NPORT-P/A false 0000869392-22-001255 0001005942 XXXXXXXX S000024276 C000118008 C000071717 C000071718 C000071719 C000174703 C000071721 C000071722 Putnam Funds Trust 811-07513 0001005942 549300S9JYWEMKQCLW53 100 FEDERAL STREET BOSTON 02110 1-800-225-1581 Putnam Multi-Asset Absolute Return Fund S000024276 54930063MZOBFIL7WY32 2022-10-31 2022-04-30 N 1007966092.90 413345559.62 594620533.28 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 CITIGROUP MORTGAGE LOAN TRUST INC 549300R1KUK063S4I339 17312EAE6 573177.89 PA USD 526942.84 0.088618339014 Long ABS-MBS CORP US N 2 2037-03-25 Floating 1.974 N N N N N N GSAA TRUST N/A 36245RAA7 132383.8 PA USD 94704.44 0.015926870114 Long ABS-MBS CORP US N 2 2047-05-25 Floating .908 N N N N N N BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2007-1 N/A 059497BW6 86969.12 PA USD 1.48 0.000000248898 Long ABS-MBS CORP US N 2 2049-01-15 Variable .508 N N N N N N WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2006-C29 N/A 92978PAG4 597856.07 PA USD 263.71 0.000044349293 Long ABS-MBS CORP US N 2 2048-11-15 Variable .357 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 N/A 46634SAP0 766000 PA USD 736316.73 0.123829684450 Long ABS-MBS CORP US N 2 2045-05-15 Variable 5.35 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC24 N/A 36253GAS1 1037000 PA USD 711500.84 0.119656285011 Long ABS-MBS CORP US N 2 2047-09-10 Variable 4.665 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2011-C3 N/A 61760RAS1 795000 PA USD 425705.57 0.071592813601 Long ABS-MBS CORP US N 2 2049-07-15 Variable 5.254 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C11 N/A 61762TAS5 1720000 PA USD 15978.8 0.002687226409 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.496 N N N N N N WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2005-C21 N/A 92976BAA0 384343.57 PA USD 353980.43 0.059530475355 Long ABS-MBS CORP US N 2 2044-10-15 Variable 5.275 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2006-HQ10 549300T7A7LUR8384661 61750HAH9 722869.23 PA USD 672270.55 0.113058751323 Long ABS-MBS CORP US N 2 2041-11-12 Variable 5.448 N N N N N N BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2007-TOP26 N/A 07388VAH1 266873.7 PA USD 13342.87 0.002243930247 Long ABS-MBS CORP US N 2 2045-01-12 Variable 5.566 N N N N N N BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2008-1 N/A 05952AAN4 1107979.98 PA USD 23267.58 0.003913013207 Long ABS-MBS CORP US N 2 2051-02-10 Variable 6.786 Y Y N N N N BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2005-PWR7 N/A 07383F4E5 806000 PA USD 565006 0.095019591219 Long ABS-MBS CORP US N 2 2041-02-11 Variable 5.304 N N N N N N BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2005-PWR7 N/A 07383F4D7 489000 PA USD 572190.15 0.096227781922 Long ABS-MBS CORP US N 2 2041-02-11 Variable 5.235 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 N/A 92936CAY5 87000 PA USD 63791.13 0.010728040226 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.026 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 549300P1YQ48837ZOI22 61762MBC4 2538000 PA USD 1834052.71 0.308440863953 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.209 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C11 N/A 61762TAQ9 1350000 PA USD 54216.27 0.009117793108 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.496 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15 5493003CHVRASC16O965 92938CAL1 673004 PA USD 398211.49 0.066969010946 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.67 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 549300V2DF3KW9L1CV04 94988QAU5 823000 PA USD 471565.01 0.079305201155 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.434 N N N N N N COMM 2012-CCRE3 MORTGAGE TRUST N/A 12624PAW5 725000 PA USD 206906.88 0.034796457309 Long ABS-MBS CORP US N 2 2045-10-15 Variable 4.75 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 N/A 92890NAG4 697000 PA USD 176881.52 0.029746957952 Long ABS-MBS CORP US N 2 2045-12-15 Variable 4.556 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C2 N/A 90269CAV2 853000 PA USD 85.3 0.000014345283 Long ABS-MBS CORP US N 2 2063-05-10 Variable 5 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C18 N/A 46641JAE6 1229000 PA USD 733132.91 0.123294247172 Long ABS-MBS CORP US N 2 2047-02-15 Variable 4.947 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 N/A 46634SAR6 1166000 PA USD 1109143.51 0.186529634948 Long ABS-MBS CORP US N 2 2045-05-15 Variable 2.972 N N N N N N BANC OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE INC 549300KC4TL4CE0SHX51 05947UD70 721000 PA USD 72100 0.012125380132 Long ABS-MBS CORP US N 2 2042-11-10 Variable 5.665 Y Y N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAC1 370000 PA USD 215705.19 0.036276108533 Long ABS-MBS CORP US N 2 2046-04-15 Variable 3.25 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C3 N/A 92935VAU2 367000 PA USD 43489.5 0.007313824123 Long ABS-MBS CORP US N 2 2044-03-15 Variable 5 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14 N/A 46640LAQ5 1491000 PA USD 1085063.32 0.182479961475 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.699 N N N N N N COMM 2014-CCRE17 MORTGAGE TRUST N/A 12631DAG8 315000 PA USD 283508.85 0.047678953912 Long ABS-MBS CORP US N 2 2047-05-10 Variable 5.007 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 N/A 92936CBA6 1355000 PA USD 671267 0.112889979821 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5 N N N N N N COMM 2012-LC4 MORTGAGE TRUST N/A 126192AL7 1056000 PA USD 272659.2 0.045854319646 Long ABS-MBS CORP US N 2 2044-12-10 Fixed 4.25 N N N N N N IHEARTMEDIA INC N/A 45174J509 26640 NS USD 425973.6 0.071637889407 Long EC CORP US N 1 N N N SOUTHERN COPPER CORP 2549007U6NAP46Q9TU15 84265V105 19670 NS USD 1224850.9 0.205988665293 Long EC CORP PE N 1 N N N TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD 549300KB6NK5SBD14S87 874039100 65010 NS USD 6041379.3 1.016005832658 Long EC CORP TW N 1 N N N VALE SA 254900SMTWBX7RU2SR20 91912E105 59064 NS USD 997590.96 0.167769342668 Long EC CORP BR N 1 N N N CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 N/A 20754BAB7 543000 PA USD 533836.88 0.089777740618 Long ABS-CBDO CORP US N 2 2042-01-25 Floating 3.926 N N N N N N STATION PLACE SECURITIZATION TRUST SERIES 2022-2 N/A 85772FAA1 492000 PA USD 492000 0.082741845007 Long ABS-CBDO CORP US N 2 2023-05-25 Floating 2.435 N N N N N N MORTGAGEIT TRUST 2004-1 N/A 61913PAC6 117845.12 PA USD 113261.26 0.019047653700 Long ABS-CBDO CORP US N 2 2034-11-25 Floating 1.673 N N N N N N RALI SERIES 2006-QO10 TRUST N/A 751153AA5 146749.03 PA USD 137477.46 0.023120200584 Long ABS-CBDO CORP US N 2 2037-01-25 Floating .988 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XAX2 18916.45 PA USD 18971.12 0.003190458274 Long ABS-CBDO CORP US N 2 2025-05-25 Floating 5.624 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBF0 734560.24 PA USD 788107.18 0.132539516537 Long ABS-CBDO CORP US N 2 2028-04-25 Floating 7.324 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0HZ5 1225249.62 PA USD 1315501.87 0.221233845190 Long ABS-CBDO CORP US N 2 2028-07-25 Floating 11.624 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XCH5 2213645.78 PA USD 2522322.52 0.424190282534 Long ABS-CBDO CORP US N 2 2028-09-25 Floating 13.874 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBH6 55733.53 PA USD 58457.4 0.009831042948 Long ABS-CBDO CORP US N 2 2028-04-25 Floating 7.174 N N N N N N STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR1 N/A 86362XAP3 597330.4 PA USD 563902.66 0.094834037587 Long ABS-CBDO CORP US N 2 2037-01-25 Floating .848 N N N N N N AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-1 N/A 026932AC7 320822.29 PA USD 199006.84 0.033467872176 Long ABS-CBDO CORP US N 2 2047-05-25 Floating 1.196 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XJW5 265000 PA USD 280948.79 0.047248417148 Long ABS-CBDO CORP US N 2 2029-10-25 Floating 6.474 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XNW0 346000 PA USD 343820.44 0.057821824302 Long ABS-CBDO CORP US N 2 2030-01-25 Floating 5.224 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XSX3 77253.81 PA USD 79005.29 0.013286673699 Long ABS-CBDO CORP US N 2 2030-02-25 Floating 3.468 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XSW5 451000 PA USD 469040 0.078880558906 Long ABS-CBDO CORP US N 2 2030-02-25 Floating 5.118 N N N N N N RALI SERIES 2006-QO5 TRUST N/A 75114HAA5 145460.05 PA USD 125822.94 0.021160207723 Long ABS-CBDO CORP US N 2 2046-05-25 Floating 1.839 N N N N N N FREDDIE MAC STACR TRUST 2018-DNA2 549300L8K4CLYS7FCQ06 35563TAV3 82000 PA USD 80797.92 0.013588148320 Long ABS-CBDO CORP US N 2 2030-12-25 Floating 4.706 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA1 5493007222WHFWMBOC78 35563KAH3 87565.69 PA USD 88211.21 0.014834874524 Long ABS-CBDO CORP US N 2 2049-01-25 Floating 3.656 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA2 549300Y6KOVOWQ8OJC33 35564LAH0 9940.17 PA USD 10002.3 0.001682131619 Long ABS-CBDO CORP US N 2 2049-03-25 Floating 3.456 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA2 549300Y6KOVOWQ8OJC33 35564LBE6 63000 PA USD 68404.69 0.011503923288 Long ABS-CBDO CORP US N 2 2049-03-25 Floating 11.168 N N N N N N FREDDIE MAC STACR TRUST 2018-HQA2 5493005RUXPCBST1N217 35563XBE1 161000 PA USD 175412.98 0.029499986999 Long ABS-CBDO CORP US N 2 2048-10-25 Floating 11.668 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA3 549300KB1O80CETXGJ21 35564TBE9 92000 PA USD 94771.97 0.015938226936 Long ABS-CBDO CORP US N 2 2049-07-25 Floating 8.818 N N N N N N GCAT 2020-NQM2 TRUST N/A 36166RAC8 29603.4 PA USD 29120.01 0.004897242589 Long ABS-CBDO CORP US N 2 2065-04-25 Variable 2.935 N N N N N N 1SHARPE MORTGAGE TRUST 2020-1 N/A 68257LAA8 1011000 PA USD 1008472.5 0.169599340017 Long ABS-CBDO CORP US N 2 2024-07-25 Floating 3.025 N N N N N N MRA ISSUANCE TRUST 2020-2 N/A 55346HAB5 783000 PA USD 782998.9 0.131680434196 Long ABS-CBDO CORP US N 2 2022-08-15 Floating 2.262 N N N N N N MELLO WAREHOUSE SECURITIZATION TRUST 2020-2 N/A 58551VAA0 164400 PA USD 164400 0.027647884795 Long ABS-CBDO CORP US N 2 2053-11-25 Floating 2.424 N N N N N N MELLO WAREHOUSE SECURITIZATION TRUST 2021-1 N/A 58550LAA3 163000 PA USD 163000 0.027412440521 Long ABS-CBDO CORP US N 2 2055-02-25 Floating 1.368 N N N N N N STATION PLACE SECURITIZATION TRUST SERIES 2021-10 N/A 857707AA1 568000 PA USD 568000 0.095523105618 Long ABS-CBDO CORP US N 2 2022-08-08 Floating 2.383 N N N N N N STATION PLACE SECURITIZATION TRUST N/A 85772DAA6 528000 PA USD 528000 0.088796126349 Long ABS-CBDO CORP US N 2 2022-11-07 Floating 2.253 N N N N N N STATION PLACE SECURITIZATION TRUST SERIES 2021-14 N/A 85779JAA6 182000 PA USD 182000 0.030607755673 Long ABS-CBDO CORP US N 2 2022-12-08 Floating 2.333 N N N N N N MRA ISSUANCE TRUST 2021-8 N/A 55350J108 500000 PA USD 499998.04 0.084086911239 Long ABS-CBDO CORP US N 2 2022-05-15 Floating 1.83 N N N N N N GSMPS MORTGAGE LOAN TRUST N/A 36228FCH7 61740.76 PA USD 234.61 0.000039455415 Long ABS-CBDO CORP US N 2 2027-09-19 Variable .431 N N N N N N VTB BANK OJSC VIA VTB CAPITAL SA 529900Z143LRJYE8LK88 92909MAF7 400000 PA USD 20000 0.003363489634 Long DBT CORP LU N 2 2022-10-17 Fixed 6.95 Y Y N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NAM1 60000 PA USD 62550 0.010519313832 Long DBT CORP NL N 2 2024-03-17 Fixed 6.25 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 G4701HAA7 270000 PA USD 254137.5 0.042739442348 Long DBT CORP NG N 2 2028-11-29 Fixed 6.25 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 416000 PA USD 358458.88 0.060283636362 Long DBT CORP MX N 2 2032-02-16 Fixed 6.7 N N N N N N PETROLEOS DE VENEZUELA SA (PDVSA) 549300YWR8TN1OFD4P06 P7807HAC9 1000 PA USD 62.5 0.000010510905 Long DBT CORP VE N 2 2027-04-12 Fixed 5.375 Y Y N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NBH1 118000 PA USD 115817 0.019477463949 Long DBT CORP NL N 2 2031-01-03 Fixed 5.6 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 75000 PA USD 63097.5 0.010611389360 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493004R83R1LVX2IL36 N/A 22244000 NC USD 353012.28 0.059367657230 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE INC 5493004R83R1LVX2IL36 Y 2027-06-20 0 USD 1179465.86 USD 22244000 USD 736859.69 N N N MITSUBISHI UFJ TRUST AND BANKING CORP/SINGAPORE JBONEPAGQXF4QP29B387 N/A 3000000 PA USD 2999743.31 0.504480276455 Long STIV CORP SG N 2 2022-05-06 Fixed 0 N N N N N N MIZUHO BANK LTD/NEW YORK NY RB0PEZSDGCO3JS6CEU02 N/A 3000000 PA USD 2996722.5 0.503972253298 Long STIV CORP US N 2 2022-06-14 Fixed 0 N N N N N N SUMITOMO MITSUI TRUST BANK LTD/SINGAPORE 5493006GGLR4BTEL8O61 N/A 3000000 PA USD 2999841.23 0.504496744101 Long STIV CORP SG N 2 2022-05-04 Fixed 0 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 N/A 3000000 PA USD 2995151.34 0.503708024280 Long STIV CORP FR N 2 2022-06-24 Fixed 0 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 N/A 3000000 PA USD 2999708.34 0.504474395393 Long STIV CORP FR N 2 2022-05-06 Fixed 0 N N N N N N METLIFE SHORT TERM FUNDING LLC 54930024MDLTV1K1YL10 N/A 3000000 PA USD 2999094 0.504371079082 Long ABS-APCP CORP US N 2 2022-05-17 Fixed 0 N N N N N N ABN AMRO FUNDING USA LLC 549300WEQ09INLYV6558 N/A 3000000 PA USD 2998435.41 0.504260321050 Long STIV CORP US N 2 2022-05-24 Fixed 0 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 N/A 3000000 PA USD 2999737.51 0.504479301044 Long STIV CORP GB N 2 2022-05-06 Fixed 0 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 N/A 3000000 PA USD 2996795.34 0.503984503127 Long STIV CORP GB N 2 2022-06-14 Fixed 0 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 126 NC USD 26003250 4.373083091813 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long S&P 500 INDEX SPX 2022-01-17 27649370.46 USD -1646120.46 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 14037 NC USD 446216.66 0.075042255531 N/A DE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased STANDARD AND POOR'S 500 INDEX INDEX 1 3500 USD 2022-06-17 XXXX 58795.46 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 14037 NC USD 1650976.03 0.277652038179 N/A DE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written STANDARD AND POOR'S 500 INDEX INDEX 1 4000 USD 2022-06-17 XXXX -271138.93 N N N UTILITIES SELECT SECTOR SPDR FUND 549300ERQDM80PRYUH21 81369Y886 119696 NS USD 8529536.96 1.434450457568 Long EC RF US N 1 N N N ENERGY SELECT SECTOR SPDR FUND 54930064FLK0RD4TRU75 81369Y506 240966 NS USD 18108594.9 3.045403562004 Long EC RF US N 1 N N N FINANCIAL SELECT SECTOR SPDR FUND 549300Y12KQ6ZG08NY28 81369Y605 240336 NS USD 8293995.36 1.394838371065 Long EC RF US N 1 N N N MATERIALS SELECT SECTOR SPDR FUND 549300N81BAQ1XPGBT65 81369Y100 105000 NS USD 8928150 1.501486998978 Long EC RF US N 1 N N N REAL ESTATE SELECT SECTOR SPDR FUND 549300SPMSTD3BRHL041 81369Y860 207735 NS USD 9680451 1.628004829751 Long EC RF US N 1 N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137H3WP3 3826016.96 PA USD 451847.25 0.075989177086 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 3 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137F6RL3 2923597.86 PA USD 668083.33 0.112354567769 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137H0SA7 4656789.15 PA USD 541118.9 0.091002390557 Long ABS-MBS USGSE US N 2 2041-06-25 Fixed 3 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FTBB2 3731423.15 PA USD 772283.32 0.129878347083 Long ABS-MBS USGSE US N 2 2050-05-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FVQ47 4211330.38 PA USD 773180.89 0.130029295452 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137H1C79 3291296.33 PA USD 699686.48 0.117669411141 Long ABS-MBS USGSE US N 2 2051-07-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FBCZ7 2155014.27 PA USD 320591.39 0.053915290857 Long ABS-MBS USGSE US N 2 2047-11-15 Floating 4.876 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FXL89 2630981.15 PA USD 483744.82 0.081353534389 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 5 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3137H1EB8 3724945.62 PA USD 825691.19 0.138860187940 Long ABS-MBS USGSE US N 2 2048-11-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137F86V0 2247272.45 PA USD 461413.58 0.077597989676 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 3.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FFX44 5904219.17 PA USD 922534.25 0.155146719364 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 3 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137BBLN8 252283.74 PA USD 5429.15 0.000913044487 Long ABS-MBS USGSE US N 2 2044-03-15 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AY2Q3 1348996.12 PA USD 172806.4 0.029061626758 Long ABS-MBS USGSE US N 2 2043-01-15 Fixed 3 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AWHL2 1168979.97 PA USD 141009.03 0.023714120538 Long ABS-MBS USGSE US N 2 2042-10-15 Fixed 3.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137BCFC7 237613.73 PA USD 38985.64 0.006556389802 Long ABS-MBS USGSE US N 2 2044-07-15 Fixed 3.