0000869392-21-000336.txt : 20210224
0000869392-21-000336.hdr.sgml : 20210224
20210224142605
ACCESSION NUMBER: 0000869392-21-000336
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210224
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PUTNAM VARIABLE TRUST
CENTRAL INDEX KEY: 0000822671
IRS NUMBER: 046649095
STATE OF INCORPORATION: NY
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05346
FILM NUMBER: 21671509
BUSINESS ADDRESS:
STREET 1: ONE POST OFFICE SQ
STREET 2: MAILSTOP A 14
CITY: BOSTON
STATE: MA
ZIP: 02109
BUSINESS PHONE: 8002551581
FORMER COMPANY:
FORMER CONFORMED NAME: PUTNAM CAPITAL MANAGER TRUST /MA/
DATE OF NAME CHANGE: 19920703
0000822671
S000032103
Putnam VT Multi-Asset Absolute Return Fund
C000099977
Class IA
C000099978
Class IB
NPORT-P
1
primary_doc.xml
NPORT-P
false
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02110
1-800-225-1581
Putnam VT Multi-Asset Absolute Return Fund
S000032103
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2021-12-31
2020-12-31
N
33269304.78
8909089.75
24360215.02
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
395553.43
0
0.00
2758.45
ARS
AUD
CAD
CHF
EUR
GBP
NOK
NZD
SEK
USD
N
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4
N/A
ASSET BACKED SECURITY
35563PMX4
29000
PA
USD
29931.09
0.122868743053
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
4.5
N
N
N
N
N
N
ML-CFC COMMERCIAL MORTGAGE TRUST 2006-4
N/A
COMMERCIAL MORT BACKED SEC IO
55312VBD9
14334.97
PA
USD
39.15
0.000160712867
Long
ABS-MBS
CORP
US
N
2
2049-12-12
Variable
.543
N
N
N
N
N
N
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C2
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
90269CAV2
17000
PA
USD
3561.6
0.014620560603
Long
ABS-MBS
CORP
US
N
2
2063-05-10
Variable
5
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2006-LDP9
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
46629PAQ1
10488.66
PA
USD
9512.54
0.039049491116
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
5.337
N
N
N
N
N
N
WFRBS COMMERCIAL MORTGAGE TRUST 2012-C7
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
92936TAL6
100000
PA
USD
41917.4
0.172073193794
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
4.5
N
N
N
N
N
N
WFRBS COMMERCIAL MORTGAGE TRUST 2011-C3
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
92935VAU2
30000
PA
USD
15124.11
0.062085289426
Long
ABS-MBS
CORP
US
N
2
2044-03-15
Variable
5
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST 2014-GC24
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
36253GAS1
27000
PA
USD
10260
0.042117854837
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Variable
4.532
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
46640LAQ5
16000
PA
USD
9041.81
0.03711711901
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.702
N
N
N
N
N
N
YUM CHINA HOLDINGS INC
529900DO9BYZ7VA3K502
COMMON STOCK
98850P109
945
NS
USD
53950.05
0.221467872741
Long
EC
CORP
CN
N
1
N
N
N
SOUTHERN COPPER CORP
2549007U6NAP46Q9TU15
COMMON STOCK
84265V105
867
NS
USD
56459.04
0.231767412372
Long
EC
CORP
PE
N
1
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
COMMON STOCK - ADR
279158109
787
NS
USD
10160.17
0.041708047288
Long
EC
CORP
CO
N
1
N
N
N
LUKOIL PJSC
549300LCJ1UJXHYBWI24
COMMON STOCK - ADR
N/A
454
NS
USD
30955.96
0.127075889825
Long
EC
CORP
RU
N
2
N
N
N
BANCO MACRO SA
579100KKDKKIFEBKK040
COMMON STOCK - ADR
05961W105
739
NS
USD
11506.23
0.04723369638
Long
EC
CORP
AR
N
1
N
N
N
MMC NORILSK NICKEL PJSC
253400JPTEEW143W3E47
COMMON STOCK - ADR
N/A
1399
NS
USD
43692.62
0.179360567894
Long
EC
CORP
RU
N
2
N
N
N
NETEASE INC
5299004AF4DSJDB0PA32
COMMON STOCK - ADR
64110W102
527
NS
USD
50470.79
0.207185322291
Long
EC
CORP
CN
N
1
N
N
N
VALE SA
254900SMTWBX7RU2SR20
COMMON STOCK - ADR
91912E105
3585
NS
USD
60084.6
0.246650532233
Long
EC
CORP
BR
N
1
N
N
N
BANCO BBVA ARGENTINA SA
579100KKDBKJFDKKD024
COMMON STOCK - ADR
058934100
1035
NS
USD
3322.35
0.013638426415
Long
EC
CORP
AR
N
1
N
N
N
GRUPO FINANCIERO GALICIA SA
5299008H3AXIXV5G3C23
COMMON STOCK - ADR
399909100
2389
NS
USD
20879.86
0.085712954434
Long
EC
CORP
AR
N
1
N
N
N
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD
549300KB6NK5SBD14S87
COMMON STOCK - ADR
874039100
1407
NS
USD
153419.28
0.629794440952
Long
EC
CORP
TW
N
1
N
N
N
JD.COM INC
549300HVTWB0GJZ16V92
COMMON STOCK - ADR
47215P106
882
NS
USD
77527.8
0.31825581152
Long
EC
CORP
CN
N
1
N
N
N
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR12 TRUST
N/A
CORP CMO
92922FZV3
13230.75
PA
USD
12329.74
0.050614249463
Long
ABS-CBDO
CORP
US
N
2
2044-10-25
Floating
1.068
N
N
N
N
N
N
STATION PLACE SECURITIZATION TRUST SERIES 2020-2
N/A
CORP CMO
85771LAA9
25000
PA
USD
25000
0.102626351941
Long
ABS-CBDO
CORP
US
N
2
2021-03-24
Floating
.978
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2020-HQA2
N/A
CORP CMO
35565LAH9
17000
PA
USD
17085.72
0.070137804555
Long
ABS-CBDO
CORP
US
N
2
2050-03-25
Floating
3.248
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2020-R01
N/A
CORP CMO
20754CAF6
10000
PA
USD
9876.04
0.040541678273
Long
ABS-CBDO
CORP
US
N
2
2040-01-25
Floating
3.398
N
N
N
N
N
N
MELLO WAREHOUSE SECURITIZATION TRUST 2019-1
549300MG3C2ML9FTA089
CORP CMO
585503AA3
29000
PA
USD
28981.88
0.118972184672
Long
ABS-CBDO
CORP
US
N
2
2052-06-25
Floating
.948
N
N
N
N
N
N
MELLO WAREHOUSE SECURITIZATION TRUST 2020-1
N/A
CORP CMO
585505AA8
25000
PA
USD
25000
0.102626351941
Long
ABS-CBDO
CORP
US
N
2
2053-10-25
Floating
1.048
N
N
N
N
N
N
STATION PLACE SECURITIZATION TRUST SERIES 2020-15
N/A
CORP CMO
85775FAA8
25000
PA
USD
25000
0.102626351941
Long
ABS-CBDO
CORP
US
N
2
2021-12-10
Floating
1.513
N
N
N
N
N
N
1SHARPE MORTGAGE TRUST 2020-1
N/A
CORP CMO
N/A
25000
PA
USD
25062.5
0.102882917821
Long
ABS-CBDO
CORP
US
N
2
2024-07-25
Floating
3.107
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
N/A
CORP CMO
30711XAZ7
1193.68
PA
USD
1211.4
0.00497286251
Long
ABS-CBDO
CORP
US
N
2
2025-05-25
Floating
4.148
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
N/A
CORP CMO
30711XBF0
11311.32
PA
USD
12068.82
0.049543158753
Long
ABS-CBDO
CORP
US
N
2
2028-04-25
Floating
5.848
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
N/A
CORP CMO
30711XCH5
59630.41
PA
USD
72350.95
0.297004562319
Long
ABS-CBDO
CORP
US
N
2
2028-09-25
Floating
12.398
N
N
N
N
N
N
STATION PLACE SECURITIZATION TRUST SERIES 2020-13
N/A
CORP CMO
85775WAA1
25000
PA
USD
25000
0.102626351941
Long
ABS-CBDO
CORP
US
N
2
2021-10-10
Floating
1.643
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST 2007-AR5
N/A
CORP CMO
17311LAA9
27433.61
PA
USD
26897.21
0.110414501588
Long
ABS-CBDO
CORP
US
N
2
2037-04-25
Variable
3.461
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
N/A
CORP CMO
30711XGP3
31534.4
PA
USD
32181.55
0.132107003052
Long
ABS-CBDO
CORP
US
N
2
2029-09-25
Floating
3.798
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
N/A
CORP CMO
30711XGQ1
10000
PA
USD
10583.3
0.04344501882
Long
ABS-CBDO
CORP
US
N
2
2029-09-25
Floating
5.648
N
N
N
N
N
N
CHL MORTGAGE PASS-THROUGH TRUST 2005-3
N/A
CORP CMO
12669GTP6
6474.41
PA
USD
5573.43
0.022879231548
Long
ABS-CBDO
CORP
US
N
2
2035-04-25
Floating
.768
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
N/A
CORP CMO
30711XJX3
14553.62
PA
USD
14681.73
0.060269295603
Long
ABS-CBDO
CORP
US
N
2
2029-10-25
Floating
3.148
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
N/A
CORP CMO
30711XSX3
6206.33
PA
USD
6236.97
0.025603099131
Long
ABS-CBDO
CORP
US
N
2
2030-02-25
Floating
2.948
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
N/A
CORP CMO
30711XY24
7872.55
PA
USD
7887.31
0.032377834077
Long
ABS-CBDO
CORP
US
N
2
2031-01-25
Floating
2.498
N
N
N
N
N
N
MELLO WAREHOUSE SECURITIZATION TRUST 2020-2
N/A
CORP CMO
58551VAA0
25000
PA
USD
25000
0.102626351941
Long
ABS-CBDO
CORP
US
N
2
2053-11-25
Floating
.953
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
CORP. NOTE
71647NAY5
10000
PA
USD
11687.5
0.047977819532
Long
DBT
CORP
NL
N
2
2028-01-27
Fixed
5.999
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
CORP. NOTE
71647NAQ2
10000
PA
USD
12990
0.053324652469
Long
DBT
CORP
NL
N
2
2026-05-23
Fixed
8.75
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
CORP. NOTE
71647NAM1
21000
PA
USD
23887.5
0.09805947928
Long
DBT
CORP
NL
N
2
2024-03-17
Fixed
6.25
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
CORPORATE BONDS
71654QBR2
10000
PA
USD
9165
0.037622820622
Long
DBT
CORP
MX
N
2
2045-01-23
Fixed
6.375
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
CORPORATE BONDS
29250NAL9
20000
PA
USD
23283.42
0.095579698212
Long
DBT
CORP
CA
N
2
2026-12-01
Fixed
4.25
N
N
N
N
N
N
PETROLEOS DE VENEZUELA SA (PDVSA)
549300YWR8TN1OFD4P06
CORPORATE BONDS
P7807HAC9
26000
PA
USD
975
0.004002427726
Long
DBT
CORP
VE
N
2
2027-04-12
Fixed
5.375
Y
Y
N
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
CURRENCY FORWARDS
N/A
1
NC
N/A
97546.57
0.400433944938
N/A
DFE
CORP
US
N
2
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
15459.69
USD
15206.39
GBP
2021-03-17
253.3
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
CURRENCY FORWARDS
N/A
1
NC
N/A
46008.72
0.188868283643
N/A
DFE
CORP
US
N
2
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
46007.08
EUR
46008.72
USD
2021-03-17
-1.64
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY FORWARDS
N/A
1
NC
N/A
249744.14
1.025213200273
N/A
DFE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
78276.57
EUR
79169.26
USD
2021-03-17
-892.69
N
N
N
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
CURRENCY FORWARDS
N/A
1
NC
N/A
202634.15
0.831824143726
N/A
DFE
CORP
GB
N
2
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
201681.61
EUR
202634.15
USD
2021-03-17
-952.54
N
N
N
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
CURRENCY FORWARDS
N/A
1
NC
N/A
22710.7
0.093228651641
