        
            
        
        101.522797
        19749.21
        DKK
    
    
        DTE ENERGY COMPANY
        
            
        
        114.413288
        15126.58
        USD
    
    
        DUKE REALTY CORP
        
            
        
        283.020916
        16432.19
        USD
    
    
        DUPONT DE NEMOURS INC
        
            
        
        111.419076
        8198.22
        USD
    
    
        DYNATRACE INC
        
            
        
        123.640166
        5823.45
        USD
    
    
        EATON CORP PLC
        
            
        
        67.057693
        10176.68
        USD
    
    
        EBAY INC
        
            
        
        287.634355
        16469.94
        USD
    
    
        EDENRED
        
            
        
        519.057122
        25942.6
        EUR
    
    
        EDP-ENERGIAS DE PORTUGAL SA
        
            
        
        1633.863006
        8117
        EUR
    
    
        EDWARDS LIFESCIENCES CORP
        
            
        
        108.524369
        12775.49
        USD
    
    
        EIFFAGE
        
            
        
        356.537424
        36988.44
        EUR
    
    
        EISAI CO LTD
        
            
        
        214.678697
        10028.66
        JPY
    
    
        ELECTRONIC ARTS INC
        
            
        
        100.943855
        12770.41
        USD
    
    
        ELI LILLY & CO
        
            
        
        38.608153
        11056.22
        USD
    
    
        EMERSON ELECTRIC CO
        
            
        
        225.79618
        22139.32
        USD
    
    
        EMPIRE CO LTD 'A'
        
            
        
        531.676235
        18873.96
        CAD
    
    
        ENAGAS SA
        
            
        
        299.611205
        6717.25
        EUR
    
    
        ENDESA SA
        
            
        
        910.448626
        20032.29
        EUR
    
    
        ENEOS HOLDINGS INC
        
            
        
        2586.321066
        9759.3
        JPY
    
    
        ENI SPA
        
            
        
        703.214754
        10401.65
        EUR
    
    
        ENTAIN PLC
        
            
        
        267.543281
        5789.41
        GBP
    
    
        EQUINOR ASA
        
            
        
        345.69132
        13093.89
        NOK
    
    
        EQUITABLE HOLDINGS INC
        
            
        
        216.478843
        6691.36
        USD
    
    
        EQUITY LIFESTYLE PROPERTIES
        
            
        
        124.092464
        9490.59
        USD
    
    
        ESSEX PROPERTY TRUST INC
        
            
        
        26.142821
        9031.82
        USD
    
    
        EUROFINS SCIENTIFIC
        
            
        
        134.974753
        13502.65
        EUR
    
    
        EVEREST RE GROUP LTD
        
            
        
        48.522524
        14623.72
        BBD
    
    
        EVERGY INC
        
            
        
        184.628021
        12617.48
        USD
    
    
        EXOR NV
        
            
        
        462.492741
        35764.18
        EUR
    
    
        EXTRA SPACE STORAGE INC
        
            
        
        47.237997
        9712.13
        USD
    
    
        EXXON MOBIL CORP
        
            
        
        461.579099
        38121.82
        USD
    
    
        FACTSET RESEARCH SYSTEMS INC
        
            
        
        85.927564
        37305.45
        USD
    
    
        FAIR ISAAC CORP
        
            
        
        11.633103
        5426.38
        USD
    
    
        FAIRFAX FINANCIAL HLDGS LTD
        
            
        
        45.573541
        24884.93
        CAD
    
    
        FERRARI NV
        
            
        
        62.281427
        13769.4
        EUR
    
    
        FIDELITY NATIONAL FINANCIAL
        
            
        
        529.912273
        25880.92
        USD
    
    
        FIFTH THIRD BANCORP
        
            
        
        178.956205
        7702.28
        USD
    
    
        FIRSTSERVICE CORP
        
            
        
        96.375646
        13952.69
        CAD
    
    
        FISHER & PAYKEL HEALTHCARE C
        
            
        
        434.395993
        7357.21
        NZD
    
    
        FLUTTER ENTERTAINMENT PLC-DI
        
            
        
        50.765921
        5930.89
        EUR
    
    
        FMC CORP
        
            
        
        46.387677
        6103.23
        USD
    
    
        FORD MOTOR CO
        
            
        
        663.656775
        11222.44
        USD
    
    
        FORTINET INC
        
            
        
        16.961173
        5796.31
        USD
    
    
        FORTIVE CORP
        
            
        
        475.564152
        28976.12
        USD
    
    
        FORTUM OYJ
        
            
        
        541.093078
        9951.84
        EUR
    
    
        FRESENIUS SE & CO KGAA
        
            
        
        141.089821
        5234.62
        EUR
    
    
        FUJITSU LTD
        
            
        
        65.167088
        9887.14
        JPY
    
    
        GARMIN LTD
        
            
        
        176.649486
        20952.4
        CHF
    
    
        GEA GROUP AG
        
            
        
        363.213342
        15078.07
        EUR
    
    
        GENUINE PARTS CO
        
            
        
        96.086176
        12108.78
        USD
    
    
        GILEAD SCIENCES INC
        
            
        
        218.984573
        13018.63
        USD
    
    
        GODADDY INC - CLASS A
        
            
        
        192.787476
        16136.31
        USD
    
    
        GOODMAN GROUP
        
            
        
        875.078927
        15041.95
        AUD
    
    
        GPT GROUP
        
            
        
        1482.370333
        5766.3
        AUD
    
    
        GSK PLC
        
            
        
        1516.862574
        32897.5
        GBP
    
    
        HAKUHODO DY HOLDINGS INC
        
            
        
        1370.336131
        17443.21
        JPY
    
    
        HARTFORD FINANCIAL SVCS GRP
        
            
        
        198.06127
        14222.78
        USD
    
    
        HEINEKEN HOLDING NV
        
            
        
        201.082621
        15907.53
        EUR
    
    
        HERMES INTERNATIONAL
        
            
        
        7.915214
        11374.06
        EUR
    
    
        HERSHEY CO/THE
        
            
        
        162.782031
        35263.47
        USD
    
    
        HIKARI TSUSHIN INC
        
            
        
        110.568756
        12726.22
        JPY
    
    
        HIKMA PHARMACEUTICALS PLC
        
            
        
        353.226604
        9585.21
        JOD
    
    
        HINO MOTORS LTD
        
            
        
        1301.957728
        7723.25
        JPY
    
    
        HITACHI LTD
        
            
        
        96.719393
        4912.67
        JPY
    
    
        HKT TRUST AND HKT LTD-SS
        
            
        
        9811.735516
        13480.89
        HKD
    
    
        HOLOGIC INC
        
            
        
        337.495681
        25926.42
        USD
    
    
        HONEYWELL INTERNATIONAL INC
        
            
        
        67.292888
        13093.85
        USD
    
    
        HONG KONG & CHINA GAS
        
            
        
        9289.964606
        11257.47
        HKD
    
    
        HONGKONG LAND HOLDINGS LTD
        
            
        
        2450.541223
        12007.65
        HKD
    
    
        HYDRO ONE LTD
        
            
        
        457.671245
        12340.87
        CAD
    
    
        IA FINANCIAL CORP INC
        
            
        
        478.685008
        29130.02
        CAD
    
    
        IBERDROLA SA
        
            
        
        1727.533911
        19067.63
        EUR
    
    
        IDEMITSU KOSAN CO LTD
        
            
        
        165.414405
        4599.58
        JPY
    
    
        IDEXX LABORATORIES INC
        
            
        
        18.634675
        10194.29
        USD
    
    
        ILLUMINA INC
        
            
        
        41.846606
        14621.2
        USD
    
    
        IMCD NV
        
            
        
        85.176749
        14713.34
        EUR
    
    
        INTACT FINANCIAL CORP
        
            
        
        154.586392
        22861.53
        CAD
    
    
        INTERTEK GROUP PLC
        
            
        
        133.762594
        9200.43
        GBP
    
    
        INTUIT INC
        
            
        
        29.363183
        14118.99
        USD
    
    
        INVITATION HOMES INC
        
            
        
        532.056165
        21378.02
        USD
    
    
        IPSEN
        
            
        
        91.617472
        11549.6
        EUR
    
    
        ISRAEL DISCOUNT BANK-A
        
            
        
        3643.458962
        22788.39
        ILS
    
    
        ISUZU MOTORS LTD
        
            
        
        346.54164
        4533.95
        JPY
    
    
        ITOCHU CORP
        
            
        
        254.580422
        8691.92
        JPY
    
    
        JACK HENRY & ASSOCIATES INC
        
            
        
        74.755804
        14730.63
        USD
    
    
        JAMES HARDIE INDUSTRIES-CDI
        
            
        
        622.389111
        18975.75
        EUR
    
    
        JAPAN AIRLINES CO LTD
        
            
        
        854.96976
        16130.84
        JPY
    
    
        JAPAN POST INSURANCE CO LTD
        
            
        
        480.557521
        8457.02
        JPY
    
    
        JAPAN REAL ESTATE INVESTMENT
        
            
        
        1.374986
        7238.85
        JPY
    
    
        JOHNSON & JOHNSON
        
            
        
        136.59398
        24208.55
        USD
    
    
        JOHNSON MATTHEY PLC
        
            
        
        404.888075
        10014.21
        GBP
    
    
        JSR CORP
        
            
        
        398.121698
        11906.75
        JPY
    
    
        JULIUS BAER GROUP LTD
        
            
        
        311.805158
        18255.98
        CHF
    
    
        KANSAI ELECTRIC POWER CO INC
        
            
        
        861.220518
        8152.77
        JPY
    
    
        KDDI CORP
        
            
        
        526.800463
        17382.79
        JPY
    
    
        KEISEI ELECTRIC RAILWAY CO
        
            
        
        275.630368
        7755.12
        JPY
    
    
        KERING
        
            
        
        21.230866
        13599.49
        EUR
    
    
        KESKO OYJ-B SHS
        
            
        
        230.970469
        6427.3
        EUR
    
    
        KEYSIGHT TECHNOLOGIES IN
        
            
        
        232.218811
        36683.61
        USD
    
    
        KINGFISHER PLC
        
            
        
        1898.547764
        6384.29
        GBP
    
    
        KIRIN HOLDINGS CO LTD
        
            
        
        1540.807227
        23218.43
        JPY
    
    
        KLA CORP
        
            
        
        58.301205
        21341.74
        USD
    
    
        KOITO MANUFACTURING CO LTD
        
            
        
        159.245061
        6527.24
        JPY
    
    
        KONINKLIJKE AHOLD DELHAIZE N
        
            
        
        193.80967
        6278.43
        EUR
    
    
        KONINKLIJKE DSM NV
        
            
        
        75.615171
        13671.65
        EUR
    
    
        KONINKLIJKE PHILIPS NV
        
            
        
        260.433157
        8035.35
        EUR
    
    
        L'OREAL
        
            
        
        56.917173
        23042.22
        EUR
    
    
        LA FRANCAISE DES JEUX SAEM
        
            
        
        365.094902
        14607.77
        EUR
    
    
        LABORATORY CRP OF AMER HLDGS
        
            
        
        27.553991
        7264.89
        USD
    
    
        LAM RESEARCH CORP
        
            
        
        33.53337
        18027.87
        USD
    
    
        LEG IMMOBILIEN SE
        
            
        
        108.144439
        12423.75
        EUR
    
    
        LEGRAND SA
        
            
        
        167.124091
        16062.41
        EUR
    
    
        LEIDOS HOLDINGS INC
        
            
        
        52.529883
        5674.28
        USD
    
    
        LENNOX INTERNATIONAL INC
        
            
        
        70.856996
        18271.19
        USD
    
    
        LINK REIT
        
            
        
        1471.153344
        12586.16
        HKD
    
    
        LOBLAW COMPANIES LTD
        
            
        
        183.162576
        16450.24
        CAD
    
    
        LOCKHEED MARTIN CORP
        
            
        
        52.837446
        23322.45
        USD
    
    
        LUNDBERGS AB-B SHS
        
            
        
        178.078747
        9183.49
        SEK
    
    
        LUNDIN ENERGY AB
        
            
        
        204.384396
        8757.08
        SEK
    
    
        MAGNA INTERNATIONAL INC
        
            
        
        309.842185
        19909.48
        CAD
    
    
        MAPLETREE LOGISTICS TRUST
        
            
        
        6631.673891
        9065.35
        SGD
    
    
        MARUBENI CORP
        
            
        
        2497.571163
        29343.25
        JPY
    
    
        MASIMO CORP
        
            
        
        46.215804
        6726.25
        USD
    
    
        MAZDA MOTOR CORP
        
            
        
        1719.853892
        12880.31
        JPY
    
    
        MCDONALD'S HOLDINGS CO JAPAN
        
            
        
        383.250141
        16008.88
        JPY
    
    
        MEIJI HOLDINGS CO LTD
        
            
        
        285.020073
        15522
        JPY
    
    
        MERCK & CO. INC.
        
            
        
        285.843256
        23453.44
        USD
    
    
        META PLATFORMS INC-CLASS A
        
            
        
        71.671132
        15936.79
        USD
    
    
        METLIFE INC
        
            
        
        376.085742
        26431.31
        USD
    
    
        METRO INC/CN
        
            
        
        313.171097
        18042.35
        CAD
    
    
        METTLER-TOLEDO INTERNATIONAL
        
            
        
        10.484266
        14396.89
        USD
    
    
        MITSUBISHI ELECTRIC CORP
        
            
        
        823.942121
        9571.64
        JPY
    
    
        MITSUBISHI GAS CHEMICAL CO
        
            
        
        456.151524
        7820.81
        JPY
    
    
        MITSUBISHI HC CAPITAL INC
        
            
        
        2556.017104
        12003.54
        JPY
    
    
        MIZRAHI TEFAHOT BANK LTD
        
            
        
        333.33454
        13077.47
        ILS
    
    
        MONCLER SPA
        
            
        
        386.099618
        21797.59
        EUR
    
    
        MONDI PLC
        
            
        
        621.113631
        12197.33
        GBP
    
    
        MONOLITHIC POWER SYSTEMS INC
        
            
        
        17.250644
        8378.29
        USD
    
    
        MSCI INC
        
            
        
        74.294461
        37361.2
        USD
    
    
        NATIONAL BANK OF CANADA
        
            
        
        218.025702
        16727.44
        CAD
    
    
        NATWEST GROUP PLC
        
            
        
        6158.289815
        17505.85
        GBP
    
    
        NETAPP INC
        
            
        
        60.300362
        5004.93
        USD
    
    
        NETFLIX INC
        
            
        
        40.010276
        14987.45
        USD
    
    
        NEW WORLD DEVELOPMENT
        
            
        
        1631.39346
        6634.81
        HKD
    
    
        NEXT PLC
        
            
        
        119.460933
        9487.63
        GBP
    
    
        NINTENDO CO LTD
        
            
        
        32.854923
        16693.41
        JPY
    
    
        NIPPON BUILDING FUND INC
        
            
        
        2.288628
        13048.24
        JPY
    
    
        NIPPON EXPRESS HOLDINGS INC
        
            
        
        132.279057
        9176.43
        JPY
    
    
        NIPPON PROLOGIS REIT INC
        
            
        
        2.587144
        7598.9
        JPY
    
    
        NISSAN CHEMICAL CORP
        
            
        
        346.9668
        20667.93
        JPY
    
    
        NISSIN FOODS HOLDINGS CO LTD
        
            
        
        163.225283
        11524.95
        JPY
    
    
        NITORI HOLDINGS CO LTD
        
            
        
        42.506961
        5379.25
        JPY
    
    
        NITTO DENKO CORP
        
            
        
        258.126437
        18757.37
        JPY
    
    
        NN GROUP NV
        
            
        
        353.941234
        18060.25
        EUR
    
    
        NOMURA REAL ESTATE HOLDINGS
        
            
        
        547.687582
        13234.75
        JPY
    
    
        NORDSON CORP
        
            
        
        107.212705
        24345.86
        USD
    
    
        NORSK HYDRO ASA
        
            
        
        2006.113262
        19753.7
        NOK
    
    
        NVIDIA CORP
        
            
        
        32.040786
        8742.65
        USD
    
    
        NXP SEMICONDUCTORS NV
        
            
        
        27.481623
        5086.3
        EUR
    
    
        O'REILLY AUTOMOTIVE INC
        
            
        
        8.647937
        5923.49
        USD
    
    
        OMV AG
        
            
        
        119.37952
        5763.39
        EUR
    
    
        ONEX CORPORATION
        
            
        
        230.880009
        15486.27
        CAD
    
    
        OPEN HOUSE GROUP CO LTD
        
            
        
        220.504294
        9846.62
        JPY
    
    
        OPEN TEXT CORP
        
            
        
        212.019185
        8998.15
        CAD
    
    
        ORKLA ASA
        
            
        
        910.864741
        8162.78
        NOK
    
    
        OSAKA GAS CO LTD
        
            
        
        1680.585384
        28966.3
        JPY
    
    
        OTIS WORLDWIDE CORP
        
            
        
        195.229885
        15022.94
        USD
    
    
        OVERSEA-CHINESE BANKING CORP
        
            
        
        1554.602314
        14220.99
        SGD
    
    
        OWENS CORNING
        
            
        
        70.829858
        6480.93
        USD
    
    
        PACKAGING CORP OF AMERICA
        
            
        
        45.528311
        7107.42
        USD
    
    
        PANASONIC HOLDINGS CORP
        
            
        
        1029.565813
        10081.47
        JPY
    
    
        PANDORA A/S
        
            
        
        201.290678
        19498.73
        DKK
    
    
        PARKER HANNIFIN CORP
        
            
        
        23.854194
        6768.87
        USD
    
    
        PARTNERS GROUP HOLDING AG
        
            
        
        12.727664
        15953.67
        CHF
    
    
        PENTAIR PLC
        
            
        
        145.65803
        7896.12
        GBP
    
    
        PEPSICO INC
        
            
        
        224.90063
        37643.87
        USD
    
    
        PFIZER INC
        
            
        
        246.267185
        12749.25
        USD
    
    
        PHILIP MORRIS INTERNATIONAL
        
            
        
        230.599585
        21662.52
        USD
    
    
        PHILLIPS 66
        
            
        
        157.851983
        13636.83
        USD
    
    
        PINTEREST INC- CLASS A
        
            
        
        292.998609
        7210.7
        USD
    
    
        POWER ASSETS HOLDINGS LTD
        
            
        
        3585.610055
        23373.27
        HKD
    
    
        PPG INDUSTRIES INC
        
            
        
        75.886549
        9946.45
        USD
    
    
        PROCTER & GAMBLE CO/THE
        
            
        
        103.196299
        15768.39
        USD
    
    
        PROXIMUS
        
            
        
        515.764393
        9669.63
        EUR
    
    
        PUBLIC STORAGE
        
            
        
        51.191081
        19978.86
        USD
    
    
        PUBLICIS GROUPE
        
            
        
        178.892883
        10999.24
        EUR
    
    
        QUALCOMM INC
        
            
        
        53.687766
        8204.56
        USD
    
    
        RECRUIT HOLDINGS CO LTD
        
            
        
        431.908354
        19265.51
        JPY
    
    
        RED ELECTRICA CORPORACION SA
        
            
        
        623.148971
        12903.18
        EUR
    
    
        REGENERON PHARMACEUTICALS
        
            
        
        10.221934
        7139.2
        USD
    
    
        REPSOL SA
        
            
        
        1862.924778
        24715.87
        EUR
    
    
        RESONA HOLDINGS INC
        
            
        
        1975.411277
        8529.87
        JPY
    
    
        RINNAI CORP
        
            
        
        268.393601
        20277.4
        JPY
    
    
        RIO TINTO LTD
        
            
        
        163.72281
        14644.29
        AUD
    
    
        RIO TINTO PLC
        
            
        
        198.947774
        15928.85
        GBP
    
    
        RIOCAN REAL ESTATE INVST TR
        
            
        
        392.088043
        7919.92
        CAD
    
    
        ROCHE HOLDING AG-GENUSSCHEIN
        
            
        
        23.211931
        9243.15
        CHF
    
    
        ROKU INC
        
            
        
        42.696926
        5348.64
        USD
    
    
        ROPER TECHNOLOGIES INC
        
            
        
        34.772666
        16420.7
        USD
    
    
        RWE AG
        
            
        
        526.330073
        23149.6
        EUR
    
    
        RYOHIN KEIKAKU CO LTD
        
            
        
        993.083461
        11708.36
        JPY
    
    
        SAGE GROUP PLC/THE
        
            
        
        1826.442426
        16862.36
        GBP
    
    
        SANDVIK AB
        
            
        
        240.893886
        5195.58
        SEK
    
    
        SCHIBSTED ASA-B SHS
        
            
        
        173.067286
        3728.94
        NOK
    
    
        SEALED AIR CORP
        
            
        
        237.085537
        15875.25
        USD
    
    
        SEB SA
        
            
        
        73.525554
        10356.92
        EUR
    
    
        SECOM CO LTD
        
            
        
        496.152754
        36250.32
        JPY
    
    
        SEGRO PLC
        
            
        
        1200.489207
        21267.3
        GBP
    
    
        SEI INVESTMENTS COMPANY
        
            
        
        616.364502
        37111.31
        USD
    
    
        SEKISUI CHEMICAL CO LTD
        
            
        
        358.952696
        5202.04
        JPY
    
    
        SERVICENOW INC
        
            
        
        11.587873
        6453.17
        USD
    
    
        SHELL PLC
        
            
        
        575.847652
        15986.43
        GBP
    
    
        SHOPIFY INC - CLASS A
        
            
        
        10.882289
        7366.12
        CAD
    
    
        SINGAPORE TECH ENGINEERING
        
            
        
        2564.71027
        7807.74
        SGD
    
    
        SKANSKA AB-B SHS
        
            
        
        879.710458
        19955.23
        SEK
    
    
        SKF AB-B SHARES
        
            
        
        346.776835
        5728.51
        SEK
    
    
        SKYWORKS SOLUTIONS INC
        
            
        
        42.923075
        5720.79
        USD
    
    
        SMITH (A.O.) CORP
        
            
        
        344.126369
        21986.23
        USD
    
    
        SMITHS GROUP PLC
        
            
        