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137B2FV7 1081833.8 PA USD 117299.89 0.019726848207 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 3 N N N N N N FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES S6XOOCT0IEG5ABCC6L87 31392UZA5 664307.48 PA USD 4977.67 0.000837117072 Long ABS-MBS USGSE US N 2 2033-07-25 Variable .212 N N N N N N FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES S6XOOCT0IEG5ABCC6L87 31394PPT4 423738.91 PA USD 4486.79 0.000754563583 Long ABS-MBS USGSE US N 2 2043-10-25 Variable .28 N N N N N N FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES S6XOOCT0IEG5ABCC6L87 3133TBN22 76506.51 PA USD 573.8 0.000096498518 Long ABS-MBS USGSE US N 2 2028-11-15 Variable .451 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AV3L9 499266.99 PA USD 93904.13 0.015792278394 Long ABS-MBS USGSE US N 2 2042-10-15 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AXVR1 2284850 PA USD 177350.06 0.029825754424 Long ABS-MBS USGSE US N 2 2042-12-15 Fixed 3 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137B0DZ4 846151.15 PA USD 57284.43 0.009633779326 Long ABS-MBS USGSE US N 2 2042-02-15 Fixed 3 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137B32J6 223103.09 PA USD 8694.64 0.001462216576 Long ABS-MBS USGSE US N 2 2041-11-15 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137B1HN5 1269586.13 PA USD 179614.7 0.030206609082 Long ABS-MBS USGSE US N 2 2043-03-15 Fixed 4 N N N N N N FREDDIE MAC STRIPS S6XOOCT0IEG5ABCC6L87 3132HTTN6 1026419.82 PA USD 816748.73 0.137356294364 Long ABS-MBS USGSE US N 2 2043-09-15 Fixed 0 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 31396T2M4 5838.92 PA USD 5196.64 0.000873942239 Long ABS-MBS USGSE US N 2 2036-06-15 Fixed 0 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417EZA2 293201.83 PA USD 282329.85 0.047480676198 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138W4TJ0 255715.42 PA USD 246233.44 0.041410181154 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JUFY5 20351.8 PA USD 21071.27 0.003543649911 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JS4K2 18705.56 PA USD 19366.78 0.003256998189 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JKL87 6720.55 PA USD 6958.12 0.001170178225 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EPVM3 644046.6 PA USD 682438.28 0.114768704046 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JXZG6 14862.52 PA USD 15503.93 0.002607365392 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138X0YX0 264658.68 PA USD 263099.47 0.044246617008 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JUGW8 12844.95 PA USD 13183.22 0.002217081191 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138LWCH2 211779.42 PA USD 210664.1 0.035428325835 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXDF6 1493180.01 PA USD 1458719.06 0.245319321892 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BJDG7 3318567.65 PA USD 531259.21 0.089344242301 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 3 N N N N N N FANNIE MAE REMIC TRUST 1998-W2 N/A 31359UPF6 510310.47 PA USD 11473.77 0.001929595323 Long ABS-MBS USGSE US N 2 2028-06-25 Variable .255 N N N N N N FANNIE MAE REMIC TRUST 1998-W5 N/A 31359UWD3 158132.32 PA USD 3349.38 0.000563280246 Long ABS-MBS USGSE US N 2 2028-07-25 Variable .049 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3136FGRS8 13931.19 PA USD 2563.46 0.000431108557 Long ABS-MBS USGSE US N 2 2039-09-25 Fixed 5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136A9X60 1903389.22 PA USD 332676.27 0.055947659288 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ADBH1 364094.68 PA USD 3283.77 0.000552246318 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ABM34 826474.74 PA USD 35306.17 0.005937596841 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ADFW4 528645.19 PA USD 7222.4 0.001214623377 Long ABS-MBS USGSE US N 2 2041-06-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ACQP9 1136144.89 PA USD 132537.32 0.022289395100 Long ABS-MBS USGSE US N 2 2033-03-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136A4BG3 561955.23 PA USD 26418.7 0.004442951180 Long ABS-MBS USGSE US N 2 2041-03-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136A97A0 476562.59 PA USD 25400.45 0.004271707514 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AA5E1 1178188.93 PA USD 148324.56 0.024944406004 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AJGA8 413809.51 PA USD 50587.18 0.008507472778 Long ABS-MBS USGSE US N 2 2042-08-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AMZR3 137289.02 PA USD 4316.63 0.000725947013 Long ABS-MBS USGSE US N 2 2043-08-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ARFT0 2084720.51 PA USD 394719.11 0.066381681750 Long ABS-MBS USGSE US N 2 2046-02-25 Fixed 6 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AY7A5 507245.49 PA USD 55614.6 0.009352956531 Long ABS-MBS USGSE US N 2 2038-01-25 Fixed 5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AU4G3 5249139.22 PA USD 688214.64 0.115740140395 Long ABS-MBS USGSE US N 2 2047-02-25 Floating 4.476 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ANUR6 2751154.01 PA USD 524535.02 0.088213405133 Long ABS-MBS USGSE US N 2 2045-05-25 Fixed 5.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B2XG2 1836222.03 PA USD 332721.6 0.055955282637 Long ABS-MBS USGSE US N 2 2048-08-25 Fixed 5.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AX4V4 5462676.52 PA USD 573176.25 0.096393618779 Long ABS-MBS USGSE US N 2 2047-10-25 Floating 4.126 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BFWT6 2245330.26 PA USD 491278.26 0.082620466756 Long ABS-MBS USGSE US N 2 2051-04-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BHEL9 4190188.76 PA USD 674368.98 0.113411653700 Long ABS-MBS USGSE US N 2 2051-05-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BF4A8 4050352.04 PA USD 784755.71 0.131975884807 Long ABS-MBS USGSE US N 2 2051-04-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BHF87 2880314.16 PA USD 563121.58 0.094702679862 Long ABS-MBS USGSE US N 2 2051-07-25 Fixed 3 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BGH53 4178920.31 PA USD 693801.11 0.116679642092 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B55Q4 3522844.11 PA USD 554157.72 0.093195187353 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 4.396 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BDVY1 3526654.35 PA USD 740174.21 0.124478414150 Long ABS-MBS USGSE US N 2 2050-06-25 Fixed 5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BBWL2 2580680.45 PA USD 519404.01 0.087350500186 Long ABS-MBS USGSE US N 2 2048-06-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31397LJV2 3287.85 PA USD 2946.74 0.000495566472 Long ABS-MBS USGSE US N 2 2036-01-25 Fixed 0 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F040651 36000000 PA USD 35787654 6.018570163461 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F040651 26000000 PA USD 25846639 4.346745118056 Short ABS-MBS USGSE US N 2 2052-05-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F020653 14000000 PA USD 12345925.2 2.076269571877 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F020653 41000000 PA USD 36155923.8 6.080503746210 Short ABS-MBS USGSE US N 2 2052-05-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F032658 34000000 PA USD 32966689 5.544155836633 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F032658 34000000 PA USD 32966689 5.544155836633 Short ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F042657 11000000 PA USD 11190786.2 1.882004669236 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F042657 11000000 PA USD 11190786.2 1.882004669236 Short ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F030652 18000000 PA USD 16969203 2.853786919744 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F030652 18000000 PA USD 16969203 2.853786919744 Short ABS-MBS USGSE US N 2 2052-05-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F052656 1000000 PA USD 1041579.4 0.175167075766 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F030660 16000000 PA USD 15049361.6 2.530918587312 Short ABS-MBS USGSE US N 2 2052-06-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F032666 27000000 PA USD 26112985.2 4.391537752199 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F032666 17000000 PA USD 16441509.2 2.765042288422 Short ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F040669 12000000 PA USD 11891248.8 1.999804603956 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F040669 7000000 PA USD 6936561.8 1.166552685641 Short ABS-MBS USGSE US N 2 2052-06-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F042665 47000000 PA USD 47583852.8 8.002389782930 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F022667 8000000 PA USD 7283748.8 1.224940679426 Short ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F022659 8000000 PA USD 7298748.8 1.227463296652 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F022659 10000000 PA USD 9123436 1.534329120815 Short ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 31329MU32 216562.88 PA USD 208532.69 0.035069877063 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 31329MXU9 265709.44 PA USD 263728.87 0.044352466027 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4VB0 21318.25 PA USD 22658.27 0.003810542814 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4VC8 17312.86 PA USD 18401.11 0.003094597137 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4U88 34310.64 PA USD 36380.82 0.006118325548 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LEPL2 20894.78 PA USD 20517.79 0.003450568699 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4VA2 50883.57 PA USD 53667.48 0.009025500634 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LELG7 50906.27 PA USD 50035.52 0.008414697644 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4U96 28265.13 PA USD 29882.22 0.005025426861 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RA63 5483072.01 PA USD 247834.85 0.041679497451 Long ABS-MBS USGA US N 2 2066-10-20 Variable 1.809 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FJF8 1113349.45 PA USD 77151.39 0.012974895027 Long ABS-MBS USGA US N 2 2039-08-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379FFA2 1033032.65 PA USD 205594.16 0.034575691303 Long ABS-MBS USGA US N 2 2045-04-16 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RWK8 3400085.73 PA USD 162035.34 0.027250209325 Long ABS-MBS USGA US N 2 2066-06-20 Variable 2.253 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UYG9 4509101.5 PA USD 238175.25 0.040054999228 Long ABS-MBS USGA US N 2 2067-01-20 Variable 2.377 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380BUS2 2261615.09 PA USD 446216.66 0.075042255531 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380XYB7 1988222.57 PA USD 224467.01 0.037749623070 Long ABS-MBS USGA US N 2 2048-07-20 Floating 4.655 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380YXY6 255890.66 PA USD 16650.81 0.002800241342 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380YYA7 1108786.26 PA USD 215858.51 0.036301893044 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381WUN6 121982.18 PA USD 11854.96 0.001993701754 Long ABS-MBS USGA US N 2 2049-06-20 Floating 4.455 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381XTX4 100837.58 PA USD 10963.58 0.001843794384 Long ABS-MBS USGA US N 2 2049-08-20 Floating 4.455 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382CRX1 111485.97 PA USD 10662.44 0.001793150321 Long ABS-MBS USGA US N 2 2050-02-20 Floating 4.455 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382HLM0 3188563.9 PA USD 524136.13 0.088146322014 Long ABS-MBS USGA US N 2 2050-08-20 Floating 4.705 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382LDU2 2853529.24 PA USD 457299.75 0.076906148447 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382TBX1 5482315.69 PA USD 760671.3 0.127925501638 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382LYL9 4649675.34 PA USD 704498.63 0.118478691973 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383DW38 4138871.12 PA USD 621931.73 0.104593046359 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377XUL4 4439.38 PA USD 336.67 0.000056619303 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378A5Q0 955928.62 PA USD 88118.65 0.014819308294 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376WP82 331343.07 PA USD 58188.95 0.009785896508 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376WM85 304351.27 PA USD 59395.64 0.009988830973 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FMA5 446514.47 PA USD 93901.99 0.015791918501 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378JNF5 468602.86 PA USD 53430.1 0.008985579376 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FZA1 133908.33 PA USD 16173.45 0.002719961571 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FR44 466716.84 PA USD 58310.16 0.009806280937 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378VUJ2 370078.36 PA USD 42111.22 0.007082032598 Long ABS-MBS USGA US N 2 2043-07-16 Floating 4.591 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375AX25 1555567.37 PA USD 321815.78 0.054121202011 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375AT87 391020.97 PA USD 72651.7 0.012218161994 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378WY49 313718.56 PA USD 39948.92 0.006718388916 Long ABS-MBS USGA US N 2 2043-09-20 Floating 5.556 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376VHX8 478935.58 PA USD 92160.71 0.015499079639 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375AXQ2 1201341.69 PA USD 243079.48 0.040879765566 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378HKZ8 216062.81 PA USD 33792.22 0.005682989085 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376WK46 692001.76 PA USD 116343.7 0.019566041449 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377TWW7 678811.48 PA USD 83622.11 0.014063105010 Long ABS-MBS USGA US N 2 2041-02-20 Floating 4.455 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378UUA3 554422.19 PA USD 90627.51 0.015241234524 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378T7Q7 436228.09 PA USD 32311.07 0.005433897451 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378JNT5 351666.32 PA USD 22190.14 0.003731815294 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378PXE3 68692.22 PA USD 182.58 0.000030705297 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375ARB2 240990.7 PA USD 45486.99 0.007649750968 Long ABS-MBS USGA US N 2 2039-12-16 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379BCP1 279718.57 PA USD 23752.3 0.003994530742 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375CGV6 568112.84 PA USD 58876.94 0.009901598870 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379CQ74 2196887.81 PA USD 277872.92 0.046731134305 Long ABS-MBS USGA US N 2 2042-03-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379DHV9 153201.58 PA USD 10843.61 0.001823618492 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379JVV0 661166.91 PA USD 75240.79 0.012653580863 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379JB67 589504 PA USD 23753.47 0.003994727506 Long ABS-MBS USGA US N 2 2041-06-16 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378GPU6 856667.43 PA USD 136730.55 0.022994589382 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379JWT4 448807.75 PA USD 9065.92 0.001524656397 Long ABS-MBS USGA US N 2 2037-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379LL46 2502920.65 PA USD 487318.65 0.081954561397 Long ABS-MBS USGA US N 2 2045-04-16 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379HDV4 1000347.3 PA USD 152550.86 0.025655161817 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378TJA9 1203948.32 PA USD 53230.89 0.008952077337 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UVZ0 10295027.15 PA USD 439350.58 0.073887556085 Long ABS-MBS USGA US N 2 2065-03-20 Variable 1.675 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RAF3 12039046.66 PA USD 660943.66 0.111153857467 Long ABS-MBS USGA US N 2 2065-04-20 Variable 1.808 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376REB8 7000989.6 PA USD 395555.91 0.066522410156 Long ABS-MBS USGA US N 2 2065-07-20 Variable 1.878 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RFV3 10499052.34 PA USD 534401.76 0.089872739019 Long ABS-MBS USGA US N 2 2065-07-20 Variable 1.919 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RFK7 10896468.06 PA USD 694105.02 0.116730751998 Long ABS-MBS USGA US N 2 2065-08-20 Variable 1.805 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RDF0 8036957.84 PA USD 468554.64 0.078798933740 Long ABS-MBS USGA US N 2 2065-06-20 Variable 1.966 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RHY5 6737129.4 PA USD 171163.51 0.028785334584 Long ABS-MBS USGA US N 2 2065-09-20 Variable 2.085 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379N2B7 197449.42 PA USD 21469.52 0.003610625399 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RJD9 10473129.12 PA USD 521561.83 0.087713390446 Long ABS-MBS USGA US N 2 2065-09-20 Variable 1.619 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RJF4 9276738.1 PA USD 439717.39 0.073949244167 Long ABS-MBS USGA US N 2 2065-10-20 Variable 1.706 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UWD8 7261624.84 PA USD 251215.91 0.042248105464 Long ABS-MBS USGA US N 2 2065-04-20 Variable 1.975 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RJK3 7132427.03 PA USD 369459.72 0.062133696928 Long ABS-MBS USGA US N 2 2065-10-20 Variable 1.868 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RJY3 7099879.65 PA USD 351444.04 0.059103919281 Long ABS-MBS USGA US N 2 2065-10-20 Variable 1.725 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RJW7 4367157.01 PA USD 203496.42 0.034222904966 Long ABS-MBS USGA US N 2 2065-10-20 Variable 1.701 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RPS9 9961781.28 PA USD 584756.56 0.098341131411 Long ABS-MBS USGA US N 2 2065-11-20 Variable 1.339 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UQB9 8246812.33 PA USD 338548.14 0.056935157982 Long ABS-MBS USGA US N 2 2064-10-20 Variable 1.431 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379B6E3 1249598.95 PA USD 241667.06 0.040642232565 Long ABS-MBS USGA US N 2 2044-05-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RQP4 6703410.39 PA USD 165490.44 0.027831268977 Long ABS-MBS USGA US N 2 2066-02-20 Variable 1.623 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RNL6 7530816.78 PA USD 258871.83 0.043535635842 Long ABS-MBS USGA US N 2 2066-01-20 Variable 1.717 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RQY5 3970081.93 PA USD 149275.08 0.025104259213 Long ABS-MBS USGA US N 2 2065-07-20 Variable 2.382 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UWZ9 3684249 PA USD 156580.58 0.026332857889 Long ABS-MBS USGA US N 2 2066-01-20 Variable 2.092 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379TLM9 1299463.57 PA USD 193944.94 0.032616589767 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379NAU6 2115227.11 PA USD 388991.75 0.065418485950 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 4.5 N N N N N N DOMINICAN REPUBLIC N/A P3579EBV8 153000 PA USD 153191.25 0.025762859073 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95 N N N N N N DOMINICAN REPUBLIC N/A P3579EBK2 183000 PA USD 192150 0.032314726663 Long DBT NUSS DO N 2 2026-01-29 Fixed 6.875 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 V7691DAX4 805000 PA USD 719468.75 0.120996284146 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25 N N N N N N REPUBLIC OF COTE D'IVOIRE 254900ICW11T82O6H590 221625AQ9 190000 PA 179217.9 0.030139877448 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 M1487WCY9 200000 PA USD 171499.2 0.028841789076 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.6 N N N N N N DOMINICAN REPUBLIC N/A P3579ECE5 208000 PA USD 175500 0.029514621542 Long DBT NUSS DO N 2 2049-06-05 Fixed 6.4 N N N N N N DOMINICAN REPUBLIC N/A P3579ECH8 150000 PA USD 126187.5 0.021221517412 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.875 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 383000 PA USD 320923.36 0.053971119740 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.659 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 M1487WDP7 200000 PA USD 151003 0.025394851263 Long DBT NUSS EG N 2 2033-09-30 Fixed 7.3 N N N N N N REPUBLIC OF COTE D'IVOIRE 254900ICW11T82O6H590 V73789AW5 1310000 PA USD 1203562.5 0.202408499656 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.125 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BV7 300000 PA USD 309375.9 0.052029131639 Long DBT NUSS ID N 2 2026-01-08 Fixed 4.75 N N N N N N TUNISIAN REPUBLIC N/A