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
22710.7
USD
22370.49
GBP
2021-03-17
340.21
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
CURRENCY FORWARDS
N/A
1
NC
N/A
96452.08
0.395941004301
N/A
DFE
CORP
GB
N
2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
96452.08
USD
94229.8
GBP
2021-03-17
2222.28
N
N
N
CREDIT SUISSE INTERNATIONAL (FX)
E58DKGMJYYYJLN8C3868
CURRENCY FORWARDS
N/A
1
NC
N/A
68156.54
0.279786282445
N/A
DFE
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL (FX)
E58DKGMJYYYJLN8C3868
67826.17
EUR
68156.54
USD
2021-03-17
-330.37
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
CURRENCY FORWARDS
N/A
1
NC
N/A
253537.42
1.040784819805
N/A
DFE
CORP
CA
N
2
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
252036.91
EUR
253537.42
USD
2021-03-17
-1500.51
N
N
N
HSBC BANK USA
1IE8VN30JCEQV1H4R804
CURRENCY FORWARDS
N/A
1
NC
N/A
183545.43
0.753463915853
N/A
DFE
CORP
US
N
2
HSBC BANK USA
1IE8VN30JCEQV1H4R804
183545.43
USD
182719.65
EUR
2021-03-17
825.78
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
364031.77
1.494370101828
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
362101.96
EUR
364031.77
USD
2021-03-17
-1929.81
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
54724.58
0.224647360276
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
53914.4
GBP
54724.58
USD
2021-03-17
-810.18
N
N
N
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
CURRENCY FORWARDS
N/A
1
NC
N/A
66627.18
0.273508176941
N/A
DFE
CORP
GB
N
2
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
66627.18
USD
65816.57
GBP
2021-03-17
810.61
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
209184.71
0.858714546765
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
41453.87
USD
41140.72
GBP
2021-03-17
313.15
N
N
N
HSBC BANK USA
1IE8VN30JCEQV1H4R804
CURRENCY FORWARDS
N/A
1
NC
N/A
46652.71
0.191511897418
N/A
DFE
CORP
US
N
2
HSBC BANK USA
1IE8VN30JCEQV1H4R804
46652.71
USD
45514.74
GBP
2021-03-17
1137.97
N
N
N
CREDIT SUISSE INTERNATIONAL (FX)
E58DKGMJYYYJLN8C3868
CURRENCY FORWARDS
N/A
1
NC
N/A
68679.35
0.281932445767
N/A
DFE
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL (FX)
E58DKGMJYYYJLN8C3868
67650.27
GBP
68679.35
USD
2021-03-17
-1029.08
N
N
N
STATE STREET B AND T CO
571474TGEMMWANRLN572
CURRENCY FORWARDS
N/A
1
NC
N/A
104029.97
0.427048652545
N/A
DFE
CORP
US
N
2
STATE STREET B AND T CO
571474TGEMMWANRLN572
20587.83
NOK
20847.97
USD
2021-03-17
-260.14
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CURRENCY FORWARDS
N/A
1
NC
N/A
90216.29
0.370342749134
N/A
DFE
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
41531.63
CHF
41542.51
USD
2021-03-17
-10.88
N
N
N
CREDIT SUISSE INTERNATIONAL (FX)
E58DKGMJYYYJLN8C3868
CURRENCY FORWARDS
N/A
1
NC
N/A
65766.2
0.269973807481
N/A
DFE
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL (FX)
E58DKGMJYYYJLN8C3868
65473.05
CHF
65766.2
USD
2021-03-17
-293.15
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
CURRENCY FORWARDS
N/A
1
NC
N/A
41975.78
0.172312846851
N/A
DFE
CORP
GB
N
2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
40848.38
NOK
41975.78
USD
2021-03-17
-1127.4
N
N
N
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
CURRENCY FORWARDS
N/A
1
NC
N/A
212840.51
0.873721803462
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
42488.81
USD
41765.71
NOK
2021-03-17
723.1
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
88806.97
0.364557414321
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
88806.97
USD
87210.27
SEK
2021-03-17
1596.7
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
CURRENCY FORWARDS
N/A
1
NC
N/A
104558.93
0.42922006195
N/A
DFE
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
104558.93
USD
102771.33
SEK
2021-03-17
1787.6
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
CURRENCY FORWARDS
N/A
1
NC
N/A
18087.38
0.074249673023
N/A
DFE
CORP
CA
N
2
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
17761.99
SEK
18087.38
USD
2021-03-17
-325.39
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY FORWARDS
N/A
1
NC
N/A
35566.58
0.146002734257
N/A
DFE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
34922.72
SEK
35566.58
USD
2021-03-17
-643.86
N
N
N
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
CURRENCY FORWARDS
N/A
1
NC
N/A
73055.02
0.299894807743
N/A
DFE
CORP
GB
N
2
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
71741.7
SEK
73055.02
USD
2021-03-17
-1313.32
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
112951.86
0.46367349347
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
112951.86
USD
110948.49
SEK
2021-03-17
2003.37
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
CURRENCY FORWARDS
N/A
1
NC
N/A
98294.64
0.403504812742
N/A
DFE
CORP
GB
N
2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
11505.42
SEK
12589.4
USD
2021-03-17
-1083.98
N
N
N
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
CURRENCY FORWARDS
N/A
1
NC
N/A
199459.9
0.81879367582
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
199459.9
USD
195876.53
SEK
2021-03-17
3583.37
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
21652.5
0.088884683416
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
21652.5
USD
21335.17
NOK
2021-03-17
317.33
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
6214.75
0.025511884829
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
6121.48
NOK
6214.75
USD
2021-03-17
-93.27
N
N
N
HSBC BANK USA
1IE8VN30JCEQV1H4R804
CURRENCY FORWARDS
N/A
1
NC
N/A
28823.37
0.11832149255
N/A
DFE
CORP
US
N
2
HSBC BANK USA
1IE8VN30JCEQV1H4R804
28823.37
USD
28413.21
NOK
2021-03-17
410.16
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
14262.55
0.058548539035
N/A
DFE
CORP
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N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
14235.26
CHF
14262.55
USD
2021-03-17
-27.29
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
42900.84
0.176110268176
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
42900.84
USD
42936.35
CHF
2021-03-17
-35.51
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
CURRENCY FORWARDS
N/A
1
NC
N/A
43353.62
0.177968954561
N/A
DFE
CORP
GB
N
2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
43262.17
CHF
43353.62
USD
2021-03-17
-91.45
N
N
N
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
CURRENCY FORWARDS
N/A
1
NC
N/A
131645.6
0.540412307083
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
131206.82
CHF
131645.6
USD
2021-03-17
-438.78
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY FORWARDS
N/A
1
NC
N/A
2603.48
0.01068742619
N/A
DFE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
2598.31
CHF
2603.48
USD
2021-03-17
-5.17
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
CURRENCY FORWARDS
N/A
1
NC
N/A
134113.5
0.550543170041
N/A
DFE
CORP
CA
N
2
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
128747.6
CAD
134113.5
USD
2021-01-20
-5365.9
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY FORWARDS
N/A
1
NC
N/A
140555.98
0.576989898836
N/A
DFE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
56646.66
USD
56281.2
CAD
2021-01-20
365.46
N
N
N
HSBC BANK USA
1IE8VN30JCEQV1H4R804
CURRENCY FORWARDS
N/A
1
NC
N/A
351743.5
1.443926088958
N/A
DFE
CORP
US
N
2
HSBC BANK USA
1IE8VN30JCEQV1H4R804
91530.3
USD
87041.81
CAD
2021-01-20
4488.49
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
CURRENCY FORWARDS
N/A
1
NC
N/A
164781.44
0.676436722191
N/A
DFE
CORP
US
N
2
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
160160.65
NZD
164781.44
USD
2021-01-20
-4620.79
N
N
N
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
CURRENCY FORWARDS
N/A
1
NC
N/A
128874.92
0.529038515852
N/A
DFE
CORP
GB
N
2
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
5345.75
NZD
1942.84
USD
2021-01-20
3402.91
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
149814.4
0.614996213609
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
117720.34
NZD
119880.3
USD
2021-01-20
-2159.96
N
N
N
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
CURRENCY FORWARDS
N/A
1
NC
N/A
435771.38
1.788865080387
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
329721.34
NZD
341076
USD
2021-01-20
-11354.66
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
531114.35
2.18025312816
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
201530.74
NZD
198673.17
USD
2021-01-20
2857.57
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY FORWARDS
N/A
1
NC
N/A
113476.14
0.465825691222
N/A
DFE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
107307.69
NZD
113476.14
USD
2021-01-20
-6168.45
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
CURRENCY FORWARDS
N/A
1
NC
N/A
115131.14
0.47261955572
N/A
DFE
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
31131.84
NZD
34539.34
USD
2021-01-20
-3407.5
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
CURRENCY FORWARDS
N/A
1
NC
N/A
263794.22
1.082889538468
N/A
DFE
CORP
GB
N
2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
255982.02
NZD
263794.22
USD
2021-01-20
-7812.2
N
N
N
CREDIT SUISSE INTERNATIONAL (FX)
E58DKGMJYYYJLN8C3868
CURRENCY FORWARDS
N/A
1
NC
N/A
20435.78
0.083889982019
N/A
DFE
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL (FX)
E58DKGMJYYYJLN8C3868
20435.78
USD
18872.23
NZD
2021-01-20
1563.55
N
N
N
HSBC BANK USA
1IE8VN30JCEQV1H4R804
CURRENCY FORWARDS
N/A
1
NC
N/A
44613.31
0.183140050132
N/A
DFE
CORP
US
N
2
HSBC BANK USA
1IE8VN30JCEQV1H4R804
43767.53
NZD
44613.31
USD
2021-01-20
-845.78
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
137778.09
0.565586510164
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
4695.27
TWD
5161.43
USD
2021-02-17
-466.16
N
N
N
HSBC BANK USA
1IE8VN30JCEQV1H4R804
CURRENCY FORWARDS
N/A
1
NC
N/A
141553.47
0.581084649227
N/A
DFE
CORP
US
N
2
HSBC BANK USA