        408.940664
        7820.72
        GBP
    
    
        SNOWFLAKE INC-CLASS A
        
            
        
        49.870371
        11426.8
        USD
    
    
        SOFINA
        
            
        
        37.007018
        13596.27
        EUR
    
    
        SOFTBANK GROUP CORP
        
            
        
        155.744275
        7133.12
        JPY
    
    
        SOHGO SECURITY SERVICES CO
        
            
        
        366.017589
        12062.37
        JPY
    
    
        SONIC HEALTHCARE LTD
        
            
        
        926.206687
        24677.58
        AUD
    
    
        SOUTH32 LTD
        
            
        
        5449.529888
        20543.47
        AUD
    
    
        SPIRAX-SARCO ENGINEERING PLC
        
            
        
        41.159113
        6792.99
        GBP
    
    
        SS&C TECHNOLOGIES HOLDINGS
        
            
        
        101.369016
        7604.7
        USD
    
    
        SUMITOMO CHEMICAL CO LTD
        
            
        
        4412.537343
        20431.27
        JPY
    
    
        SUMITOMO CORP
        
            
        
        1484.885109
        25923.56
        JPY
    
    
        SUMITOMO MITSUI TRUST HOLDIN
        
            
        
        248.058285
        8176.98
        JPY
    
    
        SWATCH GROUP AG/THE-BR
        
            
        
        35.206872
        10088.62
        CHF
    
    
        SWEDISH MATCH AB
        
            
        
        1047.395398
        7966.11
        SEK
    
    
        SWISS LIFE HOLDING AG-REG
        
            
        
        33.081072
        21360.25
        CHF
    
    
        SYNOPSYS INC
        
            
        
        80.002461
        26662.42
        USD
    
    
        SYSMEX CORP
        
            
        
        74.565839
        5481.78
        JPY
    
    
        TABCORP HOLDINGS LTD
        
            
        
        1821.222907
        7303.24
        AUD
    
    
        TECHTRONIC INDUSTRIES CO LTD
        
            
        
        578.082004
        9367.24
        HKD
    
    
        TECK RESOURCES LTD-CLS B
        
            
        
        219.210722
        8859.34
        CAD
    
    
        TELE2 AB-B SHS
        
            
        
        1568.171253
        23944.76
        SEK
    
    
        TELEFONICA DEUTSCHLAND HOLDI
        
            
        
        3810.094571
        10466.84
        EUR
    
    
        TELEFONICA SA
        
            
        
        5210.228091
        25440.84
        EUR
    
    
        TELENOR ASA
        
            
        
        652.855901
        9463.57
        NOK
    
    
        TELEPERFORMANCE
        
            
        
        52.837446
        20358.83
        EUR
    
    
        TELIA CO AB
        
            
        
        4125.717124
        16707.57
        SEK
    
    
        TEMENOS AG - REG
        
            
        
        67.989427
        6575.45
        CHF
    
    
        TEXTRON INC
        
            
        
        394.84706
        29368.72
        USD
    
    
        TFI INTERNATIONAL INC
        
            
        
        122.554651
        13064.45
        CAD
    
    
        THALES SA
        
            
        
        55.062752
        6981.21
        EUR
    
    
        TMX GROUP LTD
        
            
        
        162.212135
        16698.48
        CAD
    
    
        TOBU RAILWAY CO LTD
        
            
        
        430.433863
        10564.47
        JPY
    
    
        TOHO CO LTD
        
            
        
        303.880898
        11604.43
        JPY
    
    
        TOKYO GAS CO LTD
        
            
        
        1441.799207
        26513.66
        JPY
    
    
        TOPPAN INC
        
            
        
        1092.797066
        19501.53
        JPY
    
    
        TORONTO-DOMINION BANK
        
            
        
        354.737279
        28170.52
        CAD
    
    
        TOYO SUISAN KAISHA LTD
        
            
        
        175.428281
        6316.14
        JPY
    
    
        TOYOTA TSUSHO CORP
        
            
        
        355.515231
        14821.07
        JPY
    
    
        TRANE TECHNOLOGIES PLC
        
            
        
        55.94021
        8542.07
        EUR
    
    
        TREASURY WINE ESTATES LTD
        
            
        
        2027.190346
        17628.45
        AUD
    
    
        TRIMBLE INC
        
            
        
        240.278761
        17333.71
        USD
    
    
        TWILIO INC - A
        
            
        
        40.697769
        6707.4
        USD
    
    
        TWITTER INC
        
            
        
        203.4798
        7872.63
        USD
    
    
        TYSON FOODS INC-CL A
        
            
        
        243.282019
        21805.37
        USD
    
    
        UBER TECHNOLOGIES INC
        
            
        
        375.5068
        13398.08
        USD
    
    
        UNIPER SE
        
            
        
        308.250096
        8025.6
        EUR
    
    
        UNITED OVERSEAS BANK LTD
        
            
        
        381.449995
        9025.03
        SGD
    
    
        USS CO LTD
        
            
        
        913.506161
        15496.68
        JPY
    
    
        VALEO
        
            
        
        763.424656
        14232.11
        EUR
    
    
        VEEVA SYSTEMS INC-CLASS A
        
            
        
        47.219906
        10032.34
        USD
    
    
        VERISIGN INC
        
            
        
        116.358169
        25885.04
        USD
    
    
        VERISK ANALYTICS INC
        
            
        
        175.220224
        37607.52
        USD
    
    
        VERTEX PHARMACEUTICALS INC
        
            
        
        37.96589
        9907.96
        USD
    
    
        VINCI SA
        
            
        
        215.954177
        22343.77
        EUR
    
    
        VIVENDI SE
        
            
        
        757.002025
        9972.58
        EUR
    
    
        WATERS CORP
        
            
        
        24.206986
        7513.61
        USD
    
    
        WEC ENERGY GROUP INC
        
            
        
        111.464306
        11125.25
        USD
    
    
        WELLS FARGO & CO
        
            
        
        195.636953
        9480.57
        USD
    
    
        WESFARMERS LTD
        
            
        
        132.459976
        5014.32
        AUD
    
    
        WESTERN DIGITAL CORP
        
            
        
        103.295805
        5128.64
        USD
    
    
        WESTON (GEORGE) LTD
        
            
        
        203.172237
        25041.72
        CAD
    
    
        WEYERHAEUSER CO
        
            
        
        742.347572
        28134.97
        USD
    
    
        WH GROUP LTD
        
            
        
        34403.880398
        21745.69
        HKD
    
    
        WHIRLPOOL CORP
        
            
        
        34.564609
        5972.07
        USD
    
    
        WR BERKLEY CORP
        
            
        
        196.736037
        13100.65
        USD
    
    
        YAMAHA CORP
        
            
        
        144.147355
        6353.77
        JPY
    
    
        YAMAHA MOTOR CO LTD
        
            
        
        197.853213
        4492.55
        JPY
    
    
        YAMATO HOLDINGS CO LTD
        
            
        
        511.485655
        9662.92
        JPY
    
    
        YUM! BRANDS INC
        
            
        
        91.03853
        10790.8
        USD
    
    
        ZEBRA TECHNOLOGIES CORP-CL A
        
            
        
        65.483697
        27090.61
        USD
    
    
        ZOETIS INC
        
            
        
        47.527468
        8963.21
        USD
    
    
        ZOOMINFO TECHNOLOGIES INC
        
            
        
        136.331647
        8144.45
        USD
    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2025-12-15
                        0
                        USD
                        0
                        USD
                        5608816.21
                        USD
                        185741.38
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                40220
                NC
                USD
                5679878.46
                24.385128932615
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        
                            
GSGLPWDS
GSGLPWDS
A BASKET -GSGLPWDS OF COMMON STOCK

    
        ABB LTD-REG
        
            
        
        365.59279
        11936.51
        CHF
    
    
        ABN AMRO BANK NV-CVA
        
            
        
        574.63606
        7400.72
        EUR
    
    
        ABRDN PLC
        
            
        
        3870.443977
        10926.39
        GBP
    
    
        ACS ACTIVIDADES CONS Y SERV
        
            
        
        392.233165
        10630.74
        EUR
    
    
        ADEVINTA ASA
        
            
        
        966.127456
        8873.51
        NOK
    
    
        ADIDAS AG
        
            
        
        33.60577
        7877.68
        EUR
    
    
        ADMIRAL GROUP PLC
        
            
        
        504.674545
        16991.81
        GBP
    
    
        AENA SME SA
        
            
        
        45.175563
        7548.79
        EUR
    
    
        AEON CO LTD
        
            
        
        967.393891
        20736.11
        JPY
    
    
        AERCAP HOLDINGS NV
        
            
        
        131.564556
        6615.07
        EUR
    
    
        AGC INC
        
            
        
        172.090492
        6933.66
        JPY
    
    
        AGNICO EAGLE MINES LTD
        
            
        
        132.668164
        8118.32
        CAD
    
    
        AIA GROUP LTD
        
            
        
        781.01077
        8220.59
        HKD
    
    
        AIR LIQUIDE SA
        
            
        
        216.37955
        38040.66
        EUR
    
    
        AKER BP ASA
        
            
        
        275.929157
        10361.62
        NOK
    
    
        ALEXANDRIA REAL ESTATE EQUIT
        
            
        
        143.188625
        28816.71
        USD
    
    
        ALFA LAVAL AB
        
            
        
        363.394619
        12572.56
        SEK
    
    
        ALGONQUIN POWER & UTILITIES
        
            
        
        617.405396
        9576.04
        CAD
    
    
        ALLIANT ENERGY CORP
        
            
        
        300.226626
        18758.16
        USD
    
    
        ALLIANZ SE-REG
        
            
        
        153.392476
        36746.46
        EUR
    
    
        ALTAGAS LTD
        
            
        
        257.629164
        5770.2
        CAD
    
    
        AMBU A/S-B
        
            
        
        613.714641
        9127.09
        DKK
    
    
        AMCOR PLC
        
            
        
        952.160481
        10787.98
        GBP
    
    
        AMERCO
        
            
        
        14.681606
        8764.04
        USD
    
    
        AMERICAN EXPRESS CO
        
            
        
        78.491863
        14677.98
        USD
    
    
        AMPHENOL CORP-CL A
        
            
        
        123.368909
        9295.85
        USD
    
    
        ANALOG DEVICES INC
        
            
        
        84.706443
        13991.81
        USD
    
    
        ANHEUSER-BUSCH INBEV SA/NV
        
            
        
        322.959143
        19385.66
        EUR
    
    
        AON PLC-CLASS A
        
            
        
        68.459884
        22292.59
        USD
    
    
        APA GROUP
        
            
        
        1495.886469
        11943.7
        AUD
    
    
        APOLLO GLOBAL MANAGEMENT INC
        
            
        
        109.818049
        6807.62
        USD
    
    
        ARAMARK
        
            
        
        541.889657
        20375.05
        USD
    
    
        ARGENX SE
        
            
        
        59.594836
        18624.32
        EUR
    
    
        ASAHI GROUP HOLDINGS LTD
        
            
        
        307.544814
        11269.57
        JPY
    
    
        ASSICURAZIONI GENERALI
        
            
        
        1726.441051
        39668.11
        EUR
    
    
        ASSOCIATED BRITISH FOODS PLC
        
            
        
        372.096841
        8123.94
        GBP
    
    
        ATMOS ENERGY CORP
        
            
        
        246.023187
        29397.31
        USD
    
    
        AUCKLAND INTL AIRPORT LTD
        
            
        
        1551.609631
        8419.94
        NZD
    
    
        AUST AND NZ BANKING GROUP
        
            
        
        376.366537
        7773.13
        AUD
    
    
        AVANTOR INC
        
            
        
        778.505037
        26329.04
        USD
    
    
        AVEVA GROUP PLC
        
            
        
        637.360801
        20513.09
        GBP
    
    
        AXA SA
        
            
        
        1280.96332
        37644.35
        EUR
    
    
        AZBIL CORP
        
            
        
        244.838165
        8225.63
        JPY
    
    
        AZRIELI GROUP LTD
        
            
        
        95.127398
        8400.52
        ILS
    
    
        BALL CORP
        
            
        
        175.446546
        15790.19
        USD
    
    
        BARCLAYS PLC
        
            
        
        5043.181338
        9824.84
        GBP
    
    
        BASF SE
        
            
        
        163.686788
        9372.62
        EUR
    
    
        BAYER AG-REG
        
            
        
        125.937964
        8651.7
        EUR
    
    
        BEIERSDORF AG
        
            
        
        47.916492
        5046.33
        EUR
    
    
        BERKSHIRE HATHAWAY INC-CL B
        
            
        
        103.033574
        36361.58
        USD
    
    
        BEST BUY CO INC
        
            
        
        83.14149
        7557.56
        USD
    
    
        BHP GROUP LTD
        
            
        
        913.21759
        35363.92
        AUD
    
    
        BILL.COM HOLDINGS INC
        
            
        
        38.201122
        8663.63
        USD
    
    
        BLACK KNIGHT INC
        
            
        
        249.352103
        14459.93
        USD
    
    
        BLACKROCK INC
        
            
        
        9.000738
        6878.09
        USD
    
    
        BNP PARIBAS
        
            
        
        511.793722
        29401.3
        EUR
    
    
        BOC HONG KONG HOLDINGS LTD
        
            
        
        2733.781936
        10365.15
        HKD
    
    
        BOEING CO/THE
        
            
        
        54.710013
        10476.97
        USD
    
    
        BOSTON PROPERTIES INC
        
            
        
        70.703285
        9106.58
        USD
    
    
        BOUYGUES SA
        
            
        
        845.390923
        29580.81
        EUR
    
    
        BRIDGESTONE CORP
        
            
        
        441.217081
        17244.22
        JPY
    
    
        BROADRIDGE FINANCIAL SOLUTIO
        
            
        
        144.129405
        22442.39
        USD
    
    
        BROOKFIELD ASSET MANAGE-CL A
        
            
        
        240.034756
        13570.9
        CAD
    
    
        BROWN & BROWN INC
        
            
        
        132.405831
        9568.97
        USD
    
    
        BROWN-FORMAN CORP-CLASS B
        
            
        
        261.835539
        17548.22
        USD
    
    
        BUNGE LTD
        
            
        
        67.356276
        7463.75
        USD
    
    
        BUNZL PLC
        
            
        
        614.022204
        23940.19
        GBP
    
    
        BURLINGTON STORES INC
        
            
        
        41.03251
        7474.89
        USD
    
    
        C.H. ROBINSON WORLDWIDE INC
        
            
        
        183.949756
        19813.23
        USD
    
    
        CABLE ONE INC
        
            
        
        9.06406
        13271.96
        USD
    
    
        CAE INC
        
            
        
        223.815336
        5825.66
        CAD
    
    
        CAESARS ENTERTAINMENT INC
        
            
        
        140.673846
        10882.53
        USD
    
    
        CAIXABANK SA
        
            
        
        5895.646208
        20068.37
        EUR
    
    
        CANON INC
        
            
        
        368.894568
        9069.34
        JPY
    
    
        CANOPY GROWTH CORP
        
            
        
        1176.102461
        8918.49
        CAD
    
    
        CARDINAL HEALTH INC
        
            
        
        98.257303
        5571.19
        USD
    
    
        CARMAX INC
        
            
        
        204.438873
        19724.26
        USD
    
    
        CARNIVAL CORP
        
            
        
        549.542545
        11111.75
        USD
    
    
        CARREFOUR SA
        
            
        
        234.589084
        5098.16
        EUR
    
    
        CARVANA CO
        
            
        
        53.868738
        6426
        USD
    
    
        CATALENT INC
        
            
        
        191.005611
        21182.52
        USD
    
    
        CDW CORP/DE
        
            
        
        55.23468
        9880.93
        USD
    
    
        CELLNEX TELECOM SA
        
            
        
        196.243226
        9489.18
        EUR
    
    
        CERIDIAN HCM HOLDING INC
        
            
        
        463.605851
        31692.1
        USD
    
    
        CGI INC
        
            
        
        299.00542
        23819.5
        CAD
    
    
        CHARTER COMMUNICATIONS INC-A
        
            
        
        34.790792
        18979.07
        USD
    
    
        CHECK POINT SOFTWARE TECH
        
            
        
        142.175476
        19657.18
        ILS
    
    
        CHENIERE ENERGY INC
        
            
        
        72.756719
        10087.72
        USD
    
    
        CHEWY INC - CLASS A
        
            
        
        187.206304
        7634.27
        USD
    
    
        CHOCOLADEFABRIKEN LINDT-REG
        
            
        
        0.072368
        8755.71
        CHF
    
    
        CHR HANSEN HOLDING A/S
        
            
        
        111.156853
        8211
        DKK
    
    
        CHUGAI PHARMACEUTICAL CO LTD
        
            
        
        378.275237
        12730.36
        JPY
    
    
        CITY DEVELOPMENTS LTD
        
            
        
        1723.356376
        10006.87
        SGD
    
    
        CLARIVATE PLC
        
            
        
        613.651319
        10284.8
        GBP
    
    
        CME GROUP INC
        
            
        
        96.619982
        22982.03
        USD
    
    
        COCA-COLA CO/THE
        
            
        
        199.662602
        12379.08
        USD
    
    
        COGNIZANT TECH SOLUTIONS-A
        
            
        
        146.056197
        13096.86
        USD
    
    
        COLOPLAST-B
        
            
        
        69.518263
        10591.97
        DKK
    
    
        COMMONWEALTH BANK OF AUSTRAL
        
            
        
        219.1838
        17347.89
        AUD
    
    
        COMPAGNIE DE SAINT GOBAIN
        
            
        
        166.572452
        10000.37
        EUR
    
    
        CONSOLIDATED EDISON INC
        
            
        
        188.925038
        17887.42
        USD
    
    
        CONSTELLATION BRANDS INC-A
        
            
        
        19.096038
        4398.2
        USD
    
    
        COOPER COS INC/THE
        
            
        
        68.396563
        28561.72
        USD
    
    
        COSMOS PHARMACEUTICAL CORP
        
            
        
        77.198289
        9404.06
        JPY
    
    
        COTERRA ENERGY INC
        
            
        
        512.535491
        13823.08
        USD
    
    
        CREDIT AGRICOLE SA
        
            
        
        931.128606
        11213.24
        EUR
    
    
        CREDIT SUISSE GROUP AG-REG
        
            
        
        2533.386611
        20123.43
        CHF
    
    
        CYBERARK SOFTWARE LTD/ISRAEL
        
            
        
        116.475882
        19655.31
        ILS
    
    
        DANONE
        
            
        
        167.54037
        9272.64
        EUR
    
    
        DENTSPLY SIRONA INC
        
            
        
        225.172231
        11082.98
        USD
    
    
        DEVON ENERGY CORP
        
            
        
        159.163804
        9411.36
        USD
    
    
        DIGITAL REALTY TRUST INC
        
            
        
        76.736945
        10881.3
        USD
    
    
        DISCO CORP
        
            
        
        41.059648
        11602.2
        JPY
    
    
        DOLLAR GENERAL CORP
        
            
        
        120.483245
        26823.18
        USD
    
    
        DOLLAR TREE INC
        
            
        
        68.713172
        11004.41
        USD
    
    
        DOMINION ENERGY INC
        
            
        
        181.480207
        15420.37
        USD
    
    
        DR HORTON INC
        
            
        
        205.795768
        15333.84
        USD
    
    
        EAST JAPAN RAILWAY CO
        
            
        
        123.604104
        7218.87
        JPY
    
    
        EDISON INTERNATIONAL
        
            
        
        279.800831
        19614.04
        USD
    
    
        EDP RENOVAVEIS SA
        
            
        
        306.160781
        7905.03
        EUR
    
    
        ELANCO ANIMAL HEALTH INC
        
            
        
        755.971531
        19723.3
        USD
    
    
        ELBIT SYSTEMS LTD
        
            
        
        51.679614
        11336.45
        ILS
    
    
        EMERA INC
        
            
        
        373.625609
        18520.64
        CAD
    
    
        ENBRIDGE INC
        
            
        
        584.405705
        26902.81
        CAD
    
    
        ENEL SPA
        
            
        
        3512.504077
        23578.47
        EUR
    
    
        ENGIE
        
            
        
        1106.801301
        14611.98
        EUR
    
    
        ENTEGRIS INC
        
            
        
        64.280647
        8437.48
        USD
    
    
        ENTERGY CORP
        
            
        
        45.700229
        5335.5
        USD
    
    
        EPIROC AB-A
        
            
        
        570.438731
        12267.37
        SEK
    
    
        EQUIFAX INC
        
            
        
        94.883157
        22496.8
        USD
    
    
        EQUINIX INC
        
            
        
        20.850956
        15463.49
        USD
    
    
        ERIE INDEMNITY COMPANY-CL A
        
            
        
        74.855384
        13184.28
        USD
    
    
        ERSTE GROUP BANK AG
        
            
        
        160.954906
        5891.89
        EUR
    
    
        ESSITY AKTIEBOLAG-B
        
            
        
        956.620143
        22607.1
        SEK
    
    
        EXACT SCIENCES CORP
        
            
        
        140.411513
        9817.57
        USD
    
    
        EXELON CORP
        
            
        
        242.766639
        11562.97
        USD
    
    
        EXPEDITORS INTL WASH INC
        
            
        
        58.391722
        6023.69
        USD
    
    
        EXPERIAN PLC
        
            
        
        284.549964
        11030.81
        EUR
    
    
        FASTENAL CO
        
            
        
        447.974419
        26609.68
        USD
    
    
        FAURECIA
        
            
        
        320.996168
        8398.16
        EUR
    
    
        FEDEX CORP
        
            
        
        51.697706
        11962.33
        USD
    
    
        FERGUSON PLC
        
            
        
        154.134246
        21017.26
        GBP
    
    
        FIDELITY NATIONAL INFO SERV
        
            
        
        51.634384
        5185.12
        USD
    
    
        FIRSTENERGY CORP
        
            
        
        217.944503
        9994.93
        USD
    
    
        FISERV INC
        
            
        
        223.426359
        22655.43
        USD
    
    
        FORTIS INC
        
            
        
        446.49088
        22082.57
        CAD
    
    
        FRANCO-NEVADA CORP
        
            
        
        75.208176
        11968.1
        CAD
    
    
        FRESENIUS MEDICAL CARE AG &
        
            
        
