0001145549-22-078999.txt : 20221228 0001145549-22-078999.hdr.sgml : 20221228 20221228115455 ACCESSION NUMBER: 0001145549-22-078999 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20221031 FILED AS OF DATE: 20221228 DATE AS OF CHANGE: 20221228 PERIOD START: 20221031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: JOHN HANCOCK INVESTMENT TRUST CENTRAL INDEX KEY: 0000022370 IRS NUMBER: 746035056 STATE OF INCORPORATION: MA FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-00560 FILM NUMBER: 221493171 BUSINESS ADDRESS: STREET 1: C/O JOHN HANCOCK FUNDS STREET 2: 200 BERKELEY STREET CITY: BOSTON STATE: MA ZIP: 02116 BUSINESS PHONE: 617-663-3000 MAIL ADDRESS: STREET 1: C/O JOHN HANCOCK FUNDS STREET 2: 200 BERKELEY STREET CITY: BOSTON STATE: MA ZIP: 02116 FORMER COMPANY: FORMER CONFORMED NAME: HANCOCK JOHN INVESTMENT TRUST /MA/ DATE OF NAME CHANGE: 19950131 FORMER COMPANY: FORMER CONFORMED NAME: TRANSAMERICA INVESTMENT TRUST DATE OF NAME CHANGE: 19950131 FORMER COMPANY: FORMER CONFORMED NAME: CRITERION INCOME TRUST DATE OF NAME CHANGE: 19890820 0000022370 S000066059 John Hancock Diversified Macro Fund C000213576 Class R6 JDJRX C000213577 Class NAV C000213578 Class A JDJAX C000213579 Class C JDJCX C000213580 Class I JDJIX NPORT-P 1 primary_doc.xml NPORT-P false 0000022370 XXXXXXXX S000066059 C000213578 C000213579 C000213580 C000213577 C000213576 John Hancock Investment Trust 811-00560 0000022370 549300WRGYBW55IKGU23 200 Berkeley Street Boston 02116 617-312-0176 Diversified Macro Fund S000066059 549300Z703V056NXRV10 2022-10-31 2022-10-31 N 763462199.630000000000 6878348.410000000000 756583851.220000000000 0.000000000000 59564076.880000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 411802385.160000000000 AUD CAD EUR GBP HKD JPY USD N N/A N/A WTI CRUDE FUTURE 1122 N/A N/A 69 NC USD 29362.24 0.0038808970 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE N/A Long WTI Crude Oil WTI Crude Oil 2022-11-21 5918437.760000000000 USD 29362.240000000000 N N N SILVER FUTURE 1222 N/A N/A 316 NC USD 72610.16 0.0095971068 N/A DCO CORP US N 1 COMMODITIES EXCHANGE CENTER N/A Short Silver Silver 2022-12-28 -30250610.160000000000 USD 72610.160000000000 N N N COTTON NO.2 FUTR 1222 N/A N/A 124 NC USD 361513.64 0.0477823627 N/A DCO CORP US N 1 ICE FUTURES U.S. N/A Short Cotton Cotton 2022-12-07 -4834193.640000000000 USD 361513.640000000000 N N N COFFEE 'C' FUTURE 0323 N/A N/A 143 NC USD -223729.27 -0.0295709814 N/A DCO CORP US N 1 ICE FUTURES U.S. N/A Long Coffee Coffee 2023-03-21 9551798.020000000000 USD -223729.270000000000 N N N SUGAR #11 WORLD 0223 N/A N/A 158 NC USD 39404.98 0.0052082766 N/A DCO CORP US N 1 ICE FUTURES U.S. N/A Long Sugar #11 Sugar #11 2023-02-28 3142335.820000000000 USD 39404.980000000000 N N N WHEAT FUTURECBT 1222 N/A N/A 346 NC USD -294727.84 -0.0389550794 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE N/A Short Wheat Wheat 2022-12-14 -14898997.160000000000 USD -294727.840000000000 N N N KC HRW WHEAT FUT 1222 N/A N/A 20 NC USD 2267.7 0.0002997288 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE N/A Long Hard Red Winter Wheat Hard Red Winter Wheat 2022-12-14 970732.300000000000 USD 2267.700000000000 N N N SOYBEAN FUTURE 0323 N/A N/A 134 NC USD -185928.7 -0.0245747645 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE N/A Short Soybean Soybean 2023-03-14 -9371621.300000000000 USD -185928.700000000000 N N N LME ZINC FUTURE 1222 N/A N/A 79 NC USD 1475811.05 0.1950624571 N/A DCO CORP GB N 1 LONDON METAL EXCHANGE N/A Short Zinc Zinc 2022-12-19 -6837639.800000000000 USD 1475811.050000000000 N N N COCOA FUTURE - LI 1222 N/A N/A 87 NC -11223.2479730272 -0.0014834110 N/A DCO CORP GB N 1 INTERCONTINENTAL EXCHANGE - ICE FUTURES LIMITED N/A Long Cocoa Cocoa 2022-12-13 1678446.560000000000 GBP -11223.247973027200 N N N COCOA FUTURE - LI 0323 N/A N/A 51 NC 13411.4038005023 0.0017726262 N/A DCO CORP GB N 1 INTERCONTINENTAL EXCHANGE - ICE FUTURES LIMITED N/A Long Cocoa Cocoa 2023-03-16 949655.390000000000 GBP 13411.403800502300 N N N Sold GBP /Bought USD N/A N/A 1 NC USD -34969.66 -0.0046220468 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 2053000.000000000000 GBP 2323817.390000000000 USD 2022-12-23 -34969.660000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD 84473.3 0.0111650942 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 1503116000.000000000000 JPY 10262718.080000000000 USD 2022-12-23 84473.300000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD -85613.78 -0.0113158350 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 11225000.000000000000 AUD 7106816.900000000000 USD 2022-12-23 -85613.780000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD -32950.68 -0.0043551921 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 3319000.000000000000 CAD 2404833.720000000000 USD 2022-12-23 -32950.680000000000 N N N Sold MXN /Bought USD N/A N/A 1 NC USD -1757.18 -0.0002322519 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH N/A 2710000.000000000000 MXN 133752.870000000000 USD 2022-12-23 -1757.180000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD -45952.65 -0.0060737022 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 4984000.000000000000 CAD 3614763.670000000000 USD 2022-12-23 -45952.650000000000 N N N Sold MXN /Bought USD N/A N/A 1 NC USD -6832.72 -0.0009031015 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH N/A 11687000.000000000000 MXN 577560.600000000000 USD 2022-12-23 -6832.720000000000 N N N Sold GBP /Bought USD N/A N/A 1 NC USD -9662.87 -0.0012771711 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 485000.000000000000 GBP 547576.160000000000 USD 2022-12-23 -9662.870000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD -2680.83 -0.0003543335 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 80224000.000000000000 JPY 540550.370000000000 USD 2022-12-23 -2680.830000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD -7974.89 -0.0010540656 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 784000.000000000000 AUD 494373.940000000000 USD 2022-12-23 -7974.890000000000 N N N Sold NZD /Bought USD N/A N/A 1 NC USD -7453.01 -0.0009850871 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH N/A 513000.000000000000 NZD 291044.910000000000 USD 2022-12-23 -7453.010000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD -17138.5 -0.0022652479 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 1860000.000000000000 CAD 1349019.680000000000 USD 2022-12-23 -17138.500000000000 N N N Sold GBP /Bought USD N/A N/A 1 NC USD -9498.93 -0.0012555026 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 378000.000000000000 GBP 424802.830000000000 USD 2022-12-23 -9498.930000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD -239.56 -0.0000316634 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 26000.000000000000 EUR 25569.100000000000 USD 2022-12-23 -239.560000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD -8321.02 -0.0010998146 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 145187000.000000000000 JPY 974802.590000000000 USD 2022-12-23 -8321.020000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD -20098.83 -0.0026565238 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 1517000.000000000000 AUD 951920.530000000000 USD 2022-12-23 -20098.830000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD -10964.21 -0.0014491731 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 2028000.000000000000 CAD 1478588.900000000000 USD 2022-12-23 -10964.210000000000 N N N Sold GBP /Bought USD N/A N/A 1 NC USD -12782.78 -0.0016895391 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 438000.000000000000 GBP 490455.760000000000 USD 2022-12-23 -12782.780000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD -5661.02 -0.0007482343 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 71305000.000000000000 JPY 477175.800000000000 USD 2022-12-23 -5661.020000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD -6241.25 -0.0008249251 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 465000.000000000000 AUD 291707.990000000000 USD 2022-12-23 -6241.250000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD -10996.2 -0.0014534014 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 1063000.000000000000 CAD 769770.540000000000 USD 2022-12-23 -10996.200000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD 3069.68 0.0004057290 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 81782000.000000000000 JPY 556850.770000000000 USD 2022-12-23 3069.680000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD 11976.89 0.0015830222 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 89051000.000000000000 JPY 614979.500000000000 USD 2022-12-23 11976.890000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD 2720.74 0.0003596085 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 316000.000000000000 AUD 205198.080000000000 USD 2022-12-23 2720.740000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD 813.72 0.0001075519 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 2105000.000000000000 CAD 1546922.840000000000 USD 2022-12-23 813.720000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD 8620.02 0.0011393344 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 2787000.000000000000 AUD 1794393.230000000000 USD 2022-12-23 8620.020000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD 33708.47 0.0044553515 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 439023000.000000000000 JPY 3006521.980000000000 USD 2022-12-23 33708.470000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD 4062.02 0.0005368896 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 7820000.000000000000 CAD 5747802.310000000000 USD 2022-12-23 4062.020000000000 N N N United States Treasury Bills N/A 912796N96 31500000 PA USD 31496253.39 4.1629560741 Long DBT UST US N 2 2022-11-03 None 0.000000000000 N N N N N N United States Treasury Bills N/A 912796P94 25000000 PA USD 24928281.25 3.2948471223 Long DBT UST US N 2 2022-12-01 None 0.000000000000 N N N N N N United States Treasury Bills N/A 912796R27 14000000 PA USD 13913837.84 1.8390344729 Long DBT UST US N 2 2022-12-29 None 0 N N N N N N United States Treasury Bills N/A 912796W54 44000000 PA USD 43971172.52 5.8118042632 Long DBT UST US N 2 2022-11-10 None 0.000000000000 N N N N N N United States Treasury Bills N/A 912796W62 12500000 PA USD 12484195.88 1.6500743255 Long DBT UST US N 2 2022-11-17 None 0.000000000000 N N N N N N United States Treasury Bills N/A 912796W70 35500000 PA USD 35422545.04 4.6819060416 Long DBT UST US N 2 2022-11-25 None 0.000000000000 N N N N N N United States Treasury Bills N/A 912796X61 36500000 PA USD 36371008.64 4.8072673744 Long DBT UST US N 2 2022-12-08 None 0.000000000000 N N N N N N United States Treasury Bills N/A 912796X79 38500000 PA USD 38335423.28 5.0669100613 Long DBT UST US N 2 2022-12-15 None 0.000000000000 N N N N N N United States Treasury Bills N/A 912796X87 45000000 PA USD 44767392.3 5.9170430651 Long DBT UST US N 2 2022-12-22 None 0.000000000000 N N N N N N United States Treasury Bills N/A 912796X95 15400000 PA USD 15294616.88 2.0215362587 Long DBT UST US N 2 2023-01-05 None 0.000000000000 N N N N N N United States Treasury Bills N/A 912796XR5 28250000 PA USD 28027898.5 3.7045330078 Long DBT UST US N 2 2023-01-12 None 0.000000000000 N N N N N N NIKKEI 225 OSE 1222 N/A ADI1J76R0 297 NC 590657.446450789 0.0780690000 N/A DE CORP JP N 1 OSAKA SECURITIES EXCHANGE N/A Long Nikkei 225 Index NKY 2022-12-08 8094522191.000000000000 JPY 590657.446450789000 N N N EURO STOXX 50 1222 N/A ADI1TXCB0 193 NC 204003.132751584 0.0269637176 N/A DE CORP DE N 1 EUREX ZURICH N/A Long Euro STOXX 50 Index SX5E 2022-12-16 6774381.270000000000 EUR 204003.132751584000 N N N SandP500 EMINI FUT 1222 N/A ADI1YV7G3 10 NC USD 111584.8 0.0147485041 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE N/A Long S and P 500 Index SPX 2022-12-16 1829915.200000000000 USD 111584.800000000000 N N N FTSE 100 IDX FUT 1222 N/A ADI22P381 321 NC -646367.171641876 -0.0854323246 N/A DE CORP GB N 1 ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION N/A Long FTSE 100 Index UKX 2022-12-16 23402775.710000000000 GBP -646367.171641876000 N N N TOPIX INDX FUTR 1222 N/A ADI22WT05 465 NC 1015165.27119271 0.1341774966 N/A DE CORP JP N 1 OSAKA SECURITIES EXCHANGE N/A Long Tokyo Stock Price Index TPX 2022-12-08 8814250000.000000000000 JPY 1015165.271192710000 N N N DAX INDEX FUTURE 1222 N/A ADI235H55 20 NC -241158.821611045 -0.0318746985 N/A DE CORP DE N 1 EUREX ZURICH N/A Short German Stock Index DAX 2022-12-16 -6393973.800000000000 EUR -241158.821611045000 N N N EMIN RUSSELL 2000 1222 N/A ADI26K1G2 99 NC USD 186139.08 0.0246025711 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE N/A Long Russell 2000 Index RTY 2022-12-16 8986210.920000000000 USD 186139.080000000000 N N N NATURAL GAS FUTR 1122 N/A N/A 79 NC USD 291533.54 0.0385328790 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE N/A Long Natural Gas Natural Gas 2022-11-28 4691786.460000000000 USD 291533.540000000000 N N N GOLD 100 OZ FUTR 1222 N/A N/A 341 NC USD 2616443.41 0.3458233223 N/A DCO CORP US N 1 COMMODITIES EXCHANGE CENTER N/A Short Gold Gold 2022-12-28 -58373353.410000000000 USD 2616443.410000000000 N N N 3MO EURO EURIBOR DEC23 N/A N/A 668 NC 1972266.69894949 