1IE8VN30JCEQV1H4R804
7575.43
USD
4234.2
KRW
2021-02-17
3341.23
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY FORWARDS
N/A
1
NC
N/A
137758.23
0.56550498379
N/A
DFE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
10203.77
USD
5438.18
CLP
2021-01-20
4765.59
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
CURRENCY FORWARDS
N/A
1
NC
N/A
62259.94
0.25558042057
N/A
DFE
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
1347.91
MXN
2232.34
USD
2021-01-20
-884.43
N
N
N
HSBC BANK USA
1IE8VN30JCEQV1H4R804
CURRENCY FORWARDS
N/A
1
NC
N/A
65167.82
0.267517425222
N/A
DFE
CORP
US
N
2
HSBC BANK USA
1IE8VN30JCEQV1H4R804
65167.82
USD
64209.11
INR
2021-02-17
958.71
N
N
N
HSBC BANK USA
1IE8VN30JCEQV1H4R804
CURRENCY FORWARDS
N/A
1
NC
N/A
65534.26
0.269021681238
N/A
DFE
CORP
US
N
2
HSBC BANK USA
1IE8VN30JCEQV1H4R804
63852.83
INR
65534.26
USD
2021-02-17
-1681.43
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
68064.07
0.279406688094
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
1456.65
USD
1609.57
CNY
2021-02-18
-152.92
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
CURRENCY FORWARDS
N/A
1
NC
N/A
68048.74
0.279343757615
N/A
DFE
CORP
US
N
2
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
1441.32
USD
1595.26
CNY
2021-02-18
-153.94
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
65167.82
0.267517425222
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
65167.82
USD
64183.27
INR
2021-02-17
984.55
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
65534.26
0.269021681238
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
63903.72
INR
65534.26
USD
2021-02-17
-1630.54
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
237793.85
0.97615661358
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
73618.79
USD
73254.45
JPY
2021-02-17
364.34
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
CURRENCY FORWARDS
N/A
1
NC
N/A
23280.27
0.095566767292
N/A
DFE
CORP
US
N
2
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
22989.45
JPY
23280.27
USD
2021-02-17
-290.82
N
N
N
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
CURRENCY FORWARDS
N/A
1
NC
N/A
197979.22
0.812715404349
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
7715.84
USD
7735.66
JPY
2021-02-17
-19.82
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CURRENCY FORWARDS
N/A
1
NC
N/A
317186.7
1.302068556208
N/A
DFE
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
317186.7
USD
314137.07
JPY
2021-02-17
3049.63
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
CURRENCY FORWARDS
N/A
1
NC
N/A
134644.01
0.55272094228
N/A
DFE
CORP
GB
N
2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
134060.69
USD
132755.65
JPY
2021-02-17
1305.04
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
274578.55
1.12715979631
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
274578.55
USD
271337.06
JPY
2021-02-17
3241.49
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
CURRENCY FORWARDS
N/A
1
NC
N/A
245910.84
1.009477296477
N/A
DFE
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
12718.58
USD
13471.55
JPY
2021-02-17
-752.97
N
N
N
STATE STREET B AND T CO
571474TGEMMWANRLN572
CURRENCY FORWARDS
N/A
1
NC
N/A
753045.02
3.091290529996
N/A
DFE
CORP
US
N
2
STATE STREET B AND T CO
571474TGEMMWANRLN572
178096.24
JPY
178826.7
USD
2021-02-17
-730.46
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY FORWARDS
N/A
1
NC
N/A
32869.12
0.134929515084
N/A
DFE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
31915.66
USD
31522.48
JPY
2021-02-17
393.18
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
CURRENCY FORWARDS
N/A
1
NC
N/A
129922.26
0.533337903189
N/A
DFE
CORP
CA
N
2
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
129922.26
USD
128547.16
JPY
2021-02-17
1375.1
N
N
N
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
CURRENCY FORWARDS
N/A
1
NC
N/A
97966.87
0.402159299167
N/A
DFE
CORP
GB
N
2
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
97966.87
USD
96742.68
JPY
2021-02-17
1224.19
N
N
N
HSBC BANK USA
1IE8VN30JCEQV1H4R804
CURRENCY FORWARDS
N/A
1
NC
N/A
114457.62
0.469854719698
N/A
DFE
CORP
US
N
2
HSBC BANK USA
1IE8VN30JCEQV1H4R804
114457.62
USD
112870.05
JPY
2021-02-17
1587.57
N
N
N
HSBC BANK USA
1IE8VN30JCEQV1H4R804
CURRENCY FORWARDS
N/A
1
NC
N/A
170707.01
0.700761507482
N/A
DFE
CORP
US
N
2
HSBC BANK USA
1IE8VN30JCEQV1H4R804
90505.24
HKD
90539.73
USD
2021-02-17
-34.49
N
N
N
HSBC BANK USA
1IE8VN30JCEQV1H4R804
CURRENCY FORWARDS
N/A
1
NC
N/A
163436.56
0.670915917063
N/A
DFE
CORP
US
N
2
HSBC BANK USA
1IE8VN30JCEQV1H4R804
160490.32
CNY
163436.56
USD
2021-02-18
-2946.24
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
CURRENCY FORWARDS
N/A
1
NC
N/A
35143.69
0.144266747938
N/A
DFE
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
34356.64
CNY
35143.69
USD
2021-02-18
-787.05
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
72529.84
0.297738915442
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
72512
HKD
72529.84
USD
2021-02-17
-17.84
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
CURRENCY FORWARDS
N/A
1
NC
N/A
72529.84
0.297738915442
N/A
DFE
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
72509.19
HKD
72529.84
USD
2021-02-17
-20.65
N
N
N
STATE STREET B AND T CO
571474TGEMMWANRLN572
CURRENCY FORWARDS
N/A
1
NC
N/A
274005.9
1.124809037092
N/A
DFE
CORP
US
N
2
STATE STREET B AND T CO
571474TGEMMWANRLN572
273933.91
HKD
274005.9
USD
2021-02-17
-71.99
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
CURRENCY FORWARDS
N/A
1
NC
N/A
36239.12
0.148763547326
N/A
DFE
CORP
CA
N
2
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
36230.81
HKD
36239.12
USD
2021-02-17
-8.31
N
N
N
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
CURRENCY FORWARDS
N/A
1
NC
N/A
195789.61
0.80372693689
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
195789.61
USD
193317.39
CNY
2021-02-18
2472.22
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CURRENCY FORWARDS
N/A
1
NC
N/A
29853.08
0.122548507784
N/A
DFE
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
29852.72
HKD
29853.08
USD
2021-02-17
-0.36
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CURRENCY FORWARDS
N/A
1
NC
N/A
174548.7
0.716531852681
N/A
DFE
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
84050.98
USD
81399.65
SEK
2021-03-17
2651.33
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CURRENCY FORWARDS
N/A
1
NC
N/A
14994.68
0.061553972277
N/A
DFE
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
14994.68
USD
14777.45
NOK
2021-03-17
217.23
N
N
N
STATE STREET B AND T CO
571474TGEMMWANRLN572
CURRENCY FORWARDS
N/A
1
NC
N/A
790713.73
3.245922621581
N/A
DFE
CORP
US
N
2
STATE STREET B AND T CO
571474TGEMMWANRLN572
702311.43
EUR
705548.65
USD
2021-03-17
-3237.22
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CURRENCY FORWARDS
N/A
1
NC
N/A
246807.86
1.013159612086
N/A
DFE
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
163626.5
USD
160448.33
GBP
2021-03-17
3178.17
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CURRENCY FORWARDS
N/A
1
NC
N/A
147325.8
0.604780376031
N/A
DFE
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
141570.22
EUR
141941.8
USD
2021-03-17
-371.58
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
CURRENCY FORWARDS
N/A
1
NC
N/A
8208.69
0.033697116357
N/A
DFE
CORP
CA
N
2
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
8086.08
GBP
8208.69
USD
2021-03-17
-122.61
N
N
N
STATE STREET B AND T CO
571474TGEMMWANRLN572
CURRENCY FORWARDS
N/A
1
NC
N/A
309057.07
1.268695985427
N/A
DFE
CORP
US
N
2
STATE STREET B AND T CO
571474TGEMMWANRLN572
133673.25
GBP
135853.77
USD
2021-03-17
-2180.52
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
CURRENCY FORWARDS
N/A
1
NC
N/A
25941.09
0.106489577283
N/A
DFE
CORP
GB
N
2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
25941.09
USD
25817.89
EUR
2021-03-17
123.2
N
N
N
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
CURRENCY FORWARDS
N/A
1
NC
N/A
19333.45
0.079364857757
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
19333.45
USD
19240.45
EUR
2021-03-17
93
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY FORWARDS
N/A
1
NC
N/A
162532.01
0.667202690397
N/A
DFE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
78862.53
GBP
79624.27
USD
2021-03-17
-761.74
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
CURRENCY FORWARDS
N/A
1
NC
N/A
253782.15
1.041789449689
N/A
DFE
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
253782.15
USD
252713.34
EUR
2021-03-17
1068.81
N
N
N
STATE STREET B AND T CO
571474TGEMMWANRLN572
CURRENCY FORWARDS
N/A
1
NC
N/A
238067.4
0.977279551122
N/A
DFE
CORP
US
N
2
STATE STREET B AND T CO
571474TGEMMWANRLN572
154357
USD
152224.5
SEK
2021-03-17
2132.5
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
CURRENCY FORWARDS
N/A
1
NC
N/A
84651.15
0.347497548484
N/A
DFE
CORP
CA
N
2
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
84651.15
USD
83180.04
NOK
2021-03-17
1471.11
N
N
N
HSBC BANK USA
1IE8VN30JCEQV1H4R804
CURRENCY FORWARDS
N/A
1
NC
N/A
14316.64
0.05877058141
N/A
DFE
CORP
US
N
2
HSBC BANK USA
1IE8VN30JCEQV1H4R804
14316.64
USD
14060.11
SEK
2021-03-17
256.53
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
CURRENCY FORWARDS
N/A
1
NC
N/A
55918.25
0.229547440177
N/A
DFE
CORP
CA
N
2
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
55721.48
CHF
55918.25
USD
2021-03-17
-196.77
N
N
N
HSBC BANK USA
1IE8VN30JCEQV1H4R804
CURRENCY FORWARDS
N/A
1
NC
N/A
109006.63
0.447478110971
N/A
DFE
CORP
US
N
2
HSBC BANK USA
1IE8VN30JCEQV1H4R804
108244.57
CHF
109006.63
USD
2021-03-17
-762.06
N
N
N
STATE STREET B AND T CO
571474TGEMMWANRLN572
CURRENCY FORWARDS
N/A
1
NC
N/A
176583.95
0.724886663993
N/A
DFE
CORP
US
N
2
STATE STREET B AND T CO
571474TGEMMWANRLN572
90696.23
CHF
91008.65
USD