        103.585378
        6962.57
        EUR
    
    
        GECINA SA
        
            
        
        100.763036
        12740.92
        EUR
    
    
        GENERAL DYNAMICS CORP
        
            
        
        32.57453
        7856.33
        USD
    
    
        GENERAL ELECTRIC CO
        
            
        
        149.45748
        13675.36
        USD
    
    
        GFL ENVIRONMENTAL INC-SUB VT
        
            
        
        258.334749
        8402.1
        CAD
    
    
        GJENSIDIGE FORSIKRING ASA
        
            
        
        546.846847
        13584.44
        NOK
    
    
        GN STORE NORD A/S
        
            
        
        164.509971
        8139.75
        DKK
    
    
        GRIFOLS SA
        
            
        
        1183.158316
        21570.16
        EUR
    
    
        HANG LUNG PROPERTIES LTD
        
            
        
        4940.961902
        9966.07
        HKD
    
    
        HANG SENG BANK LTD
        
            
        
        1267.439598
        24464.39
        HKD
    
    
        HANNOVER RUECK SE
        
            
        
        30.774383
        5254.72
        EUR
    
    
        HARGREAVES LANSDOWN PLC
        
            
        
        560.596718
        7423.19
        GBP
    
    
        HEALTHPEAK PROPERTIES INC
        
            
        
        296.092619
        10164.86
        USD
    
    
        HEINEKEN NV
        
            
        
        340.481183
        32610.99
        EUR
    
    
        HENDERSON LAND DEVELOPMENT
        
            
        
        5004.717883
        20828.23
        HKD
    
    
        HESS CORP
        
            
        
        177.789452
        19030.58
        USD
    
    
        HEXAGON AB-B SHS
        
            
        
        1062.367507
        14999.29
        SEK
    
    
        HORMEL FOODS CORP
        
            
        
        319.358848
        16459.76
        USD
    
    
        HOSHIZAKI CORP
        
            
        
        187.721924
        12968.14
        JPY
    
    
        HOST HOTELS & RESORTS INC
        
            
        
        369.582061
        7180.98
        USD
    
    
        HOWMET AEROSPACE INC
        
            
        
        501.228031
        18014.14
        USD
    
    
        HSBC HOLDINGS PLC
        
            
        
        1184.307154
        8173.99
        GBP
    
    
        HULIC CO LTD
        
            
        
        862.406389
        7799.49
        JPY
    
    
        HUMANA INC
        
            
        
        20.832864
        9065.84
        USD
    
    
        HUNT (JB) TRANSPRT SVCS INC
        
            
        
        37.794054
        7588.67
        USD
    
    
        ICL GROUP LTD
        
            
        
        1682.685705
        20158.9
        ILS
    
    
        ILLINOIS TOOL WORKS
        
            
        
        108.162637
        22649.26
        USD
    
    
        IMPERIAL BRANDS PLC
        
            
        
        1377.085774
        29134.09
        GBP
    
    
        INDUSTRIA DE DISENO TEXTIL
        
            
        
        245.661348
        5375.47
        EUR
    
    
        INFINEON TECHNOLOGIES AG
        
            
        
        478.269365
        16393.71
        EUR
    
    
        INFRASTRUTTURE WIRELESS ITAL
        
            
        
        1493.896356
        16798.91
        EUR
    
    
        INGERSOLL-RAND INC
        
            
        
        365.656111
        18410.79
        USD
    
    
        INSURANCE AUSTRALIA GROUP
        
            
        
        5769.093118
        18908.51
        AUD
    
    
        INTERNATIONAL PAPER CO
        
            
        
        528.519716
        24391.18
        USD
    
    
        INTESA SANPAOLO
        
            
        
        4591.461889
        10582.73
        EUR
    
    
        INTL FLAVORS & FRAGRANCES
        
            
        
        45.51931
        5978.05
        USD
    
    
        INVESTMENT AB LATOUR-B SHS
        
            
        
        592.040502
        18953.05
        SEK
    
    
        IQVIA HOLDINGS INC
        
            
        
        37.794054
        8738.36
        USD
    
    
        IRON MOUNTAIN INC
        
            
        
        211.494728
        11718.92
        USD
    
    
        ITO EN LTD
        
            
        
        141.207558
        6971.06
        JPY
    
    
        IVANHOE MINES LTD-CL A
        
            
        
        1718.923852
        16032.2
        CAD
    
    
        JACOBS ENGINEERING GROUP INC
        
            
        
        162.899789
        22449.22
        USD
    
    
        JARDINE MATHESON HLDGS LTD
        
            
        
        347.075694
        19089.16
        HKD
    
    
        JDE PEET'S NV
        
            
        
        467.106641
        13398.98
        EUR
    
    
        KAKAKU.COM INC
        
            
        
        482.457648
        10926.04
        JPY
    
    
        KANSAI PAINT CO LTD
        
            
        
        433.509916
        7025.75
        JPY
    
    
        KEYENCE CORP
        
            
        
        28.458615
        13383.08
        JPY
    
    
        KEYERA CORP
        
            
        
        609.951519
        15461.64
        CAD
    
    
        KIMBERLY-CLARK CORP
        
            
        
        72.711489
        8955.15
        USD
    
    
        KIMCO REALTY CORP
        
            
        
        1272.206823
        31423.51
        USD
    
    
        KINGSPAN GROUP PLC
        
            
        
        60.517525
        5961.01
        EUR
    
    
        KINROSS GOLD CORP
        
            
        
        1330.010557
        7808.88
        CAD
    
    
        KINTETSU GROUP HOLDINGS CO L
        
            
        
        249.379241
        7179.84
        JPY
    
    
        KION GROUP AG
        
            
        
        88.70476
        5887.78
        EUR
    
    
        KOEI TECMO HOLDINGS CO LTD
        
            
        
        332.83734
        10977.02
        JPY
    
    
        KONE OYJ-B
        
            
        
        189.892957
        9997.19
        EUR
    
    
        KONINKLIJKE KPN NV
        
            
        
        2446.273941
        8505.56
        EUR
    
    
        KORNIT DIGITAL LTD
        
            
        
        97.434119
        8056.83
        ILS
    
    
        KOSE CORP
        
            
        
        61.006007
        6459.4
        JPY
    
    
        KUBOTA CORP
        
            
        
        1170.837708
        22149.16
        JPY
    
    
        KURITA WATER INDUSTRIES LTD
        
            
        
        177.925141
        6642.6
        JPY
    
    
        KYOWA KIRIN CO LTD
        
            
        
        767.098072
        17945.58
        JPY
    
    
        LANXESS AG
        
            
        
        174.324846
        7692.66
        EUR
    
    
        LAS VEGAS SANDS CORP
        
            
        
        193.619895
        7526.01
        USD
    
    
        LENDLEASE GROUP
        
            
        
        1224.941641
        10266.19
        AUD
    
    
        LENNAR CORP-A
        
            
        
        87.085532
        7068.73
        USD
    
    
        LIBERTY BROADBAND-C
        
            
        
        86.280441
        11675.47
        USD
    
    
        LIBERTY MEDIA CORP-LIBERTY-C
        
            
        
        275.368307
        19231.72
        USD
    
    
        LIFCO AB-B SHS
        
            
        
        657.795642
        16853.46
        SEK
    
    
        LINDE PLC
        
            
        
        60.589892
        19354.23
        GBP
    
    
        LIVE NATION ENTERTAINMENT IN
        
            
        
        83.150536
        9781.83
        USD
    
    
        LIXIL CORP
        
            
        
        337.441738
        6347.47
        JPY
    
    
        LONZA GROUP AG-REG
        
            
        
        16.246558
        11818.56
        CHF
    
    
        LULULEMON ATHLETICA INC
        
            
        
        37.567904
        13720.93
        CAD
    
    
        LUMEN TECHNOLOGIES INC
        
            
        
        458.531063
        5167.65
        USD
    
    
        LVMH MOET HENNESSY LOUIS VUI
        
            
        
        27.517834
        19768.78
        EUR
    
    
        M & T BANK CORP
        
            
        
        62.616189
        10613.44
        USD
    
    
        M&G PLC
        
            
        
        2480.368194
        7207.44
        GBP
    
    
        M3 INC
        
            
        
        520.206472
        19096.46
        JPY
    
    
        MAKITA CORP
        
            
        
        510.084034
        16487.44
        JPY
    
    
        MARKETAXESS HOLDINGS INC
        
            
        
        51.344913
        17467.54
        USD
    
    
        MARTIN MARIETTA MATERIALS
        
            
        
        29.869786
        11496.58
        USD
    
    
        MASCO CORP
        
            
        
        367.926649
        18764.26
        USD
    
    
        MASTERCARD INC - A
        
            
        
        30.2859
        10823.58
        USD
    
    
        MCCORMICK & CO-NON VTG SHRS
        
            
        
        90.351127
        9017.04
        USD
    
    
        MEDICAL PROPERTIES TRUST INC
        
            
        
        434.188364
        9178.74
        USD
    
    
        MELROSE INDUSTRIES PLC
        
            
        
        7261.252649
        11909.12
        GBP
    
    
        MERCEDES-BENZ GROUP AG
        
            
        
        230.608858
        16278.64
        EUR
    
    
        MICHELIN (CGDE)
        
            
        
        108.397832
        14743.56
        EUR
    
    
        MISUMI GROUP INC
        
            
        
        223.209256
        6719.75
        JPY
    
    
        MITSUBISHI UFJ FINANCIAL GRO
        
            
        
        4210.59046
        26296.3
        JPY
    
    
        MITSUI & CO LTD
        
            
        
        466.238228
        12745.53
        JPY
    
    
        MOHAWK INDUSTRIES INC
        
            
        
        137.643446
        17095.32
        USD
    
    
        MOLSON COORS BEVERAGE CO - B
        
            
        
        491.205099
        26220.53
        USD
    
    
        MOODY'S CORP
        
            
        
        71.951628
        24277.2
        USD
    
    
        MOSAIC CO/THE
        
            
        
        166.644819
        11081.88
        USD
    
    
        MOWI ASA
        
            
        
        717.598536
        19399.29
        NOK
    
    
        MS&AD INSURANCE GROUP HOLDIN
        
            
        
        394.377059
        12886.74
        JPY
    
    
        MTR CORP
        
            
        
        4325.781814
        23386.93
        HKD
    
    
        MTU AERO ENGINES AG
        
            
        
        83.032939
        19353.89
        EUR
    
    
        MURATA MANUFACTURING CO LTD
        
            
        
        95.887259
        6393.27
        JPY
    
    
        NATURGY ENERGY GROUP SA
        
            
        
        865.9705
        26018.73
        EUR
    
    
        NEWMONT CORP
        
            
        
        123.694564
        9827.53
        USD
    
    
        NICE LTD
        
            
        
        101.17915
        22223.2
        ILS
    
    
        NIDEC CORP
        
            
        
        199.879705
        16004.82
        JPY
    
    
        NIPPON PAINT HOLDINGS CO LTD
        
            
        
        1182.941212
        10513.74
        JPY
    
    
        NIPPON SANSO HOLDINGS CORP
        
            
        
        475.709356
        9108.58
        JPY
    
    
        NOMURA HOLDINGS INC
        
            
        
        1732.094781
        7330.17
        JPY
    
    
        NOVARTIS AG-REG
        
            
        
        205.632941
        18080.92
        CHF
    
    
        NUTRIEN LTD
        
            
        
        197.346834
        20398.48
        CAD
    
    
        OBAYASHI CORP
        
            
        
        1431.280167
        10581.17
        JPY
    
    
        OCADO GROUP PLC
        
            
        
        486.673069
        7486.41
        GBP
    
    
        ODAKYU ELECTRIC RAILWAY CO
        
            
        
        424.364443
        7100.63
        JPY
    
    
        OMNICOM GROUP
        
            
        
        85.33966
        7243.63
        USD
    
    
        ONEOK INC
        
            
        
        341.023941
        24086.52
        USD
    
    
        ORANGE
        
            
        
        2214.561475
        26223.29
        EUR
    
    
        ORICA LTD
        
            
        
        1541.432917
        18397.6
        AUD
    
    
        ORIENTAL LAND CO LTD
        
            
        
        38.590099
        7452.38
        JPY
    
    
        ORIX CORP
        
            
        
        1317.943236
        26496.35
        JPY
    
    
        OTSUKA CORP
        
            
        
        267.344533
        9541.74
        JPY
    
    
        OTSUKA HOLDINGS CO LTD
        
            
        
        213.539116
        7423.18
        JPY
    
    
        P G & E CORP
        
            
        
        677.714863
        8091.92
        USD
    
    
        PAN AMERICAN SILVER CORP
        
            
        
        486.112219
        13267.33
        CAD
    
    
        PARAMOUNT GLOBAL-CLASS B
        
            
        
        131.401729
        4968.3
        USD
    
    
        PAYCHEX INC
        
            
        
        90.188299
        12308
        USD
    
    
        PERKINELMER INC
        
            
        
        51.742936
        9027.07
        USD
    
    
        PHOENIX GROUP HOLDINGS PLC
        
            
        
        1280.800492
        10330.69
        GBP
    
    
        PIONEER NATURAL RESOURCES CO
        
            
        
        122.527634
        30635.58
        USD
    
    
        PLUG POWER INC
        
            
        
        225.796403
        6460.04
        USD
    
    
        POOL CORP
        
            
        
        26.396134
        11161.61
        USD
    
    
        PRINCIPAL FINANCIAL GROUP
        
            
        
        186.763052
        13710.28
        USD
    
    
        PROGRESSIVE CORP
        
            
        
        76.727899
        8746.21
        USD
    
    
        PROSUS NV
        
            
        
        170.163701
        9143.93
        EUR
    
    
        PRUDENTIAL FINANCIAL INC
        
            
        
        179.146347
        21169.72
        USD
    
    
        PRUDENTIAL PLC
        
            
        
        808.818075
        12048.79
        GBP
    
    
        PUMA SE
        
            
        
        134.215025
        11497.93
        EUR
    
    
        REA GROUP LTD
        
            
        
        211.639463
        21454.36
        AUD
    
    
        RECKITT BENCKISER GROUP PLC
        
            
        
        118.791649
        9100.87
        GBP
    
    
        REGENCY CENTERS CORP
        
            
        
        81.712227
        5829.35
        USD
    
    
        RELX PLC
        
            
        
        794.65209
        24876.01
        GBP
    
    
        RENESAS ELECTRONICS CORP
        
            
        
        1047.640672
        12323.16
        JPY
    
    
        RESTAURANT BRANDS INTERN
        
            
        
        101.197242
        5912.45
        CAD
    
    
        RICOH CO LTD
        
            
        
        1376.009304
        12003.63
        JPY
    
    
        ROBERT HALF INTL INC
        
            
        
        79.586425
        9087.18
        USD
    
    
        ROLLINS INC
        
            
        
        705.386479
        24723.8
        USD
    
    
        ROYAL CARIBBEAN CRUISES LTD
        
            
        
        183.669331
        15387.82
        USD
    
    
        ROYALTY PHARMA PLC- CL A
        
            
        
        430.705666
        16780.29
        USD
    
    
        RPM INTERNATIONAL INC
        
            
        
        122.880427
        10007.38
        USD
    
    
        S&P GLOBAL INC
        
            
        
        90.866747
        37271.72
        USD
    
    
        SAINSBURY (J) PLC
        
            
        
        3206.279974
        10643.55
        GBP
    
    
        SANTOS LTD
        
            
        
        1396.86026
        8090.39
        AUD
    
    
        SAPUTO INC
        
            
        
        1115.431155
        26419.16
        CAD
    
    
        SCHNEIDER ELECTRIC SE
        
            
        
        55.849805
        9401.03
        EUR
    
    
        SCHWAB (CHARLES) CORP
        
            
        
        92.431699
        7792.92
        USD
    
    
        SEEK LTD
        
            
        
        739.833525
        16508.87
        AUD
    
    
        SEIKO EPSON CORP
        
            
        
        580.19933
        8774
        JPY
    
    
        SEKISUI HOUSE LTD
        
            
        
        1190.530779
        23186.7
        JPY
    
    
        SEMPRA ENERGY
        
            
        
        70.223848
        11806.03
        USD
    
    
        SENSATA TECHNOLOGIES HOLDING
        
            
        
        159.046206
        8087.5
        USD
    
    
        SEVEN & I HOLDINGS CO LTD
        
            
        
        205.442975
        9809.76
        JPY
    
    
        SEVERN TRENT PLC
        
            
        
        254.824914
        10303.63
        GBP
    
    
        SHARP CORP
        
            
        
        1905.768317
        17986.92
        JPY
    
    
        SHIMANO INC
        
            
        
        63.701705
        14732.39
        JPY
    
    
        SHIMIZU CORP
        
            
        
        2572.193813
        15529.51
        JPY
    
    
        SHISEIDO CO LTD
        
            
        
        241.816812
        12351.05
        JPY
    
    
        SIEMENS ENERGY AG
        
            
        
        270.148783
        6192.22
        EUR
    
    
        SIEMENS GAMESA RENEWABLE ENE
        
            
        
        242.866144
        4292.01
        EUR
    
    
        SINGAPORE AIRLINES LTD
        
            
        
        2415.237225
        9801.01
        SGD
    
    
        SMC CORP
        
            
        
        23.230045
        13135.83
        JPY
    
    
        SNAM SPA
        
            
        
        1977.511888
        11445.64
        EUR
    
    
        SOCIETE GENERALE SA
        
            
        
        298.525984
        8077.78
        EUR
    
    
        SODEXO SA
        
            
        
        124.463471
        10161.35
        EUR
    
    
        SOFTBANK CORP
        
            
        
        2534.191702
        29725.86
        JPY
    
    
        SOLVAY SA
        
            
        
        217.302239
        21505.34
        EUR
    
    
        SOUTHERN CO/THE
        
            
        
        308.992169
        22405.02
        USD
    
    
        SOUTHWEST AIRLINES CO
        
            
        
        152.098903
        6966.13
        USD
    
    
        ST JAMES'S PLACE PLC
        
            
        
        294.428161
        5602.44
        GBP
    
    
        STANLEY BLACK & DECKER INC
        
            
        
        110.24321
        15410.9
        USD
    
    
        STERIS PLC
        
            
        
        151.420455
        36608.92
        USD
    
    
        STRAUMANN HOLDING AG-REG
        
            
        
        6.142212
        9880.85
        CHF
    
    
        SUMCO CORP
        
            
        
        765.723084
        12749.47
        JPY
    
    
        SUMITOMO ELECTRIC INDUSTRIES
        
            
        
        1483.520631
        17815.9
        JPY
    
    
        SUMITOMO MITSUI FINANCIAL GR
        
            
        
        413.102213
        13257.68
        JPY
    
    
        SUN COMMUNITIES INC
        
            
        
        98.646279
        17291.71
        USD
    
    
        SUNRUN INC
        
            
        
        277.349374
        8423.1
        USD
    
    
        SUNTORY BEVERAGE & FOOD LTD
        
            
        
        177.807544
        6806.17
        JPY
    
    
        SWEDBANK AB - A SHARES
        
            
        
        987.096009
        14802.66
        SEK
    
    
        SWIRE PROPERTIES LTD
        
            
        
        3752.32173
        9321.76
        HKD
    
    
        SWISS RE AG
        
            
        
        136.377011
        13005.29
        CHF
    
    
        SWISSCOM AG-REG
        
            
        
        38.69865
        23243.06
        CHF
    
    
        SYSCO CORP
        
            
        
        220.821121
        18030.04
        USD
    
    
        T ROWE PRICE GROUP INC
        
            
        
        100.093634
        15133.16
        USD
    
    
        T-MOBILE US INC
        
            
        
        98.302532
        12617.13
        USD
    
    
        TAISHO PHARMACEUTICAL HOLDIN
        
            
        
        248.239449
        11582.06
        JPY
    
    
        TAKEDA PHARMACEUTICAL CO LTD
        
            
        
        775.366086
        22278.88
        JPY
    
    
        TAYLOR WIMPEY PLC
        
            
        
        5401.148377
        9273.45
        GBP
    
    
        TC ENERGY CORP
        
            
        
        479.210146
        27028.04
        CAD
    
    
        TELADOC HEALTH INC
        
            
        
        124.373012
        8971.03
        USD
    
    
        TELUS CORP
        
            
        
        910.856592
        23796.01
        CAD
    
    
        TESCO PLC
        
            
        
        2604.062758
        9441.48
        GBP
    
    
        TJX COMPANIES INC
        
            
        
        162.176111
        9824.63
        USD
    
    
        TOKIO MARINE HOLDINGS INC
        
            
        
        502.982949
        29450.16
        JPY
    
    
        TOKYO ELECTRON LTD
        
            
        
        18.55328
        9639.35
        JPY
    
    
        TOKYU CORP
        
            
        
        526.203948
        6881.2
        JPY
    
    
        TOROMONT INDUSTRIES LTD
        
            
        
        79.939218
        7577.97
        CAD
    
    
        TOTO LTD
        
            
        
        691.04862
        28041.57
        JPY
    
    
        TOYOTA INDUSTRIES CORP
        
            
        
        200.332003
        13938
        JPY
    
    
        TOYOTA MOTOR CORP
        
            
        
        1594.017128
        29100.57
        JPY
    
    
        TRADE DESK INC/THE -CLASS A
        
            
        
        120.320418
        8332.19
        USD
    
    
        TRADEWEB MARKETS INC-CLASS A
        
            
        
        137.019275
        12039.88
        USD
    
    
        TRANSDIGM GROUP INC
        
            
        
        14.952985
        9742.47
        USD
    
    
        TRANSUNION
        
            
        
        171.240171
        17695.96
        USD
    
    
        TREND MICRO INC
        
            
        
        457.436501
        26903.61
        JPY
    
    
        TYLER TECHNOLOGIES INC
        
            
        
        51.191132
        22774.42
        USD
    
    
        UDR INC
        
            
        
        327.418805
        18784.02
        USD
    
    
        UNIBAIL-RODAMCO-WESTFIELD
        
            
        
        69.102148
        5211.97
        EUR
    
    
        UNICHARM CORP
        
            
        
        387.384526
        13870.62
        JPY
    
    
        UNITED PARCEL SERVICE-CL B
        
            
        