V06423AM5 260000 PA USD 177450 0.029842561781 Long DBT NUSS TN N 2 2025-01-30 Fixed 5.75 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 V3R60FAZ7 620000 PA USD 478950 0.080547168020 Long DBT NUSS GH N 2 2026-01-18 Fixed 8.125 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 Y20721BJ7 1005000 PA USD 1047707.48 0.176197662444 Long DBT NUSS ID N 2 2024-01-15 Fixed 5.875 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAL4 420000 PA USD 361498.2 0.060794772428 Long DBT NUSS RO N 2 2032-03-27 Fixed 3.625 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 861 NC USD 181509562.5 30.525276600848 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 184743101.38 USD 3233538.88 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 1770 NC USD 210906562.5 35.469101840001 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 222965841.89 USD -12059279.39 N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31397QLM8 292209.49 PA USD 338539.8 0.056933755407 Long ABS-MBS USGSE US N 2 2040-05-25 Floating 9.653 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31394FEA9 33890.46 PA USD 42623.95 0.007168260700 Long ABS-MBS USGSE US N 2 2035-05-25 Floating 19.382 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 31395V3D9 49051.78 PA USD 52975.92 0.008909197890 Long ABS-MBS USGSE US N 2 2034-06-15 Floating 13.562 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137ABA84 629166.7 PA USD 580310.65 0.097593442801 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 4.676 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2880000 NC USD 347788.8 0.058489201188 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-12-23 0 USD 347.83 USD 2880000 USD 334920.25 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 499000 NC USD 6986 0.001174866929 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-04-28 6.61 USD 0 USD 499000 USD -6894.19 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 358000 NC USD 43242.82 0.007272338842 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-12-24 159.82 USD 0 USD 358000 USD 41452.91 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 561000 NC USD 121361.13 0.020409845139 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2051-12-24 0 USD 112.46 USD 561000 USD -118395.05 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 907100 NC USD 116526.07 0.019596711429 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-02-24 30.93 USD 0 USD 907100 USD -113466.31 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 845000 NC 47506.4 0.007989364198 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-06-15 0 USD 38089.29 USD 845000 GBP -9417.11 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 5340000 NC 240291.03 0.040410819432 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-06-15 19411.77 USD 0 USD 5340000 NZD 220879.26 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 8827000 NC 623967.52 0.104935414287 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-06-15 255442.33 USD 0 USD 8827000 CAD 368525.19 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 6705000 NC 488288.05 0.082117589739 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-06-15 0 USD 233414.03 USD 6705000 CHF -254874.02 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 67765000 NC 551259.82 0.092707834522 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-06-15 316375.78 USD 0 USD 67765000 SEK 234884.04 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 27490000 NC 158005.18 0.026572439256 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-06-15 0 USD 166451.46 USD 27490000 NOK 8446.28 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1400000 NC 116249.16 0.019550142234 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-06-15 71697.01 USD 0 USD 1400000 EUR 44552.15 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 10202000 NC USD 867680.1 0.145921651117 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-06-15 0 USD 327710.88 USD 10202000 USD -539969.22 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 4233000 NC 249674.17 0.041988824139 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-06-15 163898.33 USD 0 USD 4233000 AUD 85775.84 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 90878000 NC USD 1909346.78 0.321103405152 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-06-15 0 USD 1320195.62 USD 90878000 USD -589151.16 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 13617000 NC USD 599965.02 0.100898806289 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-06-15 319116.8 USD 0 USD 13617000 USD 280848.22 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 22923000 NC USD 1573434.72 0.264611568558 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-06-15 0 USD 607690.55 USD 22923000 USD -965744.17 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 4783000 NC USD 431426.6 0.072554944856 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-06-15 0 USD 74101.87 USD 4783000 USD -357324.73 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 832000 NC USD 31948.8 0.005372972882 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-03-30 11.03 USD 0 USD 832000 USD 30275.26 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 832000 NC USD 32348.16 0.005440135043 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-03-30 11.03 USD 0 USD 832000 USD 30678.68 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2775000 NC USD 50061 0.008418982729 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-03-30 22.45 USD 0 USD 2775000 USD 44276.43 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1097500 NC USD 20665.92 0.003475480385 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-03-31 8.88 USD 0 USD 1097500 USD -18483.73 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 5670000 NC USD 43659 0.007342329697 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-03-31 21.38 USD 0 USD 5670000 USD -32536.41 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 5940000 NC USD 123670.8 0.020798272694 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-03-31 48.05 USD 0 USD 5940000 USD 111985.2 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2760000 NC USD 57711.6 0.009705618419 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-04-01 22.33 USD 0 USD 2760000 USD 52461.76 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 4799000 NC USD 110185.04 0.018530311995 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-04-01 38.83 USD 0 USD 4799000 USD 101234.75 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2357000 NC USD 43156.67 0.007257850610 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-04-05 19.07 USD 0 USD 2357000 USD 39175.16 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 4899000 NC USD 224521.17 0.037758731400 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-04-06 64.96 USD 0 USD 4899000 USD 217115.21 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 19701000 NC USD 125298.36 0.021071986753 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-04-06 74.27 USD 0 USD 19701000 USD -93101.35 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 5659000 NC USD 109558.24 0.018424900230 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-04-06 45.79 USD 0 USD 5659000 USD 100465.92 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2036000 NC USD 35609.64 0.005988632751 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-04-07 16.47 USD 0 USD 2036000 USD -32447.92 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2346000 NC USD 62473.98 0.010506529208 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-04-08 31.11 USD 0 USD 2346000 USD -58944.75 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 4165000 NC USD 43690.85 0.007347686055 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-04-12 33.69 USD 0 USD 4165000 USD 38191.54 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2884000 NC USD 19582.36 0.003293253244 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-04-13 23.34 USD 0 USD 2884000 USD -15907.45 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 440000 NC USD 3066.8 0.000515757501 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-04-14 1.66 USD 0 USD 440000 USD 2582.84 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 296000 NC USD 6147.92 0.001033923260 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-04-14 3.93 USD 0 USD 296000 USD 5803.81 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1349000 NC USD 26926.04 0.004528272822 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-04-18 17.88 USD 0 USD 1349000 USD -25758.29 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1673000 NC USD 13116.32 0.002205830318 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-04-20 22.19 USD 0 USD 1673000 USD 11783.17 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1953000 NC USD 6425.37 0.001080583270 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-04-22 15.8 USD 0 USD 1953000 USD -5166.46 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 8917400 NC USD 13911.14 0.002339498760 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-04-26 118.24 USD 0 USD 8917400 USD 10596.26 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 3098000 NC USD 1084.3 0.000182351591 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-04-26 11.68 USD 0 USD 3098000 USD -2231.48 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 618000 NC USD 1316.34 0.000221374797 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-04-26 8.2 USD 0 USD 618000 USD -1103.22 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1322000 NC USD 4481.58 0.000753687394 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-04-28 4.98 USD 0 USD 1322000 USD 4215.17 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 476000 NC USD 34471.92 0.005797297280 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-12-24 0 USD 30.29 USD 476000 USD -32594.12 N N N CITIGROUP GLOBAL MARKETS HOLDINGS INC/UNITED STATES 82VOJDD5PTRDMVVMGV31 173074JQ9 4990000 NS USD 6554140.85 1.102239240575 Long COMM CORP US N 2 N N N BOFA FINANCE LLC 549300CGZYSEY3ZSIW16 09709PBA6 10120000 NS USD 9248280.4 1.555324763081 Long COMM CORP US N 2 N N N GOLDMAN SACHS INTERNATIONAL/UNITED STATES N/A N/A 5001000 NS USD 6196836.12 1.042149702791 Long COMM CORP US N 2 N N N CITIGROUP GLOBAL MARKETS HOLDINGS INC/UNITED STATES 82VOJDD5PTRDMVVMGV31 17330AQX3 10604000 NS USD 10339090.87 1.738771248529 Long COMM CORP US N 2 N N N CITIGROUP GLOBAL MARKETS HOLDINGS INC/UNITED STATES 82VOJDD5PTRDMVVMGV31 17330A3J9 8090000 NS USD 11739083.49 1.974214281811 Long COMM CORP US N 2 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 228033.09 NC USD 55206.81 0.009284376659 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 15001.46 USD 228033.09 USD -40091.33 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 62873.32 NC USD 15221.63 0.002559889736 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 4579.66 USD 62873.32 USD -10610.53 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 106978.49 NC USD 25899.49 0.004355633308 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 6497.99 USD 106978.49 USD -19348.01 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 221464.24 NC USD 53616.49 0.009016925417 N/A DCR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2063-05-11 0 USD 26163.04 USD 221464.24 USD -27342.72 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 1527000 NC USD 277150.5 0.046609641696 N/A DCR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2047-01-17 0 USD 8583.3 USD 1527000 USD -267803.7 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 1521680 NC USD 628910.34 0.105766670478 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2063-05-11 29193.92 USD 0 USD 1521680 USD 598448.35 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 202000 NC USD 62761.4 0.010554865917 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 30568.16 USD 0 USD 202000 USD 32024.91 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2462000 NC USD 446853 0.075149271680 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 0 USD 171603.2 USD 2462000 USD -274018.8 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 6463000 NC USD 1173034.5 0.197274469078 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 0 USD 477711.78 USD 6463000 USD -692091.22 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 7950000 NC USD 1442925 0.242663164037 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 0 USD 587623.19 USD 7950000 USD -851326.81 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 817353.19 NC USD 197881.21 0.033278569934 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 43203.78 USD 817353.19 USD -154268.75 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 139822.76 NC USD 33851.09 0.005692889516 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 7771.97 USD 139822.76 USD -26009.21 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 255000 NC USD 79228.5 0.013324211925 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 43112.98 USD 0 USD 255000 USD 35903.02 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 521000 NC USD 94561.5 0.015902831253 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 0 USD 41182.03 USD 521000 USD -53118.97 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 682222.47 NC USD 165166.06 0.027776716538 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 54649.5 USD 682222.47 USD -110175.45 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 173605.44 NC USD 42029.88 0.007068353286 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 12603.39 USD 173605.44 USD -29339.69 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 152022.06 NC USD 36804.54 0.006189584439 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 12818.72 USD 152022.06 USD -23909.81 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 476711.15 NC USD 115411.77 0.019409314604 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 43866.35 USD 476711.15 USD -71307.06 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 86333.52 NC USD 20901.35 0.003515073704 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 7977.57 USD 86333.52 USD -12880.61 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 287152.78 NC USD 69519.69 0.011691437835 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 25360.12 USD 287152.78 USD -44015.99 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 274015.07 NC USD 66339.05 0.011156535352 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 32133.99 USD 274015.07 USD -34068.06 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 98000 NC USD 30448.6 0.005120677524 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 19898.86 USD 0 USD 98000 USD 10468.07 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 488910.46 NC USD 118365.22 0.019906009527 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 72333.61 USD 488910.46 USD -45787.15 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1039755.83 NC USD 251724.89 0.042333702912 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 123457.85 USD 1039755.83 USD -127747.16 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1888076.48 NC USD 457103.32 0.076873113934 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 217829.59 USD 1888076.48 USD -238329.69 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3751754.36 NC USD 908299.73 0.152752836340 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 440741.16 USD 3751754.36 USD -465682.69 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 957175.95 NC USD 231732.3 0.038971459451 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 113818.09 USD 957175.95 USD -117435.63 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 957175.95 NC USD 231732.3 0.038971459451 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 113818.09 USD 957175.95 USD -117435.63 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1622000 NC USD 503955.4 0.084752438206 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 296106.95 USD 0 USD 1622000 USD 206496.79 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3096000 NC USD 561924 0.094501277467 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 315451.6 USD 0 USD 3096000 USD 244924.4 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 413000 NC USD 120761.2 0.020308952222 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2059-11-17 55104 USD 0 USD 413000 USD 65313.03 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 435000 NC USD 127194 0.021390785028 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2059-11-17 51729.04 USD 0 USD 435000 USD 75102.46 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 210000 NC USD 65247 0.010972880409 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2047-01-17 0 USD 23979.15 USD 210000 USD -41092.85 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 630000 NC USD 83349 0.014017174877 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 81622.91 USD 0 USD 630000 USD 1201.09 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 228000 NC USD 66667.2 0.011211721808 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 24999.84 USD 0 USD 228000 USD 41477.36 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 210000 NC USD 61404 0.010326585876 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 21916.25 USD 0 USD 210000 USD 39312.75 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 210000 NC USD 61404 0.010326585876 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 22024.1 USD 0 USD 210000 USD 39204.9 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 368000 NC USD 92772.8 0.015602017558 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 44619.94 USD 0 USD 368000 USD 47846.19 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 184000 NC USD 46386.4 0.007801008779 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2058-09-17 22144.48 USD 0 USD 184000 USD 24088.59 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 184000 NC USD 46386.4 0.007801008779 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 22309.98 USD 0 USD 184000 USD 23923.09 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 184000 NC USD 46386.4 0.007801008779 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2058-09-17 21895.87 USD 0 USD 184000 USD 24337.2 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 1118000 NC USD 281847.8 0.047399607689 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2058-09-17 112076.07 USD 0 USD 1118000 USD 168840.06 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 31949970.16 NC USD 7735087.78 1.300844378468 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2063-05-11 0 USD 3199139.4 USD 31949970.16 USD -4519973.39 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2471000 NC USD 622939.1 0.104762460286 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2058-09-17 255056.12 USD 0 USD 2471000 USD 365823.81 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 