2021-03-17
-312.42
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
142798.35
0.586194948948
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
57143.81
USD
56745.96
EUR
2021-03-17
397.85
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
94342.22
0.387279914904
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
94342.22
USD
87633
AUD
2021-03-15
6709.22
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
94342.22
0.387279914904
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
88256.08
AUD
94342.22
USD
2021-03-15
-6086.14
N
N
N
STATE STREET B AND T CO
571474TGEMMWANRLN572
CURRENCY FORWARDS
N/A
1
NC
N/A
422747.17
1.735399994018
N/A
DFE
CORP
US
N
2
STATE STREET B AND T CO
571474TGEMMWANRLN572
26983.87
USD
29169.56
NZD
2021-01-20
-2185.69
N
N
N
STATE STREET B AND T CO
571474TGEMMWANRLN572
CURRENCY FORWARDS
N/A
1
NC
N/A
461187.02
1.893197657005
N/A
DFE
CORP
US
N
2
STATE STREET B AND T CO
571474TGEMMWANRLN572
24355.72
USD
23647.95
CAD
2021-01-20
707.77
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
160633.14
0.659407726361
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
13805.68
KRW
10642.5
USD
2021-02-17
3163.18
N
N
N
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
CURRENCY FORWARDS
N/A
1
NC
N/A
154565.19
0.63449846347
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
11234.11
USD
12358.88
TWD
2021-02-17
-1124.77
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
CURRENCY FORWARDS
N/A
1
NC
N/A
219279.9
0.900155847639
N/A
DFE
CORP
GB
N
2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
54446.78
USD
52543.75
CAD
2021-01-20
1903.03
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CURRENCY FORWARDS
N/A
1
NC
N/A
161831.21
0.6643258685
N/A
DFE
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
124269.67
USD
115436.06
NZD
2021-01-20
8833.61
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CURRENCY FORWARDS
N/A
1
NC
N/A
200109.6
0.821460729455
N/A
DFE
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
118085.88
USD
112855.08
CAD
2021-01-20
5230.8
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY FORWARDS
N/A
1
NC
N/A
16964.05
0.069638342626
N/A
DFE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
16114.71
AUD
16964.05
USD
2021-01-20
-849.34
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
CURRENCY FORWARDS
N/A
1
NC
N/A
59219.97
0.243101179326
N/A
DFE
CORP
CA
N
2
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
59219.97
USD
55155.46
AUD
2021-01-20
4064.51
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
CURRENCY FORWARDS
N/A
1
NC
N/A
416621.73
1.710254731569
N/A
DFE
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
52184.63
AUD
55904.27
USD
2021-01-20
-3719.64
N
N
N
HSBC BANK USA
1IE8VN30JCEQV1H4R804
CURRENCY FORWARDS
N/A
1
NC
N/A
212821.76
0.873644833698
N/A
DFE
CORP
US
N
2
HSBC BANK USA
1IE8VN30JCEQV1H4R804
60145.28
USD
53979.08
AUD
2021-01-20
6166.2
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CURRENCY FORWARDS
N/A
1
NC
N/A
288851.56
1.18575127421
N/A
DFE
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
288851.56
USD
275796.81
AUD
2021-01-20
13054.75
N
N
N
CREDIT SUISSE INTERNATIONAL (FX)
E58DKGMJYYYJLN8C3868
CURRENCY FORWARDS
N/A
1
NC
N/A
70169.49
0.288049551051
N/A
DFE
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL (FX)
E58DKGMJYYYJLN8C3868
68473.09
USD
62614.24
AUD
2021-01-20
5858.85
N
N
N
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
CURRENCY FORWARDS
N/A
1
NC
N/A
353931.83
1.452909301948
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
320312.17
USD
305746.41
AUD
2021-01-20
14565.76
N
N
N
STATE STREET B AND T CO
571474TGEMMWANRLN572
CURRENCY FORWARDS
N/A
1
NC
N/A
547630.47
2.248052693913
N/A
DFE
CORP
US
N
2
STATE STREET B AND T CO
571474TGEMMWANRLN572
188917.85
USD
190552.49
AUD
2021-01-20
-1634.64
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
130263.73
0.534739656005
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
94440.25
CAD
97108.55
USD
2021-01-20
-2668.3
N
N
N
CREDIT SUISSE INTERNATIONAL (FX)
E58DKGMJYYYJLN8C3868
CURRENCY FORWARDS
N/A
1
NC
N/A
52639.75
0.216089020384
N/A
DFE
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL (FX)
E58DKGMJYYYJLN8C3868
18884.15
CAD
19798.83
USD
2021-01-20
-914.68
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
103158.19
0.423469948501
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
103158.19
USD
99355.14
CAD
2021-01-20
3803.05
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
160001.86
0.656816287823
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
120830.32
USD
115669.71
AUD
2021-01-20
5160.61
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
CURRENCY FORWARDS
N/A
1
NC
N/A
491494.88
2.017613061282
N/A
DFE
CORP
GB
N
2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
315377.16
USD
302879.92
AUD
2021-01-20
12497.24
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
452169.13
1.856178730889
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
70298.16
AUD
81273.23
USD
2021-01-20
-10975.07
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
CURRENCY FORWARDS
N/A
1
NC
N/A
106642.2
0.437771997959
N/A
DFE
CORP
US
N
2
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
35701.62
USD
35782.99
AUD
2021-01-20
-81.37
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
CURRENCY FORWARDS
N/A
1
NC
N/A
18708.81
0.076800676778
N/A
DFE
CORP
CA
N
2
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
17276.48
NZD
18708.81
USD
2021-01-20
-1432.33
N
N
N
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
CURRENCY FORWARDS
N/A
1
NC
N/A
15006.26
0.061601508803
N/A
DFE
CORP
GB
N
2
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
14405.4
CAD
15006.26
USD
2021-01-20
-600.86
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
CURRENCY FORWARDS
N/A
1
NC
N/A
61910.62
0.25414644308
N/A
DFE
CORP
US
N
2
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
61910.62
USD
59727.64
CAD
2021-01-20
2182.98
N
N
N
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
CURRENCY FORWARDS
N/A
1
NC
N/A
369970.99
1.518750921108
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
287947.27
USD
281419.09
CAD
2021-01-20
6528.18
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
CURRENCY FORWARDS
N/A
1
NC
N/A
99465.55
0.408311461612
N/A
DFE
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
61332.51
CAD
64110.49
USD
2021-01-20
-2777.98
N
N
N
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Credit Default Swap Basket Index
N/A
1903000
NC
USD
45829.95
0.188134423125
N/A
DCR
CORP
US
N
2
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Y
2025-12-20
138968.48
USD
0
USD
1903000
USD
-93720
N
N
N
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Credit Default Swap Basket Index
N/A
1324000
NC
USD
123297.5
0.506142905138
N/A
DCR
CORP
US
N
2
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Y
2025-12-20
0
USD
54911.57
USD
1324000
USD
-70408.71
N
N
N
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Credit Default Swap Basket Index
N/A
1117000
NC
USD
104020.62
0.427010270289
N/A
DCR
CORP
US
N
2
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Y
2025-12-20
45826.04
USD
0
USD
1117000
USD
59901.11
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
DISC. CP
N/A
250000
PA
USD
249997.22
1.02625210736
Long
STIV
CORP
CA
N
2
2021-01-04
Fixed
0
N
N
N
N
N
N
LIBERTY STREET FUNDING LLC
549300F33VRHM10B9391
DISC. CP
N/A
250000
PA
USD
249948.5
1.026052109125
Long
ABS-APCP
CORP
US
N
2
2021-02-05
Fixed
0
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
DISC. CP
N/A
250000
PA
USD
249889.5
1.025809910934
Long
STIV
CORP
FR
N
2
2021-03-19
Fixed
0
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
F3JS33DEI6XQ4ZBPTN86
DISC. CP
N/A
250000
PA
USD
249959.51
1.02609730577
Long
STIV
CORP
SE
N
2
2021-02-18
Fixed
0
N
N
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD/SINGAPORE
5493006GGLR4BTEL8O61
DISC. CP
N/A
250000
PA
USD
249967.66
1.02613076196
Long
STIV
CORP
SG
N
2
2021-02-03
Fixed
0
N
N
N
N
N
N
MATCHPOINT FINANCE PLC
635400YCKMVA7GIA6Q33
DISC. CP
N/A
250000
PA
USD
249902.15
1.025861839868
Long
ABS-APCP
CORP
IE
N
2
2021-03-02
Fixed
0
N
N
N
N
N
N
CHARIOT FUNDING LLC
549300EEWRNP448AMT79
DISC. CP
N/A
250000
PA
USD
249929.17
1.025972758429
Long
ABS-APCP
CORP
US
N
2
2021-02-16
Fixed
0
N
N
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
MSFSBD3QN1GSN7Q6C537
DISC. CP
N/A
250000
PA
USD
249961.5
1.026105474828
Long
STIV
CORP
AU
N
2
2021-02-11
Fixed
0
N
N
N
N
N
N
FAIRWAY FINANCE CO LLC
549300GKD6SUOVFV4H89
DISC. CP
N/A
250000
PA
USD
249937.98
1.026008923956
Long
ABS-APCP
CORP
US
N
2
2021-02-08
Fixed
0
N
N
N
N
N
N
ALPINE SECURITIZATION LLC
N/A
DISC. CP
N/A
250000
PA
USD
249879.59
1.025769229848
Long
ABS-APCP
CORP
US
N
2
2021-03-09
Fixed
0
N
N
N
N
N
N
SHEFFIELD RECEIVABLES CO LLC
549300MYF6MOTU9T3G29
DISC. CP
N/A
250000
PA
USD
249989.31
1.026219636382
Long
ABS-APCP
CORP
US
N
2
2021-01-11
Fixed
0
N
N
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
549300BUNY5BIX4CVW20
DISC. CP
N/A
250000
PA
USD
249976.8
1.026168282155
Long
ABS-APCP
CORP
US
N
2
2021-01-20
Fixed
0
N
N
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER FLEX CO LLC
N/A
DISC. CP
N/A
250000
PA
USD
249929.17
1.025972758429
Long
ABS-APCP
CORP
US
N
2
2021-02-16
Fixed
0
N
N
N
N
N
N
NRW BANK
52990002O5KK6XOGJ020
DISC. CP
N/A
250000
PA
USD
249967.72
1.026131008264
Long
STIV
CORP
DE
N
2
2021-01-28
Fixed
0
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
EQUITY INDEX FUTURE
N/A
1
NC
USD
187440
0.769451336313
N/A
DE
CORP
US
N
1
BofA Securities, Inc.
549300HN4UKV1E2R3U73
Short
S&P 500 INDEX
SPX
2021-01-19
183228.57
USD
-4211.43
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
EQUITY INDEX FUTURE
N/A
2
NC
USD
213080
0.874704922863
N/A
DE
CORP
US
N
1
BofA Securities, Inc.