0.2606805175 N/A DIR CORP GB N 1 ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION N/A Short 3mo Euro Euribor 3mo Euro Euribor 2023-12-19 -163977366.950000000000 EUR 1972266.698949490000 N N N ICE 3MTH SONIA FU DEC23 N/A N/A 247 NC 1263046.93861168 0.1669407742 N/A DIR CORP GB N 1 ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION N/A Short 3mo SONIA 3mo SONIA 2024-03-20 -59871926.800000000000 GBP 1263046.938611680000 N N N NY HARB ULSD FUT 1122 N/A N/A 119 NC USD 285659.23 0.0377564535 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE N/A Long Ultra-Low Sulfur Diesel Ultra-Low Sulfur Diesel 2022-11-30 18143965.970000000000 USD 285659.230000000000 N N N GASOLINE RBOB FUT 1122 N/A N/A 163 NC USD 175271.93 0.0231662267 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE N/A Long Gasoline Gasoline 2022-11-30 17065694.470000000000 USD 175271.930000000000 N N N CORN FUTURE 1222 N/A N/A 806 NC USD 1159282.06 0.1532258530 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE N/A Long Corn Corn 2022-12-14 26597342.940000000000 USD 1159282.060000000000 N N N SOYBEAN OIL FUTR 1222 N/A N/A 173 NC USD 731840.48 0.0967295930 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE N/A Long Soybean Oil Soybean Oil 2022-12-14 6870471.520000000000 USD 731840.480000000000 N N N SOYBEAN MEAL FUTR 1222 N/A N/A 198 NC USD 627436.48 0.0829301972 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE N/A Long Soybean Meal Soybean Meal 2022-12-14 7829143.520000000000 USD 627436.480000000000 N N N 3-MONTH SOFR FUTURES DEC23 N/A N/A 1295 NC USD 2141397.7 0.2830350789 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE N/A Short 3mo SOFR 3mo SOFR 2024-03-20 -311241710.200000000000 USD 2141397.700000000000 N N N SGX JAPANESE GOVERNMENT BOND FUTURE DEC22 N/A N/A 13 NC 673.566696929957 0.0000890274 N/A DIR CORP SG N 1 SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED N/A Short Jpn 10yr 6% Jpn 10yr 6% 2022-12-13 -193215156.000000000000 JPY 673.566696929957 N N N NASDAQ 100 E-MINI 1222 N/A N/A 5 NC USD -15662.35 -0.0020701407 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE N/A Short NASDAQ 100 Index NDX 2022-12-16 -1129062.650000000000 USD -15662.350000000000 N N N DJIA MINI E-CBOT 1222 N/A N/A 20 NC USD 137360.6 0.0181553703 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE N/A Long Dow Jones Industrial Average Index DJIA 2022-12-16 3140139.400000000000 USD 137360.600000000000 N N N DOLLAR INDEX 1222 N/A N/A 124 NC USD 234427.04 0.0309849384 N/A DFE CORP US N 1 ICE FUTURES U.S. N/A Long USD USD 2022-12-19 13585992.960000000000 USD 234427.040000000000 N N N CANADA 10-YEAR BOND FUTURE DEC22 N/A N/A 213 NC 250385.803941718 0.0330942570 N/A DIR CORP CA N 1 MONTREAL EXCHANGE THE - BOURSE DE MONTREAL N/A Long CAN 10yr 6% CAN 10yr 6% 2022-12-20 25842976.900000000000 CAD 250385.803941718000 N N N 10-YEAR US TREASURY NOTE FUTURE DEC22 N/A N/A 336 NC USD -151144.54 -0.0199772358 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long US 10yr 6% US 10yr 6% 2022-12-21 37342144.540000000000 USD -151144.540000000000 N N N 30-YEAR US TREASURY BOND FUTURE DEC22 N/A N/A 94 NC USD 267186.99 0.0353149211 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Short US 30yr 6% US 30yr 6% 2022-12-21 -11635311.990000000000 USD 267186.990000000000 N N N 5-YEAR US TREASURY NOTE FUTURE DEC22 N/A N/A 45 NC USD -1240.99 -0.0001640254 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long US 5yr 6% US 5yr 6% 2023-01-03 4801123.800000000000 USD -1240.990000000000 N N N 2-YEAR US TREASURY NOTE FUTURE DEC22 N/A N/A 401 NC USD -52332.76 -0.0069169808 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Short US 2yr 6% US 2yr 6% 2023-01-03 -81930237.550000000000 USD -52332.760000000000 N N N EURO-BUND FUTURE DEC22 N/A N/A 84 NC -165247.082192728 -0.0218412119 N/A DIR CORP DE N 1 EUREX ZURICH N/A Short Euro-Bund 10yr 6% Euro-Bund 10yr 6% 2022-12-09 -11462588.130000000000 EUR -165247.082192728000 N N N EURO-BOBL FUTURE DEC22 N/A N/A 183 NC -119822.520234413 -0.0158373087 N/A DIR CORP DE N 1 EUREX ZURICH N/A Short Euro-bobl 5yr 6% Euro-bobl 5yr 6% 2022-12-09 -21787512.790000000000 EUR -119822.520234413000 N N N EURO SCHATZ INDEX FUTURE DEC22 N/A N/A 504 NC -90768.8780401032 -0.0119972000 N/A DIR CORP DE N 1 EUREX ZURICH N/A Short Euro-Schatz 2yr 6% Euro-Schatz 2yr 6% 2022-12-09 -53821031.880000000000 EUR -90768.878040103200 N N N 10-YEAR JAPAN GOVERNMENT BOND FUTURE DEC22 N/A N/A 15 NC -26652.3016913817 -0.0035227162 N/A DIR CORP JP N 1 OSAKA SECURITIES EXCHANGE N/A Short Jpn 10yr 6% Jpn 10yr 6% 2022-12-14 -2226536936.000000000000 JPY -26652.301691381700 N N N LONG GILT FUTURE DEC22 N/A N/A 5 NC 44046.3766786316 0.0058217442 N/A DIR CORP GB N 1 ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION N/A Short UK 10yr 4.0% UK 10yr 4.0% 2022-12-29 -550358.000000000000 GBP 44046.376678631600 N N N AUSTRALIAN 10-YEAR BOND FUTURE DEC22 N/A N/A 218 NC 50517.292992612 0.0066770250 N/A DIR CORP AU N 1 ASX - SYDNEY FUTURES EXCHANGE LIMITED N/A Long Aust 10yr 6% Aust 10yr 6% 2022-12-16 25620542.390000000000 AUD 50517.292992612000 N N N HANG SENG IDX FUT 1122 N/A N/A 223 NC 1087791.88244062 0.1437767778 N/A DE CORP HK N 2 HONG KONG FUTURES EXCHANGE LTD. N/A Short Hang Seng Index HSI 2022-11-29 -171691134.450000000000 HKD 1087791.882440620000 N N N CAC40 10 EURO FUT 1122 N/A N/A 371 NC 757138.829319392 0.1000733532 N/A DE CORP FR N 1 EURONEXT DERIVATIVES PARIS N/A Long CAC 40 Index CAC 2022-11-18 22508543.790000000000 EUR 757138.829319392000 N N N LME PRI ALUM FUTR 1222 N/A N/A 129 NC USD 230087.3 0.0304113417 N/A DCO CORP GB N 1 LONDON METAL EXCHANGE N/A Short Aluminum Aluminum 2022-12-19 -7405712.300000000000 USD 230087.300000000000 N N N LME COPPER FUTURE 1222 N/A N/A 109 NC USD -288140.45 -0.0380844039 N/A DCO CORP GB N 1 LONDON METAL EXCHANGE N/A Long Copper Copper 2022-12-19 20722915.450000000000 USD -288140.450000000000 N N N BRENT CRUDE FUTR 1122 N/A N/A 198 NC USD 253003.98 0.0334403093 N/A DCO CORP GB N 1 INTERCONTINENTAL EXCHANGE - ICE FUTURES LIMITED N/A Long Brent Crude Oil Brent Crude Oil 2022-11-30 18069916.020000000000 USD 253003.980000000000 N N N GAS OIL FUT ICE 1222 N/A N/A 153 NC USD -255726.47 -0.0338001491 N/A DCO CORP GB N 1 INTERCONTINENTAL EXCHANGE - ICE FUTURES LIMITED N/A Long Low Sulphur Gas Oil Low Sulphur Gas Oil 2022-12-12 15670476.470000000000 USD -255726.470000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -121812.4 -0.0161003172 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 3141951.440000000000 USD 446012000.000000000000 JPY 2022-12-23 -121812.400000000000 N N N Sold USD /Bought MXN N/A N/A 1 NC 526472.36 0.0695854609 