        40.47166
        8679.55
        USD
    
    
        UNITED RENTALS INC
        
            
        
        47.428009
        16846.9
        USD
    
    
        UNIVERSAL HEALTH SERVICES-B
        
            
        
        92.404561
        13394.04
        USD
    
    
        UPM-KYMMENE OYJ
        
            
        
        203.10007
        6663.99
        EUR
    
    
        VALERO ENERGY CORP
        
            
        
        119.325362
        12116.3
        USD
    
    
        VENTAS INC
        
            
        
        208.066306
        12850.18
        USD
    
    
        VENTURE CORP LTD
        
            
        
        1847.331365
        23947.77
        SGD
    
    
        VEOLIA ENVIRONNEMENT
        
            
        
        306.812091
        9873.46
        EUR
    
    
        VESTAS WIND SYSTEMS A/S
        
            
        
        386.154275
        11471.32
        DKK
    
    
        VF CORP
        
            
        
        375.534308
        21352.88
        USD
    
    
        VICI PROPERTIES INC
        
            
        
        501.743651
        14279.62
        USD
    
    
        VIFOR PHARMA AG-NEW
        
            
        
        29.128016
        5193.27
        CHF
    
    
        VISA INC-CLASS A SHARES
        
            
        
        154.414671
        34244.54
        USD
    
    
        VORNADO REALTY TRUST
        
            
        
        136.015172
        6164.21
        USD
    
    
        VULCAN MATERIALS CO
        
            
        
        46.975711
        8629.44
        USD
    
    
        WABTEC CORP
        
            
        
        115.598423
        11117.1
        USD
    
    
        WALGREENS BOOTS ALLIANCE INC
        
            
        
        188.915992
        8457.77
        USD
    
    
        WALT DISNEY CO/THE
        
            
        
        48.513525
        6654.12
        USD
    
    
        WASHINGTON H. SOUL PATTINSON
        
            
        
        412.378535
        8831.64
        AUD
    
    
        WASTE CONNECTIONS INC
        
            
        
        193.249011
        26996.89
        USD
    
    
        WASTE MANAGEMENT INC
        
            
        
        214.624633
        34018
        USD
    
    
        WAYFAIR INC- CLASS A
        
            
        
        85.810051
        9506.04
        USD
    
    
        WELLTOWER INC
        
            
        
        210.183062
        20207
        USD
    
    
        WEST FRASER TIMBER CO LTD
        
            
        
        54.06775
        4448.59
        CAD
    
    
        WEST PHARMACEUTICAL SERVICES
        
            
        
        33.488173
        13753.93
        USD
    
    
        WESTERN UNION CO
        
            
        
        583.446833
        10933.79
        USD
    
    
        WESTPAC BANKING CORP
        
            
        
        819.772742
        14869.69
        AUD
    
    
        WHARF REAL ESTATE INVESTMENT
        
            
        
        3632.706897
        18016.76
        HKD
    
    
        WHEATON PRECIOUS METALS CORP
        
            
        
        440.629093
        20953.81
        CAD
    
    
        WHITBREAD PLC
        
            
        
        216.623792
        8130.1
        GBP
    
    
        WILLIAMS COS INC
        
            
        
        620.137278
        20718.79
        USD
    
    
        WILMAR INTERNATIONAL LTD
        
            
        
        3105.453616
        10791.82
        SGD
    
    
        WP CAREY INC
        
            
        
        120.537521
        9744.25
        USD
    
    
        WSP GLOBAL INC
        
            
        
        70.558549
        9363.97
        CAD
    
    
        WW GRAINGER INC
        
            
        
        23.953723
        12355.09
        USD
    
    
        WYNN RESORTS LTD
        
            
        
        110.19798
        8787.19
        USD
    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2025-12-15
                        0
                        USD
                        0
                        USD
                        5512066.54
                        USD
                        -183712.41
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                2171
                NC
                USD
                2312.2
                0.009926848878
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        
                            
EVRAZ PLC
ORDINARY SHARES

    

                            
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2025-12-15
                        0
                        USD
                        0
                        USD
                        2302.56
                        USD
                        9.6
                    
                
                
                    N
                    N
                    N
                
            
            
                BANK OF AMERICA N.A.
                B4TYDEB6GKMZO031MB27
                
                N/A
                
                    
                
                354
                NC
                USD
                5321749.26
                22.847591328944
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            BANK OF AMERICA N.A.
                            B4TYDEB6GKMZO031MB27
                        
                        Y
                        
                            

                            
                        
                        
                            

                            
                        
                        2023-03-24
                        0
                        USD
                        0
                        USD
                        5276765.6
                        USD
                        -44935.29
                    
                
                
                    N
                    N
                    N
                
            
            
                GOLDMAN SACHS INTERNATIONAL
                W22LROWP2IHZNBB6K528
                
                N/A
                
                    
                
                865
                NC
                USD
                222178.97
                0.953869500504
                N/A
                DE
                CORP
                US
                N
                
                2
                
                    
                        
                            GOLDMAN SACHS INTERNATIONAL
                            W22LROWP2IHZNBB6K528
                        
                        Y
                        
                            

                            
                        
                        
                        2025-12-15
                        0
                        USD
                        0
                        USD
                        225809.72
                        USD
                        -3658.98
                    
                
                
                    N
                    N
                    N
                
            
            
                UNITED STATES OF AMERICA
                254900HROIFWPRGM1V77
                
                912796G45
                
                    
                
                250000
                PA
                USD
                249982.99
                1.073239064012
                Long
                DBT
                UST
                US
                N
                
                2
                
                    2022-04-21
                    Fixed
                    0
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                UNITED STATES OF AMERICA
                254900HROIFWPRGM1V77
                
                912796R35
                
                    
                
                200000
                PA
                USD
                199856.24
                0.858032476348
                Long
                DBT
                UST
                US
                N
                
                2
                
                    2022-06-09
                    Fixed
                    0
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                UNITED STATES OF AMERICA
                254900HROIFWPRGM1V77
                
                912796P45
                
                    
                
                250000
                PA
                USD
                249965.18
                1.073162601259
                Long
                DBT
                UST
                US
                N
                
                2
                
                    2022-05-05
                    Fixed
                    0
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                UNITED STATES OF AMERICA
                254900HROIFWPRGM1V77
                
                912796H44
                
                    
                
                250000
                PA
                USD
                249916.94
                1.072955494957
                Long
                DBT
                UST
                US
                N
                
                2
                
                    2022-05-19
                    Fixed
                    0
                    N
                    N
                    N
                
                
                    N
                    N
                    N
                
            
            
                YOUNGOR GROUP CO LTD
                300300PRWK21S8R8F317
                
                N/A
                
                    
                
                41400
                NS
                USD
                44273.53
                0.190077260448
                Long
                DE
                CORP
                CN
                N
                
                2
                
                    
                        
                            YOUNGOR GROUP CO LTD
                            300300PRWK21S8R8F317
                        
                        Call
                        Purchased
                        
                            
YOUNGOR GROUP CO LTD
ORDINARY SHARES

    

                            
                        
                        1
                        0
                        USD
                        2022-07-29
                        XXXX
                        1599.4
                    
                
                
                    N
                    N
                    N
                
            
            
                ZHUZHOU KIBING GROUP CO LTD
                300300RWM4DKUZFOIT68
                
                N/A
                
                    
                
                3127
                NS
                USD
                6545.05
                0.028099525235
                Long
                DE
                CORP
                CN
                N
                
                2
                
                    
                        
                            ZHUZHOU KIBING GROUP CO LTD
                            300300RWM4DKUZFOIT68
                        
                        Call
                        Purchased
                        
                            
ZHUZHOU KIBING GROUP CO LTD
ORDINARY SHARES

    

                            
                        
                        1
                        0
                        USD
                        2022-07-29
                        XXXX
                        -2393.17
                    
                
                
                    N
                    N
                    N
                
            
            
                SHAANXI COAL INDUSTRY CO LTD
                N/A
                
                N/A
                
                    
                
                14100
                NS
                USD
                36584.68
                0.157067117728
                Long
                DE
                CORP
                CN
                N
                
                2
                
                    
                        
                            SHAANXI COAL INDUSTRY CO LTD
                            N/A
                        
                        Call
                        Purchased
                        
                            
SHAANXI COAL INDUSTRY CO LTD
ORDINARY SHARES

    

                            
                        
                        1
                        0
                        USD
                        2022-07-29
                        XXXX
                        9387.43
                    
                
                
                    N
                    N
                    N
                
            
            
                SANY HEAVY INDUSTRY CO LTD
                3003001FS86S7NYOHV89
                
                N/A
                
                    
                
                11500
                NS
                USD
                31779.43
                0.136436986005
                Long
                DE
                CORP
                CN
                N
                
                2
                
                    
                        
                            SANY HEAVY INDUSTRY CO LTD
                            3003001FS86S7NYOHV89
                        
                        Call
                        Purchased
                        
                            
SANY HEAVY INDUSTRY CO LTD
ORDINARY SHARES

    

                            
                        
                        1
                        0
                        USD
                        2023-02-10
                        XXXX
                        -12953.27
                    
                
                
                    N
                    N
                    N
                
            
            
                G-BITS NETWORK TECHNOLOGY XIAMEN CO LTD
                N/A
                
                N/A
                
                    
                
                100
                NS
                USD
                5686.17
                0.024412140076
                Long
                DE
                CORP
                CN
                N
                
                2
                
                    
                        
                            G-BITS NETWORK TECHNOLOGY XIAMEN CO LTD
                            N/A
                        
                        Call
                        Purchased
                        
                            
G-BITS NETWORK TECHNOLOGY XIAMEN CO LTD
ORDINARY SHARES

    

                            
                        
                        1
                        0
                        USD
                        2022-10-21
                        XXXX
                        -598.92
                    
                
                
                    N
                    N
                    N
                
            
            
                BANK OF JIANGSU CO LTD
                300300C1086832000046
                
                N/A
                
                    
                
                41800
                NS
                USD
                46481.43
                0.199556323521
                Long
                DE
                CORP
                CN
                N
                
                2
                
                    
                        
                            BANK OF JIANGSU CO LTD
                            300300C1086832000046
                        
                        Call
                        Purchased
                        
                            
BANK OF JIANGSU CO LTD
ORDINARY SHARES

    

                            
                        
                        1
                        0
                        USD
                        2022-09-28
                        XXXX
                        8447.33
                    
                
                
                    N
                    N
                    N
                
            
            
                SHENZHEN MINDRAY BIO-MEDICAL ELECTRONICS CO LTD
                N/A
                
                N/A
                
                    
                
                700
                NS
                USD
                33923.78
                0.145643213144
                Long
                DE
                CORP
                CN
                N
                
                2
                
                    
                        
                            SHENZHEN MINDRAY BIO-MEDICAL ELECTRONICS CO LTD
                            N/A
                        
                        Call
                        Purchased
                        
                            
SHENZHEN MINDRAY BIO-MEDICAL ELECTRONICS CO LTD
ORDINARY SHARES

    

                            
                        
                        1
                        0
                        USD
                        2023-01-27
                        XXXX
                        -5176.26
                    
                
                
                    N
                    N
                    N
                
            
            
                ENN NATURAL GAS CO LTD
                300300KVDMGNQNP52Z98
                
                N/A
                
                    
                
                17200
                NS
                USD
                48046.45
                0.206275343083
                Long
                DE
                CORP
                CN
                N
                
                2
                
                    
                        
                            ENN NATURAL GAS CO LTD
                            300300KVDMGNQNP52Z98
                        
                        Call
                        Purchased
                        
                            
ENN NATURAL GAS CO LTD
ORDINARY SHARES

    

                            
                        
                        1
                        0
                        USD
                        2022-09-16
                        XXXX
                        2538.01
                    
                
                
                    N
                    N
                    N
                
            
        
        
            
            
            
            
            
        
        
            2022-05-25
            Putnam Investments Inc
            Janet C. Smith
            NPORT
            Principal Financial Officer
        
    
    XXXX

---

	Putnam VT Multi-Asset Absolute Return Fund
	The fund's portfolio
	3/31/22 (Unaudited)

	U.S. GOVERNMENT AND AGENCY MORTGAGE OBLIGATIONS (25.7%)(a)
					Principal amount	Value
	U.S. Government Agency Mortgage Obligations (25.7%)
	Uniform Mortgage-Backed Securities
	4.00%, TBA, 5/1/52				$1,000,000	$1,016,797
	4.00%, TBA, 4/1/52				1,000,000	1,020,547
	3.50%, TBA, 5/1/52				1,000,000	998,047
	3.50%, TBA, 4/1/52				1,000,000	1,001,797
	3.00%, TBA, 6/1/52				1,000,000	974,023
	3.00%, TBA, 4/1/52				1,000,000	978,359
						5,989,570
	Total U.S. government and agency mortgage obligations (cost $6,051,367)					$5,989,570

---

	COMMON STOCKS (11.0%)(a)
					Shares	Value
	Basic materials (1.2%)
	Anglo American Platinum, Ltd. (South Africa)				283	$38,862
	Asian Paints, Ltd. (India)				1,224	49,448
	Kumho Petrochemical Co., Ltd. (South Korea)				188	23,878
	Northam Platinum Holdings, Ltd. (South Africa)(NON)				988	14,757
	Southern Copper Corp. (Peru)				596	45,236
	Tata Steel, Ltd. (India)				655	11,231
	United Tractors Tbk PT (Indonesia)				3,700	6,571
	Vale SA ADR (Brazil)				1,789	35,762
	Vedanta, Ltd. (India)				8,547	45,268
						271,013
	Capital goods (0.2%)
	Haitian International Holdings, Ltd. (China)				8,000	20,700
	Sri Trang Gloves Thailand PCL (Thailand)				36,600	27,794
						48,494
	Communication services (0.4%)
	Advanced Info Service PCL (Thailand)				6,700	46,950
	Hellenic Telecommunications Organization SA (Greece)				907	16,410
	KT Corp. (South Korea)				236	6,932
	Turkcell Iletisim Hizmetleri AS (Turkey)				17,702	27,177
						97,469
	Consumer cyclicals (1.0%)
	Astra International Tbk PT (Indonesia)				9,600	4,386
	Bosideng International Holdings, Ltd. (China)				20,000	9,298
	Cheil Worldwide, Inc. (South Korea)				729	14,123
	China Yongda Automobiles Services Holdings, Ltd. (China)				21,000	22,838
	Kia Corp. (South Korea)				838	50,893
	Maruti Suzuki India, Ltd. (India)				146	14,482
	Page Industries, Ltd. (India)				72	40,850
	Sun TV Network, Ltd. (India)				3,279	21,062
	WalMart de Mexico (Walmex) SAB de CV (Mexico)				3,030	12,417
	Zhongsheng Group Holdings, Ltd. (China)				6,500	45,767
						236,116
	Consumer staples (1.1%)
	Ambev SA (Brazil)				14,200	45,931
	Arca Continental SAB de CV (Mexico)				1,496	10,153
	Cencosud SA (Chile)				10,582	20,847
	China Feihe, Ltd. (China)				16,000	15,758
	Coca-Cola Icecek AS (Turkey)				771	6,155
	Grupo Bimbo SAB de CV Class A (Mexico)				1,966	5,931
	Indofood Sukses Makmur Tbk PT (Indonesia)				13,000	5,381
	JD.com, Inc. Class A (China)(NON)				1,885	55,209
	Marfrig Global Foods SA (Brazil)				3,400	15,282
	Thai Union Group PCL Class F (Thailand)				32,900	18,701
	Want Want China Holdings, Ltd. (China)				48,000	44,306
						243,654
	Energy (0.2%)
	China Shenhua Energy Co., Ltd. (China)				17,000	54,225
						54,225
	Financials (2.0%)
	Agricultural Bank of China, Ltd. Class H (China)				82,000	31,450
	Banco Bradesco SA (Preference) (Brazil)(NON)				8,470	39,530
	Banco Santander (Brasil) S.A. (Units) (Brazil)				5,987	46,376
	Banco Santander Chile (Chile)				306,048	17,236
	Cathay Financial Holding Co., Ltd. (Taiwan)				15,000	33,639
	China Development Financial Holding Corp. (Taiwan)				72,000	47,974
	China International Capital Corp., Ltd. Class H (China)				16,800	37,268
	China Merchants Bank Co., Ltd. Class H (China)				500	3,909
	China Minsheng Banking Corp., Ltd. Class H (China)				43,500	16,337
	CTBC Financial Holding Co., Ltd. (Taiwan)				16,000	16,365
	Hana Financial Group, Inc. (South Korea)				1,204	48,065
	Hong Leong Bank Bhd (Malaysia)				2,600	12,457
	KB Financial Group, Inc. (South Korea)				1,050	52,786
	Ping An Insurance Group Co. of China, Ltd. Class H (China)				6,500	45,861
	Shinhan Financial Group Co., Ltd. (South Korea)				195	6,651
	Tisco Financial Group PCL (Thailand)				3,400	10,277
	Turkiye Garanti Bankasi AS (Turkey)				5,973	4,965
						471,146
	Health care (0.5%)
	Cipla, Ltd./India (India)(NON)				656	8,786
	CSPC Pharmaceutical Group, Ltd. (China)				42,000	48,162
	Emami, Ltd. (India)				1,870	11,019
	Sun Pharmaceutical Industries, Ltd. (India)				2,942	35,424
						103,391
	Technology (3.9%)
	Alibaba Group Holding, Ltd. (China)(NON)				6,728	92,088
	Infosys, Ltd. (India)				3,069	76,748
	Kuaishou Technology 144A (China)(NON)				3,500	32,588
	Lenovo Group, Ltd. (China)				12,000	13,015
	LG Electronics, Inc. (South Korea)				140	13,816
	Novatek Microelectronics Corp. (Taiwan)				3,000	44,279
	Parade Technologies, Ltd. (Taiwan)				1,000	62,506
	Quanta Computer, Inc. (Taiwan)				8,000	24,503
	Samsung Electro-Mechanics Co., Ltd. (South Korea)				265	35,773
	Samsung Electronics Co., Ltd. (South Korea)				2,850	162,814
	Taiwan Semiconductor Manufacturing Co., Ltd. ADR (Taiwan)				1,957	204,037
	Tata Consultancy Services, Ltd. (India)				523	25,721
	Tech Mahindra, Ltd. (India)				1,606	31,653
	Tencent Holdings, Ltd. (China)				1,500	70,763
	United Microelectronics Corp. (Taiwan)				11,000	20,314
						910,618
	Transportation (0.3%)
	COSCO SHIPPING Holdings Co., Ltd. Class H (China)				13,350	23,118
	Evergreen Marine Corp. Taiwan, Ltd. (Taiwan)				10,000	46,765
	International Container Terminal Services, Inc. (Philippines)				2,350	10,172
						80,055
	Utilities and power (0.2%)
	CPFL Energia SA (Brazil)				6,400	43,379
	Glow Energy PCL (Thailand)(F)				700	—
						43,379
	Total common stocks (cost $2,206,574)					$2,559,560

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	INVESTMENT COMPANIES (9.9%)(a)
					Shares	Value
	Consumer Staples Select Sector SPDR Fund				4,524	$343,326
	Energy Select Sector SPDR Fund				10,793	825,017
	Health Care Select Sector SPDR Fund(S)				2,766	378,914
	Materials Select Sector SPDR Fund				4,237	373,492
	Real Estate Select Sector SPDR Fund(S)				8,164	394,484
	Total investment companies (cost $1,980,712)					$2,315,233

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	COMMODITY LINKED NOTES (7.8%)(a)(CLN)
					Principal amount	Value
	BofA Finance LLC 144A sr. unsec. unsub. Notes, compound SOFR less 0.05%, 2023 (Indexed to the BofA Merrill Lynch Commodity MLBX4SX6 Excess Return Strategy multiplied by 3)				$380,000	$331,146
	Citigroup Global Markets Holdings, Inc. sr. notes Ser. N, compound SOFR, 2023 (Indexed to the Citi Commodities F3 vs F0 - 4x Leveraged Index multiplied by 3)				419,000	392,212
	Citigroup Global Markets Holdings, Inc. 144A sr. notes, zero %, 2022 (Indexed to the Citi Cross-Asset Trend 10% Vol Index multiplied by 3)				366,000	442,451
	Goldman Sachs International 144A notes zero %, 2022 (Indexed to the S&P GSCI Excess Return Index multiplied by 3)				195,000	211,306
	Citigroup Global Markets Holdings, Inc. sr. notes Ser. N, zero %, 2023 (Indexed to the S&P GSCI Light Energy Excess Return Index multiplied by 3)				310,000	430,277
	Total commodity Linked Notes (cost $1,670,000)					$1,807,392