549300HN4UKV1E2R3U73
Short
MSCI EAFE INDEX
MXEA
2021-01-19
209478.19
USD
-3601.81
N
N
N
TECHNOLOGY SELECT SECTOR SPDR FUND
549300BR5T0JNM2MW070
EXCHANGE TRADED FUND
81369Y803
2839
NS
USD
369126.78
1.515285393405
Long
EC
RF
US
N
1
N
N
CONSUMER STAPLES SELECT SECTOR SPDR FUND
549300Z52QUV3UXHLA68
EXCHANGE TRADED FUND
81369Y308
5352
NS
USD
360992.4
1.481893323616
Long
EC
RF
US
N
1
N
N
N
HEALTH CARE SELECT SECTOR SPDR FUND
549300EJNY3KKJHPOY44
EXCHANGE TRADED FUND
81369Y209
3240
NS
USD
367545.6
1.508794563998
Long
EC
RF
US
N
1
N
N
MATERIALS SELECT SECTOR SPDR FUND
549300N81BAQ1XPGBT65
EXCHANGE TRADED FUND
81369Y100
5003
NS
USD
362167.17
1.486715817995
Long
EC
RF
US
N
1
N
N
N
COMMUNICATION SERVICES SELECT SECTOR SPDR FUND
549300RPODKQJE2HDW24
EXCHANGE TRADED FUND
81369Y852
5671
NS
USD
382679.08
1.570918317781
Long
EC
RF
US
N
1
N
N
ISHARES MSCI INDIA ETF
549300282VMCFH7S5848
EXCHANGE TRADED FUND
46429B598
4267
NS
USD
171618.74
0.704504208436
Long
EC
RF
US
N
1
N
N
N
CONSUMER DISCRETIONARY SELECT SECTOR SPDR FUND
549300CD2I087Y919K79
EXCHANGE TRADED FUND
81369Y407
2336
NS
USD
375582.08
1.541784748992
Long
EC
RF
US
N
1
N
N
FREDDIE MAC REMICS
N/A
FHLMC CMO IO
3137AW2H7
84426.99
PA
USD
8328.22
0.03418779347
Long
ABS-MBS
USGSE
US
N
2
2042-11-15
Fixed
3
N
N
N
N
N
N
FREDDIE MAC REMICS
N/A
FHLMC CMO IO
3137B1HN5
21125.49
PA
USD
2648.99
0.010874247201
Long
ABS-MBS
USGSE
US
N
2
2043-03-15
Fixed
4
N
N
N
N
N
N
FREDDIE MAC REMICS
N/A
FHLMC CMO IO
3137B2FV7
36220.13
PA
USD
2068.65
0.008491920118
Long
ABS-MBS
USGSE
US
N
2
2041-12-15
Fixed
3
N
N
N
N
N
N
FREDDIE MAC REMICS
N/A
FHLMC CMO IO
3137ATNQ1
28526.07
PA
USD
317.95
0.001305201944
Long
ABS-MBS
USGSE
US
N
2
2040-11-15
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC REMICS
N/A
FHLMC CMO IO
3137BPBK4
36904.34
PA
USD
3600.48
0.014780165105
Long
ABS-MBS
USGSE
US
N
2
2046-04-15
Fixed
4
N
N
N
N
N
N
FREDDIE MAC REMICS
N/A
FHLMC CMO IO
3137ARVW3
26087.51
PA
USD
537.86
0.002207944386
Long
ABS-MBS
USGSE
US
N
2
2038-08-15
Floating
5.891
N
N
N
N
N
N
FREDDIE MAC REMICS
N/A
FHLMC CMO IO
3137ASRN6
30743.4
PA
USD
466.28
0.001914104615
Long
ABS-MBS
USGSE
US
N
2
2039-06-15
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC REMICS
N/A
FHLMC CMO IO
31398QUP0
12888.01
PA
USD
2639.52
0.010835372339
Long
ABS-MBS
USGSE
US
N
2
2040-10-15
Floating
6.341
N
N
N
N
N
N
FREDDIE MAC REMICS
N/A
FHLMC CMO IO
3137FG2T1
40985.19
PA
USD
2869.83
0.011780807344
Long
ABS-MBS
USGSE
US
N
2
2048-06-15
Fixed
3
N
N
N
N
N
N
FREDDIE MAC REMICS
N/A
FHLMC CMO IO
3137B52J1
62306.25
PA
USD
5451.8
0.02237993382
Long
ABS-MBS
USGSE
US
N
2
2043-06-15
Fixed
4
N
N
N
N
N
N
FREDDIE MAC REMICS
N/A
FHLMC CMO IO
3137FCPP3
58219.67
PA
USD
8135.03
0.033394738073
Long
ABS-MBS
USGSE
US
N
2
2047-11-15
Floating
6.041
N
N
N
N
N
N
FANNIE MAE REMICS
N/A
FHLMC CMO IO
3137FRN64
97648.71
PA
USD
16600.28
0.068145047104
Long
ABS-MBS
USGSE
US
N
2
2050-03-25
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE REMICS
N/A
FNMA CMO IO
3136ADFW4
17625
PA
USD
493.97
0.002027773563
Long
ABS-MBS
USGSE
US
N
2
2041-06-25
Fixed
3
N
N
N
N
N
N
FANNIE MAE REMICS
N/A
FNMA CMO IO
3136A97A0
13841.05
PA
USD
788.89
0.003238436111
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE REMICS
N/A
FNMA CMO IO
3136B84H9
98385.39
PA
USD
15608.86
0.06407521439
Long
ABS-MBS
USGSE
US
N
2
2050-03-25
Floating
5.902
N
N
N
N
N
N
FANNIE MAE REMICS
N/A
FNMA CMO IO
3136BAR55
177917.54
PA
USD
20564.37
0.084417850923
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Fixed
4
N
N
N
N
N
N
FANNIE MAE REMICS
N/A
FNMA CMO IO
3136AUTB7
95701.85
PA
USD
20303.15
0.083345528696
Long
ABS-MBS
USGSE
US
N
2
2046-12-25
Floating
5.852
N
N
N
N
N
N
FANNIE MAE REMICS
N/A
FNMA CMO IO
3136AA5E1
26545.54
PA
USD
2541.82
0.010434308556
Long
ABS-MBS
USGSE
US
N
2
2043-01-25
Fixed
3
N
N
N
N
N
N
FANNIE MAE REMICS
N/A
FNMA CMO IO
3136ADQT9
67140.59
PA
USD
2457.68
0.010088909306
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Fixed
3
N
N
N
N
N
N
FANNIE MAE REMICS
N/A
FNMA CMO IO
3136ARFT0
38768.13
PA
USD
8218.07
0.033735621764
Long
ABS-MBS
USGSE
US
N
2
2046-02-25
Fixed
6
N
N
N
N
N
N
FANNIE MAE REMICS
N/A
FNMA CMO IO
3136AU7B1
46459.76
PA
USD
5201.17
0.021351084117
Long
ABS-MBS
USGSE
US
N
2
2047-02-25
Fixed
4
N
N
N
N
N
N
FANNIE MAE REMICS
N/A
FNMA CMO IO
3136AU4G3
90866.47
PA
USD
19641.7
0.080630240677
Long
ABS-MBS
USGSE
US
N
2
2047-02-25
Floating
5.952
N
N
N
N
N
N
FANNIE MAE REMICS
N/A
FNMA CMO IO
3136B2KT8
126976.84
PA
USD
23205.09
0.095258149326
Long
ABS-MBS
USGSE
US
N
2
2048-07-25
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE REMICS
N/A
FNMA CMO IO
3136ANRR0
132488.21
PA
USD
25151.56
0.103248513937
Long
ABS-MBS
USGSE
US
N
2
2045-05-25
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE REMICS
N/A
FNMA CMO IO
3136ARGB8
151613.27
PA
USD
28154.58
0.115576073433
Long
ABS-MBS
USGSE
US
N
2
2046-02-25
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE REMICS
N/A
FNMA CMO IO
3136AX4V4
262051.64
PA
USD
49667.28
0.203886870289
Long
ABS-MBS
USGSE
US
N
2
2047-10-25
Floating
5.602
N
N
N
N
N
N
FANNIE MAE REMICS
N/A
FNMA CMO IO
3136ATSW5
61039.7
PA
USD
12314.88
0.05055324836
Long
ABS-MBS
USGSE
US
N
2
2046-09-25
Floating
5.952
N
N
N
N
N
N
FANNIE MAE REMICS
N/A
FNMA CMO IO
3136AHZJ2
53681.78
PA
USD
11006.21
0.04518108724
Long
ABS-MBS
USGSE
US
N
2
2044-01-25
Floating
6.452
N
N
N
N
N
N
FANNIE MAE REMICS
N/A
FNMA CMO IO
3136A4MK2
71061.77
PA
USD
13645.99
0.056017526893
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
5.802
N
N
N
N
N
N
FANNIE MAE REMICS
N/A
FNMA CMO IO
3136B0RS7
78092.36
PA
USD
15669.18
0.064322831252
Long
ABS-MBS
USGSE
US
N
2
2048-01-25
Floating
6.002
N
N
N
N
N
N
FANNIE MAE REMICS
N/A
FNMA CMO IO
3136AWLG0
76160.21
PA
USD
12847.18
0.052738368645
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F040610
1000000
PA
USD
1067890.6
4.383748662002
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
4
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F022618
2000000
PA
USD
2108437.6
8.655250367326
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F032617
1000000
PA
USD
1057343.8
4.340453477656
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F030611
1000000
PA
USD
1047812.5
4.301326975726
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
3
N
N
N
N
N
N
COMMERCIAL INTERNATIONAL BANK EGYPT SAE
213800FIIXJAMEVRIH48
GLOBAL DEPOSITORY RECEIPT
N/A
1154
NS
USD
4328.97
0.01777065595
Long
EC
CORP
EG
N
2
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38380BUS2
73714.59
PA
USD
12123.84
0.049769018829
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38377JYM9
148742.93
PA
USD
24011.15
0.098567069216
Long
ABS-MBS
USGA
US
N
2
2040-01-16
Floating
6.527
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38380XYB7
97445.72
PA
USD
15597.87
0.064030099846
Long
ABS-MBS
USGA
US
N
2
2048-07-20
Floating
6.098
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38379HFK6
121915.61
PA
USD
25659.58
0.105333963509
Long
ABS-MBS
USGA
US
N
2
2044-12-16
Fixed
5.5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38380X5F0
69178.69
PA
USD
10480.99
0.043025030737
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Floating
6.048
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38379YFD5
35953.35
PA
USD
2376.09
0.009753977943
Long
ABS-MBS
USGA
US
N
2
2045-08-20
Fixed
3.5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38380YXZ3
65959.24
PA
USD
5617.75
0.023061167545
Long
ABS-MBS
USGA
US
N
2
2045-06-20
Fixed
4.5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38380YYB5
37917.48
PA
USD
4725.66
0.019399089853
Long
ABS-MBS
USGA
US
N
2
2045-07-20
Fixed
5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38380YYC3
35966.7
PA
USD
2529.9
0.010385376311
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
3.5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38380LAB9
110979.27
PA
USD
12589.21
0.051679387845
Long
ABS-MBS
USGA
US
N
2
2068-02-20
Variable
2.269
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38381AY26
210939.99
PA
USD
34269.31
0.140677370753
Long
ABS-MBS
USGA
US
N
2
2045-09-16
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC REMICS
N/A
GNMA CMO IO
38382AAK1
89112.17
PA
USD
13283.24
0.054528418526
Long
ABS-MBS
USGA
US
N
2
2049-08-20
Floating
5.948
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38379WUZ3
70335.11
PA
USD
13750.42
0.05644621769
Long
ABS-MBS
USGA
US
N
2
2046-04-20
Floating
5.898
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376RAY2
293133.05
PA
USD
23076.34
0.094729623614
Long
ABS-MBS
USGA
US
N
2
2065-05-20
Floating
2.8
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38382DWA3
206100.56
PA
USD
30348.45
0.124582028423
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Floating
5.948
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38382LNV9
243522.34
PA
USD
28842.79
0.1184012127
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38377GWS4
69876.5
PA
USD
14698.44
0.060337891057
Long
ABS-MBS
USGA
US
N
2
2040-06-20
Floating
6.428
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38377XUL4
185.55
PA
USD
16.09
0.00006605032
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376WP82
9487.27
PA
USD
1524.92
0.006259879064
Long
ABS-MBS
USGA
US
N
2
2040-03-20
Fixed
4.5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38378GPL6
10178.35
PA
USD
258.29
0.001060294418
Long
ABS-MBS
USGA
US
N
2
2041-11-20
Fixed
3.5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38378FR44
21864.22
PA
USD
2336.1
0.009589816831
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
4
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38378VWX9
10166.17
PA
USD
221.23
0.000908161114
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
3.5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38378MGY5