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH N/A 30101798.250000000000 USD 612520000.000000000000 MXN 2022-12-23 526472.360000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD 3906230.24 0.5162983896 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 117853000.000000000000 AUD 79420665.290000000000 USD 2022-12-23 3906230.240000000000 N N N Sold GBP /Bought USD N/A N/A 1 NC USD 770574.52 0.1018491895 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 75240000.000000000000 GBP 87217305.120000000000 USD 2022-12-23 770574.520000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD 1411108.56 0.1865105312 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 104953000.000000000000 EUR 105591743.960000000000 USD 2022-12-23 1411108.560000000000 N N N Sold NZD /Bought USD N/A N/A 1 NC USD 1176275.19 0.1554718870 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH N/A 61227000.000000000000 NZD 36802263.930000000000 USD 2022-12-23 1176275.190000000000 N N N Sold CHF /Bought USD N/A N/A 1 NC USD 3325514.1 0.4395433625 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH N/A 76442000.000000000000 CHF 80161072.980000000000 USD 2022-12-23 3325514.100000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD 4381217.99 0.5790789723 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 14766151000.000000000000 JPY 104369175.860000000000 USD 2022-12-23 4381217.990000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -64306.57 -0.0084995959 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 1766833.670000000000 USD 251428000.000000000000 JPY 2022-12-23 -64306.570000000000 N N N Sold GBP /Bought USD N/A N/A 1 NC USD 5516.83 0.0007291763 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 990000.000000000000 GBP 1142973.810000000000 USD 2022-12-23 5516.830000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD 72.49 0.0000095812 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 7000.000000000000 EUR 7020.980000000000 USD 2022-12-23 72.490000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD 537425.27 0.0710331405 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 15043000.000000000000 AUD 10176243.510000000000 USD 2022-12-23 537425.270000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD 19255.35 0.0025450385 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 73258000.000000000000 JPY 515316.770000000000 USD 2022-12-23 19255.350000000000 N N N Sold USD /Bought MXN N/A N/A 1 NC 4629.1 0.0006118423 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH N/A 192235.490000000000 USD 3937000.000000000000 MXN 2022-12-23 4629.100000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD 6381.95 0.0008435218 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 593000.000000000000 EUR 595017.980000000000 USD 2022-12-23 6381.950000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD 41417.18 0.0054742353 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 150092000.000000000000 JPY 1057754.650000000000 USD 2022-12-23 41417.180000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD 56624.48 0.0074842306 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 1947000.000000000000 AUD 1304166.800000000000 USD 2022-12-23 56624.480000000000 N N N Sold NZD /Bought USD N/A N/A 1 NC USD 5424.87 0.0007170216 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH N/A 394000.000000000000 NZD 234680.580000000000 USD 2022-12-23 5424.870000000000 N N N Sold CHF /Bought USD N/A N/A 1 NC USD 17849.54 0.0023592283 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH N/A 492000.000000000000 CHF 512382.580000000000 USD 2022-12-23 17849.540000000000 N N N Sold GBP /Bought USD N/A N/A 1 NC USD -74301.24 -0.0098206220 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 9009000.000000000000 GBP 10276557.290000000000 USD 2022-12-23 -74301.240000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -1404.06 -0.0001855789 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 64181.990000000000 USD 9271000.000000000000 JPY 2022-12-23 -1404.060000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -72028.54 -0.0095202323 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 1589472.150000000000 USD 224095000.000000000000 JPY 2022-12-23 -72028.540000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -360.61 -0.0000476629 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 10666.730000000000 USD 1522000.000000000000 JPY 2022-12-23 -360.610000000000 N N N Sold USD /Bought MXN N/A N/A 1 NC 11833.02 0.0015640064 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH N/A 378845.940000000000 USD 7813000.000000000000 MXN 2022-12-23 11833.020000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -92262.07 -0.0121945598 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 2880188.460000000000 USD 411719000.000000000000 JPY 2022-12-23 -92262.070000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 1164026.9 0.1538529930 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 15254417.810000000000 USD 14290000.000000000000 GBP 2022-12-23 1164026.900000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -157307.6 -0.0207918263 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 5468458.410000000000 USD 784347000.000000000000 JPY 2022-12-23 -157307.600000000000 N N N Sold USD /Bought MXN N/A N/A 1 NC 21804.69 0.0028819925 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH N/A 585040.300000000000 USD 12136000.000000000000 MXN 2022-12-23 21804.690000000000 N N N Sold CHF /Bought USD N/A N/A 1 NC USD 13957.63 0.0018448226 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH N/A 1514000.000000000000 CHF 1535752.400000000000 USD 2022-12-23 13957.630000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD 159336.67 0.0210600147 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 806608000.000000000000 JPY 5621226.280000000000 USD 2022-12-23 159336.670000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD -34614.02 -0.0045750408 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 8719000.000000000000 CAD 6369436.060000000000 USD 2022-12-23 -34614.020000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 747780.58 0.0988364447 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 24092441.580000000000 USD 21620000.000000000000 GBP 2022-12-23 747780.580000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -169127.69 -0.0223541237 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 5486562.380000000000 USD 785275000.000000000000 JPY 2022-12-23 -169127.690000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 205101.14 0.0271088445 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 8351103.040000000000 USD 7447000.000000000000 