193000 NC USD 25533.9 0.004294150399 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 18192.56 USD 0 USD 193000 USD 7180.51 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 457600 NC USD 41504.32 0.006979967505 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2063-05-11 0 USD 8646.53 USD 457600 USD 49998.32 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 769000 NC USD 193864.9 0.032603129081 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2058-09-17 29957.97 USD 0 USD 769000 USD 163266.1 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 420000 NC USD 122808 0.020653171751 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2059-11-17 23897.81 USD 0 USD 420000 USD 98560.19 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 381040 NC USD 34560.33 0.005812165586 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 3714.96 USD 381040 USD 38148.28 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1521680 NC USD 628910.34 0.105766670478 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 237268.23 USD 1521680 USD -390374.04 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 10988755.27 NC USD 2660377.65 0.447407632471 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 745680.28 USD 10988755.27 USD -1909202.99 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 630000 NC USD 195741 0.032918641227 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2047-01-17 0 USD 32151.17 USD 630000 USD -163064.83 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 553000 NC USD 73161.9 0.012303964614 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2054-11-18 273312.09 USD 0 USD 553000 USD -200611.02 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 11354000 NC USD 2060751 0.346565731381 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2047-01-17 2665497.2 USD 0 USD 11354000 USD -610423.2 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 16908231.63 NC USD 4093482.88 0.688419361778 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 0 USD 5760396.97 USD 16908231.63 USD 1675368.21 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 3092000 NC USD 960684.4 0.161562601067 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2047-01-17 1514014.07 USD 0 USD 3092000 USD -555906.34 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 354718.15 NC USD 85877.26 0.014442363692 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2063-05-11 0 USD 101851.33 USD 354718.15 USD 16151.43 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2388247.84 NC USD 578194.8 0.097237610824 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 705416.39 USD 0 USD 2388247.84 USD -128415.71 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 363163.82 NC USD 87921.96 0.014786230055 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 98595.98 USD 0 USD 363163.82 USD -10855.6 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 209000 NC USD 27399.9 0.004607963982 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 28606.88 USD 0 USD 209000 USD -1311.48 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 965000 NC USD 126511.5 0.021276005944 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 136306.25 USD 0 USD 965000 USD -10277.25 N N N TATA CONSULTANCY SERVICES LTD 335800ZJKU9GPQRE2U66 Y85279100 17411 NS 801157.1 0.134734180070 Long EC CORP IN N 2 N N N CPFL ENERGIA SA 529900GBWSBDXN8GGM28 P3435F108 212800 NS 1555986.61 0.261677241702 Long EC CORP BR N 1 N N N CHINA SHENHUA ENERGY CO LTD 529900N9JOX4C108MA40 N/A 557000 NS 1775439.38 0.298583597559 Long EC CORP CN N 2 N N N COSCO SHIPPING HOLDINGS CO LTD 3003009XI0QGYYA29S17 N/A 444400 NS 695799.07 0.117015647979 Long EC CORP CN N 2 N N N EMAMI LTD 335800CCQHJCDEUS7G90 N/A 62137 NS 397923.62 0.066920598558 Long EC CORP IN N 2 N N N HANA FINANCIAL GROUP INC N/A Y29975102 39730 NS 1479861.02 0.248874860058 Long EC CORP KR N 2 N N N COCA-COLA ICECEK AS 789000WT80VVLUWJDK41 N/A 25672 NS 211974.86 0.035648762218 Long EC CORP TR N 2 N N N SUN TV NETWORK LTD 335800IW6TQ3AJJLEO48 Y8295N109 108248 NS 679658.86 0.114301276528 Long EC CORP IN N 2 N N N CHINA MERCHANTS BANK CO LTD 549300MKO5B60FFIHF58 N/A 20500 NS 123400.72 0.020752852130 Long EC CORP CN N 2 N N N TECH MAHINDRA LTD 3358005FZUZ1I25XQH69 N/A 52998 NS 865864.99 0.145616395934 Long EC CORP IN N 2 N N N HAITIAN INTERNATIONAL HOLDINGS LTD 30030093DDRS825TVP62 N/A 264000 NS 652205.42 0.109684308484 Long EC CORP CN N 2 N N N MARFRIG GLOBAL FOODS SA 391200219USWMOBN3F92 N/A 115300 NS 437276.87 0.073538810981 Long EC CORP BR N 1 N N N BOSIDENG INTERNATIONAL HOLDINGS LTD 254900G7F1RDM4B3S169 N/A 640000 NS 318627.02 0.053584933951 Long EC CORP HK N 2 N N N PAGE INDUSTRIES LTD 335800D6UFCCKUP3KD53 N/A 2382 NS 1408867.05 0.236935485948 Long EC CORP IN N 2 N N N WANT WANT CHINA HOLDINGS LTD 5299005HZCEKX4O1J230 N/A 1577000 NS 1419707.36 0.238758549464 Long EC CORP CN N 2 N N N GLOW ENERGY PCL N/A N/A 35800 NS 10.45 0.000001757423 Long EC CORP TH N 3 N N N KB FINANCIAL GROUP INC 529900TKE4MXG3Q6GW86 N/A 34648 NS 1601225.04 0.269285191221 Long EC CORP KR N 2 N N N CHINA MINSHENG BANKING CORP LTD 549300HBUGSQD1VCXG94 N/A 1476000 NS 559768.16 0.094138720192 Long EC CORP CN N 2 N N N ZHONGSHENG GROUP HOLDINGS LTD 3003005VYMEBAJNJ2Y26 N/A 215500 NS 1418937.05 0.238629002979 Long EC CORP CN N 2 N N N AGRICULTURAL BANK OF CHINA LTD 549300E7TSGLCOVSY746 N/A 2718000 NS 1020531.24 0.171627312367 Long EC CORP CN N 2 N N N PARADE TECHNOLOGIES LTD 529900D9FDQHQKAQLY02 N/A 18000 NS 855254.26 0.143831941915 Long EC CORP TW N 2 N N N TISCO FINANCIAL GROUP PCL 529900OOUQI3OWX2WU06 N/A 114400 NS 303118.25 0.050976754594 Long EC CORP TH N 1 N N N CHINA YONGDA AUTOMOBILES SERVICES HOLDINGS LTD 529900G4APWIO18G0C95 N/A 717500 NS 667912.95 0.112325914201 Long EC CORP CN N 2 N N N JD.COM INC 549300HVTWB0GJZ16V92 N/A 63851 NS 1990266.33 0.334712008535 Long EC CORP CN N 2 N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 N/A 228624 NS 2794196.93 0.469912620529 Long EC CORP CN N 2 N N N CHINA INTERNATIONAL CAPITAL CORP LTD 529900OS3SVVTT56QN67 N/A 553200 NS 1104218.15 0.185701315083 Long EC CORP CN N 2 N N N CHINA FEIHE LTD N/A N/A 529000 NS 498555.5 0.083844312822 Long EC CORP CN N 2 N N N SRI TRANG GLOVES THAILAND PCL N/A N/A 1208600 NS 857488.47 0.144207679024 Long EC CORP TH N 1 N N N KUAISHOU TECHNOLOGY 300300FCDZBE6UP9ED24 N/A 115900 NS 952265 0.160146672836 Long EC CORP CN N 2 N N N NORTHAM PLATINUM HOLDINGS LTD 3789009D0712C7101695 N/A 32645 NS 388120.41 0.065271948797 Long EC CORP ZA N 2 N N N UNITED MICROELECTRONICS CORP 391200YJCAGH9LF96P73 N/A 369000 NS 591138.65 0.099414436089 Long EC CORP TW N 2 N N N AMBEV SA 549300TH5Q6VRP8OT012 N/A 468300 NS 1375361 0.231300623354 Long EC CORP BR N 1 N N N ASTRA INTERNATIONAL TBK PT 529900L49TRJOMG4DK47 N/A 318900 NS 166397.62 0.027983833503 Long EC CORP ID N 2 N N N TURKIYE GARANTI BANKASI AS 5493002XSS7K7RHN1V37 N/A 198397 NS 199276.1 0.033513154837 Long EC CORP TR N 2 N N N ANGLO AMERICAN PLATINUM LTD 529900RORCZ0E5S5FX81 N/A 9338 NS 1038964.46 0.174727309587 Long EC CORP ZA N 2 N N N LENOVO GROUP LTD 254900VUZRGD5U73RE46 Y5257Y107 422000 NS 409337.31 0.068840089958 Long EC CORP CN N 2 N N N BANCO BRADESCO S.A. 549300CTUU1RFXHQJE44 N/A 309760 NS 1126525.31 0.189452810155 Long EC CORP BR N 1 N N N CHEIL WORLDWIDE INC N/A N/A 24074 NS 481152.98 0.080917653040 Long EC CORP KR N 2 N N N CIPLA LTD/INDIA 335800KMJJYEDDK82Q34 N/A 22513 NS 287345.84 0.048324237717 Long EC CORP IN N 2 N N N SAMSUNG ELECTRONICS CO LTD 9884007ER46L6N7EI764 N/A 94661 NS 5029728.35 0.845871958459 Long EC CORP KR N 2 N N N INFOSYS LTD 335800TYLGG93MM7PR89 N/A 101292 NS 2055256.61 0.345641715190 Long EC CORP IN N 2 N N N WAL-MART DE MEXICO SAB DE CV N/A N/A 100037 NS 354577.03 0.059630808250 Long EC CORP MX N 1 N N N QUANTA COMPUTER INC 529900DE8BIV3XOXIK04 N/A 259000 NS 729453.45 0.122675455893 Long EC CORP TW N 2 N N N INDOFOOD SUKSES MAKMUR TBK PT 529900E61EV2GTYWZ485 N/A 441100 NS 191615.44 0.032224827312 Long EC CORP ID N 2 N N N ADVANCED INFO SERVICE PCL 529900DU2YW1NO5RMU78 N/A 222200 NS 1394832.12 0.234575168869 Long EC CORP TH N 1 N N N BANCO SANTANDER 3YJP8HORPAEXJ80D6368 N/A 10340857 NS 497543.7 0.083674153881 Long EC CORP CL N 1 N N N GRUPO BIMBO SAB DE CV 5493000RIXURZEBFEV60 N/A 66455 NS 204609.69 0.034410128571 Long EC CORP MX N 1 N N N TURKCELL ILETISIM HIZMETLERI AS 7890003EX1LTLS2FFL84 N/A 584349 NS 845114.68 0.142126723304 Long EC CORP TR N 2 N N N HELLENIC TELECOMMUNICATIONS ORGANIZATION SA ELPUFM0XZRZO4LFXW404 N/A 30722 NS 583383.91 0.098110286709 Long EC CORP GR N 2 N N N ASIAN PAINTS LTD 335800HEHXGYRUNERD75 N/A 40431 NS 1698204.06 0.285594587647 Long EC CORP IN N 2 N N N SUN PHARMACEUTICAL INDUSTRIES LTD 335800KJ7GE29LB4SS73 N/A 99810 NS 1207978.31 0.203151126214 Long EC CORP IN N 2 N N N TATA STEEL LTD 335800E6C75YGSGD5T66 N/A 21610 NS 356023.09 0.059873998641 Long EC CORP IN N 2 N N N VEDANTA LTD 335800XDKX9KB5EMCO07 N/A 282106 NS 1494990.07 0.251419180200 Long EC CORP IN N 2 N N N CATHAY FINANCIAL HOLDING CO LT 5299009XR1QLFAMQ3X77 N/A 503000 NS 1059275.92 0.178143178846 Long EC CORP TW N 2 N N N CSPC PHARMACEUTICAL GROUP LTD 529900M3XQCW234H8O91 N/A 1426000 NS 1452112.14 0.244208206545 Long EC CORP CN N 2 N N N UNITED TRACTORS TBK PT 529900N9ELYOWQV4FW14 Y7146Y140 122400 NS 255135.6 0.042907297299 Long EC CORP ID N 2 N N N THAI UNION GROUP PCL 25490047VDGNFMEYZW95 N/A 1110200 NS 547806.72 0.092127111219 Long EC CORP TH N 1 N N N EVERGREEN MARINE CORP TAIWAN LTD 254900EIJA0A39C5SO15 N/A 317000 NS 1536926.57 0.258471829353 Long EC CORP TW N 2 N N N HONG LEONG BANK BHD 549300BUPYUQGB5BFX94 N/A 87100 NS 418225.51 0.070334858387 Long EC CORP MY N 2 N N N INTERNATIONAL CONTAINER TERMINAL SERVICES INC 254900FU1MWK0I0Q4J61 N/A 77950 NS 319361.06 0.053708380747 Long EC CORP PH N 2 N N N KIA CORP 988400V8MJK9N7OI5X76 N/A 27666 NS 1820020.78 0.306081051398 Long EC CORP KR N 2 N N N KUMHO PETROCHEMICAL CO LTD N/A Y49212106 6332 NS 765466.76 0.128731975638 Long EC CORP KR N 2 N N N KT CORP 9884005ACF8449EANY26 N/A 7992 NS 226122.69 0.038028066196 Long EC CORP KR N 2 N N N SAMSUNG ELECTRO-MECHANICS CO LTD N/A N/A 8811 NS 1140333.57 0.191775007124 Long EC CORP KR N 2 N N N SHINHAN FINANCIAL GROUP CO LTD 988400EB8A6G49E5KO54 Y7749X101 6568 NS 218184.37 0.036693043344 Long EC CORP KR N 2 N N N EMBOTELLADORAS ARCA SA DE CV 254900U2BSJCQHJCXN24 N/A 50558 NS 321263.12 0.054028258702 Long EC CORP MX N 1 N N N CHINA DEVELOPMENT FINANCIAL HOLDING COMPANY N/A N/A 2364000 NS 1424595.46 0.239580603148 Long EC CORP TW N 2 N N N LG ELECTRONICS INC 988400RMQFTGZIOG0609 N/A 4610 NS 418683.64 0.070411904162 Long EC CORP KR N 2 N N N CTBC FINANCIAL HOLDING CO LTD 549300IWDYIFW6JXM387 Y15093100 554000 NS 546126.64 0.091844564636 Long EC CORP TW N 2 N N N NOVATEK MICROELECTRONICS CORP N/A N/A 88000 NS 1169837.93 0.196736887575 Long EC CORP TW N 2 N N N MARUTI UDYOG LTD 335800D27PBEESKKD357 N/A 4830 NS 484166.9 0.081424517474 Long EC CORP IN N 2 N N N CENCOSUD SA 549300NLTGCFV7482429 N/A 349325 NS 559159.23 0.094036313705 Long EC CORP CL N 1 N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 G87572163 49000 NS 2298363.64 0.386526113963 Long EC CORP CN N 2 N N N PING AN INSURANCE GROUP CO OF CHINA LTD 529900M9MC28JLN35U89 N/A 212000 NS 1363352.55 0.229281108499 Long EC CORP CN N 2 N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 N/A 80462000 PA USD 80462000 13.531655148236 Long RA CORP US N 2 Repurchase Y 0.3 2022-05-02 89890122.89 USD 82071240.1 USD AMBS N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 80400000 PA USD 80400000 13.521228330370 Long RA CORP US N 2 Repurchase Y 0.3 2022-05-02 472291.89 USD 263192.62 USD AMBS 76688664.25 USD 81746857.58 USD UST N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 N/A 80400000 PA USD 80400000 13.521228330370 Long RA CORP US N 2 Repurchase Y 0.31 2022-05-02 80039428.13 USD 76772430.18 USD AMBS 4870590.09 USD 5235583.37 USD UST N N N TEXAS COMPETITIVE ELECTRIC HOLDINGS CO LLC / TCEH FINANCE INC N/A N/A 25989 NS USD 32486.25 0.005463358257 Long EC CORP US N 2 N N N State Street Institutional U.S. Government Money Market Fund, Premier Class N/A N/A 7901000 NS USD 7901000 1.328746580078 Long STIV RF US N 1 N N N BANCO SANTANDER BRASIL SA 549300D1H731B30TSI43 N/A 199271 OU 1279716.47 0.215215654092 Long EC CORP BR N 1 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 479600 NC USD -32142.79 -0.005405597049 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 479600 USD 1 1.275 USD 2030-03-05 XXXX -32142.79 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 359700 NC USD -166645.41 -0.028025505458 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 359700 USD 1 2.3075 USD 2022-06-20 XXXX -166645.41 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 359700 NC USD 26988.29 0.004538741683 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 359700 USD 1 2.3075 USD 2022-06-20 XXXX 26988.29 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 8923600 NC USD -11154.5 -0.001875902256 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-07-25 0 USD 0 USD 8923600 USD 1 2.725 USD 2022-07-21 XXXX -11154.5 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 8923600 NC USD 7674.3 0.001290621425 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-07-25 0 USD 0 USD 8923600 USD 1 2.725 USD 2022-07-21 XXXX 7674.3 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 166600 NC USD -1457.75 -0.000245156351 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2047-03-25 0 USD 0 USD 166600 USD 1 2.8175 USD 2027-03-23 XXXX -1457.75 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 166600 NC USD -2305.74 -0.000387766629 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2047-03-25 0 USD 0 USD 166600 USD 1 2.8175 USD 2027-03-23 XXXX -2305.74 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 479600 NC USD 52209.26 0.008780265242 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 479600 USD 1 1.275 USD 2030-03-05 XXXX 52209.26 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 74307 NC USD 9586866.22 1.612266257877 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2025-12-15 0 USD 0 USD 10015097.46 USD -428231.24 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 9665 NC USD 132344004.8 22.256884416125 N/A DE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2023-04-27 0 USD 0 USD 134462040.26 USD 2120500.6 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 104522 NC USD 22242062.1 3.740547266074 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2025-12-15 0 USD 0 USD 22700087.96 USD -458025.86 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 288926 NC USD 31177282.34 5.243223299000 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2025-12-15 0 USD 0 USD 31923433.74 USD -750540.87 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 233371 NC USD 56732443.43 9.540949270608 N/A DE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2022-05-26 0 USD 0 USD 55953941.11 USD 778036.04 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 83404 NC USD 43880470.78 7.379575431101 N/A DE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Y 2022-11-02 0 USD 0 USD 48017017.26 USD 4137106.75 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 88178 NC USD 46392165.27 7.801978350199 N/A DE CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2022-11-02 0 USD 0 USD 50765485.45 USD 4373968.939999999999 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 50356 NC USD 2370926.05 0.398729259658 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 2424950.96 USD -54800.89 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 6340 NC USD 217373.35 0.036556650476 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 225516.89 USD -8215.71 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 15680 NC USD 151057.31 0.025403984819 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 SILLAJEN INC ORDINARY SHARES Y 2025-12-15 0 USD 0 USD 154917.93 USD 3708.86 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 11237 NC USD 710964.99 0.119566168715 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 NEW RELIC INC COMMON STOCK Y 2025-12-15 0 USD 0 USD 798838.33 USD 87857.81 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 18728 NC USD 347591.68 0.058456050635 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 414076.08 USD 66476.35 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 7491 NC USD 276268.08 0.046461241170 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BEYOND MEAT INC COMMON STOCK Y 2025-12-15 0 USD 0 USD 305333.16 USD 29060.33 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1291 NC USD 237518.18 0.039944496821 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 WD-40 CO COMMON STOCK Y 2024-07-05 0 USD 0 USD 229423.61 USD -9101.55 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 10731 NC USD 2492382.06 0.419155061191 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 L3HARRIS TECHNOLOGIES INC COMMON STOCK Y 2024-07-05 0 USD 0 USD 2751857.64 USD 259475.58 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 66331 NC USD 667289.86 0.112221126363 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 LUMEN TECHNOLOGIES INC COMMON STOCK Y 2024-07-05 0 USD 0 USD 748213.68 USD 80923.82 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 38342 NC USD 888767.56 0.149468023773 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 PRIMORIS SERVICES CORP COMMON STOCK Y 2024-07-05 0 USD 0 USD 944746.88 USD 53678.8 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 4793 NC USD 956826.59 0.160913815870 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 1014821.89 USD 57995.3 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 38355 NC USD 655486.95 0.110236178091 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 HEALTHCARE SERVICES GROUP COMMON STOCK Y 2024-07-05 0 USD 0 USD 676965.75 USD 21478.8 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 85468 NC USD 1624746.68 0.273240930837 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 1985421.64 USD 360674.96 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 40272 NC USD 509843.52 0.085742669735 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 ADAPTHEALTH CORP COMMON STOCK Y 2024-07-05 0 USD 0 USD 652003.68 USD 142160.16 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 19074 NC USD 1990181.16 0.334697685114 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 RALPH LAUREN CORP COMMON STOCK Y 2024-07-05 0 USD 0 USD 2110156.62 USD 106862.08 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 13956 NC USD 88899.72 0.014950664336 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 ZYNEX INC COMMON STOCK Y 2024-07-05 0 USD 0 USD 81921.72 USD -6993.76 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 16315 NC USD 651131.65 0.109503727771 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 CALIX INC COMMON STOCK Y 2024-07-05 0 USD 0 USD 