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	MORTGAGE-BACKED SECURITIES (3.5%)(a)
					Principal amount	Value
	Agency collateralized mortgage obligations (2.2%)
	Federal Home Loan Mortgage Corporation
	REMICs IFB Ser. 4752, Class PS, IO, ((-1 x 1 Month US LIBOR) + 6.20%), 5.803%, 11/15/47				$26,302	$3,924
	REMICs Ser. 4964, Class IA, IO, 4.50%, 3/25/50				62,714	13,874
	REMICs Ser. 4193, Class PI, IO, 4.00%, 3/15/43				15,166	2,041
	REMICs Ser. 5082, Class IQ, IO, 3.00%, 3/25/51				174,250	26,308
	REMICs Ser. 4801, Class IG, IO, 3.00%, 6/15/48				15,698	2,019
	REMICs Ser. 4206, Class IP, IO, 3.00%, 12/15/41				16,159	1,446
	Federal National Mortgage Association
	REMICs IFB Ser. 13-130, Class SD, IO, ((-1 x 1 Month US LIBOR) + 6.60%), 6.143%, 1/25/44				31,332	5,032
	REMICs Ser. 16-3, Class NI, IO, 6.00%, 2/25/46				27,984	5,293
	REMICs IFB Ser. 17-108, Class SA, IO, ((-1 x 1 Month US LIBOR) + 6.15%), 5.693%, 1/25/48				49,704	8,051
	REMICs IFB Ser. 17-8, Class SB, IO, ((-1 x 1 Month US LIBOR) + 6.10%), 5.643%, 2/25/47				69,260	9,958
	REMICs IFB Ser. 16-65, Class CS, IO, ((-1 x 1 Month US LIBOR) + 6.10%), 5.643%, 9/25/46				43,120	5,678
	REMICs IFB Ser. 20-16, Class SG, IO, ((-1 x 1 Month US LIBOR) + 6.05%), 5.593%, 3/25/50				50,370	6,958
	REMICs IFB Ser. 16-88, Class SK, IO, ((-1 x 1 Month US LIBOR) + 6.00%), 5.543%, 12/25/46				65,183	10,047
	REMICs Ser. 16-3, Class MI, IO, 5.50%, 2/25/46				108,894	19,070
	REMICs Ser. 15-30, IO, 5.50%, 5/25/45				95,769	17,119
	REMICs IFB Ser. 17-74, Class SA, IO, ((-1 x 1 Month US LIBOR) + 5.75%), 5.293%, 10/25/47				182,210	21,951
	REMICs Ser. 17-32, Class IP, IO, 4.50%, 5/25/47				46,316	8,241
	REMICs Ser. 20-47, Class ID, IO, 4.00%, 7/25/50				94,555	15,850
	REMICs Ser. 12-136, Class PI, IO, 3.50%, 11/25/42				8,079	410
	REMICs Ser. 20-85, Class IP, IO, 3.00%, 12/25/50				219,575	31,942
	REMICs Ser. 12-151, Class PI, IO, 3.00%, 1/25/43				19,142	2,290
	REMICs Ser. 13-35, Class PI, IO, 3.00%, 2/25/42				32,842	1,032
	REMICs Ser. 13-31, Class NI, IO, 3.00%, 6/25/41				6,669	90
	Government National Mortgage Association
	IFB Ser. 10-125, Class SD, ((-1 x 1 Month US LIBOR) + 6.68%), 6.249%, 1/16/40				104,716	11,943
	IFB Ser. 18-91, Class SJ, IO, ((-1 x 1 Month US LIBOR) + 6.25%), 5.801%, 7/20/48				55,167	6,694
	IFB Ser. 18-104, Class SD, IO, ((-1 x 1 Month US LIBOR) + 6.20%), 5.751%, 8/20/48				35,080	4,135
	IFB Ser. 13-129, Class SN, IO, ((-1 x 1 Month US LIBOR) + 6.15%), 5.701%, 9/20/43				10,671	1,529
	IFB Ser. 20-33, Class SA, IO, ((-1 x 1 Month US LIBOR) + 6.10%), 5.651%, 3/20/50				104,092	14,685
	IFB Ser. 19-121, Class DS, IO, ((-1 x 1 Month US LIBOR) + 6.10%), 5.651%, 8/20/49				35,015	3,889
	IFB Ser. 11-17, Class S, IO, ((-1 x 1 Month US LIBOR) + 6.05%), 5.601%, 2/20/41				22,756	3,055
	Ser. 14-184, Class DI, IO, 5.50%, 12/16/44				86,435	17,723
	Ser. 16-150, Class I, IO, 5.00%, 11/20/46				51,867	9,933
	Ser. 18-127, Class ID, IO, 5.00%, 7/20/45				20,969	2,980
	Ser. 14-146, Class EI, IO, 5.00%, 10/20/44				23,894	4,743
	Ser. 14-163, Class NI, IO, 5.00%, 2/20/44				16,572	2,466
	Ser. 11-116, Class IB, IO, 5.00%, 10/20/40				93	7
	Ser. 10-20, Class UI, IO, 5.00%, 2/20/40				16,185	3,062
	Ser. 10-9, Class UI, IO, 5.00%, 1/20/40				22,992	4,555
	Ser. 09-121, Class UI, IO, 5.00%, 12/20/39				16,783	3,331
	Ser. 15-105, Class LI, IO, 5.00%, 10/20/39				24,342	4,743
	Ser. 18-153, Class AI, IO, 4.50%, 9/16/45				123,303	21,901
	Ser. 15-80, Class IA, IO, 4.50%, 6/20/45				31,939	5,771
	Ser. 15-167, Class BI, IO, 4.50%, 4/16/45				27,143	5,375
	Ser. 13-20, Class QI, IO, 4.50%, 12/16/42				28,772	3,477
	Ser. 10-35, Class QI, IO, 4.50%, 3/20/40				5,892	1,014
	Ser. 15-99, Class LI, IO, 4.00%, 7/20/45				4,497	431
	Ser. 15-53, Class MI, IO, 4.00%, 4/16/45				34,419	6,588
	Ser. 15-187, Class JI, IO, 4.00%, 3/20/45				33,179	4,765
	Ser. 13-24, Class PI, IO, 4.00%, 11/20/42				12,532	1,502
	Ser. 16-75, Class EI, IO, 3.50%, 8/20/45				14,240	1,381
	Ser. 15-24, Class IA, IO, 3.50%, 2/20/45				20,108	2,216
	Ser. 13-100, Class MI, IO, 3.50%, 2/20/43				5,416	356
	Ser. 13-157, Class IA, IO, 3.50%, 4/20/40				5,930	51
	Ser. 13-79, Class XI, IO, 3.50%, 11/20/39				12,856	542
	Ser. 13-6, Class AI, IO, 3.50%, 8/20/39				46,994	3,159
	Ser. 20-173, Class MI, IO, 2.50%, 11/20/50				207,985	27,103
	Ser. 18-H05, Class AI, IO, 2.261%, 2/20/68(WAC)				84,480	5,861
	Ser. 17-H06, Class BI, IO, 2.245%, 2/20/67(WAC)				71,604	4,686
	FRB Ser. 16-H16, Class DI, IO, 2.244%, 6/20/66(WAC)				56,764	3,344
	Ser. 17-H02, Class BI, IO, 2.11%, 1/20/67(WAC)				93,438	5,023
	Ser. 15-H24, Class HI, IO, 2.087%, 9/20/65(WAC)				142,119	3,548
	Ser. 15-H15, Class JI, IO, 1.953%, 6/20/65(WAC)				180,398	10,860
	Ser. 15-H19, Class NI, IO, 1.905%, 7/20/65(WAC)				118,916	6,231
	FRB Ser. 15-H16, Class XI, IO, 1.866%, 7/20/65(WAC)				60,838	3,802
	Ser. 15-H20, Class CI, IO, 1.811%, 8/20/65(WAC)				111,597	7,589
	Ser. 15-H10, Class CI, IO, 1.804%, 4/20/65(WAC)				103,216	5,811
	Ser. 15-H09, Class AI, IO, 1.734%, 4/20/65(WAC)				130,287	4,525
	Ser. 16-H03, Class AI, IO, 1.727%, 1/20/66(WAC)				92,504	3,483
	Ser. 15-H25, Class BI, IO, 1.713%, 10/20/65(WAC)				158,045	8,376
	Ser. 15-H09, Class BI, IO, 1.674%, 3/20/65(WAC)				131,864	5,931
	Ser. 16-H02, Class BI, IO, 1.673%, 11/20/65(WAC)				196,333	12,506
	Ser. 16-H04, Class KI, IO, 1.623%, 2/20/66(WAC)				63,385	1,793
	Ser. 15-H25, Class AI, IO, 1.612%, 9/20/65(WAC)				185,132	8,646
	Ser. 14-H21, Class AI, IO, 1.439%, 10/20/64(WAC)				124,265	5,566
						511,310
	Commercial mortgage-backed securities (0.3%)
	GS Mortgage Securities Trust 144A FRB Ser. 14-GC24, Class D, 4.533%, 9/10/47(WAC)				27,000	18,571
	JPMBB Commercial Mortgage Securities Trust 144A FRB Ser. 13-C14, Class E, 4.549%, 8/15/46(WAC)				16,000	11,498
	JPMorgan Chase Commercial Mortgage Securities Trust Ser. 06-LDP9, Class AMS, 5.337%, 5/15/47				9,071	8,635
	UBS-Barclays Commercial Mortgage Trust 144A Ser. 12-C2, Class F, 5.00%, 5/10/63(WAC)				17,000	366
	WF-RBS Commercial Mortgage Trust 144A
	Ser. 11-C3, Class E, 5.00%, 3/15/44(WAC)				30,000	3,081
	Ser. 12-C7, Class F, 4.50%, 6/15/45(WAC)				100,000	13,350
						55,501
	Residential mortgage-backed securities (non-agency) (1.0%)
	Citigroup Mortgage Loan Trust, Inc. FRB Ser. 07-AR5, Class 1A1A, 2.916%, 4/25/37(WAC)				20,171	19,813
	Countrywide Home Loans Mortgage Pass-Through Trust FRB Ser. 05-3, Class 1A1, (1 Month US LIBOR + 0.62%), 1.077%, 4/25/35				5,146	4,615
	Federal Home Loan Mortgage Corporation 144A
	Seasoned Credit Risk Transfer Trust Ser. 19-4, Class M, 4.50%, 2/25/59(WAC)				29,000	28,085
	Structured Agency Credit Risk Trust REMICs FRB Ser. 20-HQA2, Class M2, (1 Month US LIBOR + 3.10%), 3.557%, 3/25/50				9,181	9,215
	Structured Agency Credit Risk Trust FRB Ser. 19-DNA2, Class M2, (1 Month US LIBOR + 2.45%), 2.907%, 3/25/49				32,745	32,745
	Federal National Mortgage Association
	Connecticut Avenue Securities FRB Ser. 16-C02, Class 1B, (1 Month US LIBOR + 12.25%), 12.707%, 9/25/28				59,569	66,919
	Connecticut Avenue Securities FRB Ser. 15-C04, Class 1M2, (1 Month US LIBOR + 5.70%), 6.157%, 4/25/28				9,662	10,336
	Connecticut Avenue Securities FRB Ser. 17-C02, Class 2B1, (1 Month US LIBOR + 5.50%), 5.957%, 9/25/29				10,000	10,715
	Connecticut Avenue Securities FRB Ser. 17-C03, Class 1M2, (1 Month US LIBOR + 3.00%), 3.457%, 10/25/29				11,484	11,711
	Connecticut Avenue Securities FRB Ser. 17-C06, Class 2M2, (1 Month US LIBOR + 2.80%), 3.257%, 2/25/30				5,959	6,061
	Federal National Mortgage Association 144A
	Connecticut Avenue Securities Trust FRB Ser. 20-R01, Class 1B1, (1 Month US LIBOR + 3.25%), 3.707%, 1/25/40				10,000	9,302
	Connecticut Avenue Securities Trust FRB Ser. 22-R02, Class 2M2, (US 30 Day Average SOFR + 3.00%), 3.099%, 1/25/42				22,000	21,340
	WaMu Mortgage Pass-Through Certificates Trust FRB Ser. 04-AR12, Class A2B, (1 Month US LIBOR + 0.92%), 1.377%, 10/25/44				10,470	10,123
						240,980
	Total mortgage-backed securities (cost $1,040,787)					$807,791

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	WARRANTS (1.1%)(a)(NON)
			Expiration date	Strike Price	Warrants	Value
	Bank of Jiangsu Co., Ltd. 144A (China)		9/28/22	$0.00	41,800	$46,481
	ENN Natural Gas Co., Ltd. 144A (China)		9/16/22	0.00	17,200	48,046
	G-bits Network Technology Xiamen Co., Ltd. 144A (China)		10/21/22	0.00	100	5,686
	Sany Heavy Industry Co., Ltd. 144A (China)		2/10/23	0.00	11,500	31,779
	Shaanxi Coal Industry Co., Ltd. 144A (China)		7/29/22	0.00	14,100	36,585
	Shenzhen Mindray Bio-Medical Electronics Co., Ltd. 144A (China)		1/27/23	0.00	700	33,924
	Youngor Group Co., Ltd. 144A (China)		7/29/22	0.00	41,400	44,274
	Zhuzhou Kibing Group Co., Ltd. 144A (China)		7/29/22	0.00	3,127	6,545
	Total warrants (cost $252,469)					$253,320

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	FOREIGN GOVERNMENT AND AGENCY BONDS AND NOTES (0.5%)(a)
					Principal amount	Value
	Mexico (Government of) sr. unsec. bonds 5.55%, 1/21/45 (Mexico)				$44,000	$47,827
	Uruguay (Oriental Republic of) sr. unsec. unsub. notes 4.375%, 10/27/27 (Uruguay)				$70,000	74,200
	Total foreign government and agency bonds and notes (cost $120,135)					$122,027

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	ASSET-BACKED SECURITIES (0.4%)(a)
					Principal amount	Value
	1Sharpe Mortgage Trust 144A FRB Ser. 20-1, Class NOTE, (BBA LIBOR USD 3 Month + 2.90%), 3.025%, 7/25/24				$25,000	$24,938
	Mello Warehouse Securitization Trust 144A FRB Ser. 20-2, Class A, (1 Month US LIBOR + 0.80%), 1.257%, 11/25/53				25,000	25,000
	Station Place Securitization Trust 144A
	FRB Ser. 21-6, Class A, (1 Month US LIBOR + 0.80%), 1.255%, 4/25/22				25,000	25,000
	FRB Ser. 21-10, Class A, (1 Month US LIBOR + 0.75%), zero %, 8/8/22				25,000	25,000
	Total asset-backed securities (cost $100,000)					$99,938

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	CORPORATE BONDS AND NOTES (0.4%)(a)
					Principal amount	Value
	Enbridge, Inc. sr. unsec. unsub. bonds 4.25%, 12/1/26 (Canada)				$20,000	$20,687
	Petrobras Global Finance BV company guaranty sr. unsec. unsub. notes 8.75%, 5/23/26 (Brazil)				10,000	11,636
	Petrobras Global Finance BV company guaranty sr. unsec. unsub. notes 6.25%, 3/17/24 (Brazil)				21,000	22,050
	Petrobras Global Finance BV company guaranty sr. unsec. unsub. notes 5.999%, 1/27/28 (Brazil)				15,000	15,750
	Petroleos Mexicanos company guaranty sr. unsec. unsub. notes 6.70%, 2/16/32 (Mexico)				12,000	11,400
	Total corporate bonds and notes (cost $79,051)					$81,523

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	SHORT-TERM INVESTMENTS (70.1%)(a)
					Principal amount/shares	Value
	Interest in $384,728,000 joint tri-party repurchase agreement dated 3/31/2022 with BofA Securities, Inc. due 4/1/2022 - maturity value of $4,931,041 for an effective yield of 0.300% (collateralized by Agency Mortgage-Backed Securities with coupon rates ranging from 2.000% to 4.500% and due dates ranging from 2/1/2042 to 3/1/2052, valued at $392,422,560)				$4,931,000	$4,931,000
	Putnam Cash Collateral Pool, LLC 0.37%(AFF)			Shares	704,000	704,000
	Putnam Short Term Investment Fund Class P 0.39%(AFF)			Shares	9,500,000	9,500,000
	CAFCO, LLC asset backed commercial paper 0.230%, 4/22/22				$250,000	249,926
	U.S. Treasury Bills 0.396%, 6/9/22(SEG)(SEGSF)(SEGCCS)				200,000	199,856
	U.S. Treasury Bills 0.056%, 5/5/22(SEG)(SEGSF)(SEGCCS)				250,000	249,965
	U.S. Treasury Bills 0.052%, 5/19/22(SEG)(SEGSF)(SEGCCS)				250,000	249,917
	U.S. Treasury Bills 0.063%, 4/21/22(SEGSF)				250,000	249,983
	Total short-term investments (cost $16,334,778)					$16,334,647
	TOTAL INVESTMENTS
	Total investments (cost $29,835,873)					$30,371,001

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	FUTURES CONTRACTS OUTSTANDING at 3/31/22 (Unaudited)
		Number of contracts	Notional amount	Value	Expiration date	Unrealized appreciation/ (depreciation)
	S&P 500 Index E-Mini (Long)	5	$1,132,603	$1,132,688	Jun-22	$31,908
	U.S. Treasury Note 2 yr (Short)	14	2,966,906	2,966,906	Jun-22	37,047
	U.S. Treasury Note 5 yr (Short)	17	1,949,688	1,949,688	Jun-22	46,181
	U.S. Treasury Note 10 yr (Long)	65	7,986,875	7,986,875	Jun-22	(217,648)
	Unrealized appreciation					115,136
	Unrealized (depreciation)					(217,648)
	Total					$(102,512)

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	FORWARD PREMIUM SWAP OPTION CONTRACTS OUTSTANDING at 3/31/22 (Unaudited)
	Counterparty Fixed right or obligation % to receive or (pay)/Floating rate index/Maturity date	Expiration date/strike		Notional/ Contract amount	Premium receivable/ (payable)	Unrealized appreciation/ (depreciation)
	Bank of America N.A.
	(1.275)/3 month USD-LIBOR-BBA/Mar-50 (Purchased)	Mar-30/1.275		$4,900	$(638)	$370
	(2.3075)/3 month USD-LIBOR-BBA/Jun-52 (Purchased)	Jun-22/2.3075		3,700	(84)	40
	1.275/3 month USD-LIBOR-BBA/Mar-50 (Purchased)	Mar-30/1.275		4,900	(638)	(264)
	2.3075/3 month USD-LIBOR-BBA/Jun-52 (Purchased)	Jun-22/2.3075		3,700	(1,740)	(1,581)
	Citibank, N.A.
	2.194/SOFR/Apr-32 (Purchased)	Apr-22/2.194		439,800	(4,926)	660
	(2.194)/SOFR/Apr-32 (Purchased)	Apr-22/2.194		439,800	(4,926)	(2,023)
	Goldman Sachs International
	2.8175/3 month USD-LIBOR-BBA/Mar-47 (Purchased)	Mar-27/2.8175		1,700	(215)	65
	(2.8175)/3 month USD-LIBOR-BBA/Mar-47 (Purchased)	Mar-27/2.8175		1,700	(215)	(74)
	Unrealized appreciation					1,135
	Unrealized (depreciation)					(3,942)
	Total					$(2,807)

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	TBA SALE COMMITMENTS OUTSTANDING at 3/31/22 (proceeds receivable $5,926,816) (Unaudited)
	Agency		Principal amount	Settlement date	Value
	Uniform Mortgage-Backed Securities, 4.00%, 4/1/52		$1,000,000	4/13/22	$1,020,547
	Uniform Mortgage-Backed Securities, 3.50%, 4/1/52		1,000,000	4/13/22	1,001,797
	Uniform Mortgage-Backed Securities, 3.00%, 4/1/52		1,000,000	4/13/22	978,359
	Uniform Mortgage-Backed Securities, 2.50%, 4/1/52		2,000,000	4/13/22	1,908,438
	Uniform Mortgage-Backed Securities, 2.00%, 4/1/52		1,000,000	4/13/22	928,141
	Total				$5,837,282

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	CENTRALLY CLEARED INTEREST RATE SWAP CONTRACTS OUTSTANDING at 3/31/22 (Unaudited)
	Notional amount		Value		Upfront premium received (paid)		Termi- nation date	Payments made by fund		Payments received by fund	Unrealized appreciation/ (depreciation)
		$31,000	$2,270		$4		12/23/31	1.285% — Annually		Secured Overnight Financing Rate — Annually	$2,170
		5,000	260		—		12/24/26	Secured Overnight Financing Rate — Annually		1.096% — Annually	(246)
		4,000	293		(2)		12/24/31	1.285% — Annually		Secured Overnight Financing Rate — Annually	278
		6,000	735		1		12/24/51	Secured Overnight Financing Rate — Annually		1.435% — Annually	(711)
		564,000	39,362		(7)		1/3/32	1.3265% — Annually		Secured Overnight Financing Rate — Annually	37,625
		9,400	258		—		2/24/52	Secured Overnight Financing Rate — Annually		1.86% — Annually	(241)
		146,000	5,109	(E)	382		6/15/32	Secured Overnight Financing Rate — Annually		1.762% — Annually	(4,726)
		1,734,000	23,062	(E)	25,190		6/15/24	Secured Overnight Financing Rate — Annually		1.80% — Annually	2,128
		421,000	8,908	(E)	(9,866)		6/15/27	1.85% — Annually		Secured Overnight Financing Rate — Annually	(958)
		601,000	10,884	(E)	15,933		6/15/32	Secured Overnight Financing Rate — Annually		1.95% — Annually	5,048
		177,000	2,297	(E)	2,742		6/15/52	Secured Overnight Financing Rate — Annually		2.05% — Annually	5,040
		54,500	737		(1)		3/30/32	2.2655% — Annually		Secured Overnight Financing Rate — Annually	(745)
		54,500	711		(1)		3/30/32	2.26% — Annually		Secured Overnight Financing Rate — Annually	(718)
		96,000	542		(1)		3/30/27	2.3535% — Annually		Secured Overnight Financing Rate — Annually	(555)
		100,000	107		—		3/31/24	Secured Overnight Financing Rate — Annually		2.3005% — Annually	113
		110,000	308		(1)		3/31/27	2.29325% — Annually		Secured Overnight Financing Rate — Annually	(316)
		134,000	358		(1)		4/1/27	2.2915% — Annually		Secured Overnight Financing Rate — Annually	(359)
		147,000	82		(1)		4/1/27	2.247% — Annually		Secured Overnight Financing Rate — Annually	(84)
		107,000	156		(1)		4/4/32	2.116% — Annually		Secured Overnight Financing Rate — Annually	(158)
	AUD	47,000	1,512	(E)	(1,120)		6/15/32	2.67% — Semiannually		6 month AUD-BBR-BBSW — Semiannually	392
	CAD	227,000	9,658	(E)	(903)		6/15/32	2.325% — Semiannually		3 month CAD-BA-CDOR — Semiannually	8,755
	CHF	278,000	10,253	(E)	3,169		6/15/32	Swiss Average Rate Overnight — Annually		0.565% — Annually	(7,085)
	EUR	671,000	22,462	(E)	4,860		6/15/32	6 month EUR-EURIBOR-REUTERS — Semiannually		0.915% — Annually	(17,650)
	GBP	129,000	3,396	(E)	(361)		6/15/32	1.455% — Annually		Sterling Overnight Index Average — Annually	3,035
	NOK	2,106,000	8,377	(E)	(588)		6/15/32	2.355% — Annually		6 month NOK-NIBOR-NIBR — Semiannually	7,789
	NZD	289,000	5,440	(E)	(212)		6/15/32	3.10% — Semiannually		3 month NZD-BBR-FRA — Quarterly	5,228
	SEK	781,000	3,295	(E)	3,169		6/15/32	3 month SEK-STIBOR-SIDE — Quarterly		1.497% — Annually	(124)
	Total				$42,384						$42,925
(E)	Extended effective date.