GBP 2022-12-23 205101.140000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -82860.6 -0.0109519388 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 3104381.010000000000 USD 446216000.000000000000 JPY 2022-12-23 -82860.600000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC 17420.38 0.0023025049 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH N/A 563283.180000000000 USD 998000.000000000000 NZD 2022-12-23 17420.380000000000 N N N Sold MXN /Bought USD N/A N/A 1 NC USD -1305.02 -0.0001724885 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH N/A 1532000.000000000000 MXN 75300.660000000000 USD 2022-12-23 -1305.020000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD -23600.73 -0.0031193806 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 4027000.000000000000 CAD 2934205.170000000000 USD 2022-12-23 -23600.730000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 22576.49 0.0029840037 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 2846342.790000000000 USD 2497000.000000000000 GBP 2022-12-23 22576.490000000000 N N N Sold USD /Bought MXN N/A N/A 1 NC 66.01 0.0000087247 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH N/A 4584.330000000000 USD 93000.000000000000 MXN 2022-12-23 66.010000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD 10857.77 0.0014351046 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 825000.000000000000 AUD 539477.400000000000 USD 2022-12-23 10857.770000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD 202052.96 0.0267059573 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 1022371000.000000000000 JPY 7124966.620000000000 USD 2022-12-23 202052.960000000000 N N N Sold NZD /Bought USD N/A N/A 1 NC USD -881.92 -0.0001165661 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH N/A 124000.000000000000 NZD 71269.620000000000 USD 2022-12-23 -881.920000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD -12386.86 -0.0016372091 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 13477000.000000000000 CAD 9886383.980000000000 USD 2022-12-23 -12386.860000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC -25075.04 -0.0033142447 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 2500721.330000000000 USD 2494000.000000000000 EUR 2022-12-23 -25075.040000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 6338.62 0.0008377948 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 2457002.560000000000 USD 2144000.000000000000 GBP 2022-12-23 6338.620000000000 N N N Sold USD /Bought MXN N/A N/A 1 NC 206.24 0.0000272594 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH N/A 12694.720000000000 USD 258000.000000000000 MXN 2022-12-23 206.240000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC 294.86 0.0000389725 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH N/A 30544.110000000000 USD 53000.000000000000 NZD 2022-12-23 294.860000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD 8183.08 0.0010815827 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 37353000.000000000000 JPY 261116.300000000000 USD 2022-12-23 8183.080000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD -15376.65 -0.0020323788 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 11888000.000000000000 CAD 8716283.790000000000 USD 2022-12-23 -15376.650000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC -17179.92 -0.0022707225 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 5766555.740000000000 USD 5792000.000000000000 EUR 2022-12-23 -17179.920000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 48889.11 0.0064618231 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 4102254.400000000000 USD 3613000.000000000000 GBP 2022-12-23 48889.110000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -123905.42 -0.0163769581 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 4358798.370000000000 USD 625406000.000000000000 JPY 2022-12-23 -123905.420000000000 N N N Sold USD /Bought MXN N/A N/A 1 NC 6.38 0.0000008433 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH N/A 343.650000000000 USD 7000.000000000000 MXN 2022-12-23 6.380000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC 2705.65 0.0003576140 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH N/A 338850.450000000000 USD 587000.000000000000 NZD 2022-12-23 2705.650000000000 N N N Sold USD /Bought MXN N/A N/A 1 NC 9546.55 0.0012617967 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH N/A 587247.690000000000 USD 11935000.000000000000 MXN 2022-12-23 9546.550000000000 N N N Sold USD /Bought MXN N/A N/A 1 NC 234.38 0.0000309787 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH N/A 19567.090000000000 USD 396000.000000000000 MXN 2022-12-23 234.380000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC 18817.88 0.0024872167 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 1028418.220000000000 USD 1055000.000000000000 EUR 2022-12-23 18817.880000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 6505.41 0.0008598399 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 158942.880000000000 USD 144000.000000000000 GBP 2022-12-23 6505.410000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC 15319.34 0.0020248040 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 963424.540000000000 USD 986000.000000000000 EUR 2022-12-23 15319.340000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 15128.97 0.0019996422 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 345640.210000000000 USD 314000.000000000000 GBP 2022-12-23 15128.970000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -14548.71 -0.0019229475 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 803731.790000000000 USD 116546000.000000000000 JPY 2022-12-23 -14548.710000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC 25166.23 0.0033262975 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 1315891.560000000000 USD 1351000.000000000000 EUR 2022-12-23 25166.230000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 53136.67 0.0070232361 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 1448536.340000000000 USD 1307000.000000000000 GBP 2022-12-23 53136.670000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -43751.86 -0.0057828171 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 3293929.920000000000 USD 479984000.000000000000 JPY 2022-12-23 -43751.860000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC 34417.23 0.0045490305 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH N/A 892497.370000000000 USD 1593000.000000000000 NZD 2022-12-23 34417.230000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC 4587.64 0.0006063624 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 