665815.15 USD 14683.5 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 24913 NC USD 754614.77 0.126906947844 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 ENERGIZER HOLDINGS INC COMMON STOCK Y 2024-07-05 0 USD 0 USD 761839.54 USD 7224.77 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 15016 NC USD 414741.92 0.069749007444 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 ACI WORLDWIDE INC COMMON STOCK Y 2024-07-05 0 USD 0 USD 431559.84 USD 16817.92 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 2398 NC USD 2088082.48 0.351162188865 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 TESLA INC COMMON STOCK Y 2024-07-05 0 USD 0 USD 2616841.48 USD 528759 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 10334 NC USD 278294.62 0.046802053484 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 273644.32 USD -9558.95 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 3493 NC USD 104091.4 0.017505517247 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 EBIX INC COMMON STOCK Y 2024-07-05 0 USD 0 USD 117329.87 USD 13238.47 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 8802 NC USD 1518873.12 0.255435699756 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 PENUMBRA INC COMMON STOCK Y 2024-07-05 0 USD 0 USD 1958268.96 USD 439395.84 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 20632 NC USD 969291.36 0.163010072105 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 AAR CORP COMMON STOCK Y 2024-07-05 0 USD 0 USD 971354.56 USD 2063.2 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1219 NC USD 779404.22 0.131075900750 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 786242.81 USD 6838.59 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 5751 NC USD 734575.23 0.123536808590 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 UNIVERSAL DISPLAY CORP COMMON STOCK Y 2024-07-05 0 USD 0 USD 939080.79 USD 204505.56 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 3839 NC USD 696855.28 0.117193275549 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 WHIRLPOOL CORP COMMON STOCK Y 2024-07-05 0 USD 0 USD 663302.42 USD -33552.86 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 10820 NC USD 227436.4 0.038248998694 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 PLUG POWER INC COMMON STOCK Y 2024-07-05 0 USD 0 USD 329360.8 USD 101924.4 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1925 NC USD 322264.25 0.054196623221 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 F5 INC COMMON STOCK Y 2024-07-05 0 USD 0 USD 410987.5 USD 88723.25 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 9624 NC USD 393525.36 0.066180923462 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 SANMINA CORP COMMON STOCK Y 2024-07-05 0 USD 0 USD 379955.52 USD -13569.84 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 9624 NC USD 469073.76 0.078886236477 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 AAON INC COMMON STOCK Y 2024-07-05 0 USD 0 USD 525277.92 USD 56204.16 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1405300 NC USD 192944092.43 32.448272745549 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GSGLPWDL GSGLPWDL A BASKET -GSGLPWDL OF COMMON STOCK 3M CO 6509.724168 938832.42 USD ABBOTT LABORATORIES 6415.459335 728154.63 USD ABBVIE INC 1274.499018 187198.42 USD ABIOMED INC 640.936739 183679.65 USD ACCENTURE PLC-CL A 2468.520237 741444.74 EUR ACTIVISION BLIZZARD INC 4086.091947 308908.55 USD ADECCO GROUP AG-REG 11050.146959 434310.11 CHF ADVANCED MICRO DEVICES 1209.411395 103428.86 USD AEGON NV 78712.097479 412280.33 EUR AGEAS 12515.099416 605744.65 EUR AGILENT TECHNOLOGIES INC 5693.08291 679014 USD AIRBNB INC-CLASS A 3149.214933 482491.22 USD AKZO NOBEL N.V. 2363.674657 207214.72 EUR ALLEGHANY CORP 562.70334 470701.34 USD ALLEGION PLC 6318.950101 721876.86 EUR ALLSTATE CORP 4123.605503 521801.04 USD ALLY FINANCIAL INC 5786.706486 231236.79 USD ALPHABET INC-CL A 304.59725 695148.8 USD AMAZON.COM INC 68.935167 171347.32 USD AMERICAN FINANCIAL GROUP INC 2305.640865 319285.15 USD AMERICAN WATER WORKS CO INC 2229.01061 343445.95 USD AMETEK INC 6803.740671 859040.3 USD AMPOL LTD 14120.807864 339683.13 AUD AMUNDI SA 10543.553639 641792.59 EUR ANGLO AMERICAN PLC 16187.259732 728786.53 GBP APPLE INC 1731.394893 272954.4 USD APPLIED MATERIALS INC 2045.611003 225733.17 USD APTIV PLC 3574.047939 380278.7 EUR ARCH CAPITAL GROUP LTD 8174.748923 373340.78 BMD ARCHER-DANIELS-MIDLAND CO 4818.087232 431507.89 USD ARISTOCRAT LEISURE LTD 39312.603553 940376.31 AUD ARKEMA 2213.941062 254930.43 EUR ARTHUR J GALLAGHER & CO 2065.169353 347960.38 USD ASAHI KASEI CORP 41521.735184 343397.18 JPY ASCENDAS REAL ESTATE INV TRT 128232.23581 265583.46 SGD ASHTEAD GROUP PLC 5319.550493 279102.69 GBP ASSURANT INC 3022.887231 549802.73 USD AT&T INC 45419.618093 856614 USD ATLANTIA SPA 28464.452664 685552.35 EUR ATLAS COPCO AB-A SHS 4214.984678 194494.38 SEK AURIZON HOLDINGS LTD 246241.867293 705216.89 AUD AUTOZONE INC 250.731631 490298.18 USD AVALONBAY COMMUNITIES INC 2496.094304 567811.53 USD AVERY DENNISON CORP 5817.807468 1050696.03 USD BAE SYSTEMS PLC 19926.110814 185127.52 GBP BALOISE HOLDING AG - REG 6106.693912 1071416.03 CHF BANDAI NAMCO HOLDINGS INC 3776.364638 258218.7 JPY BANK HAPOALIM BM 101016.952498 942589.09 ILS BANK LEUMI LE-ISRAEL 89265.590607 942998.11 ILS BARRATT DEVELOPMENTS PLC 28683.121426 178077.65 GBP BAXTER INTERNATIONAL INC 3684.344206 261809.5 USD BECHTLE AG 8602.146958 402196.68 EUR BERKELEY GROUP HOLDINGS/THE 5543.349315 283954.74 GBP BIOGEN INC 2037.915914 422745.28 USD BLUESCOPE STEEL LTD 29031.965434 423772.37 AUD BOLIDEN AB 9223.204719 406096.57 SEK BP PLC 83078.418895 408406.05 GBP BRENNTAG SE 11873.842048 926195.34 EUR BRISTOL-MYERS SQUIBB CO 9320.35521 701543.14 USD CADENCE DESIGN SYS INC 5588.878588 843082.33 USD CAN APARTMENT PROP REAL ESTA 11275.548924 443946.34 CAD CAN IMPERIAL BK OF COMMERCE 7650.200396 850108.73 CAD CANADIAN TIRE CORP-CLASS A 2450.56503 339288.36 CAD CANADIAN UTILITIES LTD-A 13730.602756 414910.12 CAD CAPCOM CO LTD 15175.996863 402358.36 JPY CAPGEMINI SE 3586.231829 741904.2 EUR CAPITAL ONE FINANCIAL CORP 1865.417683 232468.35 USD CAPITALAND INTEGRATED COMMER 129618.634238 218706.22 SGD CARLSBERG AS-B 2774.079372 357377.18 DKK CARLYLE GROUP INC/THE 4603.586642 167064.16 USD CATERPILLAR INC 904.814146 190499.57 USD CELANESE CORP 4439.745385 652376.19 USD CERNER CORP 6289.452262 588944.31 USD CHEVRON CORP 6109.258942 957137.6 USD CHUBU ELECTRIC POWER CO INC 53391.729688 540675.74 JPY CHURCH & DWIGHT CO INC 2962.28841 289000.86 USD CITIGROUP INC 6388.847154 308006.32 USD CITRIX SYSTEMS INC 1994.631042 199662.57 USD CK ASSET HOLDINGS LTD 76480.521839 520517.69 HKD CK INFRASTRUCTURE HOLDINGS L 92239.421649 621305.15 HKD CMS ENERGY CORP 9984.056586 685804.85 USD CNH INDUSTRIAL NV 13706.876234 198536.75 GBP COGNEX CORP 3911.028685 264502.87 USD COLGATE-PALMOLIVE CO 14877.17093 1146286.02 USD COMCAST CORP-CLASS A 7530.926526 299429.64 USD COMMERZBANK AG 42107.52379 279054.81 EUR CONOCOPHILLIPS 13479.550497 1287566.66 USD CONSTELLATION SOFTWARE INC 144.282908 228254.98 CAD CONTINENTAL AG 4746.907664 330611.67 EUR CORTEVA INC 9817.009041 566343.25 USD COSTAR GROUP INC 9880.172892 628576.6 USD COSTCO WHOLESALE CORP 877.240079 466446.09 USD COVESTRO AG 10640.062873 463469.28 EUR CRODA INTERNATIONAL PLC 2449.923773 240041.62 GBP CUMMINS INC 4647.512772 879262.94 USD CYBERAGENT INC 26774.098243 286422.51 JPY DAI NIPPON PRINTING CO LTD 32142.384296 674553.43 JPY DAITO TRUST CONSTRUCT CO LTD 3779.570925 365237.94 JPY DAIWA HOUSE INDUSTRY CO LTD 10482.954818 254306.32 JPY DAIWA SECURITIES GROUP INC 51508.356799 252850.53 JPY DASSAULT AVIATION SA 2220.033007 375192.22 EUR DCC PLC 5539.181142 422690.98 EUR DEERE & CO 628.752849 237385.64 USD DELL TECHNOLOGIES -C 8023.091555 377165.53 USD DEUTSCHE POST AG-REG 11824.465231 510445.07 EUR DIAGEO PLC 27247.987438 1374722.75 GBP DOORDASH INC - A 1867.982712 152109.83 USD DOVER CORP 6422.833794 856163.74 USD DOW INC 4442.951672 295456.29 USD DROPBOX INC-CLASS A 28950.846377 629680.91 USD DSV A/S 3598.415719 597073.79 DKK DTE ENERGY COMPANY 4055.311593 531408.03 USD DUKE REALTY CORP 10031.509631 549225.15 USD DUPONT DE NEMOURS INC 3949.183499 260369.67 USD DYNATRACE INC 4382.352851 168107.06 USD EATON CORP PLC 2376.820433 344686.5 USD EBAY INC 10195.03026 529325.97 USD EDENRED 18397.673878 932390.4 EUR EDP-ENERGIAS DE PORTUGAL SA 57911.311615 271377.5 EUR EDWARDS LIFESCIENCES CORP 3846.58232 406891.48 USD EIFFAGE 12637.258944 1259043.51 EUR EISAI CO LTD 7609.159925 332651.14 JPY ELECTRONIC ARTS INC 3577.895483 422370.56 USD ELI LILLY & CO 1368.443223 399763.32 USD EMERSON ELECTRIC CO 8003.212577 721729.71 USD EMPIRE CO LTD 'A' 18844.950892 625633.79 CAD ENAGAS SA 10619.542637 230447.49 EUR ENDESA SA 32270.315141 681892.69 EUR ENEOS HOLDINGS INC 91670.626364 322785.89 JPY ENI SPA 24925.032623 352085.54 EUR ENTAIN PLC 9482.913953 180789.55 GBP EQUINOR ASA 12252.825152 422234.57 NOK EQUITABLE HOLDINGS INC 7672.965033 221211.58 USD EQUITY LIFESTYLE PROPERTIES 4398.384285 339907.14 USD ESSEX PROPERTY TRUST INC 926.616896 305107.15 USD EUROFINS SCIENTIFIC 4784.100591 447768.68 EUR EVEREST RE GROUP LTD 1719.85226 472460.61 BBD EVERGY INC 6544.031437 444012.53 USD EXOR NV 16392.782718 1155210.22 EUR EXTRA SPACE STORAGE INC 1674.322987 318121.37 USD EXXON MOBIL CORP 16360.399221 1394724.03 USD FACTSET RESEARCH SYSTEMS INC 3045.651868 1228890.07 USD FAIR ISAAC CORP 412.328487 154008.81 USD FAIRFAX FINANCIAL HLDGS LTD 1615.327309 892149.05 CAD FERRARI NV 2207.528488 472752.93 EUR FIDELITY NATIONAL FINANCIAL 18782.428299 747916.29 USD FIFTH THIRD BANCORP 6342.997252 238052.69 USD FIRSTSERVICE CORP 3415.977997 428129.85 CAD FISHER & PAYKEL HEALTHCARE C 15396.910026 214857.34 NZD FLUTTER ENTERTAINMENT PLC-DI 1799.368174 183332.35 EUR FMC CORP 1644.183891 217920.13 USD FORD MOTOR CO 23522.923389 333084.6 USD FORTINET INC 601.178782 173746.68 USD FORTIVE CORP 16856.091166 969225.24 USD FORTUM OYJ 19178.725352 321698.28 EUR FRESENIUS SE & CO KGAA 5000.845582 178316.7 EUR FUJITSU LIMITED 2309.809038 333118.11 JPY GARMIN LTD 6261.236938 687108.14 CHF GEA GROUP AG 12873.882913 504817.02 EUR GENUINE PARTS CO 3405.71788 442913.61 USD GILEAD SCIENCES INC 7761.779178 460583.98 USD GODADDY INC - CLASS A 6833.23851 552194 USD GOODMAN GROUP 31016.656987 528566.86 AUD GPT GROUP 52541.743047 190054.44 AUD GSK PLC 53764.300219 1212994.39 GBP HAKUHODO DY HOLDINGS INC 48570.756798 577330.7 JPY HARTFORD FINANCIAL SVCS GRP 7020.165032 490920.14 USD HEINEKEN HOLDING NV 7127.255013 561661.66 EUR HERMES INTERNATIONAL 280.550098 351164.05 EUR HERSHEY CO/THE 5769.713165 1302628.14 USD HIKARI TSUSHIN INC 3919.044402 461295.36 JPY HIKMA PHARMACEUTICALS PLC 12519.908846 296062.57 JOD HINO MOTORS LTD 46147.124577 240067.63 JPY HITACHI LTD 3428.161887 160665.32 JPY HKT TRUST AND HKT LTD-SS 347771.184427 499085.99 HKD HOLOGIC INC 11962.335565 861168.54 USD HONEYWELL INTERNATIONAL INC 2385.156779 461551.69 USD HONG KONG & CHINA GAS 329277.321944 364690.95 HKD HONGKONG LAND HOLDINGS LTD 86857.98982 407363.97 HKD HYDRO ONE LTD 16221.88763 440816.99 CAD IA FINANCIAL CORP INC 16966.708062 891712.99 CAD IBERDROLA SA 61231.421636 711202.93 EUR IDEMITSU KOSAN CO LTD 5863.016112 154087.45 JPY IDEXX LABORATORIES INC 660.495089 284329.93 USD ILLUMINA INC 1483.228291 439999.67 USD IMCD NV 3019.039687 486339.71 EUR INTACT FINANCIAL CORP 5479.223578 770491.03 CAD INTERTEK GROUP PLC 4741.136348 298101.03 GBP INTUIT INC 1040.760708 435818.55 USD INVITATION HOMES INC 18858.417297 750942.18 USD IPSEN 3247.32731 338123.3 EUR ISRAEL DISCOUNT BANK-A 129140.256242 769071.57 ILS ISUZU MOTORS LTD 12282.964249 143819.52 JPY ITOCHU CORP 9023.453049 273851.63 JPY JACK HENRY & ASSOCIATES INC 2649.675443 502325.47 USD JAMES HARDIE INDUSTRIES-CDI 22060.215333 651226.4 EUR JAPAN AIRLINES CO LTD 30303.899423 503115.84 JPY JAPAN POST INSURANCE CO LTD 17033.0782 276741.51 JPY JAPAN REAL ESTATE INVESTMENT 48.73556 236605.95 JPY JOHNSON & JOHNSON 4841.493126 873695.85 USD JOHNSON MATTHEY PLC 14351.019259 400893.93 GBP JSR CORP 14111.189004 387197.26 JPY JULIUS BAER GROUP LTD 11051.750103 538212.77 CHF KANSAI ELECTRIC POWER CO INC 30525.453844 268593.84 JPY KDDI CORP 18672.132031 624758.35 JPY KEISEI ELECTRIC RAILWAY CO 9769.555996 240921.05 JPY KERING 752.515521 407332.77 EUR KESKO OYJ-B SHS 8186.612184 207534.29 EUR KEYSIGHT TECHNOLOGIES IN 8230.858943 1154542.58 USD KINGFISHER PLC 67292.906904 214003.66 GBP KIRIN HOLDINGS CO LTD 54613.004345 801111.57 JPY KLA CORP 2066.451867 659735.42 USD KOITO MANUFACTURING CO LTD 5644.34735 208460.96 JPY KONINKLIJKE AHOLD DELHAIZE N 6869.469551 203566.74 EUR KONINKLIJKE DSM NV 2680.135168 454081.82 EUR KONINKLIJKE PHILIPS NV 9230.899807 243453.44 EUR L'OREAL 2017.395679 742546.97 EUR LA FRANCAISE DES JEUX SAEM 12940.573679 486135.55 EUR LABORATORY CRP OF AMER HLDGS 976.634971 234665.85 USD LAM RESEARCH CORP 1188.570531 553588.61 USD LEG IMMOBILIEN SE 3833.115915 394669.57 EUR LEGRAND SA 5923.614934 529675.21 EUR LEIDOS HOLDINGS INC 1861.890767 192724.31 USD LENNOX INTERNATIONAL INC 2511.48448 535423.38 USD LINK REIT 52144.163479 452580.89 HKD LOBLAW COMPANIES LTD 6492.08959 596913.62 CAD LOCKHEED MARTIN CORP 1872.792142 809270.94 USD LUNDBERGS AB-B SHS 6311.89627 299051.89 SEK LUNDIN ENERGY AB 7244.284482 303283.01 SEK MAGNA INTERNATIONAL INC 10982.173678 665263.4 CAD MAPLETREE LOGISTICS TRUST 235055.773771 304692.47 SGD MARUBENI CORP 88524.938347 971956.81 JPY MASIMO CORP 1638.091946 185055.25 USD MAZDA MOTOR CORP 60959.207884 437103.3 JPY MCDONALD'S HOLDINGS CO JAPAN 13584.075448 539965.95 JPY MEIJI HOLDINGS CO LTD 10102.36857 504494.63 JPY MERCK & CO. INC. 10131.54578 898566.8 USD META PLATFORMS INC-CLASS A 2540.341062 509262.17 USD METLIFE INC 13330.13753 875523.43 USD METRO INC/CN 11100.165034 613264.47 CAD METTLER-TOLEDO INTERNATIONAL 371.608645 474741.19 USD MITSUBISHI ELECTRIC CORP 29204.143038 308361.13 JPY MITSUBISHI GAS CHEMICAL CO 16168.022011 236979.58 JPY MITSUBISHI HC CAPITAL INC 90596.520273 409068.88 JPY MIZRAHI TEFAHOT BANK LTD 11814.84637 440199.42 ILS MONCLER SPA 13685.073483 725895.79 EUR MONDI PLC 22015.006689 417361.6 GBP MONOLITHIC POWER SYSTEMS INC 611.4389 239830.79 USD MSCI INC 2633.32338 1109287.47 USD NATIONAL BANK OF CANADA 7727.792538 542496.42 CAD NATWEST GROUP PLC 218276.954118 597421.84 GBP NETAPP INC 2137.310806 156558.02 USD NETFLIX INC 1418.140669 269957.26 USD NEW WORLD DEVELOPMENT 57823.779985 221828 HKD NEXT PLC 4234.222399 320346.15 GBP NINTENDO CO LTD 1164.52338 538488.7 JPY NIPPON BUILDING FUND INC 81.119057 421999.42 JPY NIPPON EXPRESS HOLDINGS INC 4688.553244 276478.44 JPY NIPPON PROLOGIS REIT INC 91.699804 255154.21 JPY NISSAN CHEMICAL CORP 12298.033797 655907.79 JPY NISSIN FOODS HOLDINGS CO LTD 5785.423971 404122.31 JPY NITORI HOLDINGS CO LTD 1506.634185 155245.19 JPY NITTO DENKO CORP 9149.139493 617898.82 JPY NN GROUP NV 12545.238512 621232.09 EUR NOMURA REAL ESTATE HOLDINGS 19412.463662 472725.55 JPY NORDSON CORP 3800.091161 819641.66 USD NORSK HYDRO ASA 71105.502583 610115.75 NOK NVIDIA CORP 1135.666798 210632.12 USD NXP SEMICONDUCTORS NV 974.069941 166468.55 EUR O'REILLY AUTOMOTIVE INC 306.521022 185920.33 USD OMV AG 4231.33674 219174.97 EUR ONEX CORPORATION 8183.405897 494250.7 CAD OPEN HOUSE GROUP CO LTD 7815.644797 304035.58 JPY OPEN TEXT CORP 7514.895092 302524.43 CAD ORKLA ASA 32285.064061 264613.78 NOK OSAKA GAS CO LTD 59567.358767 1078152.64 JPY OTIS WORLDWIDE CORP 6919.808254 504038.83 USD OVERSEA-CHINESE BANKING CORP 55101.963088 494397.37 SGD OWENS CORNING 2510.522594 228281.82 USD PACKAGING CORP OF AMERICA 1613.724166 260083.92 USD PANASONIC HOLDINGS CORP 36492.35365 326870.77 JPY PANDORA A/S 7134.629473 636433.27 DKK PARKER HANNIFIN CORP 845.497839 228977.72 USD PARTNERS GROUP HOLDING AG 451.124558 486841.78 CHF PENTAIR PLC 5162.763067 262010.23 GBP PEPSICO INC 7971.470337 1368781.17 USD PFIZER INC 8728.795288 428321.98 USD PHILIP MORRIS INTERNATIONAL 8173.466408 817346.64 USD PHILLIPS 66 5594.970533 485419.64 USD PINTEREST INC- CLASS A 10385.163069 213103.55 USD POWER ASSETS HOLDINGS LTD 127089.835809 856050.14 HKD PPG INDUSTRIES INC 2689.754029 344261.62 USD PROCTER & GAMBLE CO/THE 3657.732025 587248.88 USD PROXIMUS 18280.965037 320139.37 EUR PUBLIC STORAGE 1814.437722 674063.61 USD PUBLICIS GROUPE 6340.752851 385162.82 EUR QUALCOMM INC 1902.931239 265820.46 USD RECRUIT HOLDINGS CO LTD 15308.737138 569292.19 JPY RED ELECTRICA CORPORACION SA 22087.148143 445861.51 EUR REGENERON PHARMACEUTICALS 362.310413 238802.42 USD REPSOL SA 66030.271147 995073.59 EUR RESONA HOLDINGS INC 70017.288831 305285.32 JPY RINNAI CORP 9513.053049 610903.07 JPY RIO TINTO LTD 5803.058549 465304.55 AUD RIO TINTO PLC 7051.586643 505167.42 GBP RIOCAN REAL ESTATE INVST TR 13897.329672 260972.51 CAD ROCHE HOLDING AG-GENUSSCHEIN 822.733203 307174.07 CHF ROKU INC 1513.367388 140591.83 USD ROPER TECHNOLOGIES INC 1232.496661 579174.83 USD RWE AG 18655.45934 779154.04 EUR RYOHIN KEIKAKU CO LTD 35199.258168 317597.51 JPY SAGE GROUP PLC/THE 64737.175665 599340.46 GBP SANDVIK AB 8538.34185 164125.95 SEK SCHIBSTED ASA-B SHS 6134.267979 119504.5 NOK SEALED AIR CORP 8403.357174 539579.56 USD SEB SA 2606.069942 315341.67 EUR SECOM CO LTD 17585.842051 1245233.98 JPY SEGRO PLC 42550.632631 717194.64 GBP SEI INVESTMENTS COMPANY 21846.67663 1217296.82 USD SEKISUI CHEMICAL CO LTD 12722.866803 172734.82 JPY SERVICENOW INC 410.725344 196367.79 USD SHELL PLC 20410.580755 556841.77 GBP SHOPIFY INC - CLASS A 385.716307 165848.51 CAD SINGAPORE TECH ENGINEERING 90904.644438 269902.99 SGD SKANSKA AB-B SHS 31180.818873 603503.83 SEK SKF AB-B SHARES 12291.300594 203759.96 SEK SKYWORKS SOLUTIONS INC 1521.383105 172372.71 USD SMITH (A.O.) CORP 12197.35639 712691.53 USD SMITHS GROUP PLC 14494.66091 268876.14 GBP SNOWFLAKE INC-CLASS A 1767.625934 303041.79 USD SOFINA 1311.691946 406828.21 EUR SOFTBANK GROUP CORP 5520.264049 224500.4 JPY SOHGO SECURITY SERVICES CO 12973.277805 362482.75 JPY SONIC HEALTHCARE LTD 32828.850308 856904.38 AUD SOUTH32 LTD 193155.376111 654758.19 AUD SPIRAX-SARCO ENGINEERING PLC 1458.860511 222539.32 GBP SS&C TECHNOLOGIES HOLDINGS 3592.965031 232321.12 USD SUMITOMO CHEMICAL CO LTD 156399.786312 665145.74 JPY SUMITOMO CORP 52630.877821 837438.67 JPY SUMITOMO MITSUI TRUST HOLDIN 8792.279768 273554.18 JPY SWATCH GROUP AG/THE-BR 1247.886837 327190.23 CHF SWEDISH MATCH AB 37124.312786 298105.96 SEK SWISS LIFE HOLDING AG-REG 1172.539097 692180.4 CHF SYNOPSYS INC 2835.64008 813233.22 USD SYSMEX CORP 2642.942241 175638.57 JPY TABCORP HOLDINGS LTD 64552.172915 250472.05 AUD TECHTRONIC INDUSTRIES CO LTD 20489.77604 277857.57 HKD TECK RESOURCES LTD-CLS B 7769.794895 308104.69 CAD TELE2 AB-B SHS 55582.906113 739527.6 SEK TELEFONICA DEUTSCHLAND HOLDI 135046.557227 408738.87 EUR TELEFONICA SA 184673.46491 902606.95 EUR TELENOR ASA 23140.09274 330091.97 