---

	OTC TOTAL RETURN SWAP CONTRACTS OUTSTANDING at 3/31/22 (Unaudited)
	Swap counterparty/ notional amount		Value		Upfront premium received (paid)		Termi- nation date	Payments received (paid) by fund		Total return received by or paid by fund	Unrealized appreciation/ (depreciation)
	Bank of America N.A.
		$5,282,602	$5,346,779		$—		3/24/23	(Secured Overnight Financing Rate plus 0.22%) — Monthly		A basket (MLFCF15) of common stocks — Monthly*	$64,659
		64,351	65,327		—		6/20/23	(Secured Overnight Financing Rate plus 1.00%) — Monthly		Al Rajhi Bank — Monthly	955
		5,276,766	5,321,749		—		3/24/23	Secured Overnight Financing Rate plus 0.05% — Monthly		Russell 1000 Total Return Index — Monthly	(54,947)
		6,588	6,771		—		6/20/23	(Secured Overnight Financing Rate plus 1.00%) — Monthly		United Electronics Co. — Monthly	181
	Barclays Bank PLC
		1,827,899	1,811,267		—		5/26/22	(0.10%) — Monthly		Buraschi Barclays Adaptive Trend Strategy EX-Commodities ER — Monthly#	(16,642)
	Citibank, N.A.
		20,413	20,954		—		7/5/24	Secured Overnight Financing Rate minus 0.28% — Monthly		Aaon Inc. — Monthly	(544)
		30,571	33,949		—		7/5/24	Secured Overnight Financing Rate minus 0.35% — Monthly		AAR Corp. — Monthly	(3,382)
		14,972	14,958		—		7/5/24	Secured Overnight Financing Rate minus 0.28% — Monthly		ACI Worldwide Inc. — Monthly	13
		22,906	23,628		—		7/5/24	Secured Overnight Financing Rate minus 0.25% — Monthly		Adapthealth Corp. — Monthly	(725)
		35,632	36,632		—		7/5/24	Secured Overnight Financing Rate minus 0.35% — Monthly		Advance Auto Parts — Monthly	(1,004)
		9,582	8,661		—		7/5/24	Secured Overnight Financing Rate minus 4.50% — Monthly		B&G Foods Inc. — Monthly	768
		68,783	72,229		—		7/5/24	Secured Overnight Financing Rate — Monthly		Bausch Health Cos Inc. — Monthly	(3,452)
		28,728	26,561		—		7/5/24	Secured Overnight Financing Rate minus 0.35% — Monthly		Calix Inc. — Monthly	2,163
		22,459	21,658		—		7/5/24	Secured Overnight Financing Rate minus 0.35% — Monthly		Diversey Holdings Ltd — Monthly	799
		31,297	33,722		—		7/5/24	Secured Overnight Financing Rate minus 0.28% — Monthly		Dycom Industries Inc. — Monthly	(2,428)
		2,650	3,580		—		7/5/24	Secured Overnight Financing Rate minus 0.28% — Monthly		Ebix Inc. — Monthly	(938)
		50,879	51,371		—		7/5/24	Secured Overnight Financing Rate minus 0.28% — Monthly		Elanco Animal Health Inc. — Monthly	(498)
		28,086	28,607		—		7/5/24	Secured Overnight Financing Rate minus 0.35% — Monthly		Energizer Holdings Inc. — Monthly	(803)
		14,722	15,671		—		7/5/24	Secured Overnight Financing Rate minus 0.28% — Monthly		F5 Inc. — Monthly	(951)
		27,156	27,290		—		7/5/24	Secured Overnight Financing Rate minus 0.35% — Monthly		First Citizens BCSHS Class A — Monthly	(155)
		21,526	26,562		—		7/5/24	Secured Overnight Financing Rate minus 0.35% — Monthly		Guardant Health Inc. — Monthly	(5,039)
		22,871	26,072		—		7/5/24	Secured Overnight Financing Rate minus 0.35% — Monthly		Healthcare Services Group — Monthly	(3,500)
		97,737	89,698		—		7/5/24	Secured Overnight Financing Rate minus 0.28% — Monthly		L3Harris Technologies Inc. — Monthly	7,626
		21,979	23,194		—		7/5/24	Secured Overnight Financing Rate minus 0.28% — Monthly		Lumen Technologies Inc. — Monthly	(1,731)
		62,670	65,528		—		7/5/24	Secured Overnight Financing Rate minus 0.28% — Monthly		Penumbra Inc. — Monthly	(2,864)
		7,809	9,613		—		7/5/24	Secured Overnight Financing Rate minus 0.28% — Monthly		Plug Power Inc. — Monthly	(1,805)
		35,890	33,777		—		7/5/24	Secured Overnight Financing Rate minus 0.35% — Monthly		Primoris Services Corp. — Monthly	2,024
		73,237	81,563		—		7/5/24	Secured Overnight Financing Rate minus 0.28% — Monthly		Ralph Lauren Corp. — Monthly	(8,828)
		14,687	15,198		—		7/5/24	Secured Overnight Financing Rate minus 0.28% — Monthly		Sanmina-Sci Corp. — Monthly	(513)
		14,505	22,543		—		7/5/24	Secured Overnight Financing Rate minus 0.35% — Monthly		Shift 4 Payments Inc. Class A — Monthly	(8,038)
		3,745	3,575		—		7/5/24	Secured Overnight Financing Rate minus 0.35% — Monthly		Stitch Fix Inc. Class A — Monthly	170
		72,412	96,984		—		7/5/24	Secured Overnight Financing Rate minus 0.28% — Monthly		Tesla Inc. — Monthly	(24,578)
		33,053	35,560		—		7/5/24	Secured Overnight Financing Rate minus 0.35% — Monthly		Universal Display Corp. — Monthly	(2,574)
		13,613	15,935		—		7/5/24	Secured Overnight Financing Rate minus 0.28% — Monthly		Veeva Systems Inc. Class A — Monthly	(2,323)
		13,726	13,263		—		7/5/24	Secured Overnight Financing Rate minus 0.28% — Monthly		Vicor Corp. — Monthly	461
		8,230	7,329		—		7/5/24	Secured Overnight Financing Rate minus 0.28% — Monthly		WD-40 Corp. — Monthly	900
		27,717	25,226		—		7/5/24	Secured Overnight Financing Rate minus 0.35% — Monthly		Whirlpool Corp. — Monthly	2,233
		2,412	2,698		—		7/5/24	Secured Overnight Financing Rate minus 0.75% — Monthly		Zynex Inc. — Monthly	(286)
	Credit Suisse International
		1,476,688	1,435,204		—		11/2/22	Secured Overnight Financing Rate minus 0.05% — Monthly		MSCI Daily TR Net Emerging Markets USD — Monthly	41,567
	Goldman Sachs International
		5,608,816	5,777,961		—		12/15/25	(Secured Overnight Financing Rate plus 0.40%) — Monthly		A basket (GSGLPWDL) of common stocks — Monthly*	184,655
		5,512,067	5,679,878		—		12/15/25	Secured Overnight Financing Rate minus 0.25% — Monthly		A basket (GSGLPWDS) of common stocks — Monthly*	(183,902)
		10,345	12,850		—		12/15/25	Secured Overnight Financing Rate minus 2.40% — Monthly		Beyond Meat Inc. — Monthly	(2,516)
		14,119	16,084		—		12/15/25	Secured Overnight Financing Rate minus 0.35% — Monthly		Bloom Energy Corp. - A — Monthly	(1,966)
		2,303	2,312		—		12/15/25	(Secured Overnight Financing Rate plus 0.40%) — Monthly		Evraz PLC — Monthly	9
		25,112	28,053		—		12/15/25	Secured Overnight Financing Rate minus 0.35% — Monthly		First Solar Inc. — Monthly	(2,944)
		233,180	235,424		—		12/15/25	(0.45%) — Monthly		Goldman Sachs Volatility Carry US Enhanced 3x Excess Return Strategy — Monthly††	2,200
		737,579	750,302		—		12/15/25	(0.45%) — Monthly		Goldman Sachs Volatility Carry US Series 85 Excess Return Strategy — Monthly††	12,585
		225,810	222,179		—		12/15/25	(0.30%) — Monthly		Goldman Sachs Volatility of Volatility Carry Excess Return Strategy — Monthly†	(3,659)
		527,376	521,300		—		12/15/25	(0.30%) — Monthly		Goldman Sachs Volatility of Volatility Carry Series 69 Excess Return Strategy — Monthly†	(6,142)
		23,508	26,752		—		12/15/25	Secured Overnight Financing Rate minus 0.35% — Monthly		New Relic Inc. — Monthly	(3,246)
		18,169	22,256		—		12/15/25	Secured Overnight Financing Rate minus 0.35% — Monthly		Progyny, Inc. — Monthly	(4,090)
		4,488	4,602		—		12/15/25	Secured Overnight Financing Rate minus 0.18% — Monthly		Sillajen Inc. — Monthly	(147)
	JPMorgan Chase Bank N.A.
		1,102,898	1,152,705		—		3/6/23	(Secured Overnight Financing Rate plus 0.41%) — Monthly		A basket (JPCMPTFL) of common stocks — Monthly*	50,322
	UBS AG
		8,785,770	8,940,231		—		5/22/23	(Secured Overnight Financing Rate plus 0.35%) — Monthly		A basket (UBSPUSER) of common stocks — Monthly*	155,143
		1,459,940	1,418,927		—		11/2/22	Secured Overnight Financing Rate minus 0.07% — Monthly		MSCI Daily TR Net Emerging Markets USD — Monthly	41,073
		8,806,735	8,946,285		—		5/22/23	Secured Overnight Financing Rate plus 0.20% — Monthly		S&P 500 Total Return 4 Jan 1988 Index — Monthly	(138,670)
Upfront premium received					—	Unrealized appreciation					570,506
		Upfront premium (paid)			—	Unrealized (depreciation)					(495,830)
			Total		$—					Total	$74,676
†	Replicates exposure to the difference between the implied and the realized volatility risk premium in the CBOE Volatility Index option market, with a delta hedge overlay.
††	Replicates exposure to the difference between the implied and the realized volatility risk premium on the S&P500 Index, with a delta hedge overlay.
#	BEFSBAXD is a trend strategy that invests in global futures (excluding commodities) based on long and short term trends in futures prices.
*	The 50 largest components, and any individual component greater than 1% of basket value, are shown below.

---

	A BASKET (MLFCF15) OF COMMON STOCKS
	Common stocks	Sector	Shares	Value	Percentage value
	Apple, Inc.	Technology	2,192	$382,806	7.16%
	Alphabet, Inc. Class A	Technology	91	253,565	4.74%
	Microsoft Corp.	Technology	799	246,379	4.61%
	Amazon.com, Inc.	Consumer cyclicals	60	194,743	3.64%
	NVIDIA Corp.	Technology	557	151,933	2.84%
	JPMorgan Chase & Co.	Financials	805	109,791	2.05%
	Accenture PLC Class A	Technology	282	95,075	1.78%
	Merck & Co., Inc.	Health care	1,143	93,814	1.75%
	Walmart, Inc.	Consumer cyclicals	615	91,647	1.71%
	Qualcomm, Inc.	Technology	537	82,010	1.53%
	Tesla, Inc.	Consumer cyclicals	73	79,076	1.48%
	Intuit, Inc.	Technology	158	75,853	1.42%
	Abbott Laboratories	Health care	593	70,198	1.31%
	Goldman Sachs Group, Inc. (The)	Financials	200	66,171	1.24%
	Vertex Pharmaceuticals, Inc.	Health care	226	58,926	1.10%
	Cisco Systems, Inc./Delaware	Technology	1,042	58,076	1.09%
	Citigroup, Inc.	Financials	1,081	57,705	1.08%
	Adobe, Inc.	Technology	126	57,311	1.07%
	Philip Morris International, Inc.	Consumer staples	598	56,189	1.05%
	Procter & Gamble Co. (The)	Consumer staples	365	55,832	1.04%
	Coca-Cola Co. (The)	Consumer staples	864	53,538	1.00%
	AbbVie, Inc.	Health care	323	52,295	0.98%
	Target Corp.	Consumer cyclicals	245	51,894	0.97%
	MetLife, Inc.	Financials	712	50,057	0.94%
	Synopsys, Inc.	Technology	148	49,253	0.92%
	CSX Corp.	Transportation	1,312	49,132	0.92%
	AT&T, Inc.	Communication services	2,040	48,212	0.90%
	O'Reilly Automotive, Inc.	Consumer cyclicals	70	48,010	0.90%
	AutoZone, Inc.	Consumer cyclicals	23	47,820	0.89%
	Ford Motor Co.	Consumer cyclicals	2,730	46,167	0.86%
	Colgate-Palmolive Co.	Consumer staples	592	44,871	0.84%
	Snowflake, Inc. Class A	Technology	177	40,611	0.76%
	General Dynamics Corp.	Capital goods	165	39,733	0.74%
	Exxon Mobil Corp.	Energy	481	39,685	0.74%
	Cadence Design Systems, Inc.	Technology	240	39,510	0.74%
	Meta Platforms, Inc. Class A	Technology	172	38,274	0.72%
	Chevron Corp.	Energy	222	36,147	0.68%
	Verizon Communications, Inc.	Communication services	706	35,982	0.67%
	American Electric Power Co., Inc.	Utilities and power	359	35,831	0.67%
	Ameriprise Financial, Inc.	Financials	114	34,188	0.64%
	Edwards Lifesciences Corp.	Health care	289	33,997	0.64%
	Medtronic PLC	Health care	304	33,705	0.63%
	Gartner, Inc.	Consumer cyclicals	106	31,611	0.59%
	Marriott International, Inc./MD Class A	Consumer cyclicals	178	31,368	0.59%
	McDonald's Corp.	Consumer staples	127	31,339	0.59%
	Pfizer, Inc.	Health care	591	30,603	0.57%
	Eli Lilly and Co.	Health care	106	30,265	0.57%
	AMETEK, Inc.	Conglomerates	226	30,153	0.56%
	Crown Castle International Corp.	Communication services	162	29,953	0.56%
	Fortive Corp.	Capital goods	461	28,066	0.52%

---

	A BASKET (GSGLPWDL) OF COMMON STOCKS
	Common stocks	Sector	Shares	Value	Percentage value
	Diageo PLC (United Kingdom)	Consumer staples	769	$39,106	0.68%
	Exxon Mobil Corp.	Energy	462	38,122	0.66%
	ConocoPhillips	Energy	380	38,030	0.66%
	PepsiCo, Inc.	Consumer staples	225	37,644	0.65%
	Verisk Analytics, Inc.	Consumer cyclicals	175	37,608	0.65%
	MSCI, Inc.	Technology	74	37,361	0.65%
	FactSet Research Systems, Inc.	Consumer cyclicals	86	37,305	0.65%
	SEI Investments Co.	Financials	616	37,111	0.64%
	Eiffage SA (France)	Basic materials	357	36,988	0.64%
	Keysight Technologies, Inc.	Technology	232	36,684	0.63%
	Secom Co., Ltd. (Japan)	Consumer cyclicals	496	36,250	0.63%
	Exor NV (Netherlands)	Financials	462	35,764	0.62%
	Hershey Co. (The)	Consumer staples	163	35,263	0.61%
	GlaxoSmithKline PLC (United Kingdom)	Health care	1,517	32,898	0.57%
	Colgate-Palmolive Co.	Consumer staples	420	31,828	0.55%
	Baloise Holding AG (Switzerland)	Financials	172	30,910	0.53%
	Aristocrat Leisure, Ltd. (Australia)	Consumer cyclicals	1,109	30,568	0.53%
	AT&T, Inc.	Communication services	1,281	30,280	0.52%
	Textron, Inc.	Capital goods	395	29,369	0.51%
	Marubeni Corp. (Japan)	Conglomerates	2,498	29,343	0.51%
	IA Financial Corp., Inc. (Canada)	Financials	479	29,130	0.50%
	Fortive Corp.	Capital goods	476	28,976	0.50%
	Osaka Gas Co., Ltd. (Japan)	Utilities and power	1,681	28,966	0.50%
	Avery Dennison Corp.	Basic materials	164	28,555	0.49%
	Dover Corp.	Capital goods	181	28,432	0.49%
	Bank Hapoalim MB (Israel)	Financials	2,850	28,355	0.49%
	Toronto-Dominion Bank (Canada)	Financials	355	28,171	0.49%
	Weyerhaeuser Co.	Basic materials	742	28,135	0.49%
	Chevron Corp.	Energy	172	28,066	0.49%
	3M Co.	Conglomerates	184	27,343	0.47%
	Brenntag SE (Germany)	Basic materials	335	27,337	0.47%
	Bank Leumi Le-Israel BM (Israel)	Financials	2,518	27,258	0.47%
	Zebra Technologies Corp. Class A	Technology	65	27,091	0.47%
	Cummins, Inc.	Capital goods	131	26,894	0.47%
	Synopsys, Inc.	Technology	80	26,662	0.46%
	Tokyo Gas Co., Ltd. (Japan)	Utilities and power	1,442	26,514	0.46%
	MetLife, Inc.	Financials	376	26,431	0.46%
	Canadian Imperial Bank of Commerce (Canada)	Financials	216	26,222	0.45%
	Edenred (France)	Consumer cyclicals	519	25,943	0.45%
	Cadence Design Systems, Inc.	Technology	158	25,932	0.45%
	Hologic, Inc.	Health care	337	25,926	0.45%
	Sumitomo Corp. (Japan)	Consumer staples	1,485	25,924	0.45%
	VeriSign, Inc.	Technology	116	25,885	0.45%
	Fidelity National Financial, Inc.	Financials	530	25,881	0.45%
	AMETEK, Inc.	Conglomerates	192	25,565	0.44%
	Telefonica SA (Spain)	Communication services	5,210	25,441	0.44%
	George weston, Ltd. (Canada)	Consumer staples	203	25,042	0.43%
	Fairfax Financial Holdings, Ltd. (Canada)	Financials	46	24,885	0.43%
	Repsol SA (Spain)	Energy	1,863	24,716	0.43%
	Sonic Healthcare, Ltd. (Australia)	Health care	926	24,678	0.43%

---

	A BASKET (GSGLPWDS) OF COMMON STOCKS
	Common stocks	Sector	Shares	Value	Percentage value
	Assicurazioni Generali SpA (Italy)	Financials	1,726	$39,668	0.70%
	Air Liquide SA (France)	Basic materials	216	38,041	0.67%
	AXA SA (France)	Financials	1,281	37,644	0.66%
	S&P Global, Inc.	Consumer cyclicals	91	37,272	0.66%
	Allianz SE (Germany)	Financials	153	36,746	0.65%
	STERIS PLC	Health care	151	36,609	0.64%
	Berkshire Hathaway, Inc. Class B	Financials	103	36,362	0.64%
	BHP Group, Ltd. (Australia)	Basic materials	913	35,364	0.62%
	Visa, Inc. Class A	Financials	154	34,245	0.60%
	Waste Management, Inc.	Capital goods	215	34,018	0.60%
	Heineken NV (Netherlands)	Consumer staples	340	32,611	0.57%
	Ceridian HCM Holding, Inc.	Technology	464	31,692	0.56%
	Kimco Realty Corp.	Financials	1,272	31,424	0.55%
	Pioneer Natural Resources Co.	Energy	123	30,636	0.54%
	SoftBank Corp.	Communication services	2,534	29,726	0.52%
	Bouygues SA (France)	Conglomerates	845	29,581	0.52%
	Tokio Marine Holdings, Inc. (Japan)	Financials	503	29,450	0.52%
	BNP Paribas SA (France)	Financials	512	29,401	0.52%
	Atmos Energy Corp.	Utilities and power	246	29,397	0.52%
	Imperial Brands PLC (United Kingdom)	Consumer staples	1,377	29,134	0.51%
	Toyota Motor Corp. (Japan)	Consumer cyclicals	1,594	29,101	0.51%
	Alexandria Real Estate Equities, Inc.	Financials	143	28,817	0.51%
	Cooper Cos., Inc. (The)	Health care	68	28,562	0.50%
	TOTO, Ltd.	Basic materials	691	28,042	0.49%
	TransCanada Corp. (Canada)	Energy	479	27,028	0.48%
	Waste Connections, Inc.	Capital goods	193	26,997	0.48%
	Trend Micro, Inc. (Japan)	Technology	457	26,904	0.47%
	Enbridge, Inc. (Canada)	Utilities and power	584	26,903	0.47%
	Dollar General Corp.	Consumer cyclicals	120	26,823	0.47%
	Fastenal Co.	Consumer staples	448	26,610	0.47%
	ORIX Corp. (Japan)	Financials	1,318	26,496	0.47%
	Saputo, Inc. (Canada)	Consumer staples	1,115	26,419	0.47%
	Avantor, Inc.	Health care	779	26,329	0.46%
	Mitsubishi UFJ Financial Group, Inc. (Japan)	Financials	4,211	26,296	0.46%
	Orange SA (France)	Communication services	2,215	26,223	0.46%
	Molson Coors Beverage Co. Class B	Consumer staples	491	26,221	0.46%
	Naturgy Energy Group SA (Spain)	Utilities and power	866	26,019	0.46%
	Reed Elsevier (United Kingdom)	Consumer cyclicals	795	24,876	0.44%
	Rollins, Inc.	Consumer cyclicals	705	24,724	0.44%
	Hang Seng Bank, Ltd. (Hong Kong)	Financials	1,267	24,464	0.43%
	International Paper Co.	Basic materials	529	24,391	0.43%
	Moody's Corp.	Consumer cyclicals	72	24,277	0.43%
	ONEOK, Inc.	Energy	341	24,087	0.42%
	Venture Corp., Ltd. (Singapore)	Technology	1,847	23,948	0.42%
	Bunzl PLC (United Kingdom)	Consumer staples	614	23,940	0.42%
	CGI Group, Inc. Class A (Canada)	Technology	299	23,820	0.42%
	Telus Corp. (Canada)	Communication services	911	23,796	0.42%
	Enel SpA (Italy)	Utilities and power	3,513	23,578	0.42%
	MTR Corp. (Hong Kong)	Transportation	4,326	23,387	0.41%
	Swisscom AG (Switzerland)	Communication services	39	23,243	0.41%