339858.740000000000 USD 347000.000000000000 EUR 2022-12-23 4587.640000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 3241.83 0.0004284826 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 180589.600000000000 USD 160000.000000000000 GBP 2022-12-23 3241.830000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -1443.64 -0.0001908103 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 2225309.910000000000 USD 328419000.000000000000 JPY 2022-12-23 -1443.640000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC 7568.41 0.0010003399 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH N/A 180956.590000000000 USD 324000.000000000000 NZD 2022-12-23 7568.410000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC 11970.94 0.0015822357 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 4698109.910000000000 USD 4745000.000000000000 EUR 2022-12-23 11970.940000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 38256.19 0.0050564376 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 3160410.720000000000 USD 2784000.000000000000 GBP 2022-12-23 38256.190000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC 9881.06 0.0013060099 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 6736406.620000000000 USD 996287000.000000000000 JPY 2022-12-23 9881.060000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC 20840.09 0.0027544984 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH N/A 980553.520000000000 USD 1721000.000000000000 NZD 2022-12-23 20840.090000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC 3480.87 0.0004600772 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 584162.510000000000 USD 592000.000000000000 EUR 2022-12-23 3480.870000000000 N N N Sold USD /Bought MXN N/A N/A 1 NC 8668.81 0.0011457831 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH N/A 474317.000000000000 USD 9659000.000000000000 MXN 2022-12-23 8668.810000000000 N N N Sold USD /Bought MXN N/A N/A 1 NC 14.55 0.0000019231 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH N/A 935.520000000000 USD 19000.000000000000 MXN 2022-12-23 14.550000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC 5565.69 0.0007356343 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 513585.480000000000 USD 523000.000000000000 EUR 2022-12-23 5565.690000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC 6622.25 0.0008752830 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 2175202.340000000000 USD 2198000.000000000000 EUR 2022-12-23 6622.250000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 7702.45 0.0010180564 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 743708.530000000000 USD 654000.000000000000 GBP 2022-12-23 7702.450000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC 21093.31 0.0027879673 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 5587472.240000000000 USD 828269000.000000000000 JPY 2022-12-23 21093.310000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC 1098.09 0.0001451379 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH N/A 76290.260000000000 USD 133000.000000000000 NZD 2022-12-23 1098.090000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC 2819.14 0.0003726144 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 1089085.800000000000 USD 1100000.000000000000 EUR 2022-12-23 2819.140000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 21437.38 0.0028334440 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 1310191.550000000000 USD 1159000.000000000000 GBP 2022-12-23 21437.380000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC 8304.76 0.0010976655 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 3793176.040000000000 USD 561400000.000000000000 JPY 2022-12-23 8304.760000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC -13954.78 -0.0018444459 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 1475122.110000000000 USD 1472000.000000000000 EUR 2022-12-23 -13954.780000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC -80.08 -0.0000105844 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 145996.280000000000 USD 127000.000000000000 GBP 2022-12-23 -80.080000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC -231692.45 -0.0306234992 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 13293853.430000000000 USD 13159000.000000000000 EUR 2022-12-23 -231692.450000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC -109059.87 -0.0144147763 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 10473705.760000000000 USD 9021000.000000000000 GBP 2022-12-23 -109059.870000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC -55208.56 -0.0072970841 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 7571485.100000000000 USD 7572000.000000000000 EUR 2022-12-23 -55208.560000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC -11099.23 -0.0014670192 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 2449163.590000000000 USD 2122000.000000000000 GBP 2022-12-23 -11099.230000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC -6.9 -0.0000009120 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH N/A 1752.500000000000 USD 3000.000000000000 NZD 2022-12-23 -6.900000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC -4567.41 -0.0006036885 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 96194.810000000000 USD 143000.000000000000 AUD 2022-12-23 -4567.410000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC -1665145.85 -0.2200874163 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 50348853.550000000000 USD 66282000.000000000000 CAD 2022-12-23 -1665145.850000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC -169074.39 -0.0223470789 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 12792488.110000000000 USD 12717000.000000000000 EUR 2022-12-23 -169074.390000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC -7361.67 -0.0009730144 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 320255.960000000000 USD 426000.000000000000 CAD 2022-12-23 -7361.670000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC -182395.1 -0.0241077178 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 11455817.260000000000 USD 11357000.000000000000 EUR 2022-12-23 -182395.100000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC -124202.93 -0.0164162809 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 26563192.040000000000 USD 26635000.000000000000 EUR 2022-12-23 -124202.930000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC -2678.2 -0.0003539859 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 97509.360000000000 USD 148000.000000000000 AUD 2022-12-23 -2678.200000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC 387.87 