NOK TELEPERFORMANCE 1872.792142 677073.1 EUR TELIA CO AB 146233.612634 610417.28 SEK TEMENOS AG - REG 2409.845188 246533.38 CHF TEXTRON INC 13995.12142 969162.16 USD TFI INTERNATIONAL INC 4343.877408 351235.31 CAD THALES SA 1951.666798 251187.13 EUR TMX GROUP LTD 5749.513558 588379.86 CAD TOBU RAILWAY CO LTD 15256.474663 344200.95 JPY TOHO CO LTD 10770.879376 401538.65 JPY TOKYO GAS CO LTD 51103.7234 982551.52 JPY TOPPAN INC 38733.54815 643366.75 JPY TORONTO-DOMINION BANK 12573.453836 912867.87 CAD TOYO SUISAN KAISHA LTD 6217.952065 192211.32 JPY TOYOTA TSUSHO CORP 12601.027903 456636.51 JPY TRANE TECHNOLOGIES PLC 1982.767781 277369.38 EUR TREASURY WINE ESTATES LTD 71852.567417 575469.04 AUD TRIMBLE INC 8516.5391 568053.16 USD TWILIO INC - A 1442.508449 161301.29 USD TWITTER INC 7212.221614 353543.1 USD TYSON FOODS INC-CL A 8622.987823 803317.55 USD UBER TECHNOLOGIES INC 13309.617294 418986.75 USD UNIPER SE 10925.74303 282620.28 EUR UNITED OVERSEAS BANK LTD 13520.27034 293629.45 SGD USS CO LTD 32378.687636 540061.32 JPY VALEO 27059.137143 499698.37 EUR VEEVA SYSTEMS INC-CLASS A 1673.68173 304526.39 USD VERISIGN INC 4124.24676 736961.65 USD VERISK ANALYTICS INC 6210.577606 1267268.36 USD VERTEX PHARMACEUTICALS INC 1345.678586 367666.3 USD VINCI SA 7654.368569 749680.78 EUR VIVENDI SE 26831.490777 310232.46 EUR WARNER BROS DISCOVERY INC 10987.777752 199428.17 USD WATERS CORP 858.002358 259991.87 USD WEC ENERGY GROUP INC 3950.786642 395276.2 USD WELLS FARGO & CO 6934.236545 302540.74 USD WESFARMERS LTD 4694.965817 164855.35 AUD WESTERN DIGITAL CORP 3661.258941 194303.01 USD WESTON (GEORGE) LTD 7201.320239 900524.24 CAD WEYERHAEUSER CO 26312.07231 1084583.62 USD WH GROUP LTD 1219425.270446 847022.77 HKD WHIRLPOOL CORP 1225.122201 222384.18 USD WR BERKLEY CORP 6973.19293 463647.6 USD YAMAHA CORP 5109.218077 197175.75 JPY YAMAHA MOTOR CO LTD 7012.790573 145603.63 JPY YAMATO HOLDINGS CO LTD 18129.30767 342128.41 JPY YUM! BRANDS INC 3226.807074 377568.7 USD ZEBRA TECHNOLOGIES CORP-CL A 2321.031042 857992.34 USD ZOETIS INC 1684.583105 298592.36 USD ZOOMINFO TECHNOLOGIES INC 4832.194894 229046.04 USD Y 2025-12-15 0 USD 0 USD 199882704.97 USD -6554876.23 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1425573 NC USD 187593888.17 31.548504917022 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GSGLPWDS GSGLPWDS A BASKET -GSGLPWDS OF COMMON STOCK ABB LTD-REG 12958.210092 394307.91 CHF ABN AMRO BANK NV-CVA 20367.619396 257734.41 EUR ABRDN PLC 137185.490608 326549.87 GBP ACS ACTIVIDADES CONS Y SERV 13902.4617 360646.82 EUR ADEVINTA ASA 34243.789541 269076.99 NOK ADIDAS AG 1191.135729 243426.35 EUR ADMIRAL GROUP PLC 17887.876804 567726.11 GBP AENA SME SA 1601.219874 230238.9 EUR AEON CO LTD 34288.677563 652218.07 JPY AERCAP HOLDINGS NV 4663.224238 217819.2 EUR AGC INC 6099.640945 229838.14 JPY AGNICO EAGLE MINES LTD 4702.340943 273725.18 CAD AIA GROUP LTD 27682.443225 274284.43 HKD AIR LIQUIDE SA 7669.439203 1337745.25 EUR AKER BP ASA 9780.138128 355049.87 NOK ALEXANDRIA REAL ESTATE EQUIT 5075.232155 924504.29 USD ALFA LAVAL AB 12880.297311 363213.25 SEK ALGONQUIN POWER & UTILITIES 21883.552028 316844.33 CAD ALLIANT ENERGY CORP 10641.346895 625817.61 USD ALLIANZ SE-REG 5436.901362 1240049.5 EUR ALTAGAS LTD 9131.506209 208837.93 CAD AMBU A/S-B 21752.735507 291282.8 DKK AMCOR PLC 33748.738783 400260.04 GBP AMERCO 520.380428 278653.31 USD AMERICAN EXPRESS CO 2782.095484 486059.9 USD AMPHENOL CORP-CL A 4372.734609 312650.52 USD ANALOG DEVICES INC 3002.367421 463505.48 USD ANHEUSER-BUSCH INBEV SA/NV 11447.086891 669016.18 EUR AON PLC-CLASS A 2426.518223 698812.98 USD APA GROUP 53020.769811 430436.37 AUD APOLLO GLOBAL MANAGEMENT INC 3892.432773 193687.45 USD ARAMARK 19206.943397 696251.7 USD ARGENX SE 2112.302068 610351.38 EUR ASAHI GROUP HOLDINGS LTD 10900.735537 408478.34 JPY ASSICURAZIONI GENERALI 61192.634233 1168448.57 EUR ASSOCIATED BRITISH FOODS PLC 13188.742149 266424.91 GBP ATMOS ENERGY CORP 8720.139549 988863.82 USD AUCKLAND INTL AIRPORT LTD 54995.842783 278184.15 NZD AUST AND NZ BANKING GROUP 13340.078909 257314.31 AUD AVANTOR INC 27593.629067 879684.89 USD AVEVA GROUP PLC 22590.859005 617849.55 GBP AXA SA 45402.951833 1219479.11 EUR AZBIL CORP 8678.137186 265810.79 JPY AZRIELI GROUP LTD 3371.731717 291833.02 ILS BALL CORP 6218.594204 504701.11 USD BARCLAYS PLC 178752.440325 333112.48 GBP BASF SE 5801.776856 308538.66 EUR BAYER AG-REG 4463.793169 296201.04 EUR BEIERSDORF AG 1698.370379 171680.29 EUR BERKSHIRE HATHAWAY INC-CL B 3651.961226 1178962.64 USD BEST BUY CO INC 2946.89865 265014.6 USD BHP GROUP LTD 32368.432103 1097984.65 AUD BILL.COM HOLDINGS INC 1354.015124 231143.92 USD BLACK KNIGHT INC 8838.130922 581460.63 USD BLACKROCK INC 319.025586 199288.9 USD BNP PARIBAS 18140.211614 951205.39 EUR BOC HONG KONG HOLDINGS LTD 96897.208264 353779.15 HKD BOEING CO/THE 1939.162554 288624.95 USD BOSTON PROPERTIES INC 2506.034148 294709.62 USD BOUYGUES SA 29964.357891 1038418.04 EUR BRIDGESTONE CORP 15638.666269 574452.11 JPY BROADRIDGE FINANCIAL SOLUTIO 5108.577543 736299.28 USD BROOKFIELD ASSET MANAGE-CL A 8507.88333 424384.2 CAD BROWN & BROWN INC 4693.04271 290874.79 USD BROWN-FORMAN CORP-CLASS B 9280.598568 625883.57 USD BUNGE LTD 2387.401518 270062.86 USD BUNZL PLC 21763.636883 849188.24 GBP BURLINGTON STORES INC 1454.371916 296051.95 USD C.H. ROBINSON WORLDWIDE INC 6519.985209 692096.43 USD CABLE ONE INC 321.269987 374665.06 USD CAE INC 7932.996019 188652.96 CAD CAESARS ENTERTAINMENT INC 4986.097368 330478.53 USD CAIXABANK SA 208967.529882 680750.51 EUR CANON INC 13075.239578 301755.67 JPY CANOPY GROWTH CORP 41686.223604 240450.64 CAD CARDINAL HEALTH INC 3482.669257 202168.95 USD CARMAX INC 7246.209281 621579.83 USD CARNIVAL CORP 19478.195301 336972.78 USD CARREFOUR SA 8314.864835 176838.82 EUR CARVANA CO 1909.344083 110665.58 USD CATALENT INC 6770.075618 613098.05 USD CDW CORP/DE 1957.759021 319467.12 USD CELLNEX TELECOM SA 6955.719652 326978.45 EUR CERIDIAN HCM HOLDING INC 16432.222374 922340.64 USD CGI INC 10598.062016 845106.04 CAD CHARTER COMMUNICATIONS INC-A 1233.138093 528387.34 USD CHECK POINT SOFTWARE TECH 5039.321737 636415.94 ILS CHENIERE ENERGY INC 2578.816869 350229.12 USD CHEWY INC - CLASS A 6635.411552 192825.06 USD CHOCOLADEFABRIKEN LINDT-REG 2.56503 304296.52 CHF CHR HANSEN HOLDING A/S 3939.885825 308990.93 DKK CHUGAI PHARMACEUTICAL CO LTD 13407.731571 403239.27 JPY CITY DEVELOPMENTS LTD 61083.299837 377201.91 SGD CLARIVATE PLC 21750.491106 341047.7 GBP CME GROUP INC 3424.635457 751159.54 USD COCA-COLA CO/THE 7076.917312 457239.63 USD COGNIZANT TECH SOLUTIONS-A 5176.871462 418808.9 USD COLOPLAST-B 2464.031784 335121.18 DKK COMMONWEALTH BANK OF AUSTRAL 7768.83411 570204.56 AUD COMPAGNIE DE SAINT GOBAIN 5904.05742 350850.58 EUR CONSOLIDATED EDISON INC 6696.33101 621017.74 USD CONSTELLATION BRANDS INC-A 676.847247 166565.34 USD COOPER COS INC/THE 2424.273822 875259.82 USD COSMOS PHARMACEUTICAL CORP 2736.245575 254912.03 JPY COTERRA ENERGY INC 18166.50317 523013.63 USD CREDIT AGRICOLE SA 33003.276987 361259.19 EUR CREDIT SUISSE GROUP AG-REG 89794.320025 620136.97 CHF CYBERARK SOFTWARE LTD/ISRAEL 4128.415518 648739.21 ILS DANONE 5938.364694 361096.03 EUR DENTSPLY SIRONA INC 7981.090328 319163.8 USD DEVON ENERGY CORP 5641.462491 328163.87 USD DIGITAL REALTY TRUST INC 2719.89351 397430.84 USD DISCO CORP 1455.333802 359978.54 JPY DOLLAR GENERAL CORP 4270.454045 1014360.95 USD DOLLAR TREE INC 2435.495827 395646.3 USD DOMINION ENERGY INC 6432.453566 525145.51 USD DR HORTON INC 7294.30359 507610.59 USD EAST JAPAN RAILWAY CO 4381.070956 230202.45 JPY EDISON INTERNATIONAL 9917.367224 682215.69 USD EDP RENOVAVEIS SA 10851.679341 259182.25 EUR ELANCO ANIMAL HEALTH INC 26794.942903 678180 USD ELBIT SYSTEMS LTD 1831.75193 399540.26 ILS EMERA INC 13242.928404 639441.75 CAD ENBRIDGE INC 20713.898424 903920.25 CAD ENEL SPA 124498.532421 816670.42 EUR ENGIE 39229.886909 468567.41 EUR ENTEGRIS INC 2278.38775 253789.61 USD ENTERGY CORP 1619.81634 192515.17 USD EPIROC AB-A 20218.847666 415106.72 SEK EQUIFAX INC 3363.074741 684452.97 USD EQUINIX INC 739.049221 531435.51 USD ERIE INDEMNITY COMPANY-CL A 2653.202734 425255.33 USD ERSTE GROUP BANK AG 5704.946979 178506.75 EUR ESSITY AKTIEBOLAG-B 33906.808746 901239.59 SEK EXACT SCIENCES CORP 4976.799135 273972.79 USD EXELON CORP 8604.713207 402528.48 USD EXPEDITORS INTL WASH INC 2069.658447 205041.06 USD EXPERIAN PLC 10085.697307 354088.7 EUR FASTENAL CO 15878.17593 878221.91 USD FAURECIA 11377.510457 252896.99 EUR FEDEX CORP 1832.393188 364169.82 USD FERGUSON PLC 5463.192918 696586.76 GBP FIDELITY NATIONAL INFO SERV 1830.148787 181459.25 USD FIRSTENERGY CORP 7724.907974 334565.76 USD FISERV INC 7919.208984 775448.94 USD FORTIS INC 15825.592818 770060.18 CAD FRANCO-NEVADA CORP 2665.707255 403139.85 CAD FRESENIUS MEDICAL CARE AG & 3671.519579 230227.14 EUR GECINA SA 3571.483415 405408.44 EUR GENERAL DYNAMICS CORP 1154.584054 273093.77 USD GENERAL ELECTRIC CO 5297.427865 394923.25 USD GFL ENVIRONMENTAL INC-SUB VT 9156.51525 275839.44 CAD GJENSIDIGE FORSIKRING ASA 19382.64794 416611.15 NOK GN STORE NORD A/S 5830.95407 222282.8 DKK GRIFOLS SA 41936.314012 707851.43 EUR HANG LUNG PROPERTIES LTD 175129.335684 335216.34 HKD HANG SENG BANK LTD 44923.611883 798629.27 HKD HANNOVER RUECK SE 1090.778937 171341.8 EUR HARGREAVES LANSDOWN PLC 19870.003609 229167.34 GBP HEALTHPEAK PROPERTIES INC 10494.819566 344335.03 USD HEINEKEN NV 12068.14474 1189102.42 EUR HENDERSON LAND DEVELOPMENT 177389.126968 720000.47 HKD HESS CORP 6301.637045 649509.73 USD HEXAGON AB-B SHS 37654.958591 492763.05 SEK HORMEL FOODS CORP 11319.476657 593027.38 USD HOSHIZAKI CORP 6653.687389 422985.33 JPY HOST HOTELS & RESORTS INC 13099.607362 266577.01 USD HOWMET AEROSPACE INC 17765.717259 606166.27 USD HSBC HOLDINGS PLC 41977.033861 264606.3 GBP HULIC CO LTD 30567.460531 258625.09 JPY HUMANA INC 738.407963 328266.64 USD HUNT (JB) TRANSPRT SVCS INC 1339.586831 228868.41 USD ICL GROUP LTD 59641.75307 658756.47 ILS ILLINOIS TOOL WORKS 3833.757716 755671.98 USD IMPERIAL BRANDS PLC 48809.95271 1022525.41 GBP INDUSTRIA DE DISENO TEXTIL 8707.3144 184634.2 EUR INFINEON TECHNOLOGIES AG 16951.961544 490901.3 EUR INFRASTRUTTURE WIRELESS ITAL 52950.231491 568653.24 EUR INGERSOLL-RAND INC 12960.454493 569741.58 USD INSURANCE AUSTRALIA GROUP 204481.93396 655924.27 AUD INTERNATIONAL PAPER CO 18733.054135 866965.75 USD INTESA SANPAOLO 162741.524101 335608.22 EUR INTL FLAVORS & FRAGRANCES 1613.403766 195705.88 USD INVESTMENT AB LATOUR-B SHS 20984.509071 562253.93 SEK IQVIA HOLDINGS INC 1339.586831 292016.53 USD IRON MOUNTAIN INC 7496.29969 402776.18 USD ITO EN LTD 5005.014463 205947.04 JPY IVANHOE MINES LTD-CL A 60926.191759 488490.85 CAD JACOBS ENGINEERING GROUP INC 5773.882156 799971.37 USD JARDINE MATHESON HLDGS LTD 12301.883084 653599.05 HKD JDE PEET'S NV 16556.305692 489050.09 EUR KAKAKU.COM INC 17100.412645 361444.28 JPY KANSAI PAINT CO LTD 15365.490591 213240.21 JPY KEYENCE CORP 1008.697982 410785.5 JPY KEYERA CORP 21619.353955 536339.71 CAD KIMBERLY-CLARK CORP 2577.213726 357794.58 USD KIMCO REALTY CORP 45092.583223 1142195.13 USD KINGSPAN GROUP PLC 2145.006199 201531.58 EUR KINROSS GOLD CORP 47141.400803 238156.46 CAD KINTETSU GROUP HOLDINGS CO L 8839.092808 254394.23 JPY KION GROUP AG 3144.085319 176655.58 EUR KOEI TECMO HOLDINGS CO LTD 11797.213464 360438.85 JPY KONE OYJ-B 6730.638284 327261.44 EUR KONINKLIJKE KPN NV 86706.665363 300482.88 EUR KORNIT DIGITAL LTD 3453.492043 229657.22 ILS KOSE CORP 2162.32015 223938.22 JPY KUBOTA CORP 41499.617683 709434.81 JPY KURITA WATER INDUSTRIES LTD 6306.446475 217463.67 JPY KYOWA KIRIN CO LTD 27189.31624 572594.12 JPY LANXESS AG 6178.836241 241766.09 EUR LAS VEGAS SANDS CORP 6862.737321 243146.78 USD LENDLEASE GROUP 43417.298113 375787.03 AUD LENNAR CORP-A 3086.692776 236101.13 USD LIBERTY BROADBAND-C 3058.15682 341963.1 USD LIBERTY MEDIA CORP-LIBERTY-C 9760.259147 608356.95 USD LIFCO AB-B SHS 23315.159304 496958.88 SEK LINDE PLC 2147.571228 669956.32 GBP LIVE NATION ENTERTAINMENT IN 2947.219279 309104.36 USD LIXIL CORP 11960.413487 211421.22 JPY LONZA GROUP AG-REG 575.849198 342401.62 CHF LULULEMON ATHLETICA INC 1331.571113 472215.06 CAD LUMEN TECHNOLOGIES INC 16252.349657 163498.64 USD LVMH MOET HENNESSY LOUIS VUI 975.352594 637433.42 EUR M & T BANK CORP 2219.392064 369839.49 USD M&G PLC 87915.115043 236795.66 GBP M3 INC 18438.396333 597019.01 JPY MAKITA CORP 18079.612785 539288.62 JPY MARKETAXESS HOLDINGS INC 1819.888667 479740.85 USD MARTIN MARIETTA MATERIALS 1058.716064 375018.4 USD MASCO CORP 13040.932304 687126.72 USD MASTERCARD INC - A 1073.464986 390075.71 USD MCCORMICK & CO-NON VTG SHRS 3202.439748 322069.37 USD MEDICAL PROPERTIES TRUST INC 15389.537746 283013.6 USD MELROSE INDUSTRIES PLC 257370.604735 382207.82 GBP MERCEDES-BENZ GROUP AG 8173.788195 578599.13 EUR MICHELIN (CGDE) 3842.094063 482535.5 EUR MISUMI GROUP INC 7911.513894 199959.67 JPY MITSUBISHI UFJ FINANCIAL GRO 149241.772085 867448.03 JPY MITSUI & CO LTD 16525.525334 401120.44 JPY MOHAWK INDUSTRIES INC 4878.686744 688187.55 USD MOLSON COORS BEVERAGE CO - B 17410.460627 942602.34 USD MOODY'S CORP 2550.280912 807112.9 USD MOSAIC CO/THE 5906.62245 368691.37 USD MOWI ASA 25434.835833 723234.63 NOK MS&AD INSURANCE GROUP HOLDIN 13978.450709 418034.04 JPY MTR CORP 153324.658324 817718.48 HKD MTU AERO ENGINES AG 2943.051106 601239.05 EUR MURATA MANUFACTURING CO LTD 3398.66453 204116.29 JPY NATURGY ENERGY GROUP SA 30693.78825 930289.23 EUR NEWMONT CORP 4384.277244 319394.6 USD NICE LTD 3586.232337 738190.32 ILS NIDEC CORP 7084.612401 466156.85 JPY NIPPON PAINT HOLDINGS CO LTD 41928.618923 335687.42 JPY NIPPON SANSO HOLDINGS CORP 16861.223613 303638.45 JPY NOMURA HOLDINGS INC 61393.027189 236536.42 JPY NOVARTIS AG-REG 7288.532273 648194.22 CHF NUTRIEN LTD 6994.836357 687368.65 CAD OBAYASHI CORP 50730.839427 350258.77 JPY OCADO GROUP PLC 17249.825633 200422.93 GBP ODAKYU ELECTRIC RAILWAY CO 15041.334946 229024.68 JPY OMNICOM GROUP 3024.811432 230278.89 USD ONEOK INC 12087.382464 765493.93 USD ORANGE 78493.760463 937209.54 EUR ORICA LTD 54635.135463 635782.43 AUD ORIENTAL LAND CO LTD 1367.802159 208424.49 JPY ORIX CORP 46713.682078 854542.72 JPY OTSUKA CORP 9475.861464 312150.32 JPY OTSUKA HOLDINGS CO LTD 7568.761782 254459.7 JPY P G & E CORP 24021.183766 303867.97 USD PAN AMERICAN SILVER CORP 17229.946652 427177.68 CAD PARAMOUNT GLOBAL-CLASS B 4657.452921 135625.03 USD PAYCHEX INC 3196.668431 405113.79 USD PERKINELMER INC 1833.996331 268882.2 USD PHOENIX GROUP HOLDINGS PLC 45397.180516 347645.73 GBP PIONEER NATURAL RESOURCES CO 4342.916138 1009597.71 USD PLUG POWER INC 8003.213711 168227.55 USD POOL CORP 935.594632 379121.66 USD PRINCIPAL FINANCIAL GROUP 6619.700744 451066.41 USD PROGRESSIVE CORP 2719.572881 291973.34 USD PROSUS NV 6031.347026 296441.43 EUR PRUDENTIAL FINANCIAL INC 6349.731354 689009.35 USD PRUDENTIAL PLC 28668.055939 364091.33 GBP PUMA SE 4757.168456 354712.87 EUR REA GROUP LTD 7501.429749 685943.5 AUD RECKITT BENCKISER GROUP PLC 4210.496472 330376.1 GBP REGENCY CENTERS CORP 2896.239311 199348.15 USD RELX PLC 28165.951349 847535.4 GBP RENESAS ELECTRONICS CORP 37132.97502 402875.97 JPY RESTAURANT BRANDS INTERN 3586.873594 204912.35 CAD RICOH CO LTD 48771.797891 357403.04 JPY ROBERT HALF INTL INC 2820.89156 277321.85 USD ROLLINS INC 25001.987049 838566.65 USD ROYAL CARIBBEAN CRUISES LTD 6510.045719 506025.85 USD ROYALTY PHARMA PLC- CL A 15266.095685 650030.35 USD RPM INTERNATIONAL INC 4355.420658 361064.37 USD S&P GLOBAL INC 3220.715585 1212599.42 USD SAINSBURY (J) PLC 113644.608679 333391.33 GBP SANTOS LTD 49510.847112 279855.11 AUD SAPUTO INC 39535.766717 845095.67 CAD SCHNEIDER ELECTRIC SE 1979.561774 287564.24 EUR SCHWAB (CHARLES) CORP 3276.184355 217309.31 USD SEEK LTD 26222.94125 525819.51 AUD SEIKO EPSON CORP 20564.806065 288089.52 JPY SEKISUI HOUSE LTD 42197.626427 734536.22 JPY SEMPRA ENERGY 2489.040825 401631.63 USD SENSATA TECHNOLOGIES HOLDING 5637.294318 255989.53 USD SEVEN & I HOLDINGS CO LTD 7281.79907 320842.44 JPY SEVERN TRENT PLC 9032.111303 357304.7 GBP SHARP CORP 67548.778162 572557.55 JPY SHIMANO INC 2257.867511 405380.95 JPY SHIMIZU CORP 91169.817274 479822.66 JPY SHISEIDO CO LTD 8571.04719 405254.83 JPY SIEMENS ENERGY AG 9575.25637 186169.11 EUR SIEMENS GAMESA RENEWABLE ENE 8608.240123 139170.35 EUR SINGAPORE AIRLINES LTD 85606.588193 340457.89 SGD SMC CORP 823.374577 400029.03 JPY SNAM SPA 70091.684613 386279.4 EUR SOCIETE GENERALE SA 10581.068694 258635.09 EUR SODEXO SA 4411.530686 335642.46 EUR SOFTBANK CORP 89822.855982 1048596.62 JPY SOLVAY SA 7702.143334 735834.06 EUR SOUTHERN CO/THE 10952.036133 803769.93 USD SOUTHWEST AIRLINES CO 5391.051453 251869.92 USD ST JAMES'S PLACE PLC 10435.823879 170330.4 GBP STANLEY BLACK & DECKER INC 3907.502323 469486.4 USD STERIS PLC 5367.004299 1202477.31 USD STRAUMANN HOLDING AG-REG 2177.069072 260845.44 CHF SUMCO CORP 27140.580673 396730.35 JPY SUMITOMO ELECTRIC INDUSTRIES 52582.470338 566646.77 JPY SUMITOMO MITSUI FINANCIAL GR 14642.152178 441718.56 JPY SUN COMMUNITIES INC 3496.456292 613872.83 USD SUNRUN INC 9830.476839 196412.93 USD SUNTORY BEVERAGE & FOOD LTD 6302.278302 249128.78 JPY SWEDBANK AB - A SHARES 34987.006935 559217.75 SEK SWIRE PROPERTIES LTD 132998.720662 321691.82 HKD SWISS RE AG 4833.798722 399126.92 CHF SWISSCOM AG-REG 1371.649704 813330.81 CHF SYSCO CORP 7826.86791 669040.67 USD T ROWE PRICE GROUP INC 3547.756889 436516.01 USD T-MOBILE US INC 3484.272401 429053.3 USD TAISHO PHARMACEUTICAL HOLDIN 8798.693588 345777.98 JPY TAKEDA PHARMACEUTICAL CO LTD 27482.370898 798158.78 JPY TAYLOR WIMPEY PLC 191440.360398 305482.16 GBP TC ENERGY CORP 16985.306932 898417.16 CAD TELADOC HEALTH INC 4408.324398 148825.03 USD TELUS CORP 32284.748005 807715.57 CAD TESCO PLC 92299.392287 315688.29 GBP TJX COMPANIES INC 5748.231858 352251.65 USD TOKIO MARINE HOLDINGS INC 17827.919232 964239.38 JPY TOKYO ELECTRON LTD 657.609524 281134.09 JPY TOKYU CORP 18650.97318 228654.97 JPY TOROMONT INDUSTRIES LTD 2833.39608 249428.84 CAD TOTO LTD 24493.790513 827626.83 JPY TOYOTA INDUSTRIES CORP 7100.643838 426230.13 JPY TOYOTA MOTOR CORP 56498.950266 973249.11 JPY TRADE DESK INC/THE -CLASS A 4264.682728 251275.11 USD TRADEWEB MARKETS INC-CLASS A 4856.563362 345738.75 USD TRANSDIGM GROUP INC 529.999289 315248.88 USD TRANSUNION 6069.501845 531202.8 USD TREND MICRO INC 16213.55358 907034.48 JPY TYLER TECHNOLOGIES INC 1814.437979 716176.81 USD UDR INC 11605.156855 617510.4 USD UNIBAIL-RODAMCO-WESTFIELD 2449.282863 175703.23 EUR UNICHARM CORP 13730.604701 478970.89 JPY UNITED PARCEL SERVICE-CL B 1434.492935 258180.04 USD UNITED RENTALS INC 1681.056427 532087.98 USD UNIVERSAL HEALTH SERVICES-B 3275.222469 401313.01 USD UPM-KYMMENE OYJ 7198.756229 250916.59 EUR VALERO ENERGY CORP 4229.413567 471495.02 USD VENTAS INC 7374.781401 409669.11 USD VENTURE CORP LTD 65477.516571 811988.44 SGD VEOLIA ENVIRONNEMENT 