---

	A BASKET (JPCMPTFL) OF COMMON STOCKS
	Common stocks	Sector	Shares	Value	Percentage value
	Signify Health, Inc. Class A	Health care	1,003	$18,208	1.58%
	Bristol-Myers Squibb Co.	Health care	238	17,393	1.51%
	Amedisys, Inc.	Health care	83	14,332	1.24%
	Hexcel Corp.	Capital goods	238	14,183	1.23%
	Columbia Sportswear Co.	Consumer cyclicals	154	13,910	1.21%
	Catalent, Inc.	Health care	118	13,047	1.13%
	AECOM	Capital goods	166	12,763	1.11%
	Hanesbrands, Inc.	Consumer cyclicals	847	12,607	1.09%
	Coty, Inc. Class A	Consumer staples	1,395	12,540	1.09%
	General Motors Co.	Consumer cyclicals	286	12,497	1.08%
	BorgWarner, Inc.	Capital goods	310	12,060	1.05%
	Ford Motor Co.	Consumer cyclicals	705	11,916	1.03%
	Driven Brands Holdings, Inc.	Consumer cyclicals	435	11,424	0.99%
	ChargePoint Holdings, Inc.	Capital goods	573	11,384	0.99%
	Merck & Co., Inc.	Health care	138	11,344	0.98%
	Zoetis, Inc.	Health care	56	10,471	0.91%
	Dentsply Sirona, Inc.	Health care	206	10,135	0.88%
	Lululemon Athletica, Inc. (Canada)	Consumer cyclicals	27	9,986	0.87%
	Royalty Pharma PLC Class A	Health care	246	9,582	0.83%
	Arista Networks, Inc.	Technology	69	9,528	0.83%
	Mercury Systems, Inc.	Technology	146	9,387	0.81%
	BWX Technologies, Inc.	Capital goods	172	9,270	0.80%
	Carter's, Inc.	Consumer cyclicals	98	9,001	0.78%
	Thor Industries, Inc.	Consumer cyclicals	114	8,949	0.78%
	Boston Scientific Corp.	Health care	201	8,890	0.77%
	Petco Health & Wellness Co., Inc.	Consumer cyclicals	448	8,760	0.76%
	Quanta Services, Inc.	Capital goods	66	8,679	0.75%
	CommScope Holding Co., Inc.	Technology	1,097	8,642	0.75%
	Jazz Pharmaceuticals PLC	Health care	55	8,626	0.75%
	Virgin Galactic Holdings, Inc.	Consumer cyclicals	869	8,583	0.74%
	Tandem Diabetes Care, Inc.	Health care	74	8,571	0.74%
	Skechers USA, Inc. Class A	Consumer cyclicals	205	8,373	0.73%
	Harley-Davidson, Inc.	Consumer cyclicals	212	8,357	0.72%
	Monolithic Power Systems, Inc.	Technology	17	8,324	0.72%
	Teladoc Health, Inc.	Health care	114	8,234	0.71%
	Comerica, Inc.	Financials	91	8,214	0.71%
	Timken Co. (The)	Basic materials	135	8,178	0.71%
	Change Healthcare, Inc.	Health care	372	8,113	0.70%
	Darling Ingredients, Inc.	Consumer staples	101	8,106	0.70%
	Perrigo Co. PLC	Health care	210	8,077	0.70%
	QuantumScape Corp.	Capital goods	400	8,003	0.69%
	Boeing Co. (The)	Capital goods	41	7,930	0.69%
	Axon Enterprise, Inc.	Capital goods	57	7,914	0.69%
	United Rentals, Inc.	Consumer cyclicals	22	7,908	0.69%
	Qorvo, Inc.	Technology	64	7,907	0.69%
	PVH Corp.	Consumer cyclicals	101	7,768	0.67%
	Newell Brands, Inc.	Consumer staples	360	7,712	0.67%
	Spirit AeroSystems Holdings, Inc. Class A	Capital goods	153	7,476	0.65%
	Datto Holding Corp.	Technology	278	7,425	0.64%
	American Airlines Group, Inc.	Transportation	394	7,198	0.62%

---

	A BASKET (UBSPUSER) OF COMMON STOCKS
	Common stocks	Sector	Shares	Value	Percentage value
	Microsoft Corp.	Technology	2,309	$711,892	7.96%
	Apple, Inc.	Technology	2,898	506,050	5.66%
	Amazon.com, Inc.	Consumer cyclicals	115	373,567	4.18%
	Alphabet, Inc. Class C	Technology	98	273,162	3.06%
	Tesla, Inc.	Consumer cyclicals	200	215,353	2.41%
	NVIDIA Corp.	Technology	647	176,550	1.97%
	Union Pacific Corp.	Transportation	639	174,622	1.95%
	Walmart, Inc.	Consumer cyclicals	950	141,546	1.58%
	Bank of America Corp.	Financials	3,420	140,966	1.58%
	Danaher Corp.	Health care	471	138,151	1.55%
	Northrop Grumman Corp.	Capital goods	297	132,798	1.49%
	JPMorgan Chase & Co.	Financials	945	128,763	1.44%
	AbbVie, Inc.	Health care	782	126,710	1.42%
	Mastercard, Inc. Class A	Consumer cyclicals	348	124,431	1.39%
	ConocoPhillips	Energy	1,182	118,197	1.32%
	O'Reilly Automotive, Inc.	Consumer cyclicals	168	114,831	1.28%
	Regeneron Pharmaceuticals, Inc.	Health care	164	114,483	1.28%
	Anthem, Inc.	Health care	232	113,992	1.28%
	Visa, Inc. Class A	Financials	481	106,612	1.19%
	American Tower Corp.	Communication services	424	106,463	1.19%
	Adobe, Inc.	Technology	232	105,493	1.18%
	Johnson Controls International PLC	Capital goods	1,604	105,175	1.18%
	UnitedHealth Group, Inc.	Health care	202	102,962	1.15%
	Citigroup, Inc.	Financials	1,762	94,078	1.05%
	Procter & Gamble Co. (The)	Consumer staples	612	93,484	1.05%
	Thermo Fisher Scientific, Inc.	Health care	155	91,717	1.03%
	McKesson Corp.	Health care	296	90,563	1.01%
	Merck & Co., Inc.	Health care	1,091	89,492	1.00%
	Qualcomm, Inc.	Technology	558	85,349	0.95%
	Valero Energy Corp.	Energy	837	85,030	0.95%
	Johnson & Johnson	Health care	473	83,803	0.94%
	Intuit, Inc.	Technology	169	81,459	0.91%
	Freeport-McMoRan, Inc. (Indonesia)	Basic materials	1,601	79,623	0.89%
	Exxon Mobil Corp.	Energy	920	76,021	0.85%
	Deere & Co.	Capital goods	183	75,828	0.85%
	HCA Healthcare, Inc.	Health care	299	74,874	0.84%
	Southwest Airlines Co.	Transportation	1,605	73,506	0.82%
	Goldman Sachs Group, Inc. (The)	Financials	210	69,287	0.78%
	Meta Platforms, Inc. Class A	Technology	304	67,503	0.76%
	Nike, Inc. Class B	Consumer cyclicals	498	67,022	0.75%
	TJX Cos., Inc. (The)	Consumer cyclicals	1,103	66,807	0.75%
	DexCom, Inc.	Health care	125	64,059	0.72%
	Accenture PLC Class A	Technology	188	63,388	0.71%
	Corteva, Inc.	Basic materials	1,085	62,364	0.70%
	NRG Energy, Inc.	Utilities and power	1,572	60,296	0.67%
	Hilton Worldwide Holdings, Inc.	Consumer cyclicals	390	59,182	0.66%
	Costco Wholesale Corp.	Consumer staples	103	59,170	0.66%
	Home Depot, Inc. (The)	Consumer cyclicals	192	57,365	0.64%
	Cadence Design Systems, Inc.	Technology	343	56,369	0.63%
	Advanced Micro Devices, Inc.	Technology	514	56,148	0.63%

---

	CENTRALLY CLEARED TOTAL RETURN SWAP CONTRACTS OUTSTANDING at 3/31/22 (Unaudited)
	Notional amount		Value		Upfront premium received (paid)		Termi- nation date	Payments received (paid) by fund		Total return received by or paid by fund	Unrealized appreciation/ (depreciation)
		$509,000	$41,076		$(9)		1/15/32	2.78% — At maturity		USA Non-revised Consumer Price Index- Urban (CPI-U) — At maturity	$(41,085)
		1,595,000	98,396		(16)		9/13/26	2.7375% — At maturity		USA Non-revised Consumer Price Index- Urban (CPI-U) — At maturity	(98,412)
	Total				$(25)						$(139,497)

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	OTC CREDIT DEFAULT CONTRACTS OUTSTANDING — PROTECTION SOLD at 3/31/22 (Unaudited)
	Swap counterparty/ referenced debt*	Rating***	Upfront premium received (paid)**		Notional amount	Value		Termi- nation date		Payments received by fund	Unrealized appreciation/ (depreciation)
	Bank of America N.A.
	CMBX NA BBB-.6 Index	B+/P	$68		$956	$233		5/11/63		300 bp — Monthly	$(165)
	CMBX NA BBB-.6 Index	B+/P	121		1,913	467		5/11/63		300 bp — Monthly	(345)
	CMBX NA BBB-.6 Index	B+/P	228		3,826	934		5/11/63		300 bp — Monthly	(704)
	CMBX NA BBB-.6 Index	B+/P	247		3,826	934		5/11/63		300 bp — Monthly	(685)
	Barclays Bank PLC
	CMBX NA BBB-.6 Index	B+/P	887		7,652	1,868		5/11/63		300 bp — Monthly	(976)
	CMBX NA BBB-.7 Index	BB-/P	141		25,000	4,495		1/17/47		300 bp — Monthly	(4,340)
	Citigroup Global Markets, Inc.
	CMBX NA BB.6 Index	CCC+/P	2,439		16,169	6,805		5/11/63		500 bp — Monthly	(4,351)
	CMBX NA BB.7 Index	B/P	459		9,000	2,797		1/17/47		500 bp — Monthly	(2,329)
	CMBX NA BBB-.6 Index	B+/P	25,281		379,722	92,690		5/11/63		300 bp — Monthly	(67,188)
	Credit Suisse International
	CMBX NA A.6 Index	BBB+/P	(32)		26,917	2,180		5/11/63		200 bp — Monthly	(2,202)
	CMBX NA BBB-.6 Index	B+/P	74,418		757,532	184,913		5/11/63		300 bp — Monthly	(110,053)
	CMBX NA BBB-.7 Index	BB-/P	3,952		50,000	8,990		1/17/47		300 bp — Monthly	(5,009)
	CMBX NA BBB-.7 Index	BB-/P	7,909		107,000	19,239		1/17/47		300 bp — Monthly	(11,267)
	Goldman Sachs International
	CMBX NA A.6 Index	BBB+/P	309		5,569	451		5/11/63		200 bp — Monthly	(140)
	CMBX NA A.6 Index	BBB+/P	419		7,425	601		5/11/63		200 bp — Monthly	(179)
	CMBX NA A.6 Index	BBB+/P	1,018		18,564	1,504		5/11/63		200 bp — Monthly	(479)
	CMBX NA A.6 Index	BBB+/P	3,977		57,547	4,661		5/11/63		200 bp — Monthly	(662)
	CMBX NA BBB-.6 Index	B+/P	260		2,869	700		5/11/63		300 bp — Monthly	(439)
	CMBX NA BBB-.6 Index	B+/P	259		2,869	700		5/11/63		300 bp — Monthly	(440)
	CMBX NA BBB-.6 Index	B+/P	422		4,782	1,167		5/11/63		300 bp — Monthly	(743)
	CMBX NA BBB-.6 Index	B+/P	661		5,739	1,401		5/11/63		300 bp — Monthly	(736)
	CMBX NA BBB-.6 Index	B+/P	591		6,695	1,634		5/11/63		300 bp — Monthly	(1,040)
	CMBX NA BBB-.6 Index	B+/P	365		6,695	1,634		5/11/63		300 bp — Monthly	(1,265)
	CMBX NA BBB-.6 Index	B+/P	633		7,652	1,868		5/11/63		300 bp — Monthly	(1,230)
	CMBX NA BBB-.6 Index	B+/P	990		8,608	2,101		5/11/63		300 bp — Monthly	(1,106)
	CMBX NA BBB-.6 Index	B+/P	435		8,608	2,101		5/11/63		300 bp — Monthly	(1,661)
	CMBX NA BBB-.6 Index	B+/P	1,218		9,565	2,335		5/11/63		300 bp — Monthly	(1,112)
	CMBX NA BBB-.6 Index	B+/P	1,160		13,391	3,269		5/11/63		300 bp — Monthly	(2,101)
	CMBX NA BBB-.6 Index	B+/P	1,671		14,347	3,502		5/11/63		300 bp — Monthly	(1,822)
	CMBX NA BBB-.6 Index	B+/P	2,221		15,304	3,736		5/11/63		300 bp — Monthly	(1,505)
	CMBX NA BBB-.6 Index	B+/P	1,090		15,304	3,736		5/11/63		300 bp — Monthly	(2,637)
	CMBX NA BBB-.6 Index	B+/P	878		17,217	4,203		5/11/63		300 bp — Monthly	(3,315)
	CMBX NA BBB-.6 Index	B+/P	2,923		25,825	6,304		5/11/63		300 bp — Monthly	(3,366)
	CMBX NA BBB-.6 Index	B+/P	3,376		34,433	8,405		5/11/63		300 bp — Monthly	(5,009)
	CMBX NA BBB-.6 Index	B+/P	4,360		55,476	13,542		5/11/63		300 bp — Monthly	(9,149)
	CMBX NA BBB-.7 Index	BB-/P	695		8,000	1,438		1/17/47		300 bp — Monthly	(739)
	CMBX NA BBB-.7 Index	BB-/P	1,448		17,000	3,057		1/17/47		300 bp — Monthly	(1,599)
	CMBX NA BBB-.7 Index	BB-/P	1,478		20,000	3,596		1/17/47		300 bp — Monthly	(2,106)
	JPMorgan Securities LLC
	CMBX NA BBB-.6 Index	B+/P	241,695		723,098	176,508		5/11/63		300 bp — Monthly	65,608
	Merrill Lynch International
	CMBX NA BBB-.6 Index	B+/P	51,465		182,688	44,594		5/11/63		300 bp — Monthly	6,977
	Morgan Stanley & Co. International PLC
	CMBX NA BBB-.6 Index	B+/P	4,307		62,171	15,176		5/11/63		300 bp — Monthly	(10,831)
Upfront premium received			446,474			Unrealized appreciation					72,585
Upfront premium (paid)			(32)			Unrealized (depreciation)					(265,025)
	Total		$446,442							Total	$(192,440)
*	Payments related to the referenced debt are made upon a credit default event.
**	Upfront premium is based on the difference between the original spread on issue and the market spread on day of execution.
***	Ratings for an underlying index represent the average of the ratings of all the securities included in that index. The Moody's, Standard & Poor's or Fitch ratings are believed to be the most recent ratings available at March 31, 2022. Securities rated by Fitch are indicated by "/F." Securities rated by Putnam are indicated by "/P." The Putnam rating categories are comparable to the Standard & Poor’s classifications.

---

	OTC CREDIT DEFAULT CONTRACTS OUTSTANDING — PROTECTION PURCHASED at 3/31/22 (Unaudited)
	Swap counterparty/ referenced debt*		Upfront premium received (paid)**		Notional amount	Value		Termi- nation date		Payments (paid) by fund	Unrealized appreciation/ (depreciation)
	Citigroup Global Markets, Inc.
	CMBX NA BB.10 Index		$(313)		$3,000	$837		11/17/59		(500 bp) — Monthly	$521
	CMBX NA BB.10 Index		(329)		3,000	837		11/17/59		(500 bp) — Monthly	505
	CMBX NA BB.11 Index		(1,166)		9,000	959		11/18/54		(500 bp) — Monthly	(215)
	CMBX NA BB.11 Index		(283)		3,000	320		11/18/54		(500 bp) — Monthly	34
	CMBX NA BB.8 Index		(176)		966	340		10/17/57		(500 bp) — Monthly	164
	CMBX NA BB.9 Index		(3,716)		36,000	8,525		9/17/58		(500 bp) — Monthly	4,774
	Credit Suisse International
	CMBX NA BB.10 Index		(714)		6,000	1,674		11/17/59		(500 bp) — Monthly	955
	CMBX NA BB.10 Index		(801)		6,000	1,674		11/17/59		(500 bp) — Monthly	868
	CMBX NA BB.7 Index		(300)		16,169	6,805		5/11/63		(500 bp) — Monthly	6,490
	CMBX NA BB.8 Index		(175)		966	340		10/17/57		(500 bp) — Monthly	164
	CMBX NA BB.9 Index		(1,504)		15,000	3,552		9/17/58		(500 bp) — Monthly	2,034
	Goldman Sachs International
	CMBX NA BB.7 Index		(9,130)		54,000	16,783		1/17/47		(500 bp) — Monthly	7,601
	CMBX NA BB.7 Index		(2,738)		15,000	4,662		1/17/47		(500 bp) — Monthly	1,909
	CMBX NA BB.9 Index		(357)		3,000	710		9/17/58		(500 bp) — Monthly	350
	CMBX NA BB.9 Index		(361)		3,000	710		9/17/58		(500 bp) — Monthly	346
	JPMorgan Securities LLC
	CMBX NA BBB-.7 Index		(44,370)		189,000	33,982		1/17/47		(300 bp) — Monthly	(10,498)
	Merrill Lynch International
	CMBX NA BB.10 Index		(341)		6,000	1,674		11/17/59		(500 bp) — Monthly	1,327
	CMBX NA BB.11 Index		(3,460)		7,000	746		11/18/54		(500 bp) — Monthly	(2,720)
	CMBX NA BB.9 Index		(351)		9,000	2,131		9/17/58		(500 bp) — Monthly	1,772
	Morgan Stanley & Co. International PLC
	CMBX NA BBB-.7 Index		(3,869)		38,000	6,832		1/17/47		(300 bp) — Monthly	2,938
	CMBX NA BB.10 Index		(315)		3,000	837		11/17/59		(500 bp) — Monthly	519
	CMBX NA BB.9 Index		(728)		6,000	1,421		9/17/58		(500 bp) — Monthly	687
	CMBX NA BB.9 Index		(364)		3,000	710		9/17/58		(500 bp) — Monthly	344
Upfront premium received			—					Unrealized appreciation			34,302
Upfront premium (paid)			(75,861)					Unrealized (depreciation)			(13,433)
	Total		$(75,861)							Total	$20,869
*	Payments related to the referenced debt are made upon a credit default event.
**	Upfront premium is based on the difference between the original spread on issue and the market spread on day of execution.

---

	CENTRALLY CLEARED CREDIT DEFAULT CONTRACTS OUTSTANDING — PROTECTION PURCHASED at 3/31/22 (Unaudited)
	Referenced debt*		Upfront premium received (paid)**		Notional amount	Value		Termi- nation date		Payments (paid) by fund	Unrealized appreciation/ (depreciation)
	NA HY Series 37 Index		$81,561		$864,000	$54,499		12/20/26		(500 bp) — Quarterly	$25,742
	Total		$81,561								$25,742
*	Payments related to the referenced debt are made upon a credit default event.
**	Upfront premium is based on the difference between the original spread on issue and the market spread on day of execution.