0.0000512660 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 93913.010000000000 USD 95000.000000000000 EUR 2022-12-23 387.870000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC -16845.9 -0.0022265741 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 501253.700000000000 USD 756000.000000000000 AUD 2022-12-23 -16845.900000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC 1357.62 0.0001794408 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 172354.530000000000 USD 175000.000000000000 EUR 2022-12-23 1357.620000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC -81886.96 -0.0108232498 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 4298669.710000000000 USD 6581000.000000000000 AUD 2022-12-23 -81886.960000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC 107128.01 0.0141594365 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 5682946.080000000000 USD 5833000.000000000000 EUR 2022-12-23 107128.010000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC -27766.95 -0.0036700426 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 1861596.490000000000 USD 2862000.000000000000 AUD 2022-12-23 -27766.950000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC 14166.81 0.0018724706 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 4718420.540000000000 USD 7386000.000000000000 AUD 2022-12-23 14166.810000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC 2532.33 0.0003347058 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 233240.130000000000 USD 321000.000000000000 CAD 2022-12-23 2532.330000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC -52929.31 -0.0069958287 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 3483510.500000000000 USD 5354000.000000000000 AUD 2022-12-23 -52929.310000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC -30105.06 -0.0039790778 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 4561496.580000000000 USD 7072000.000000000000 AUD 2022-12-23 -30105.060000000000 N N N Sold USD /Bought CHF N/A N/A 1 NC -2330 -0.0003079632 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH N/A 145061.080000000000 USD 142000.000000000000 CHF 2022-12-23 -2330.000000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC 65751.46 0.0086905714 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 9950987.380000000000 USD 10091000.000000000000 EUR 2022-12-23 65751.460000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC -0.37 -0.0000000489 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 59558.820000000000 USD 60000.000000000000 EUR 2022-12-23 -0.370000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC -112.33 -0.0000148470 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 6519.840000000000 USD 10000.000000000000 AUD 2022-12-23 -112.330000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC -18039.87 -0.0023843848 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 1081045.880000000000 USD 1659000.000000000000 AUD 2022-12-23 -18039.870000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD -28306.74 -0.0037413883 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 7274000.000000000000 CAD 5314400.020000000000 USD 2022-12-23 -28306.740000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC 297.05 0.0000392620 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 375823.820000000000 USD 587000.000000000000 AUD 2022-12-23 297.050000000000 N N N Sold GBP /Bought USD N/A N/A 1 NC USD -14423.39 -0.0019063835 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 427000.000000000000 GBP 476176.740000000000 USD 2022-12-23 -14423.390000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD -5479.59 -0.0007242542 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 584000.000000000000 EUR 574222.670000000000 USD 2022-12-23 -5479.590000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD 65326.45 0.0086343966 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 367705000.000000000000 JPY 2555215.120000000000 USD 2022-12-23 65326.450000000000 N N N Sold NZD /Bought USD N/A N/A 1 NC USD -37193.75 -0.0049160116 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH N/A 2133000.000000000000 NZD 1203929.190000000000 USD 2022-12-23 -37193.750000000000 N N N Sold CHF /Bought USD N/A N/A 1 NC USD 18779.79 0.0024821822 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH N/A 1528000.000000000000 CHF 1554646.640000000000 USD 2022-12-23 18779.790000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD -80596.54 -0.0106526910 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 13580000.000000000000 CAD 9893827.140000000000 USD 2022-12-23 -80596.540000000000 N N N Sold GBP /Bought USD N/A N/A 1 NC USD -24390.35 -0.0032237471 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 593000.000000000000 GBP 656934.890000000000 USD 2022-12-23 -24390.350000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD -8289.89 -0.0010957001 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 531000.000000000000 EUR 518802.400000000000 USD 2022-12-23 -8289.890000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD 112508.57 0.0148706016 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 697647000.000000000000 JPY 4836576.400000000000 USD 2022-12-23 112508.570000000000 N N N Sold NZD /Bought USD N/A N/A 1 NC USD -17802.36 -0.0023529923 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH N/A 806000.000000000000 NZD 451182.680000000000 USD 2022-12-23 -17802.360000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD -40216.89 -0.0053155893 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 4747000.000000000000 AUD 3001428.410000000000 USD 2022-12-23 -40216.890000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC 7844.11 0.0010367800 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 356102.490000000000 USD 568000.000000000000 AUD 2022-12-23 7844.110000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC 14389.14 0.0019018566 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 809616.730000000000 USD 1286000.000000000000 AUD 2022-12-23 14389.140000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC 19225.05 0.0025410336 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 934212.530000000000 USD 1488000.000000000000 AUD 2022-12-23 19225.050000000000 N N N Sold USD /Bought CHF N/A N/A 1 NC -5553.48 -0.0007340204 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH N/A 2004793.770000000000 USD 1989000.000000000000 CHF 2022-12-23 -5553.480000000000 N N N Sold CHF /Bought USD N/A N/A 1 NC USD 2064.27 0.0002728409 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH N/A 393000.000000000000 CHF 397087.620000000000 USD 2022-12-23 