10874.76461 320078.09 EUR VESTAS WIND SYSTEMS A/S 13686.999194 354869.69 DKK VF CORP 13310.581066 692150.22 USD VICI PROPERTIES INC 17783.993096 530140.83 USD VIFOR PHARMA AG-NEW 1032.424508 182604.61 CHF VISA INC-CLASS A SHARES 5473.132408 1166488.71 USD VORNADO REALTY TRUST 4820.973573 186619.89 USD VULCAN MATERIALS CO 1665.024991 286867.16 USD WABTEC CORP 4097.314531 368389.55 USD WALGREENS BOOTS ALLIANCE INC 6696.010381 283910.84 USD WALT DISNEY CO/THE 1719.531875 191951.34 USD WASHINGTON H. SOUL PATTINSON 14616.50188 287201.92 AUD WASTE CONNECTIONS INC 6849.591543 945038.15 USD WASTE MANAGEMENT INC 7607.23723 1250934.09 USD WAYFAIR INC- CLASS A 3041.484126 234011.79 USD WELLTOWER INC 7449.808524 676517.11 USD WEST FRASER TIMBER CO LTD 1916.397915 168435.36 CAD WEST PHARMACEUTICAL SERVICES 1186.967556 373966 USD WESTERN UNION CO 20679.911779 346595.32 USD WESTPAC BANKING CORP 29056.33733 490045.26 AUD WHARF REAL ESTATE INVESTMENT 128759.046975 609583.1 HKD WHEATON PRECIOUS METALS CORP 15617.825401 700015.09 CAD WHITBREAD PLC 7678.096179 271976.34 GBP WILLIAMS COS INC 21980.381904 753707.3 USD WILMAR INTERNATIONAL LTD 110070.880863 353385.67 SGD WP CAREY INC 4272.377817 345079.96 USD WSP GLOBAL INC 2500.904088 291663.45 CAD WW GRAINGER INC 849.024875 424537.91 USD WYNN RESORTS LTD 3905.89918 275287.77 USD Y 2025-12-15 0 USD 0 USD 195962828.51 USD 8161189.2 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 73352 NC USD 74494.38 0.012528053748 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 EVRAZ PLC ORDINARY SHARES Y 2025-12-15 0 USD 0 USD 77078.28 USD -2586.81 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1351195 NC USD 194558568.05 32.719786346194 N/A DE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 UBSPUSER UBSPUSER A BASKET -UBSPUSER OF COMMON STOCK 3M CO 3086.920776 445195.71 USD ABBOTT LABORATORIES 996.421434 113093.83 USD ABBVIE INC 18828.680049 2765556.53 USD ACCENTURE PLC-CL A 4832.142849 1451382.43 EUR ADOBE INC 4419.071887 1749731.51 USD ADVANCED MICRO DEVICES 13217.537935 1130363.84 USD AES CORP 18102.110445 369645.1 USD ALLSTATE CORP 2547.778863 322395.94 USD ALPHABET INC-CL C 2368.936389 5446966.51 USD AMAZON.COM INC 2657.374398 6605249.52 USD AMERICAN AIRLINES GROUP INC 7531.609111 141368.3 USD AMERICAN ELECTRIC POWER 9759.886546 967302.36 USD AMERICAN EXPRESS CO 954.365092 166737.13 USD AMERICAN INTERNATIONAL GROUP 19801.012456 1158557.24 USD AMERICAN TOWER CORP 10234.481305 2466714.68 USD AMPHENOL CORP-CL A 14153.487286 1011974.34 USD ANALOG DEVICES INC 1717.526924 265151.81 USD ANTHEM INC 5236.015583 2628113.3 USD AON PLC-CLASS A 328.968085 94739.52 USD APPLE INC 67347.565216 10617343.66 USD AT&T INC 37384.237413 705066.72 USD ATMOS ENERGY CORP 2365.557406 268254.21 USD BANK OF AMERICA CORP 84549.256112 3016717.46 USD BANK OF NEW YORK MELLON CORP 2170.944751 91309.94 USD BAXTER INTERNATIONAL INC 1424.18993 101202.94 USD BECTON DICKINSON AND CO 1537.854354 380142.22 USD BERKSHIRE HATHAWAY INC-CL B 1504.716519 485767.63 USD BLACKROCK INC 392.342127 245088.28 USD BOOKING HOLDINGS INC 444.838462 983230.9 USD BOSTON PROPERTIES INC 10005.177929 1176608.92 USD BROADCOM INC 419.096824 232343.09 USD CADENCE DESIGN SYS INC 9651.583627 1455941.39 USD CAMPBELL SOUP CO 9773.479537 461503.7 USD CAPITAL ONE FINANCIAL CORP 8284.348257 1032395.48 USD CARDINAL HEALTH INC 3086.345016 179162.33 USD CARNIVAL CORP 5444.948964 94197.62 USD CDW CORP/DE 2505.730185 408885.05 USD CHARTER COMMUNICATIONS INC-A 1982.576032 849514 USD CHEVRON CORP 708.287623 110967.42 USD CHIPOTLE MEXICAN GRILL INC 717.258877 1044049.19 USD CHURCH & DWIGHT CO INC 1066.197404 104018.22 USD CIGNA CORP 862.5816 212867.89 USD CINCINNATI FINANCIAL CORP 1518.027729 186201.28 USD CISCO SYSTEMS INC 7941.237959 388961.84 USD CITIGROUP INC 42867.674344 2066650.58 USD CLOROX COMPANY 3022.477961 433634.91 USD CME GROUP INC 2001.630252 439037.58 USD COMCAST CORP-CLASS A 15955.549772 634392.66 USD CONAGRA BRANDS INC 16771.983558 585845.39 USD CONOCOPHILLIPS 28342.093033 2707236.73 USD CONSTELLATION ENERGY 9990.198614 591519.66 USD CORNING INC 21241.939967 747503.87 USD CORTEVA INC 27659.874817 1595698.18 USD COSTCO WHOLESALE CORP 3157.670658 1678996.64 USD COTERRA ENERGY INC 7267.667677 209236.15 USD CROWN CASTLE INTL CORP 2212.344565 409748.34 USD CVS HEALTH CORP 1074.833718 103323.77 USD DANAHER CORP 11344.304832 2848895.27 USD DARDEN RESTAURANTS INC 897.137488 118179.92 USD DEERE & CO 3658.182353 1381146.75 USD DEXCOM INC 3037.17467 1240928.83 USD DIGITAL REALTY TRUST INC 2680.70841 391705.11 USD DISCOVER FINANCIAL SERVICES 2420.036428 272157.3 USD DOMINO'S PIZZA INC 266.186204 89970.94 USD EASTMAN CHEMICAL CO 9433.759183 968564.06 USD EATON CORP PLC 2553.924559 370370.14 USD ELECTRONIC ARTS INC 839.583269 99112.8 USD ELI LILLY & CO 1527.790673 446313.49 USD EQUIFAX INC 914.847994 186189.86 USD EQUINIX INC 140.609174 101109.24 USD ESTEE LAUDER COMPANIES-CL A 2828.334089 746849.9 USD EVEREST RE GROUP LTD 384.693076 105679.04 BBD EXELON CORP 11983.885837 560606.18 USD EXXON MOBIL CORP 22257.893224 1897485.4 USD FACTSET RESEARCH SYSTEMS INC 594.481608 239867.38 USD FIDELITY NATIONAL INFO SERV 10568.838917 1047900.38 USD FRANKLIN RESOURCES INC 3835.953829 94326.1 USD FREEPORT-MCMORAN INC 40183.519865 1629441.73 USD GENERAL ELECTRIC CO 1268.673226 94579.59 USD GENERAL MILLS INC 6246.532995 441817.28 USD GENERAL MOTORS CO 26392.900684 1000554.86 USD GOLDMAN SACHS GROUP INC 5062.744858 1546617.93 USD HCA HEALTHCARE INC 6822.320048 1463728.77 USD HEWLETT PACKARD ENTERPRISE 11715.773401 180540.07 USD HILTON WORLDWIDE HOLDINGS IN 8752.487847 1359173.84 USD HOME DEPOT INC 4696.8665 1410938.7 USD HONEYWELL INTERNATIONAL INC 6384.755807 1235514.1 USD HORMEL FOODS CORP 5093.010735 266822.83 USD HP INC 3118.906926 114245.56 USD IDEXX LABORATORIES INC 1317.477644 567147.78 USD INCYTE CORP 2360.586553 176949.57 USD INTEL CORP 4355.566557 189859.15 USD INTERCONTINENTAL EXCHANGE IN 1560.340715 180703.06 USD INTUIT INC 3889.752341 1628833.79 USD INTUITIVE SURGICAL INC 1801.423678 431080.69 USD IPG PHOTONICS CORP 1490.341068 140807.42 USD IQVIA HOLDINGS INC 6178.146728 1346774.21 USD JM SMUCKER CO/THE 3086.88476 422687.13 USD JOHNSON & JOHNSON 12640.811502 2281160.84 USD JOHNSON CONTROLS INTERNATION 38364.211947 2296865.37 USD JPMORGAN CHASE & CO 22517.832278 2687728.46 USD KELLOGG CO 8964.966115 614100.18 USD KEYCORP 6958.107377 134361.05 USD KEYSIGHT TECHNOLOGIES IN 4105.405034 575865.16 USD KIMBERLY-CLARK CORP 859.729834 119356.29 USD KINDER MORGAN INC 11872.36201 215483.37 USD KRAFT HEINZ CO/THE 7257.923524 309405.28 USD LIVE NATION ENTERTAINMENT IN 6449.37252 676410.19 USD LOCKHEED MARTIN CORP 482.589216 208536.45 USD MARKETAXESS HOLDINGS INC 1184.688452 312295.72 USD MASTERCARD INC - A 8563.961548 3111972.35 USD MCCORMICK & CO-NON VTG SHRS 1203.062326 120991.98 USD MCDONALD'S CORP 1527.324279 380548.12 USD MCKESSON CORP 7507.864501 2324509.93 USD MERCK & CO. INC. 26155.403486 2319722.74 USD META PLATFORMS INC-CLASS A 5743.700705 1151439.68 USD MICROCHIP TECHNOLOGY INC 1667.35077 108711.27 USD MICROSOFT CORP 54839.697354 15219112.81 USD MONOLITHIC POWER SYSTEMS INC 280.724757 110111.48 USD MOODY'S CORP 831.864412 263268.45 USD MORGAN STANLEY 1482.863856 119504 USD MSCI INC 640.870077 269966.52 USD NASDAQ INC 589.406499 92754.9 USD NETAPP INC 1560.395357 114298.96 USD NIKE INC -CL B 11132.514987 1388224.62 USD NORTHERN TRUST CORP 931.317888 95972.31 USD NORTHROP GRUMMAN CORP 7380.371128 3242935.07 USD NRG ENERGY INC 41810.169957 1500985.1 USD NVIDIA CORP 14378.948253 2666863.53 USD NXP SEMICONDUCTORS NV 3014.575398 515190.94 EUR O'REILLY AUTOMOTIVE INC 3793.137939 2300727.82 USD ORACLE CORP 14567.62834 1069263.92 USD PAYPAL HOLDINGS INC 3879.110675 341090.2 USD PEPSICO INC 5005.200941 859443.05 USD PFIZER INC 3941.696899 193419.07 USD PHILIP MORRIS INTERNATIONAL 5708.290078 570829.01 USD PHILLIPS 66 2516.081004 218295.19 USD PINNACLE WEST CAPITAL 1599.640234 113894.38 USD PNC FINANCIAL SERVICES GROUP 7130.247764 1184334.15 USD PPG INDUSTRIES INC 6705.363425 858219.46 USD PROCTER & GAMBLE CO/THE 14422.265398 2315494.71 USD PROGRESSIVE CORP 6249.02213 670895.02 USD PUBLIC STORAGE 505.802653 187905.69 USD PULTEGROUP INC 14987.072631 625860.15 USD QORVO INC 1344.635357 152992.61 USD QUALCOMM INC 12646.962637 1766654.21 USD QUEST DIAGNOSTICS INC 798.895696 106924.2 USD RAYTHEON TECHNOLOGIES CORP 12843.965528 1219020.77 USD REALTY INCOME CORP 6688.065247 463884.21 USD REGENERON PHARMACEUTICALS 3790.807125 2498558.88 USD ROYAL CARIBBEAN CRUISES LTD 1288.460209 100152.01 USD S&P GLOBAL INC 789.721863 297330.28 USD SALESFORCE INC 5327.942315 937398.17 USD SCHWAB (CHARLES) CORP 10633.471619 705318.17 USD SERVICENOW INC 1336.78892 639118.78 USD SHERWIN-WILLIAMS CO/THE 4348.726092 1195725.73 USD SKYWORKS SOLUTIONS INC 800.449159 90690.89 USD SOUTHERN CO/THE 2384.696432 175012.87 USD SOUTHWEST AIRLINES CO 37943.384712 1772714.93 USD STARBUCKS CORP 1908.052393 142417.03 USD STATE STREET CORP 10045.379164 672739.04 USD SYNCHRONY FINANCIAL 6127.6747 225559.71 USD T ROWE PRICE GROUP INC 1227.578764 151041.29 USD TAKE-TWO INTERACTIVE SOFTWRE 696.000023 83178.96 USD TARGET CORP 6038.59207 1380724.08 USD TE CONNECTIVITY LTD 4233.341065 528236.3 USD TELEDYNE TECHNOLOGIES INC 999.401111 431291.55 USD TESLA INC 4515.077646 3931549.01 USD TEXAS INSTRUMENTS INC 6997.894141 1191391.48 USD THERMO FISHER SCIENTIFIC INC 3713.734106 2053397.86 USD TJX COMPANIES INC 22875.274263 1401796.81 USD TRAVELERS COS INC/THE 2663.74715 455660.59 USD TRIMBLE INC 5569.158792 371462.89 USD UNION PACIFIC CORP 15602.499005 3655509.49 USD UNITED RENTALS INC 1569.226421 496691.55 USD UNITEDHEALTH GROUP INC 3928.855709 1998019.57 USD VALERO ENERGY CORP 22187.421826 2473453.79 USD VERIZON COMMUNICATIONS INC 21190.750836 981131.76 USD VISA INC-CLASS A SHARES 11994.555772 2556399.67 USD WALMART INC 23715.969739 3628306.21 USD WARNER BROS DISCOVERY INC 9043.882538 164146.47 USD WEC ENERGY GROUP INC 2461.990739 246322.17 USD WILLIAMS COS INC 4726.761586 162080.65 USD WILLIS TOWERS WATSON PLC 451.026025 96907.45 GBP WR BERKLEY CORP 1629.523947 108347.05 USD YUM! BRANDS INC 1052.051317 123100.52 USD ZEBRA TECHNOLOGIES CORP-CL A 820.820473 303424.5 USD Y 2023-05-22 0 USD 0 USD 210275127.81 USD -15649597.11 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 22303 NC USD 193961384.95 32.619355387859 N/A DE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Y 2023-05-22 0 USD 0 USD 209281159.53 USD 15325355.92 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 48101 NC USD 630123.1 0.105970625763 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 BEAUTY HEALTH CO/THE COMMON STOCK Y 2024-07-05 0 USD 0 USD 743607.79 USD 113484.69 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 24050 NC USD 870850.5 0.146454831494 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 PREMIER INC-CLASS A COMMON STOCK Y 2024-07-05 0 USD 0 USD 859130.94 USD -11719.56 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 8177 NC USD 900287.7 0.151405417347 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 FIVE9 INC COMMON STOCK Y 2024-07-05 0 USD 0 USD 933049.67 USD 32761.97 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 17316 NC USD 846232.92 0.142314782736 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 YETI HOLDINGS INC COMMON STOCK Y 2024-07-05 0 USD 0 USD 971212.88 USD 124979.96 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 39443 NC USD 837769.32 0.140891421193 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 AZEK CO INC/THE COMMON STOCK Y 2024-07-05 0 USD 0 USD 883901.85 USD 46132.53 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 19240 NC USD 728041.6 0.122438018751 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 GIBRALTAR INDUSTRIES INC COMMON STOCK Y 2024-07-05 0 USD 0 USD 771258.49 USD 43216.89 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 14430 NC USD 575324.1 0.096754832339 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 DOXIMITY INC-CLASS A COMMON STOCK Y 2024-07-05 0 USD 0 USD 727273.44 USD 151949.34 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 174916 NC USD 27427248.6 4.612563318339 N/A DE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 JPCMPTFL JPCMPTFL A BASKET -JPCMPTFL OF COMMON STOCK 10X GENOMICS INC-CLASS A 747.903757 35719.88 USD ABIOMED INC 396.341484 113583.54 USD ACADIA HEALTHCARE CO INC 1396.36097 94784.98 USD ACUITY BRANDS INC 303.676268 52378.08 USD ADVANCED MICRO DEVICES 1790.09266 153088.72 USD AECOM 4341.797387 306357.22 USD AGCO CORP 848.271786 108069.83 USD AGILON HEALTH INC 2299.209632 40856.96 USD AIR LEASE CORP 3059.276582 123227.66 USD ALBERTSONS COS INC - CLASS A 1382.918342 43257.69 USD ALIGN TECHNOLOGY INC 1062.785853 308112.25 USD ALLISON TRANSMISSION HOLDING 1727.64605 64683.07 USD ALNYLAM PHARMACEUTICALS INC 309.745307 41329.32 USD AMEDISYS INC 2198.506466 280639.35 USD AMERICAN AIRLINES GROUP INC 10830.885512 203295.72 USD ANTERO MIDSTREAM CORP 13865.944694 142403.25 USD ARISTA NETWORKS INC 1887.262764 218110.96 USD AT&T INC 11330.479817 213692.85 USD ATLASSIAN CORP PLC-CLASS A 259.296608 58297.66 AUD AVANTOR INC 3792.89268 120917.42 USD AXON ENTERPRISE INC 1559.588667 174985.85 USD BECTON DICKINSON AND CO 395.370153 97731.55 USD BLOCK INC 1267.29511 126146.56 USD BOEING CO/THE 1154.826556 171884.38 USD BORGWARNER INC 9022.089673 332283.56 USD BOSTON BEER COMPANY INC-A 378.753554 142032.58 USD BOSTON SCIENTIFIC CORP 5069.26468 213466.74 USD BRISTOL-MYERS SQUIBB CO 5894.805231 443701.99 USD BROOKFIELD RENEWABLE COR-A 2011.953688 72229.14 USD BUILDERS FIRSTSOURCE INC 7552.736675 465022 USD BWX TECHNOLOGIES INC 4365.927409 226678.95 USD C3.AI INC-A 2247.149079 38179.06 USD CAPRI HOLDINGS LTD 1973.253325 94124.18 GBP CARNIVAL CORP 3234.878911 55963.41 USD CARTER'S INC 2654.197917 223589.63 USD CARVANA CO 462.900315 26829.7 USD CATALENT INC 399.879936 36213.13 USD CATERPILLAR INC 236.687137 49832.11 USD CERTARA INC 8023.644191 147233.87 USD CF INDUSTRIES HOLDINGS INC 884.584349 85654.3 USD CHANGE HEALTHCARE INC 8810.087789 207565.67 USD CHARGEPOINT HOLDINGS INC 17023.134436 220279.36 USD CHARLES RIVER LABORATORIES 263.063533 63532.47 USD CHEGG INC 1589.16262 39315.88 USD CHURCH & DWIGHT CO INC 1105.597287 107862.07 USD CLOROX COMPANY 3115.118171 446926 USD COGNEX CORP 1806.872201 122198.77 USD COLUMBIA SPORTSWEAR CO 4169.539819 342569.39 USD COMMSCOPE HOLDING CO INC 32575.752093 196431.79 USD CONAGRA BRANDS INC 3458.493481 120805.18 USD CONCENTRIX CORP 282.958489 44560.3 USD COTY INC-CL A 38297.84731 310595.54 USD CRANE CO 736.375714 70861.43 USD CURTISS-WRIGHT CORP 994.726206 142156.32 USD DARLING INGREDIENTS INC 2754.604578 202160.43 USD DATTO HOLDING CORP 6879.88552 238732.03 USD DECKERS OUTDOOR CORP 606.122964 161077.18 USD DEERE & CO 286.775538 108272.1 USD DEFINITIVE HEALTHCARE CORP 3840.93477 90838.11 USD DENTSPLY SIRONA INC 5361.199712 214394.38 USD DEXCOM INC 350.046878 143022.15 USD DICK'S SPORTING GOODS INC 461.778406 44524.67 USD DOCUSIGN INC 811.640105 65742.85 USD DOORDASH INC - A 956.327197 77873.72 USD DR HORTON INC 681.179778 47403.3 USD DRIVEN BRANDS HOLDINGS INC 11313.139456 315523.46 USD ENCOMPASS HEALTH CORP 812.431872 55919.69 USD ENOVIS CORP 1021.156298 66242.41 USD ENPHASE ENERGY INC 655.537592 105803.77 USD ENTEGRIS INC 897.89248 100016.24 USD ESTEE LAUDER COMPANIES-CL A 527.058964 139175.19 USD ETSY INC 433.162844 40366.45 USD FIRST HORIZON CORP 1910.479407 42756.53 USD FLOWSERVE CORP 5066.985009 165741.08 USD FLUENCE ENERGY INC 14790.25905 135626.68 USD FOOT LOCKER INC 1600.996778 46925.22 USD FORD MOTOR CO 20907.468618 296049.76 USD FRESHPET INC 770.955928 71968.74 USD GAP INC/THE 4383.518119 54443.3 USD GENERAC HOLDINGS INC 572.330567 125557.88 USD GENERAL ELECTRIC CO 813.123887 60618.39 USD GENERAL MOTORS CO 8154.297761 309129.43 USD GENTEX CORP 9624.647377 282483.4 USD GLOBAL PAYMENTS INC 423.483235 58008.73 USD GLOBUS MEDICAL INC - A 831.876236 55086.84 USD GROCERY OUTLET HOLDING CORP 5126.435917 172607.1 USD HANESBRANDS INC 23307.932283 309063.18 USD HARLEY-DAVIDSON INC 5787.356103 210949.13 USD HEICO CORP-CLASS A 1027.099316 119800.86 USD HENRY SCHEIN INC 641.621973 52035.54 USD HERBALIFE NUTRITION LTD 1538.236296 40886.32 USD HEXCEL CORP 6454.099758 350844.86 USD HOWMET AEROSPACE INC 5221.979985 178173.96 USD HP INC 2287.563794 83793.46 USD HUBBELL INC 361.060671 70536.81 USD HUNTINGTON INGALLS INDUSTRIE 411.836164 87614.03 USD ICU MEDICAL INC 691.18232 147906.1 USD INGERSOLL-RAND INC 2964.588884 130323.33 USD INSULET CORP 344.914264 82431.06 USD INTEGRA LIFESCIENCES HOLDING 2471.944627 151184.13 USD JAMF HOLDING CORP 2484.142646 76511.59 USD KIMBERLY-CLARK CORP 355.791183 49394.49 USD KOHLS CORP 1053.950818 61002.67 USD LEAR CORP 402.622635 51511.54 USD LEGALZOOMCOM INC 3347.472712 48036.23 USD LEGGETT & PLATT INC 6185.191546 220378.37 USD LEMONADE INC 5249.089781 109496.01 USD LESLIE'S INC 3651.464724 71568.71 USD LIBERTY BROADBAND-A 1327.285438 142895.55 USD LITHIA MOTORS INC 213.623267 60483.16 USD LOCKHEED MARTIN CORP 439.012364 189706.02 USD LULULEMON ATHLETICA INC 717.914784 254594.12 CAD LUMENTUM HOLDINGS INC 762.445392 61918.19 USD MARAVAI LIFESCIENCES HLDGS-A 2423.136353 74462.98 USD MARVELL TECHNOLOGY INC 1408.725288 81818.76 USD MASTEC INC 1065.438105 76722.2 USD MATTEL INC 2069.083539 50299.42 USD MERCK & CO. INC. 3434.445979 304601.01 USD MERCURY SYSTEMS INC 3781.462428 210967.79 USD MICROCHIP TECHNOLOGY INC 748.081584 48774.92 USD MIRATI THERAPEUTICS INC 516.144915 31892.59 USD MKS INSTRUMENTS INC 425.630064 48513.31 USD MODERNA INC 1022.198981 137393.77 USD MONOLITHIC POWER SYSTEMS INC 483.515795 189654.24 USD NATIONAL INSTRUMENTS CORP 1108.163589 40049.03 USD NCR CORPORATION 2245.497379 78659.77 USD NEUROCRINE BIOSCIENCES INC 816.107963 73474.2 USD NEW YORK COMMUNITY BANCORP 4727.468053 43681.8 USD NEWELL BRANDS INC 9314.746362 215636.38 USD NORWEGIAN CRUISE LINE HOLDIN 4614.592065 92430.28 USD NOVAVAX INC 1789.353248 80646.15 USD NOVOCURE LTD 1695.774708 129862.43 GBP NVENT ELECTRIC PLC 2476.435054 83653.98 GBP OAK STREET HEALTH INC 2089.023436 37790.43 USD OLAPLEX HOLDINGS INC 18315.167641 269232.96 USD OMEGA HEALTHCARE INVESTORS 3021.455626 76986.69 USD ON SEMICONDUCTOR 2490.705814 129790.68 USD PALO ALTO NETWORKS INC 78.142253 43859.68 USD PAYLOCITY HOLDING CORP 389.063472 73778.11 USD PELOTON INTERACTIVE INC-A 9657.439359 169584.64 USD PERKINELMER INC 438.471269 64284.27 USD PETCO HEALTH AND WELLNESS CO 11791.395149 227102.27 USD PFIZER INC 1664.19529 81662.06 USD PINTEREST INC- CLASS A 1982.930728 40689.74 USD POLARIS INC 1471.522693 139706.36 USD PROCORE TECHNOLOGIES INC 808.356204 44839.52 USD PULTEGROUP INC 9231.423188 385504.23 USD PURE STORAGE INC - CLASS A 1657.653504 48569.25 USD QIAGEN N.V. 908.236485 41206.69 EUR QORVO INC 392.89149 44703.19 USD QUANTA SERVICES INC 1702.953498 197508.55 