25578.19
PA
USD
1342.85
0.005512471868
Long
ABS-MBS
USGA
US
N
2
2037-09-20
Fixed
3
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38375AX25
34608.21
PA
USD
6521.57
0.026771397521
Long
ABS-MBS
USGA
US
N
2
2040-01-20
Fixed
5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38378WY49
15514.08
PA
USD
3187.68
0.013085598782
Long
ABS-MBS
USGA
US
N
2
2043-09-20
Floating
5.998
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376VHX8
23805.7
PA
USD
4282.23
0.017578785723
Long
ABS-MBS
USGA
US
N
2
2040-02-20
Fixed
5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38375AXQ2
25282.56
PA
USD
4598.39
0.01887663962
Long
ABS-MBS
USGA
US
N
2
2039-12-20
Fixed
5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38377TWW7
33987.07
PA
USD
5960.24
0.024467107516
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Floating
5.898
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38378T7Q7
14906.45
PA
USD
883.21
0.003625624812
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
3.5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38379GRX7
35645.16
PA
USD
659.78
0.002708432579
Long
ABS-MBS
USGA
US
N
2
2036-10-20
Fixed
4
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38379JVV0
34082.56
PA
USD
3237.84
0.013291508295
Long
ABS-MBS
USGA
US
N
2
2045-02-20
Fixed
3.5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38379LL46
45290.66
PA
USD
8152.32
0.033465714458
Long
ABS-MBS
USGA
US
N
2
2045-04-16
Fixed
4
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38378U3A3
34775.33
PA
USD
1378.22
0.005657667631
Long
ABS-MBS
USGA
US
N
2
2040-04-20
Fixed
3.5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38378F5A4
39422.78
PA
USD
5522.06
0.02266835492
Long
ABS-MBS
USGA
US
N
2
2042-12-16
Fixed
4.5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38379HDV4
25224.1
PA
USD
3843.07
0.015776010174
Long
ABS-MBS
USGA
US
N
2
2044-02-20
Fixed
5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38378TJA9
30663.94
PA
USD
1428.38
0.005863577143
Long
ABS-MBS
USGA
US
N
2
2039-11-20
Fixed
3.5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38375UVZ0
163702.36
PA
USD
11363.07
0.046646016838
Long
ABS-MBS
USGA
US
N
2
2065-03-20
Variable
1.689
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376RAF3
125424.45
PA
USD
9389.53
0.038544528414
Long
ABS-MBS
USGA
US
N
2
2065-04-20
Variable
1.805
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376RAJ5
83971.15
PA
USD
3520.15
0.014450406111
Long
ABS-MBS
USGA
US
N
2
2065-04-20
Variable
1.619
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38379MAY0
27113
PA
USD
661.56
0.002715739576
Long
ABS-MBS
USGA
US
N
2
2039-01-20
Fixed
3.5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376REB8
74446.52
PA
USD
6878.86
0.028238092293
Long
ABS-MBS
USGA
US
N
2
2065-07-20
Variable
2.464
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376REX0
61965.45
PA
USD
3507.24
0.014397409863
Long
ABS-MBS
USGA
US
N
2
2065-06-20
Variable
1.834
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38379NML3
4433.12
PA
USD
3.5
0.000014367689
Long
ABS-MBS
USGA
US
N
2
2038-12-20
Fixed
3.5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376RFV3
145371.59
PA
USD
11571.58
0.047501961664
Long
ABS-MBS
USGA
US
N
2
2065-07-20
Variable
1.911
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376RFK7
137094.65
PA
USD
12735.96
0.052281804531
Long
ABS-MBS
USGA
US
N
2
2065-08-20
Variable
2.198
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376RDF0
215354.95
PA
USD
18628.2
0.076469768369
Long
ABS-MBS
USGA
US
N
2
2065-06-20
Variable
1.959
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38379QPS8
53830.49
PA
USD
1550.32
0.006364147438
Long
ABS-MBS
USGA
US
N
2
2039-06-20
Fixed
3.5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376RHT6
292407.96
PA
USD
10466.74
0.042966533717
Long
ABS-MBS
USGA
US
N
2
2065-08-20
Variable
1.611
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376RHY5
307776.25
PA
USD
15814.77
0.064920486075
Long
ABS-MBS
USGA
US
N
2
2065-09-20
Variable
2.045
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38379N2B7
14115.88
PA
USD
1004.71
0.004124388882
Long
ABS-MBS
USGA
US
N
2
2045-07-20
Fixed
4
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376RJD9
219853.67
PA
USD
15213.87
0.06245375908
Long
ABS-MBS
USGA
US
N
2
2065-09-20
Variable
1.618
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376RJF4
210263.27
PA
USD
18061.61
0.074143885779
Long
ABS-MBS
USGA
US
N
2
2065-10-20
Variable
1.942
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38375UWD8
166886.24
PA
USD
12530.65
0.051438995878
Long
ABS-MBS
USGA
US
N
2
2065-04-20
Variable
3.229
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376RKB1
163858.52
PA
USD
12125.53
0.04977595637
Long
ABS-MBS
USGA
US
N
2
2065-10-20
Variable
1.802
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38379GTZ0
35966.64
PA
USD
6607.43
0.027123857464
Long
ABS-MBS
USGA
US
N
2
2044-10-20
Fixed
5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376RPS9
250785.66
PA
USD
21905.88
0.089924822018
Long
ABS-MBS
USGA
US
N
2
2065-11-20
Variable
1.815
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38375UQB9
155496.55
PA
USD
11814.16
0.048497765682
Long
ABS-MBS
USGA
US
N
2
2064-10-20
Variable
1.637
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376RGZ3
98152.2
PA
USD
9982.08
0.040976978207
Long
ABS-MBS
USGA
US
N
2
2065-09-20
Variable
2.599
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376RQP4
83296.65
PA
USD
5068.09
0.02080478352
Long
ABS-MBS
USGA
US
N
2
2066-02-20
Variable
2.808
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376RNL6
121082.78
PA
USD
8978.8
0.036858459552
Long
ABS-MBS
USGA
US
N
2
2066-01-20
Variable
3.189
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376RTR7
164289.52
PA
USD
8048.54
0.033039691946
Long
ABS-MBS
USGA
US
N
2
2066-04-20
Variable
1.43
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38379TLM9
54217.59
PA
USD
6435.68
0.026418814426
Long
ABS-MBS
USGA
US
N
2
2045-03-20
Fixed
4
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38379VXQ2
45686.06
PA
USD
6279.02
0.025775716655
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
4.5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38379NAU6
49028.92
PA
USD
8076.26
0.033153484045
Long
ABS-MBS
USGA
US
N
2
2045-06-20
Fixed
4.5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38378FJF8
77067.27
PA
USD
6136.06
0.025188858124
Long
ABS-MBS
USGA
US
N
2
2039-08-20
Fixed
3.5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38379NRH7
36907.08
PA
USD
6663.57
0.0273543152
Long
ABS-MBS
USGA
US
N
2
2039-10-20
Fixed
5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38380AJ65
131401.08
PA
USD
16982.28
0.069713177762
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
4
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38379FFA2
38532.12
PA
USD
7327.27
0.030078839591
Long
ABS-MBS
USGA
US
N
2
2045-04-16
Fixed
4.5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38377LS33
32117.91
PA
USD
1179.05
0.00484006401
Long
ABS-MBS
USGA
US
N
2
2039-11-20
Floating
5.848
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376RV78
93514
PA
USD
8935.33
0.036680012852
Long
ABS-MBS
USGA
US
N
2
2067-02-20
Variable
2.186
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376RWK8
78719.87
PA
USD
7015.18
0.028797693264
Long
ABS-MBS
USGA
US
N
2
2066-06-20
Variable
2.642
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38380B7G4
54586
PA
USD
5496.81
0.022564702305
Long
ABS-MBS
USGA
US
N
2
2045-06-20
Fixed
4
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38375BMD1
67464.24
PA
USD
3239.42
0.01329799428
Long
ABS-MBS
USGA
US
N
2
2061-06-20
Variable
1.538
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376R4J2
187216.14
PA
USD
18195.91
0.074695194542
Long
ABS-MBS
USGA
US
N
2
2067-05-20
Variable
2.359
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38375UYG9
119001.85
PA
USD
11750.24
0.048235370625
Long
ABS-MBS
USGA
US
N
2
2067-01-20
Variable
2.186
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376R5C6
236166.11
PA
USD
13988.83
0.057424903633
Long
ABS-MBS
USGA
US
N
2
2067-06-20
Variable
1.713
N
N
N
N
N
N
BOLIVARIAN REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
GOVERNMENT BOND
P97497TZ7
12000
PA
USD
1140
0.004679761649
Long
DBT
NUSS
VE
N
2
2025-04-21
Fixed
7.65
Y
Y
N
N
N
N
ORIENTAL REPUBLIC OF URUGUAY
549300RDR012H2V82H43
GOVERNMENT BOND
760942BB7
70000
PA
USD
82775
0.339795851277
Long
DBT
NUSS
UY
N
2
2027-10-27
Fixed
4.375
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS
549300L6AYROPOTQ4L07
GOVERNMENT BOND
11943AAC8
33333.33
PA
USD
13750
0.056444493568
Long
DBT
NUSS
AR
N
2
2022-01-26
Fixed
10.875
Y
Y
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
GOVERNMENT BOND
91086QBE7
19000
PA
USD
24913.94
0.102273070987
Long
DBT
NUSS
MX
N
2
2045-01-21
Fixed
5.55
N
N
N
N
N
N
FHLB
2549001DPIFGXC1TOL40
GOVERNMENT DISC NOTES
N/A
250000
PA
USD
249971.67
1.026147223227
Long
DBT
USGA
US
N
2
2021-02-24
Fixed
0
N
N
N
N
N
N
J.P. MORGAN SECURITIES, LLC.
ZBUT11V806EZRVTWT807
GOVERNMENT FUTURES
N/A
82
NC
USD
11322406.25
46.479089945241
N/A
DIR
CORP
US
N
1
J.P. MORGAN SECURITIES, LLC.
ZBUT11V806EZRVTWT807
Long
UNITED STATES OF AMERICA
US TREASURY N/B 02.2500 11/15/2027
2021-01-31
11311231.35
USD
11174.9
N
N
N
J.P. MORGAN SECURITIES, LLC.
ZBUT11V806EZRVTWT807
GOVERNMENT FUTURES
N/A
23
NC
USD
3596265.63
14.762864888702
N/A
DIR
CORP
US
N
1
J.P. MORGAN SECURITIES, LLC.
ZBUT11V806EZRVTWT807
Long
UNITED STATES OF AMERICA
US TREASURY N/B 02.2500 11/15/2025
2021-01-31
3578504.88
USD
17760.75
N
N
N
J.P. MORGAN SECURITIES, LLC.
ZBUT11V806EZRVTWT807
GOVERNMENT FUTURES
N/A
22
NC
USD
4861484.36
19.956656195393
N/A
DIR
CORP
US
N
1
J.P. MORGAN SECURITIES, LLC.