2064.270000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD -101568.58 -0.0134246296 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 16313000.000000000000 CAD 11880226.230000000000 USD 2022-12-23 -101568.580000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD 34331.5 0.0045376993 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 236475000.000000000000 JPY 1635605.410000000000 USD 2022-12-23 34331.500000000000 N N N Sold MXN /Bought USD N/A N/A 1 NC USD -2195 -0.0002901199 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH N/A 3967000.000000000000 MXN 196169.710000000000 USD 2022-12-23 -2195.000000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC 52243.53 0.0069051870 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 2090428.030000000000 USD 3344000.000000000000 AUD 2022-12-23 52243.530000000000 N N N Sold USD /Bought CHF N/A N/A 1 NC -72.81 -0.0000096235 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH N/A 407157.940000000000 USD 405000.000000000000 CHF 2022-12-23 -72.810000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD -112133.96 -0.0148210882 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 12333000.000000000000 CAD 8946376.150000000000 USD 2022-12-23 -112133.960000000000 N N N Sold MXN /Bought USD N/A N/A 1 NC USD -1973.16 -0.0002607986 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH N/A 2508000.000000000000 MXN 123436.140000000000 USD 2022-12-23 -1973.160000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC 110551.23 0.0146118940 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 7174788.360000000000 USD 11370000.000000000000 AUD 2022-12-23 110551.230000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC 22882.88 0.0030245002 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 2179129.060000000000 USD 2998000.000000000000 CAD 2022-12-23 22882.880000000000 N N N Sold USD /Bought CHF N/A N/A 1 NC -12321.27 -0.0016285399 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH N/A 1528085.150000000000 USD 1508000.000000000000 CHF 2022-12-23 -12321.270000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC 24402.24 0.0032253186 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 2143899.360000000000 USD 3384000.000000000000 AUD 2022-12-23 24402.240000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD -126500.82 -0.0167200000 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 12771000.000000000000 CAD 9253717.500000000000 USD 2022-12-23 -126500.820000000000 N N N Sold MXN /Bought USD N/A N/A 1 NC USD -9026.89 -0.0011931116 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH N/A 16974000.000000000000 MXN 839736.030000000000 USD 2022-12-23 -9026.890000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC 18257.18 0.0024131073 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 2440093.050000000000 USD 3347000.000000000000 CAD 2022-12-23 18257.180000000000 N N N Sold USD /Bought CHF N/A N/A 1 NC -518.82 -0.0000685740 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH N/A 167373.470000000000 USD 166000.000000000000 CHF 2022-12-23 -518.820000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD -122261.39 -0.0161596616 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 8507000.000000000000 CAD 6126076.040000000000 USD 2022-12-23 -122261.390000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD -26472.61 -0.0034989658 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 2655000.000000000000 EUR 2608988.850000000000 USD 2022-12-23 -26472.610000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC 16143.98 0.0021337992 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 1367878.320000000000 USD 2160000.000000000000 AUD 2022-12-23 16143.980000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC 33718.86 0.0044567248 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 4005261.690000000000 USD 5499000.000000000000 CAD 2022-12-23 33718.860000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC -3982.01 -0.0005263144 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH N/A 701119.170000000000 USD 1088000.000000000000 AUD 2022-12-23 -3982.010000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC -4210.06 -0.0005564565 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 820232.500000000000 USD 1111000.000000000000 CAD 2022-12-23 -4210.060000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD 3293.18 0.0004352697 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH N/A 12131000.000000000000 JPY 85437.400000000000 USD 2022-12-23 3293.180000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD 16.21 0.0000021425 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 2000.000000000000 CAD 1485.200000000000 USD 2022-12-23 16.210000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD 69979.25 0.0092493714 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 16347000.000000000000 CAD 12076746.850000000000 USD 2022-12-23 69979.250000000000 N N N Sold GBP /Bought USD N/A N/A 1 NC USD -89371.56 -0.0118125122 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH N/A 1080000.000000000000 GBP 1151490.600000000000 USD 2022-12-23 -89371.560000000000 N N N Sold NZD /Bought USD N/A N/A 1 NC USD -6195.12 -0.0008188279 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH N/A 781000.000000000000 NZD 448243.240000000000 USD 2022-12-23 -6195.120000000000 N N N Sold CHF /Bought USD N/A N/A 1 NC USD 19425.69 0.0025675528 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH N/A 975000.000000000000 CHF 999445.440000000000 USD 2022-12-23 19425.690000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD -19514.11 -0.0025792396 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 8373000.000000000000 CAD 6130401.170000000000 USD 2022-12-23 -19514.110000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD -117638.66 -0.0155486612 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH N/A 25437000.000000000000 CAD 18565676.160000000000 USD 2022-12-23 -117638.660000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD -31125.55 -0.0041139591 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH N/A 948000.000000000000 EUR 909897.980000000000 USD 2022-12-23 -31125.550000000000 N N N Sold NZD /Bought USD N/A N/A 1 NC USD -28744.82 -0.0037992907 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH N/A 1213000.000000000000 NZD 677060.210000000000 USD 2022-12-23 -28744.820000000000 N N N Sold MXN /Bought USD N/A N/A 1 NC USD -620.9 -0.0000820663 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH N/A 1334000.000000000000 MXN 66084.050000000000 USD 2022-12-23 -620.900000000000 N N N 2022-11-30 John Hancock Investment Trust /s/Salvatore Schiavone Salvatore Schiavone Treasurer