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	Key to holding's currency abbreviations
AUD	Australian Dollar
CAD	Canadian Dollar
CHF	Swiss Franc
EUR	Euro
GBP	British Pound
NOK	Norwegian Krone
NZD	New Zealand Dollar
SEK	Swedish Krona
	Key to holding's abbreviations
ADR	American Depository Receipts: Represents ownership of foreign securities on deposit with a custodian bank.
FRB	Floating Rate Bonds: The rate shown is the current interest rate at the close of the reporting period. Rates may be subject to a cap or floor. For certain securities, the rate may represent a fixed rate currently in place at the close of the reporting period.
IFB	Inverse Floating Rate Bonds, which are securities that pay interest rates that vary inversely to changes in the market interest rates. As interest rates rise, inverse floaters produce less current income. The rate shown is the current interest rate at the close of the reporting period. Rates may be subject to a cap or floor.
IO	Interest Only
LIBOR	London Interbank Offered Rate
SOFR	Secured Overnight Financing Rate
SPDR	S&P Depository Receipts
TBA	To Be Announced Commitments
	Notes to the fund's portfolio
	Unless noted otherwise, the notes to the fund's portfolio are for the close of the fund's reporting period, which ran from January 1, 2022 through March 31, 2022 (the reporting period). Within the following notes to the portfolio, references to "Putnam Management" represent Putnam Investment Management, LLC, the fund's manager, an indirect wholly-owned subsidiary of Putnam Investments, LLC, references to "ASC 820" represent Accounting Standards Codification 820 Fair Value Measurements and Disclosures and references to "OTC", if any, represent over-the-counter.
(a)	Percentages indicated are based on net assets of $23,290,487.
(CLN)	The value of the commodity linked notes, which are marked to market daily, may be based on a multiple of the performance of the index. The multiple (or leverage) will increase the volatility of the note's value relative to the change in the underlying index.
(NON)	This security is non-income-producing.
(AFF)	Affiliated company. For investments in Putnam Cash Collateral Pool, LLC and Putnam Short Term Investment Fund, the rate quoted in the security description is the annualized 7-day yield of the fund at the close of the reporting period. Transactions during the period with any company which is under common ownership or control were as follows:
	Name of affiliate	Fair value as of 12/31/21	Purchase cost	Sale proceeds	Investment income	Shares outstanding and fair value as of 3/31/22
	Short-term investments
	Putnam Cash Collateral Pool, LLC*	$942,055	$6,632,850	$6,870,905	$175	$704,000
	Putnam Short Term Investment Fund**	9,968,560	9,500,000	9,968,560	3,411	9,500,000
	Total Short-term investments	$10,910,615	$16,132,850	$16,839,465	$3,586	$10,204,000
	* The fund may lend securities, through its agent, to qualified borrowers in order to earn additional income. The loans are collateralized by cash in an amount at least equal to the fair value of the securities loaned. The fair value of securities loaned is determined daily and any additional required collateral is allocated to the fund on the next business day. The remaining maturities of the securities lending transactions are considered overnight and continuous. The risk of borrower default will be borne by the fund’s agent; the fund will bear the risk of loss with respect to the investment of the cash collateral. The fund receives cash collateral, which is invested in Putnam Cash Collateral Pool, LLC, a limited liability company managed by an affiliate of Putnam Management. Investments in Putnam Cash Collateral Pool, LLC are valued at its closing net asset value each business day. There are no management fees charged to Putnam Cash Collateral Pool, LLC and there were no realized or unrealized gains or losses during the period.
	# At the close of the reporting period, the fund received cash collateral of $704,000 for securities loaned. The rate quoted in the security description is the annualized 7-day yield at the close of the reporting period. At the close of the reporting period, the value of securities loaned amounted to $681,512.
	** Management fees charged to Putnam Short Term Investment Fund have been waived by Putnam Management. There were no realized or unrealized gains or losses during the period.
(SEG)	This security, in part or in entirety, was pledged and segregated with the broker to cover margin requirements for futures contracts at the close of the reporting period. Collateral at period end totaled $177,936.
(SEGSF)	This security, in part or in entirety, was pledged and segregated with the custodian for collateral on certain derivative contracts at the close of the reporting period. Collateral at period end totaled $618,782.
(SEGCCS)	This security, in part or in entirety, was pledged and segregated with the custodian for collateral on the initial margin on certain centrally cleared derivative contracts at the close of the reporting period. Collateral at period end totaled $124,951.
(F)	This security is valued by Putnam Management at fair value following procedures approved by the Trustees. Securities are classified as Level 3 for ASC 820 based on the securities' valuation inputs. At the close of the reporting period, fair value pricing was also used for certain foreign securities in the portfolio.
(S)	This security is on loan, in part or in entirety, at the close of the reporting period.
(WAC)	The rate shown represents the weighted average coupon associated with the underlying mortgage pools. Rates may be subject to a cap or floor.
	At the close of the reporting period, the fund maintained liquid assets totaling $9,108,480 to cover certain derivative contracts and delayed delivery securities.
	Unless otherwise noted, the rates quoted in Short-term investments security descriptions represent the weighted average yield to maturity.
	Debt obligations are considered secured unless otherwise indicated.
	144A after the name of an issuer represents securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.
	The dates shown on debt obligations are the original maturity dates.
	Security valuation: Portfolio securities and other investments are valued using policies and procedures adopted by the Board of Trustees. The Trustees have formed a Pricing Committee to oversee the implementation of these procedures and have delegated responsibility for valuing the fund’s assets in accordance with these procedures to Putnam Management. Putnam Management has established an internal Valuation Committee that is responsible for making fair value determinations, evaluating the effectiveness of the pricing policies of the fund and reporting to the Pricing Committee.
	Investments for which market quotations are readily available are valued at the last reported sales price on their principal exchange, or official closing price for certain markets, and are classified as Level 1 securities under ASC 820. If no sales are reported, as in the case of some securities that are traded OTC, a security is valued at its last reported bid price and is generally categorized as a Level 2 security.
	Investments in open-end investment companies (excluding exchange-traded funds), if any, which can be classified as Level 1 or Level 2 securities, are valued based on their net asset value. The net asset value of such investment companies equals the total value of their assets less their liabilities and divided by the number of their outstanding shares.
	Market quotations are not considered to be readily available for certain debt obligations (including short-term investments with remaining maturities of 60 days or less) and other investments; such investments are valued on the basis of valuations furnished by an independent pricing service approved by the Trustees or dealers selected by Putnam Management. Such services or dealers determine valuations for normal institutional-size trading units of such securities using methods based on market transactions for comparable securities and various relationships, generally recognized by institutional traders, between securities (which consider such factors as security prices, yields, maturities and ratings). These securities will generally be categorized as Level 2.
	Many securities markets and exchanges outside the U.S. close prior to the scheduled close of the New York Stock Exchange and therefore the closing prices for securities in such markets or on such exchanges may not fully reflect events that occur after such close but before the scheduled close of the New York Stock Exchange. Accordingly, on certain days, the fund will fair value certain foreign equity securities and total return swap contracts taking into account multiple factors including movements in the U.S. securities markets, currency valuations and comparisons to the valuation of American Depository Receipts, exchange-traded funds and futures contracts. The foreign equity securities, which would generally be classified as Level 1 securities, will be transferred to Level 2 of the fair value hierarchy when they are valued at fair value. The number of days on which fair value prices will be used will depend on market activity and it is possible that fair value prices will be used by the fund to a significant extent. At the close of the reporting period, fair value pricing was used for certain foreign securities in the portfolio. Securities quoted in foreign currencies, if any, are translated into U.S. dollars at the current exchange rate.
	To the extent a pricing service or dealer is unable to value a security or provides a valuation that Putnam Management does not believe accurately reflects the security's fair value, the security will be valued at fair value by Putnam Management in accordance with policies and procedures approved by the Trustees. Certain investments, including certain restricted and illiquid securities and derivatives, are also valued at fair value following procedures approved by the Trustees. These valuations consider such factors as significant market or specific security events such as interest rate or credit quality changes, various relationships with other securities, discount rates, U.S. Treasury, U.S. swap and credit yields, index levels, convexity exposures, recovery rates, sales and other multiples and resale restrictions. These securities are classified as Level 2 or as Level 3 depending on the priority of the significant inputs.
	To assess the continuing appropriateness of fair valuations, the Valuation Committee reviews and affirms the reasonableness of such valuations on a regular basis after considering all relevant information that is reasonably available. Such valuations and procedures are reviewed periodically by the Trustees. Certain securities may be valued on the basis of a price provided by a single source. The fair value of securities is generally determined as the amount that the fund could reasonably expect to realize from an orderly disposition of such securities over a reasonable period of time. By its nature, a fair value price is a good faith estimate of the value of a security in a current sale and does not reflect an actual market price, which may be different by a material amount.
	Repurchase agreements: The fund, or any joint trading account, through its custodian, receives delivery of the underlying securities, the fair value of which at the time of purchase is required to be in an amount at least equal to the resale price, including accrued interest. Collateral for certain tri-party repurchase agreements, which totaled $5,029,620 at the end of the reporting period, is held at the counterparty’s custodian in a segregated account for the benefit of the fund and the counterparty. Putnam Management is responsible for determining that the value of these underlying securities is at all times at least equal to the resale price, including accrued interest. In the event of default or bankruptcy by the other party to the agreement, retention of the collateral may be subject to legal proceedings.
	Stripped securities: The fund may invest in stripped securities which represent a participation in securities that may be structured in classes with rights to receive different portions of the interest and principal. Interest-only securities receive all of the interest and principal-only securities receive all of the principal. If the interest-only securities experience greater than anticipated prepayments of principal, the fund may fail to recoup fully its initial investment in these securities. Conversely, principal-only securities increase in value if prepayments are greater than anticipated and decline if prepayments are slower than anticipated. The fair value of these securities is highly sensitive to changes in interest rates.
	Options contracts: The fund used options contracts to hedge duration and convexity, to isolate prepayment risk, to gain exposure to interest rates, to hedge against changes in values of securities it owns, owned or expects to own, to hedge prepayment risk, to generate additional income for the portfolio, to enhance returns on securities owned, to enhance the return on a security owned, to gain exposure to securities and to manage downside risks.
	The potential risk to the fund is that the change in value of options contracts may not correspond to the change in value of the hedged instruments. In addition, losses may arise from changes in the value of the underlying instruments if there is an illiquid secondary market for the contracts, if interest or exchange rates move unexpectedly or if the counterparty to the contract is unable to perform. Realized gains and losses on purchased options are included in realized gains and losses on investment securities. If a written call option is exercised, the premium originally received is recorded as an addition to sales proceeds. If a written put option is exercised, the premium originally received is recorded as a reduction to the cost of investments.
	Exchange-traded options are valued at the last sale price or, if no sales are reported, the last bid price for purchased options and the last ask price for written options. OTC traded options are valued using prices supplied by dealers.
	Options on swaps are similar to options on securities except that the premium paid or received is to buy or grant the right to enter into a previously agreed upon interest rate or credit default contract. Forward premium swap options contracts include premiums that have extended settlement dates. The delayed settlement of the premiums is factored into the daily valuation of the option contracts. In the case of interest rate cap and floor contracts, in return for a premium, ongoing payments between two parties are based on interest rates exceeding a specified rate, in the case of a cap contract, or falling below a specified rate in the case of a floor contract.
	For the fund's average contract amount on options contracts, see the appropriate table at the end of these footnotes.
	Futures contracts: The fund used futures contracts to hedge prepayment risk, to hedge interest rate risk, to gain exposure to interest rates and to equitize cash.
	The potential risk to the fund is that the change in value of futures contracts may not correspond to the change in value of the hedged instruments. In addition, losses may arise from changes in the value of the underlying instruments, if there is an illiquid secondary market for the contracts, if interest or exchange rates move unexpectedly or if the counterparty to the contract is unable to perform. With futures, there is minimal counterparty credit risk to the fund since futures are exchange traded and the exchange’s clearinghouse, as counterparty to all exchange traded futures, guarantees the futures against default. When the contract is closed, the fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.
	Futures contracts are valued at the quoted daily settlement prices established by the exchange on which they trade. The fund and the broker agree to exchange an amount of cash equal to the daily fluctuation in the value of the futures contract. Such receipts or payments are known as “variation margin”.
	For the fund's average number of futures contracts, see the appropriate table at the end of these footnotes.
	Interest rate swap contracts: The fund entered into OTC and/or centrally cleared interest rate swap contracts, which are arrangements between two parties to exchange cash flows based on a notional principal amount, to hedge interest rate risk, to gain exposure on interest rates and to hedge prepayment risk.
	An OTC and centrally cleared interest rate swap can be purchased or sold with an upfront premium. For OTC interest rate swap contracts, an upfront payment received by the fund is recorded as a liability on the fund's books. An upfront payment made by the fund is recorded as an asset on the fund's books. OTC and centrally cleared interest rate swap contracts are marked to market daily based upon quotations from an independent pricing service or market makers. Any change is recorded as an unrealized gain or loss on OTC interest rate swaps. Daily fluctuations in the value of centrally cleared interest rate swaps are settled through a central clearing agent and are recorded as unrealized gain or loss. Payments, including upfront premiums, received or made are recorded as realized gains or losses at the reset date or the closing of the contract. Certain OTC and centrally cleared interest rate swap contracts may include extended effective dates. Payments related to these swap contracts are accrued based on the terms of the contract.
	The fund could be exposed to credit or market risk due to unfavorable changes in the fluctuation of interest rates or if the counterparty defaults, in the case of OTC interest rate contracts, or the central clearing agency or a clearing member defaults, in the case of centrally cleared interest rate swap contracts, on its respective obligation to perform under the contract. The fund’s maximum risk of loss from counterparty risk or central clearing risk is the fair value of the contract. This risk may be mitigated for OTC interest rate swap contracts by having a master netting arrangement between the fund and the counterparty and for centrally cleared interest rate swap contracts through the daily exchange of variation margin. There is minimal counterparty risk with respect to centrally cleared interest rate swap contracts due to the clearinghouse guarantee fund and other resources that are available in the event of a clearing member default.
	For the fund's average notional amount on interest rate swap contracts, see the appropriate table at the end of these footnotes.
	Total return swap contracts: The fund entered into OTC and/or centrally cleared total return swap contracts, which are arrangements to exchange a market-linked return for a periodic payment, both based on a notional principal amount, to hedge sector exposure, to manage exposure to specific sectors or industries, to manage exposure to specific securities, to gain exposure to a basket of securities, to gain exposure to specific markets or countries and to gain exposure to specific sectors or industries.
	To the extent that the total return of the security, index or other financial measure underlying the transaction exceeds or falls short of the offsetting interest rate obligation, the fund will receive a payment from or make a payment to the counterparty. OTC and/or centrally cleared total return swap contracts are marked to market daily based upon quotations from an independent pricing service or market maker. Any change is recorded as an unrealized gain or loss on OTC total return swaps. Daily fluctuations in the value of centrally cleared total return swaps are settled through a central clearing agent and are recorded as unrealized gain or loss. Payments received or made are recorded as realized gains or losses. Certain OTC and/or centrally cleared total return swap contracts may include extended effective dates. Payments related to these swap contracts are accrued based on the terms of the contract. The fund could be exposed to credit or market risk due to unfavorable changes in the fluctuation of interest rates or in the price of the underlying security or index, the possibility that there is no liquid market for these agreements or that the counterparty may default on its obligation to perform. The fund’s maximum risk of loss from counterparty risk or central clearing risk is the fair value of the contract. This risk may be mitigated for OTC total return swap contracts by having a master netting arrangement between the fund and the counterparty and for centrally cleared total return swap contracts through the daily exchange of variation margin. There is minimal counterparty risk with respect to centrally cleared total return swap contracts due to the clearinghouse guarantee fund and other resources that are available in the event of a clearing member default.
	For the fund's average notional amount on total return swap contracts, see the appropriate table at the end of these footnotes.
	Credit default contracts: The fund entered into OTC and/or centrally cleared credit default contracts to hedge credit risk, to hedge market risk and to gain exposure on individual names and/or baskets of securities.
	In OTC and centrally cleared credit default contracts, the protection buyer typically makes a periodic stream of payments to a counterparty, the protection seller, in exchange for the right to receive a contingent payment upon the occurrence of a credit event on the reference obligation or all other equally ranked obligations of the reference entity. Credit events are contract specific but may include bankruptcy, failure to pay, restructuring and obligation acceleration. For OTC credit default contracts, an upfront payment received by the fund is recorded as a liability on the fund’s books. An upfront payment made by the fund is recorded as an asset on the fund’s books. Centrally cleared credit default contracts provide the same rights to the protection buyer and seller except the payments between parties, including upfront premiums, are settled through a central clearing agent through variation margin payments. Upfront and periodic payments received or paid by the fund for OTC and centrally cleared credit default contracts are recorded as realized gains or losses at the reset date or close of the contract. The OTC and centrally cleared credit default contracts are marked to market daily based upon quotations from an independent pricing service or market makers. Any change in value of OTC credit default contracts is recorded as an unrealized gain or loss. Daily fluctuations in the value of centrally cleared credit default contracts are recorded as unrealized gain or loss. Upon the occurrence of a credit event, the difference between the par value and fair value of the reference obligation, net of any proportional amount of the upfront payment, is recorded as a realized gain or loss.
	In addition to bearing the risk that the credit event will occur, the fund could be exposed to market risk due to unfavorable changes in interest rates or in the price of the underlying security or index or the possibility that the fund may be unable to close out its position at the same time or at the same price as if it had purchased the underlying reference obligations. In certain circumstances, the fund may enter into offsetting OTC and centrally cleared credit default contracts which would mitigate its risk of loss. The fund’s maximum risk of loss from counterparty risk, either as the protection seller or as the protection buyer, is the fair value of the contract. This risk may be mitigated for OTC credit default contracts by having a master netting arrangement between the fund and the counterparty and for centrally cleared credit default contracts through the daily exchange of variation margin. Counterparty risk is further mitigated with respect to centrally cleared credit default swap contracts due to the clearinghouse guarantee fund and other resources that are available in the event of a clearing member default. Where the fund is a seller of protection, the maximum potential amount of future payments the fund may be required to make is equal to the notional amount.
	For the fund's average notional amount on credit default contracts, see the appropriate table at the end of these footnotes.
	TBA commitments: The fund may enter into TBA (to be announced) commitments to purchase securities for a fixed unit price at a future date beyond customary settlement time. Although the unit price and par amount have been established, the actual securities have not been specified. However, it is anticipated that the amount of the commitments will not significantly differ from the principal amount. The fund holds, and maintains until settlement date, cash or high-grade debt obligations in an amount sufficient to meet the purchase price, or the fund may enter into offsetting contracts for the forward sale of other securities it owns. Income on the securities will not be earned until settlement date.
	The fund may also enter into TBA sale commitments to hedge its portfolio positions to sell mortgage-backed securities it owns under delayed delivery arrangements or to take a short position in mortgage-backed securities. Proceeds of TBA sale commitments are not received until the contractual settlement date. During the time a TBA sale commitment is outstanding, either equivalent deliverable securities, or an offsetting TBA purchase commitment deliverable on or before the sale commitment date, are held as "cover" for the transaction, or other liquid assets in an amount equal to the notional value of the TBA sale commitment are segregated. If the TBA sale commitment is closed through the acquisition of an offsetting TBA purchase commitment, the fund realizes a gain or loss. If the fund delivers securities under the commitment, the fund realizes a gain or a loss from the sale of the securities based upon the unit price established at the date the commitment was entered into.
	TBA commitments, which are accounted for as purchase and sale transactions, may be considered securities themselves, and involve a risk of loss due to changes in the value of the security prior to the settlement date as well as the risk that the counterparty to the transaction will not perform its obligations. Counterparty risk is mitigated by having a master agreement between the fund and the counterparty.
	Unsettled TBA commitments are valued at their fair value according to the procedures described under "Security valuation" above. The contract is marked to market daily and the change in fair value is recorded by the fund as an unrealized gain or loss. Based on market circumstances, Putnam Management will determine whether to take delivery of the underlying securities or to dispose of the TBA commitments prior to settlement.
	Master agreements: The fund is a party to ISDA (International Swaps and Derivatives Association, Inc.) Master Agreements that govern OTC derivative and foreign exchange contracts and Master Securities Forward Transaction Agreements that govern transactions involving mortgage-backed and other asset-backed securities that may result in delayed delivery (Master Agreements) with certain counterparties entered into from time to time. The Master Agreements may contain provisions regarding, among other things, the parties' general obligations, representations, agreements, collateral requirements, events of default and early termination. With respect to certain counterparties, in accordance with the terms of the Master Agreements, collateral posted to the fund is held in a segregated account by the fund's custodian and, with respect to those amounts which can be sold or repledged, are presented in the fund's portfolio.
	Collateral pledged by the fund is segregated by the fund’s custodian and identified in the fund’s portfolio. Collateral can be in the form of cash or debt securities issued by the U.S. Government or related agencies or other securities as agreed to by the fund and the applicable counterparty. Collateral requirements are determined based on the fund’s net position with each counterparty.
	With respect to ISDA Master Agreements, termination events applicable to the fund may occur upon a decline in the fund’s net assets below a specified threshold over a certain period of time. Termination events applicable to counterparties may occur upon a decline in the counterparty’s long-term or short-term credit ratings below a specified level. In each case, upon occurrence, the other party may elect to terminate early and cause settlement of all derivative and foreign exchange contracts outstanding, including the payment of any losses and costs resulting from such early termination, as reasonably determined by the terminating party. Any decision by one or more of the fund’s counterparties to elect early termination could impact the fund’s future derivative activity.
	At the close of the reporting period, the fund had a net liability position of $585,001 on open derivative contracts subject to the Master Agreements. Collateral posted by the fund at period end for these agreements totaled $618,782 and may include amounts related to unsettled agreements.

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	ASC 820 establishes a three-level hierarchy for disclosure of fair value measurements. The valuation hierarchy is based upon the transparency of inputs to the valuation of the fund's investments. The three levels are defined as follows:
	Level 1: Valuations based on quoted prices for identical securities in active markets.
	Level 2: Valuations based on quoted prices in markets that are not active or for which all significant inputs are observable, either directly or indirectly.
	Level 3: Valuations based on inputs that are unobservable and significant to the fair value measurement.
	The following is a summary of the inputs used to value the fund's net assets as of the close of the reporting period:
		Valuation inputs
	Investments in securities:	Level 1	Level 2	Level 3
	Common stocks*:
	Basic materials	$80,998	$190,015	$—
	Capital goods	27,794	20,700	—
	Communication services	46,950	50,519	—
	Consumer cyclicals	12,417	223,699	—
	Consumer staples	116,845	126,809	—
	Energy	—	54,225	—
	Financials	113,419	357,727	—
	Health care	—	103,391	—
	Technology	204,037	706,581	—
	Transportation	—	80,055	—
	Utilities and power	43,379	—	—
	Total common stocks	645,839	1,913,721	—
	Asset-backed securities	—	99,938	—
	Commodity linked notes	—	1,807,392	—
	Corporate bonds and notes	—	81,523	—
	Foreign government and agency bonds and notes	—	122,027	—
	Investment companies	2,315,233	—	—
	Mortgage-backed securities	—	807,791	—
	U.S. government and agency mortgage obligations	—	5,989,570	—
	Warrants	—	253,320	—
	Short-term investments	—	16,334,647	—
	Totals by level	$2,961,072	$27,409,929	$—
		Valuation inputs
	Other financial instruments:	Level 1	Level 2	Level 3
	Futures contracts	$(102,512)	$—	$—
	Forward premium swap option contracts	—	(2,807)	—
	TBA sale commitments	—	(5,837,282)	—
	Interest rate swap contracts	—	541	—
	Total return swap contracts	—	(64,796)	—
	Credit default contracts	—	(597,971)	—
	Totals by level	$(102,512)	$(6,502,315)	$—
	* Common stock classifications are presented at the sector level, which may differ from the fund's portfolio presentation.
	At the start and close of the reporting period, Level 3 investments in securities represented less than 1% of the fund's net assets and were not considered a significant portion of the fund's portfolio.
	The volume of activity for the reporting period for any derivative type that was held at the close of the period is listed below and was based on an average of the holdings of that derivative at the end of each fiscal quarter in the reporting period:
	Purchased swap option contracts (contract amount)	$680,000
	Futures contracts (number of contracts)	100
	Centrally cleared interest rate swap contracts (notional)	$6,900,000
	OTC total return swap contracts (notional)	$48,200,000
	Centrally cleared total return swap contracts (notional)	$2,600,000
	OTC credit default contracts (notional)	$3,200,000
	Centrally cleared credit default contracts (notional)	$980,000
	Warrants (number of warrants)	120,000
	For additional information regarding the fund please see the fund's most recent annual or semiannual shareholder report filed on the Securities and Exchange Commission's Web site, www.sec.gov, or visit Putnam's Individual Investor Web site at www.putnaminvestments.com