ZBUT11V806EZRVTWT807
Short
UNITED STATES OF AMERICA
US TREASURY N/B 01.6250 12/15/2022
2021-01-06
4856794.23
USD
-4690.13
N
N
N
PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS
549300L6AYROPOTQ4L07
GOVT FLOATER
N/A
195000
PA
2075.61
0.008520491294
Long
DBT
NUSS
AR
N
2
2022-05-31
Fixed
34.187
N
N
N
N
N
N
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Interest Rate Swap
N/A
4300
NC
USD
529.47
0.002173502982
N/A
DIR
CORP
US
N
2
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Y
2030-12-07
0.07
USD
0
USD
4300
USD
-535.13
N
N
N
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Interest Rate Swap
N/A
625000
NC
USD
2085
0.008559037752
N/A
DIR
CORP
US
N
2
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Y
2031-03-17
115.33
USD
0
USD
625000
USD
1969.67
N
N
N
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Interest Rate Swap
N/A
400
NC
USD
84.26
0.000345891857
N/A
DIR
CORP
US
N
2
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Y
2052-06-22
0.02
USD
0
USD
400
USD
-84.28
N
N
N
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Interest Rate Swap
N/A
8600
NC
USD
590.15
0.002422597664
N/A
DIR
CORP
US
N
2
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Y
2047-01-27
0.3
USD
0
USD
8600
USD
-590.45
N
N
N
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Interest Rate Swap
N/A
700
NC
USD
48.44
0.00019884882
N/A
DIR
CORP
US
N
2
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Y
2050-03-07
0.02
USD
0
USD
700
USD
48.42
N
N
N
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Interest Rate Swap
N/A
2000
NC
USD
124.94
0.000512885456
N/A
DIR
CORP
US
N
2
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Y
2050-10-16
0
USD
5.21
USD
2000
USD
-115.88
N
N
N
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Interest Rate Swap
N/A
297000
NC
USD
12536.07
0.051461245271
N/A
DIR
CORP
US
N
2
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Y
2051-03-17
0
USD
14329.71
USD
297000
USD
1793.64
N
N
N
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Interest Rate Swap
N/A
1711000
NC
USD
1912.9
0.007852557945
N/A
DIR
CORP
US
N
2
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Y
2023-03-17
1617.91
USD
0
USD
1711000
USD
294.99
N
N
N
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Interest Rate Swap
N/A
520000
NC
USD
237.64
0.000975525051
N/A
DIR
CORP
US
N
2
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Y
2026-03-17
834.67
USD
0
USD
520000
USD
-597.03
N
N
N
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Interest Rate Swap
N/A
817000
NC
USD
4067.84
0.016698703179
N/A
DIR
CORP
US
N
2
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Y
2031-03-17
6171.49
USD
0
USD
817000
USD
-2103.65
N
N
N
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Interest Rate Swap
N/A
142000
NC
1292.13
0.005304263525
N/A
DIR
CORP
US
N
2
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Y
2031-03-17
0
USD
889.62
USD
142000
AUD
-402.51
N
N
N
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Interest Rate Swap
N/A
56000
NC
448.35
0.001840500996
N/A
DIR
CORP
US
N
2
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Y
2031-03-17
163.6
USD
0
USD
56000
CHF
284.75
N
N
N
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Interest Rate Swap
N/A
1881000
NC
2418.58
0.009928401691
N/A
DIR
CORP
US
N
2
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Y
2031-03-17
702.85
USD
0
USD
1881000
SEK
1715.73
N
N
N
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Interest Rate Swap
N/A
740000
NC
891.96
0.003661544035
N/A
DIR
CORP
US
N
2
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Y
2031-03-17
44.97
USD
0
USD
740000
NOK
-936.93
N
N
N
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Interest Rate Swap
N/A
87000
NC
687.18
0.002820911061
N/A
DIR
CORP
US
N
2
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Y
2031-03-17
0
USD
82.37
USD
87000
NZD
-604.81
N
N
N
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Interest Rate Swap
N/A
29000
NC
190.03
0.000780083426
N/A
DIR
CORP
US
N
2
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Y
2031-03-17
0
USD
25.77
USD
29000
EUR
-164.26
N
N
N
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Interest Rate Swap
N/A
122000
NC
729.4
0.002994226444
N/A
DIR
CORP
US
N
2
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Y
2031-03-17
0
USD
186.54
USD
122000
GBP
-542.86
N
N
N
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Interest Rate Swap
N/A
1000
NC
2.62
0.000010755242
N/A
DIR
CORP
US
N
2
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Y
2031-03-17
3.9
USD
0
USD
1000
CAD
-1.28
N
N
N
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Interest Rate Swap
N/A
4900
NC
USD
251.97
0.001034350476
N/A
DIR
CORP
US
N
2
BARCLAYS CAPITAL, INC.
AC28XWWI3WIBK2824319
Y
2029-06-05
0.06
USD
0
USD
4900
USD
251.91
N
N
N
CITIGROUP GLOBAL MARKETS HOLDINGS INC/UNITED STATES
82VOJDD5PTRDMVVMGV31
LEVERAGED COMMODITY LINKED NOTES
17327TT71
327000
NS
USD
516869.28
2.12177634547
Long
COMM
CORP
US
N
2
N
N
N
BOFA FINANCE LLC
549300CGZYSEY3ZSIW16
LEVERAGED COMMODITY LINKED NOTES
09709PAT6
300000
NS
USD
511459.33
2.099568208163
Long
COMM
CORP
US
N
2
N
N
N
GOLDMAN SACHS INTERNATIONAL/UNITED STATES
N/A
LEVERAGED COMMODITY LINKED NOTES
N/A
168000
NS
USD
90300.57
0.370688723092
Long
COMM
CORP
US
N
2
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
LEVERAGED COMMODITY LINKED NOTES
173074GV1
319000
NS
USD
399076.48
1.638230531514
Long
COMM
CORP
US
N
2
N
N
N
BOFA FINANCE LLC
549300CGZYSEY3ZSIW16
LEVERAGED COMMODITY LINKED NOTES
09709PAV1
49000
NS
USD
51150.21
0.209974378133
Long
COMM
CORP
US
N
2
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Mortgage Backed Swap Basket Index
N/A
4000
NC
USD
1068
0.004384197755
N/A
DCR
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Y
2063-05-11
0
USD
246.94
USD
4000
USD
-818.73
N
N
N
J.P. MORGAN SECURITIES
ZBUT11V806EZRVTWT807
Mortgage Backed Swap Basket Index
N/A
756000
NC
USD
201852
0.828613375679
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES
ZBUT11V806EZRVTWT807
Y
2063-05-11
0
USD
241694.98
USD
756000
USD
40283.98
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Mortgage Backed Swap Basket Index
N/A
1000
NC
USD
267
0.001096049439
N/A
DCR
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Y
2063-05-11
0
USD
68.35
USD
1000
USD
-198.07
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Mortgage Backed Swap Basket Index
N/A
4000
NC
USD
1068
0.004384197755
N/A
DCR
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Y
2063-05-11
0
USD
228
USD
4000
USD
-837.67
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Mortgage Backed Swap Basket Index
N/A
8000
NC
USD
2136
0.00876839551
N/A
DCR
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Y
2063-05-11
0
USD
886.88
USD
8000
USD
-1244.45
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Mortgage Backed Swap Basket Index
N/A
25000
NC
USD
4970
0.020402118766
N/A
DCR
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Y
2047-01-17
0
USD
140.53
USD
25000
USD
-4814.89
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Mortgage Backed Swap Basket Index
N/A
17000
NC
USD
7213.1
0.029610165567
N/A
DCR
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Y
2063-05-11
300.06
USD
0
USD
17000
USD
6896.51
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
9000
NC
USD
2403
0.009864444949
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2063-05-11
0
USD
435.43
USD
9000
USD
-1962.32
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Mortgage Backed Swap Basket Index
N/A
107000
NC
USD
21271.6
0.087321068318
N/A
DCR
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Y
2047-01-17
0
USD
7908.9
USD
107000
USD
-13300.28
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
20000
NC
USD
3976
0.016321695013
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2047-01-17
0
USD
1478.3
USD
20000
USD
-2486.03
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
18000
NC
USD
4806
0.019728889897
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2063-05-11
0
USD
877.5
USD
18000
USD
-3918
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
7000
NC
USD
1869
0.007672346071
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2063-05-11
0
USD
365.13
USD
7000
USD
-1499.79
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
36000
NC
USD
9612
0.039457779794
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2063-05-11
0
USD
3376.42
USD
36000
USD
-6214.58
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
17000
NC
USD
3379.6
0.013873440761
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2047-01-17
0
USD
1448.13
USD
17000
USD
-1921.55
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
8000
NC
USD
1590.4
0.006528678005
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2047-01-17
0
USD
695.07
USD
8000
USD
-890.66
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
54000
NC
USD
21006
0.086230765955
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2047-01-17
9129.81
USD
0
USD
54000
USD
11823.69
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Mortgage Backed Swap Basket Index
N/A
50000
NC
USD
9940
0.040804237532
N/A
DCR
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Y
2047-01-17
0
USD
3952.21
USD
50000
USD
-5958.62
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
58000
NC
USD
15486
0.063570867446
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2063-05-11
0
USD
4359.93
USD
58000
USD
-11092.24
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
16000
NC
USD
4272
0.01753679102
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2063-05-11
0
USD
1090.03
USD
16000
USD
-3172.64
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
8000
NC
USD
2136
0.00876839551
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2063-05-11
0
USD
633.02
USD
8000
USD
-1498.31
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
3000
NC
USD
801
0.003288148316
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2063-05-11
0
USD
259.05
USD
3000
USD
-540.2
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
7000
NC
USD
1869
0.007672346071
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2063-05-11
0
USD
590.71
USD
7000
USD
-1274.21
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
5000
NC
USD
1335
0.005480247194
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2063-05-11
0
USD
421.94
USD
5000
USD
-910.14
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
3000
NC
USD
801
0.003288148316
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2063-05-11
0
USD
259.93
USD
3000
USD
-539.32
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
14000
NC
USD
3738
0.015344692142
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2063-05-11
0
USD
1160.27
USD
14000
USD
-2569.56
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
9000
NC
USD
2403
0.009864444949
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2063-05-11
0
USD
990.43
USD
9000
USD
-1407.32
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
16000
NC
USD
4272
0.01753679102
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2063-05-11
0
USD
2221.38
USD
16000
USD
-2041.29
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
20000
NC
USD
1506
0.006182211441
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2063-05-11
0
USD
1017.78
USD
20000
USD
-480.44
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
10000
NC
USD
2670
0.010960494387
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2063-05-11
0
USD
1217.53
USD
10000
USD
-1446.64
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
8000
NC
USD