USD QUANTUMSCAPE CORP 11821.143158 176607.88 USD REGAL REXNORD CORP 757.859955 96430.1 USD REYNOLDS CONSUMER PRODUCTS I 1525.661476 45144.32 USD RIVIAN AUTOMOTIVE INC-A 1598.627794 48342.5 USD ROKU INC 433.615812 40282.91 USD ROYAL CARIBBEAN CRUISES LTD 651.602009 50649.02 USD SABRE CORP 6284.986167 65803.81 USD SCIENCE APPLICATIONS INTE 624.970963 52016.33 USD SENSATA TECHNOLOGIES HOLDING 1191.94001 54126 USD SHOALS TECHNOLOGIES GROUP -A 16483.309678 164503.43 USD SIGNIFY HEALTH INC -CLASS A 25909.048282 357544.87 USD SKECHERS USA INC-CL A 5660.160959 216784.16 USD SKILLZ INC 45788.637911 93866.71 USD SNAP-ON INC 480.925537 102191.87 USD SNOWFLAKE INC-CLASS A 240.11403 41165.15 USD SOTERA HEALTH CO 2325.179279 47387.15 USD SOUTHERN COPPER CORP 777.637359 48423.48 PEN SPIRIT AEROSYSTEMS HOLD-CL A 4320.012242 181613.31 USD STONECO LTD-A 8328.129477 78450.98 BRL SUNRUN INC 4949.559202 98892.19 USD SYNEOS HEALTH INC 938.167649 68570.67 USD SYSCO CORP 754.838497 64523.59 USD T-MOBILE US INC 1388.152113 170937.05 USD TANDEM DIABETES CARE INC 1836.678811 177202.77 USD TAPESTRY INC 3985.204538 131192.93 USD TELADOC HEALTH INC 3245.034506 109552.36 USD TELEDYNE TECHNOLOGIES INC 125.602026 54203.55 USD TELEFLEX INC 460.043061 131397.5 USD TEMPUR SEALY INTERNATIONAL I 1726.226538 46798 USD TERADYNE INC 402.064722 42401.75 USD THOR INDUSTRIES INC 5653.345058 432763.56 USD TIMKEN CO 3705.222926 213569.05 USD TOLL BROTHERS INC 1179.073554 54673.64 USD TOPBUILD CORP 1013.857264 183650.1 USD TORO CO 540.268268 43291.7 USD TRADE DESK INC/THE -CLASS A 2229.212128 131345.18 USD TRANSDIGM GROUP INC 88.076089 52388.54 USD TREX COMPANY INC 3927.561625 228544.81 USD UNDER ARMOUR INC-CLASS C 3048.957423 43264.71 USD UNITED AIRLINES HOLDINGS INC 1638.66164 82752.41 USD UNITED RENTALS INC 622.075229 196899.25 USD UNITY SOFTWARE INC 886.405733 58866.2 USD UNIVAR SOLUTIONS INC 3824.077919 111357.15 USD UPSTART HOLDINGS INC 3152.108809 236471.2 USD UWM HOLDINGS CORP 90120.02415 334345.29 USD VALMONT INDUSTRIES 363.478303 90437.04 USD VERIZON COMMUNICATIONS INC 2113.203078 97841.3 USD VERTIV HOLDINGS CO 10178.355502 127534.79 USD VIASAT INC 2143.734071 78910.85 USD VICI PROPERTIES INC 2236.656737 66674.74 USD VICTORIA'S SECRET & CO 973.325366 45863.09 USD VIRGIN GALACTIC HOLDINGS INC 26163.366984 195963.62 USD VROOM INC 22136.621278 34533.13 USD WARNER BROS DISCOVERY INC 2741.035687 49749.8 USD WAYFAIR INC- CLASS A 416.769264 32066.23 USD WEX INC 622.363184 103461.66 USD WOLFSPEED INC 1489.516967 136603.6 USD WOODWARD INC 1063.937081 117543.77 USD XEROX HOLDINGS CORP 6403.104079 111414.01 USD XPO LOGISTICS INC 724.74179 38983.86 USD ZEBRA TECHNOLOGIES CORP-CL A 241.217411 89168.43 USD ZENDESK INC 787.62454 96121.7 USD ZIMMER BIOMET HOLDINGS INC 422.214779 50982.43 USD ZOETIS INC 1372.019051 243190.38 USD ZOOM VIDEO COMMUNICATIONS-A 599.030167 59645.43 USD Y 2023-04-07 0 USD 0 USD 29898496.83 USD -2454881.56 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 459206 NC USD 131774167.05 22.161052247854 N/A DE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 MLFCF15 MLFCF15 A BASKET -MLFCF15 OF COMMON STOCK 3M CO 927.292584 133734.14 USD ABBOTT LABORATORIES 15966.406616 1812187.15 USD ABBVIE INC 8685.116644 1275669.93 USD ABIOMED INC 494.13693 141609.76 USD ACCENTURE PLC-CL A 7592.483077 2280478.22 EUR ACUITY BRANDS INC 758.808237 130879.24 USD ADOBE INC 3382.889082 1339454.93 USD ADVANCED MICRO DEVICES 1570.425 134302.75 USD AES CORP 24706.217806 504500.97 USD AGCO CORP 1091.376221 139041.33 USD AGILENT TECHNOLOGIES INC 4052.425761 483332.82 USD ALCOA CORP 1995.407906 135288.66 USD ALLEGION PLC 1170.589011 133728.09 EUR ALLISON TRANSMISSION HOLDING 3670.192614 137412.01 USD ALLSTATE CORP 1036.681675 131181.7 USD ALLY FINANCIAL INC 14713.46145 587949.92 USD ALPHABET INC-CL A 2454.967824 5602703.02 USD AMAZON.COM INC 1614.432106 4012880.88 USD AMEREN CORPORATION 1408.227382 130824.32 USD AMERICAN CAMPUS COMMUNITIES 2581.331085 166934.68 USD AMERICAN ELECTRIC POWER 9666.475101 958044.35 USD AMERICAN FINANCIAL GROUP INC 958.097558 132677.35 USD AMERICAN INTERNATIONAL GROUP 2398.38726 140329.64 USD AMERICAN TOWER CORP 721.08786 173796.6 USD AMERIPRISE FINANCIAL INC 3055.979154 811331.91 USD AMERISOURCEBERGEN CORP 967.527652 146377.26 USD AMETEK INC 6095.612811 769632.07 USD AMGEN INC 535.000671 124756.81 USD ANTHEM INC 332.567984 166925.85 USD APA CORP 4396.938531 179966.69 USD APARTMENT INCOME REIT CO 2717.753113 133631.92 USD APOLLO GLOBAL MANAGEMENT INC 2614.022078 130073.74 USD APPLE INC 59007.241998 9302491.7 USD APPLIED MATERIALS INC 3829.246868 422557.39 USD ARCH CAPITAL GROUP LTD 1437.146337 65634.47 BMD ARCHER-DANIELS-MIDLAND CO 1474.866713 132089.06 USD AT&T INC 54925.268609 1035890.57 USD ATLASSIAN CORP PLC-CLASS A 2729.069226 613576.63 AUD AUTODESK INC 719.830514 136249.52 USD AUTOZONE INC 564.548299 1103957.26 USD AVALONBAY COMMUNITIES INC 546.945456 124419.15 USD AVERY DENNISON CORP 1699.302952 306894.11 USD AXIS CAPITAL HOLDINGS LTD 2463.140573 141211.85 BMD AXON ENTERPRISE INC 1180.019105 132398.14 USD BAXTER INTERNATIONAL INC 1894.820236 134645.93 USD BERKSHIRE HATHAWAY INC-CL B 1249.801802 403473.52 USD BIO-RAD LABORATORIES-A 270.958036 138746.77 USD BLACKROCK INC 206.833397 129204.69 USD BLACKSTONE INC 1245.401091 126495.39 USD BOOKING HOLDINGS INC 780.811789 1725836.11 USD BOSTON SCIENTIFIC CORP 3307.448329 139276.65 USD BOYD GAMING CORP 2145.032066 129946.04 USD BRISTOL-MYERS SQUIBB CO 6733.08717 506799.47 USD BRIXMOR PROPERTY GROUP INC 5217.985389 132432.47 USD CADENCE DESIGN SYS INC 6472.816574 976424.38 USD CAPITAL ONE FINANCIAL CORP 1305.12502 162644.68 USD CARDINAL HEALTH INC 2205.384668 128022.58 USD CARLYLE GROUP INC/THE 3497.936229 126940.11 USD CARRIER GLOBAL CORP 3337.62463 127730.89 USD CATERPILLAR INC 634.959668 133684.41 USD CBRE GROUP INC - A 6506.764912 540321.76 USD CELANESE CORP 959.983577 141059.99 USD CF INDUSTRIES HOLDINGS INC 1406.970036 136236.91 USD CHENIERE ENERGY INC 995.817934 135242.03 USD CHEVRON CORP 5975.536279 936187.27 USD CHUBB LTD 692.168905 142898.27 CHF CIENA CORP 2454.339152 135405.89 USD CIGNA CORP 619.871517 152971.89 USD CINTAS CORP 386.633857 153594.17 USD CISCO SYSTEMS INC 28037.555707 1373279.48 USD CITIGROUP INC 28975.535731 1396910.58 USD CLEAN HARBORS INC 1476.752732 154955.66 USD COCA-COLA CO/THE 23247.696589 1502033.68 USD COLGATE-PALMOLIVE CO 15930.572259 1227450.59 USD COMCAST CORP-CLASS A 10984.802253 436755.74 USD CONOCOPHILLIPS 1550.936139 148145.42 USD CONSTELLATION ENERGY 2763.646237 163635.49 USD COPART INC 1172.47503 133251.79 USD CORTEVA INC 18965.176533 1094101.03 USD COSTCO WHOLESALE CORP 283.531495 150759.37 USD CROWN CASTLE INTL CORP 4361.104174 807720.1 USD CROWN HOLDINGS INC 1252.945166 137874.09 USD CSX CORP 35317.588333 1212805.98 USD CUBESMART 8962.36141 425801.79 USD CUMMINS INC 700.970326 132616.58 USD CVS HEALTH CORP 1376.165062 132290.75 USD DEERE & CO 350.7995 132444.35 USD DISCOVER FINANCIAL SERVICES 1286.264832 144653.34 USD DOCUSIGN INC 1583.627132 128273.8 USD DOLBY LABORATORIES INC-CL A 1753.997498 135882.19 USD DONALDSON CO INC 2334.891293 114503.07 USD DOORDASH INC - A 1586.770497 129210.72 USD DOVER CORP 961.869596 128217.22 USD DOW INC 2214.186089 147243.37 USD DROPBOX INC-CLASS A 6338.909238 137871.28 USD DTE ENERGY COMPANY 993.303243 130162.46 USD DUKE ENERGY CORP 1418.286149 156238.4 USD DUKE REALTY CORP 2278.939402 124771.93 USD DUPONT DE NEMOURS INC 9701.052112 639590.37 USD DXC TECHNOLOGY CO 4584.283067 131568.92 USD EAST WEST BANCORP INC 4994.177823 356084.88 USD EASTMAN CHEMICAL CO 1286.264832 132060.81 USD EATON CORP PLC 929.807276 134840.65 USD EBAY INC 2517.206445 130693.36 USD EDISON INTERNATIONAL 1902.992985 130906.89 USD EDWARDS LIFESCIENCES CORP 6352.740043 671992.84 USD ELECTRONIC ARTS INC 1149.842804 135738.94 USD ELI LILLY & CO 5667.48654 1655642.84 USD EMERSON ELECTRIC CO 2610.25004 235392.35 USD EQUITABLE HOLDINGS INC 20854.338713 601230.59 USD EQUITY LIFESTYLE PROPERTIES 1940.084688 149929.74 USD EVERCORE INC - A 1246.029764 131767.65 USD EVEREST RE GROUP LTD 480.934798 132117.6 BBD EVERSOURCE ENERGY 1489.954864 130222.06 USD EXELIXIS INC 6627.470117 148057.68 USD EXELON CORP 2761.131545 129165.73 USD EXPEDIA GROUP INC 779.554444 136227.14 USD EXTRA SPACE STORAGE INC 721.08786 137006.69 USD EXXON MOBIL CORP 12928.658978 1102168.18 USD FACTSET RESEARCH SYSTEMS INC 320.623199 129368.25 USD FIDELITY NATIONAL INFO SERV 1441.547048 142929.39 USD FIFTH THIRD BANCORP 3541.314662 132905.54 USD FIRST INDUSTRIAL REALTY TR 2138.116663 124010.77 USD FIRSTENERGY CORP 2972.365653 128733.16 USD FLEETCOR TECHNOLOGIES INC 585.923179 146199.55 USD FORD MOTOR CO 71075.247724 1006425.51 USD FORTINET INC 436.299019 126094.78 USD FORTIVE CORP 12403.088402 713177.58 USD FREEPORT-MCMORAN INC 3328.823209 134983.78 USD GAMING AND LEISURE PROPERTIE 5255.077092 233220.32 USD GARMIN LTD 1836.353653 201521.45 CHF GARTNER INC 2867.377272 833116.47 USD GENERAL DYNAMICS CORP 4429.000851 1047591.57 USD GENERAL ELECTRIC CO 1658.439211 123636.64 USD GENUINE PARTS CO 2437.993655 317061.07 USD GODADDY INC - CLASS A 1629.520256 131681.53 USD GOLDMAN SACHS GROUP INC 5400.300541 1649737.81 USD GRACO INC 2061.418565 127849.18 USD HALLIBURTON CO 13065.709679 465400.58 USD HEICO CORP 1014.678123 143302.99 USD HERSHEY CO/THE 688.396868 155419.36 USD HOLOGIC INC 4124.723149 296938.82 USD HOME DEPOT INC 446.357786 134085.88 USD HONEYWELL INTERNATIONAL INC 2179.609077 421776.15 USD HUMANA INC 309.935759 137785.04 USD IDEXX LABORATORIES INC 293.590262 126384.74 USD ILLUMINA INC 443.214422 131479.56 USD INCYTE CORP 1803.033987 135155.43 USD INTEL CORP 2936.531295 128003.4 USD INTERPUBLIC GROUP OF COS INC 3922.290463 127945.11 USD INTUIT INC 4255.48712 1781985.23 USD INTUITIVE SURGICAL INC 546.945456 130884.05 USD INVITATION HOMES INC 3182.342414 126720.87 USD IQVIA HOLDINGS INC 1071.88736 233660.73 USD JOHNSON & JOHNSON 723.602552 130581.32 USD JOHNSON CONTROLS INTERNATION 6802.241193 407250.18 USD JONES LANG LASALLE INC 613.584788 134209.4 USD JPMORGAN CHASE & CO 21676.642916 2587324.1 USD KEURIG DR PEPPER INC 3607.953993 134937.48 USD KINDER MORGAN INC 23055.951343 418465.52 USD KLA CORP 424.982906 135680.04 USD LABORATORY CRP OF AMER HLDGS 893.344245 214652.76 USD LAM RESEARCH CORP 292.332916 136156.98 USD LAMAR ADVERTISING CO-A 1287.522178 142155.32 USD LIFE STORAGE INC 3108.159007 411799.99 USD LOCKHEED MARTIN CORP 2074.620697 896485.1 USD LOWE'S COS INC 669.536679 132387.49 USD LYONDELLBASELL INDU-CL A 1282.492794 135982.71 USD MANHATTAN ASSOCIATES INC 1561.623579 203869.96 USD MANPOWERGROUP INC 1786.059818 161102.6 USD MARATHON OIL CORP 31719.064434 790439.09 USD MARATHON PETROLEUM CORP 4328.413181 377697.33 USD MARRIOTT INTERNATIONAL -CL A 754.407526 133922.42 USD MARSH & MCLENNAN COS 954.954193 154416.09 USD MASIMO CORP 1126.581906 127269.96 USD MASTERCARD INC - A 194.888611 70818.62 USD MCDONALD'S CORP 538.144035 134083.97 USD MCKESSON CORP 2373.869015 734973.59 USD MEDTRONIC PLC 8172.748199 852908 EUR MERCK & CO. INC. 28485.799512 2526405.56 USD META PLATFORMS INC-CLASS A 4630.176191 928211.42 USD METLIFE INC 19211.616325 1261818.96 USD MGIC INVESTMENT CORP 10347.327893 135136.1 USD MICROSOFT CORP 21505.643877 5968246.29 USD MODERNA INC 3141.478673 422246.15 USD MOLINA HEALTHCARE INC 1287.522178 403573.83 USD MONOLITHIC POWER SYSTEMS INC 339.483387 133158.96 USD NETFLIX INC 336.968695 64145.36 USD NEW RESIDENTIAL INVESTMENT 13262.484308 137929.84 USD NEW YORK TIMES CO-A 3414.951401 130860.94 USD NEWS CORP - CLASS A 6667.076512 132408.14 USD NISOURCE INC 4652.179744 135471.47 USD NORDSON CORP 1012.792104 218449.13 USD NOVAVAX INC 2819.598129 127079.29 USD NRG ENERGY INC 5642.968295 202582.56 USD NUTANIX INC - A 5322.345096 133218.3 USD NVIDIA CORP 15006.42304 2783241.28 USD O'REILLY AUTOMOTIVE INC 1753.997498 1063887.18 USD OCCIDENTAL PETROLEUM CORP 2439.251001 134378.34 USD OLD REPUBLIC INTL CORP 5645.482987 124257.08 USD OLIN CORP 2816.454764 161664.5 USD ONEMAIN HOLDINGS INC 2994.997879 137560.25 USD OTIS WORLDWIDE CORP 1847.041093 134538.47 USD PALO ALTO NETWORKS INC 230.094295 129147.33 USD PARKER HANNIFIN CORP 492.879584 133481.65 USD PAYPAL HOLDINGS INC 1596.829264 140409.2 USD PEPSICO INC 2094.738231 359687.5 USD PFIZER INC 18545.22301 910014.09 USD PHILIP MORRIS INTERNATIONAL 16105.343336 1610534.33 USD PHILLIPS 66 1632.663621 141649.9 USD PINTEREST INC- CLASS A 26629.328325 546433.82 USD PNC FINANCIAL SERVICES GROUP 788.355865 130945.91 USD POPULAR INC 1720.049159 134146.63 USD PPL CORP 2627.22421 74376.72 USD PROCTER & GAMBLE CO/THE 9838.731486 1579608.34 USD PROLOGIS INC 951.182156 152464.99 USD PUBLIC STORAGE 497.908967 184973.18 USD PURE STORAGE INC - CLASS A 17754.352453 520202.53 USD QUALCOMM INC 14437.47403 2016770.75 USD QUIDEL CORP 1334.672648 134294.76 USD REGENERON PHARMACEUTICALS 198.031976 130524.86 USD REINSURANCE GROUP OF AMERICA 1233.456305 132374.53 USD REPUBLIC SERVICES INC 4601.257236 617810.81 USD RIVIAN AUTOMOTIVE INC-A 4357.332136 131765.72 USD ROKU INC 1457.263871 135379.81 USD ROPER TECHNOLOGIES INC 282.902822 132941.69 USD SCHLUMBERGER LTD 3380.37439 131868.4 USD SEI INVESTMENTS COMPANY 2349.979444 130940.85 USD SERVICE CORP INTERNATIONAL 1969.003643 129186.33 USD SERVICENOW INC 293.590262 140365.5 USD SIMON PROPERTY GROUP INC 1076.916743 127076.18 USD SLM CORP 9872.679825 165169.93 USD SMITH (A.O.) CORP 2143.77472 125260.76 USD SNOWFLAKE INC-CLASS A 4769.741584 817724.5 USD SOUTHERN CO/THE 1812.464081 133016.74 USD SPOTIFY TECHNOLOGY SA 1210.824079 123080.27 SEK SS&C TECHNOLOGIES HOLDINGS 1997.922598 129185.68 USD STARBUCKS CORP 4927.538491 367791.47 USD STARWOOD PROPERTY TRUST INC 5762.416153 131844.08 USD SVB FINANCIAL GROUP 259.013251 126305.22 USD SYNCHRONY FINANCIAL 7405.138541 272583.15 USD SYNOPSYS INC 3982.643065 1142182.2 USD TAPESTRY INC 4120.951111 135661.71 USD TARGA RESOURCES CORP 7280.032627 534427.2 USD TARGET CORP 6144.6493 1404974.06 USD TELEFLEX INC 421.839542 120485.81 USD TERMINIX GLOBAL HOLDINGS INC 3142.107346 144191.31 USD TESLA INC 1974.6617 1719456.42 USD TEXTRON INC 5253.191073 363783.48 USD TOLL BROTHERS INC 2911.384378 135000.89 USD TORO CO 1620.090162 129817.82 USD TRAVEL + LEISURE CO 2504.632987 138957.04 USD TYSON FOODS INC-CL A 1858.357206 173124.56 USD UBER TECHNOLOGIES INC 4266.803233 134318.97 USD ULTA BEAUTY INC 360.858267 143188.56 USD UNION PACIFIC CORP 572.721047 134182.81 USD UNITED PARCEL SERVICE-CL B 730.517954 131478.62 USD UNITEDHEALTH GROUP INC 944.266753 480206.86 USD UNUM GROUP 6022.058077 183793.21 USD VAIL RESORTS INC 580.265122 147480.18 USD VALERO ENERGY CORP 1476.752732 164628.39 USD VERIZON COMMUNICATIONS INC 19007.926292 880066.99 USD VERTEX PHARMACEUTICALS INC 6077.381295 1660462.12 USD VIRTU FINANCIAL INC-CLASS A 4017.220076 116017.32 USD VISTRA CORP 6472.816574 161949.87 USD WALMART INC 14234.412671 2177722.79 USD WALT DISNEY CO/THE 1154.872188 128918.38 USD WARNER BROS DISCOVERY INC 6741.888591 122365.28 USD WASTE MANAGEMENT INC 814.131455 133875.78 USD WEC ENERGY GROUP INC 1302.610328 130326.16 USD WELLS FARGO & CO 2999.398589 130863.76 USD WENDY'S CO/THE 6841.218916 135182.49 USD WESTROCK CO 3198.059238 158399.87 USD WEYERHAEUSER CO 14541.205065 599388.47 USD WINTRUST FINANCIAL CORP 756.293545 66039.55 USD WORKDAY INC-CLASS A 661.992604 136833.87 USD WR BERKLEY CORP 2359.409538 156877.14 USD WYNDHAM HOTELS & RESORTS INC 2060.161219 181211.78 USD XCEL ENERGY INC 2126.800551 155809.41 USD ZEBRA TECHNOLOGIES CORP-CL A 742.46274 274458.78 USD Y 2023-04-27 0 USD 0 USD 134269354.69 USD -2455374.46 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 36041 NC USD 9509525.97 1.599259601417 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2025-12-15 0 USD 0 USD 9757740.34 USD -248214.37 N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796R43 12000000 PA USD 11989769.03 2.016373192576 Long DBT UST US N 2 2022-06-23 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796X38 12000000 PA USD 11977191.72 2.014258009984 Long DBT UST US N 2 2022-07-26 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796H44 12500000 PA USD 12498701.41 2.101962631813 Long DBT UST US N 2 2022-05-19 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796J42 400000 PA USD 399777.82 0.067232427682 Long DBT UST US N 2 2022-06-16 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796X20 12000000 PA USD 11979329.99 2.014617612434 Long DBT UST US N 2 2022-07-19 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796Q44 1100000 PA USD 1099687.18 0.184939321552 Long DBT UST US N 2 2022-06-02 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796S42 12000000 PA USD 11978022.24 2.014397682255 Long DBT UST US N 2 2022-07-21 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796W21 12000000 PA USD 11990638.91 2.016519484193 Long DBT UST US N 2 2022-06-21 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912810TB4 207000 PA USD 164080.62 0.027594173229 Long DBT UST US N 2 2051-11-15 Fixed 1.875 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912810RS9 242000 PA USD 217141.76 0.036517702948 Long DBT UST US N 2 2046-05-15 Fixed 2.5 N N N N N N ITAU UNIBANCO HOLDING SA/CAYMAN ISLAND 5493002W2IVG62O3ZJ94 46556L2A1 220000 PA USD 197596.3 0.033230655342 Long DBT CORP KY N 2 2031-04-15 Variable 3.875 N N N N N N YOUNGOR GROUP CO LTD 300300PRWK21S8R8F317 N/A 1364000 NS USD 1409714.46 0.237077998685 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 3997.2 N N N ZHUZHOU KIBING GROUP CO LTD 300300RWM4DKUZFOIT68 N/A 106550 NS USD 179128.13 0.030124780424 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 -125434.39 N N N SHAANXI COAL INDUSTRY CO LTD N/A N/A 469400 NS USD 1222419.46 0.205579759131 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 317138.46 N N N GUARANTEED RATE INC 549300U3721PJGQZYY68 N/A 337 NS USD 16.85 0.000002833740 Long DE CORP US N 3 GUARANTEED RATE INC 549300U3721PJGQZYY68 Call Purchased GUARANTEED RATE INC WARRANTS 1 .01 USD 2023-03-01 XXXX 0 N N N SANY HEAVY INDUSTRY CO LTD 3003001FS86S7NYOHV89 N/A 389800 NS USD 973244.84 0.163674946555 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 -542999.2 N N N G-BITS NETWORK TECHNOLOGY XIAMEN CO LTD N/A N/A 2500 NS USD 127865.4 0.021503697375 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 -29261.83 N N N BANK OF JIANGSU CO LTD 300300C1086832000046 N/A 1377200 NS USD 1527555.81 0.256895906647 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 275118.01 N N N SHENZHEN MINDRAY BIO-MEDICAL ELECTRONICS CO LTD N/A N/A 24800 NS USD 1172730 0.197223259949 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 -212528.56 N N N ENN NATURAL GAS CO LTD 300300KVDMGNQNP52Z98 N/A 570100 NS USD 1413924.39 0.237786001481 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 -96276.19 N N N 2022-06-27 Putnam Investments Inc Janet C. Smith NPORT Principal Financial Officer