602.4
0.002472884576
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2063-05-11
0
USD
419.08
USD
8000
USD
-180.21
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
15000
NC
USD
4005
0.016440741581
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2063-05-11
0
USD
1671.36
USD
15000
USD
-2324.89
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
27000
NC
USD
7209
0.029593334846
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2063-05-11
0
USD
2923.16
USD
27000
USD
-4270.09
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
6000
NC
USD
1602
0.006576296632
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2063-05-11
0
USD
661.44
USD
6000
USD
-937.06
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
62000
NC
USD
4668.6
0.019164855467
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2063-05-11
0
USD
3976.72
USD
62000
USD
-667.77
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
15000
NC
USD
5835
0.023952990543
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2047-01-17
2738.35
USD
0
USD
15000
USD
3082.07
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
6000
NC
USD
451.8
0.001854663432
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2063-05-11
0
USD
309.07
USD
6000
USD
-140.4
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Mortgage Backed Swap Basket Index
N/A
38000
NC
USD
7554.4
0.031011220524
N/A
DCR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2047-01-17
3871.83
USD
0
USD
38000
USD
3660.4
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Mortgage Backed Swap Basket Index
N/A
6000
NC
USD
2082.6
0.008549185622
N/A
DCR
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Y
2059-11-17
800.54
USD
0
USD
6000
USD
1276.23
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Mortgage Backed Swap Basket Index
N/A
1000
NC
USD
397.4
0.00163134849
N/A
DCR
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Y
2057-10-17
175.22
USD
0
USD
1000
USD
221.21
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Mortgage Backed Swap Basket Index
N/A
1000
NC
USD
397.4
0.00163134849
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Y
2057-10-17
175.6
USD
0
USD
1000
USD
220.83
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Mortgage Backed Swap Basket Index
N/A
6000
NC
USD
2082.6
0.008549185622
N/A
DCR
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Y
2059-11-17
713.5
USD
0
USD
6000
USD
1363.27
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Mortgage Backed Swap Basket Index
N/A
9000
NC
USD
2111.4
0.00866741118
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Y
2054-11-18
1166.04
USD
0
USD
9000
USD
936.61
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Mortgage Backed Swap Basket Index
N/A
3000
NC
USD
1041.3
0.004274592811
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Y
2059-11-17
328.95
USD
0
USD
3000
USD
709.43
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Mortgage Backed Swap Basket Index
N/A
3000
NC
USD
1041.3
0.004274592811
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Y
2059-11-17
313.09
USD
0
USD
3000
USD
725.29
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Mortgage Backed Swap Basket Index
N/A
3000
NC
USD
1041.3
0.004274592811
N/A
DCR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2059-11-17
314.63
USD
0
USD
3000
USD
723.75
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Mortgage Backed Swap Basket Index
N/A
6000
NC
USD
2028
0.008325049669
N/A
DCR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2058-09-17
727.5
USD
0
USD
6000
USD
1294.67
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
3000
NC
USD
1014
0.004162524835
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2058-09-17
361.05
USD
0
USD
3000
USD
650.03
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Mortgage Backed Swap Basket Index
N/A
3000
NC
USD
1014
0.004162524835
N/A
DCR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2058-09-17
363.75
USD
0
USD
3000
USD
647.33
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
3000
NC
USD
1014
0.004162524835
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2058-09-17
357
USD
0
USD
3000
USD
654.08
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Mortgage Backed Swap Basket Index
N/A
29000
NC
USD
2183.7
0.008964206589
N/A
DCR
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Y
2063-05-11
32.02
USD
0
USD
29000
USD
-2204.44
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Mortgage Backed Swap Basket Index
N/A
15000
NC
USD
5070
0.020812624174
N/A
DCR
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Y
2058-09-17
1503.7
USD
0
USD
15000
USD
3551.72
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Mortgage Backed Swap Basket Index
N/A
792000
NC
USD
211464
0.868071155474
N/A
DCR
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Y
2063-05-11
0
USD
74418.26
USD
792000
USD
-136583.74
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Mortgage Backed Swap Basket Index
N/A
36000
NC
USD
12168
0.049950298017
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Y
2058-09-17
3715.91
USD
0
USD
36000
USD
8417.09
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Mortgage Backed Swap Basket Index
N/A
3000
NC
USD
703.8
0.00288913706
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Y
2054-11-18
282.79
USD
0
USD
3000
USD
418.09
N
N
N
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
Mortgage Backed Swap Basket Index
N/A
191000
NC
USD
50997
0.209345442797
N/A
DCR
CORP
GB
N
2
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
Y
2063-05-11
0
USD
17054.52
USD
191000
USD
-33831.06
N
N
N
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
Mortgage Backed Swap Basket Index
N/A
9000
NC
USD
3042
0.012487574504
N/A
DCR
CORP
GB
N
2
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
Y
2058-09-17
350.61
USD
0
USD
9000
USD
2682.64
N
N
N
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
Mortgage Backed Swap Basket Index
N/A
6000
NC
USD
2082.6
0.008549185622
N/A
DCR
CORP
GB
N
2
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
Y
2059-11-17
341.4
USD
0
USD
6000
USD
1735.37
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Mortgage Backed Swap Basket Index
N/A
17000
NC
USD
7213.1
0.029610165567
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Y
2063-05-11
0
USD
2438.67
USD
17000
USD
-4757.9
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Mortgage Backed Swap Basket Index
N/A
397000
NC
USD
105999
0.435131627176
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Y
2063-05-11
0
USD
25280.53
USD
397000
USD
-80486.89
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Mortgage Backed Swap Basket Index
N/A
9000
NC
USD
3501
0.014371794326
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Y
2047-01-17
0
USD
459.3
USD
9000
USD
-3032.95
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Mortgage Backed Swap Basket Index
N/A
65000
NC
USD
17355
0.071243213517
N/A
DCR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2063-05-11
0
USD
4306.24
USD
65000
USD
-13010.84
N
N
N
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
Mortgage Backed Swap Basket Index
N/A
7000
NC
USD
1642.2
0.006741319806
N/A
DCR
CORP
GB
N
2
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
Y
2054-11-18
3459.65
USD
0
USD
7000
USD
-1824.26
N
N
N
J.P. MORGAN SECURITIES
ZBUT11V806EZRVTWT807
Mortgage Backed Swap Basket Index
N/A
189000
NC
USD
37573.2
0.15424001787
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES
ZBUT11V806EZRVTWT807
Y
2047-01-17
44370.18
USD
0
USD
189000
USD
-6907.23
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Mortgage Backed Swap Basket Index
N/A
2000
NC
USD
534
0.002192098877
N/A
DCR
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Y
2063-05-11
0
USD
120.53
USD
2000
USD
-412.3
N
N
N
DIALOG GROUP BHD
N/A
ORDINARY SHARES
N/A
5300
NS
4559.84
0.018718389785
Long
EC
CORP
MY
N
2
N
N
N
FENG TAY ENTERPRISE CO LTD
N/A
ORDINARY SHARES
N/A
1400
NS
9966.5
0.040913021465
Long
EC
CORP
TW
N
2
N
N
N
HONG LEONG BANK BHD
549300BUPYUQGB5BFX94
ORDINARY SHARES
N/A
1100
NS
4998.4
0.020518702302
Long
EC
CORP
MY
N
2
N
N
N
KIA MOTORS CORP
988400V8MJK9N7OI5X76
ORDINARY SHARES
N/A
372
NS
21424.41
0.087948361631
Long
EC
CORP
KR
N
2
N
N
N
KT CORP
9884005ACF8449EANY26
ORDINARY SHARES
N/A
236
NS
5216.23
0.021412906231
Long
EC
CORP
KR
N
2
N
N
N
LITE-ON TECHNOLOGY CORP
2549005GU1PQ73SZBT32
ORDINARY SHARES
N/A
7000
NS
12426.81
0.051012727063
Long
EC
CORP
TW
N
2
N
N
N
MISC BHD
N/A
ORDINARY SHARES
N/A
1000
NS
1711.36
0.007025225346
Long
EC
CORP
MY
N
2
N
N
N
PETRONAS GAS BHD
N/A
ORDINARY SHARES
N/A
1000
NS
4271.37
0.017534204836
Long
EC
CORP
MY
N
2
N
N
N
RUENTEX DEVELOPMENT CO LTD
N/A
ORDINARY SHARES
N/A
1500
NS
2183.93
0.008965150752
Long
EC
CORP
TW
N
2
N
N
N
SAMSUNG ENGINEERING CO LTD
988400HDAY5KIVHGZ188
ORDINARY SHARES
N/A
793
NS
9702.53
0.03982941034
Long
EC
CORP
KR
N
2
N
N
N
SYNNEX TECHNOLOGY INTERNATIONAL CORP
529900GMBJ3R4A2WBC71
ORDINARY SHARES
N/A
5000
NS
8380.1
0.034400763676
Long
EC
CORP
TW
N
2
N
N
N
TECO ELECTRIC AND MACHINERY CO LTD
N/A
ORDINARY SHARES
N/A
3000
NS
2956.07
0.012134827207
Long
EC
CORP
TW
N
2
N
N
N
FUBON FINANACIAL HOLDING CO
549300G7Y2TS2XNIB476
ORDINARY SHARES
N/A
17000
NS
28340.79
0.116340475553
Long
EC
CORP
TW
N
2
N
N
N
FAR EASTONE TELECOMMUNICATIONS
529900L7W7BWDLVZL253
ORDINARY SHARES
N/A
2000
NS
4352.71
0.017868109934
Long
EC
CORP
TW
N
2
N
N
N
TOP GLOVE CORP BHD
N/A
ORDINARY SHARES
N/A
13400
NS
20457.25
0.08397811753
Long
EC
CORP
MY
N
2
N
N
N
TAISHIN FINANCIAL HOLDINGS CO
N/A
ORDINARY SHARES
N/A
18000
NS
8489.47
0.03484973344
Long
EC
CORP
TW
N
2
N
N
N
LG ELECTRONICS INC
988400RMQFTGZIOG0609
ORDINARY SHARES
N/A
584
NS
72637.24
0.29817979825
Long
EC
CORP
KR
N
2
N
N
N
RADIANT OPTO-ELECTRONICS CORP
N/A
ORDINARY SHARES
Y7174K103
4000
NS
16235.83
0.066648960145
Long
EC
CORP
TW
N
2
N
N
N
CTBC FINANCIAL HOLDING CO LTD
549300IWDYIFW6JXM387
ORDINARY SHARES
Y15093100
16000
NS
11220.25
0.046059733015
Long
EC
CORP
TW
N
2
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
ORDINARY SHARES
G87572163
1800
NS
131521.01
0.539900858396
Long
EC
CORP
CN
N
2
N
N
N
PING AN INSURANCE GROUP CO OF CHINA LTD
529900M9MC28JLN35U89
ORDINARY SHARES
N/A
5500
NS
67556.7
0.277323906807
Long
EC
CORP
CN
N
2
N
N
N
BURSA MALAYSIA BHD
254900CXCSGW8M52ZU27
ORDINARY SHARES
N/A
4400
NS
9083.45
0.037288053462
Long
EC
CORP
MY
N
2
N
N
N
CHINA SHENHUA ENERGY CO LTD
529900N9JOX4C108MA40
ORDINARY SHARES
N/A
4500
NS
8479.31
0.034808026091
Long
EC
CORP
CN
N
2
N
N
N
BIM BIRLESIK MAGAZALAR AS
7890001GCDJQD8DJKE29
ORDINARY SHARES
N/A
511
NS
5191.46
0.021311224042
Long
EC
CORP
TR
N
2
N
N
N
HANA FINANCIAL GROUP INC
N/A
ORDINARY SHARES
Y29975102
1592
NS
50621.8
0.207805226507
Long
EC
CORP
KR
N
2
N
N
N
FRONTKEN CORP BHD
N/A
ORDINARY SHARES
N/A
3300
NS
2926.07
0.012011675585
Long
EC
CORP
MY
N
2
N
N
N
KUMBA IRON ORE LTD
3789006C753402643048
ORDINARY SHARES
N/A
467
NS
19840.46
0.081446161225
Long
EC
CORP
ZA
N
2
N
N
N
HAITIAN INTERNATIONAL HOLDINGS LTD
30030093DDRS825TVP62
ORDINARY SHARES
N/A
2000
NS
6927.78
0.028438911538
Long
EC
CORP
CN
N
2
N
N
N
MARFRIG GLOBAL FOODS SA
391200219USWMOBN3F92
ORDINARY SHARES
N/A
2900
NS
8101.15
0.033255658841
Long
EC
CORP
BR
N
1
N
N
N
KWG GROUP HOLDINGS LTD
549300LK82ZOM9ZE7H90
ORDINARY SHARES
N/A
1500
NS
2055.85
0.008439375426
Long
EC
CORP
CN
N
2
N
N
N
SINOTRUK HONG KONG LTD
529900BB4WA4W576X724
ORDINARY SHARES
N/A
5500
NS
14085.61
0.057822190767
Long
EC
CORP
CN
N
2
N
N
N
SIME DARBY BHD
N/A
ORDINARY SHARES
N/A
9200
NS
5285.47
0.021697140176
Long
EC
CORP
MY
N
2
N
N
N
WANT WANT CHINA HOLDINGS LTD
5299005HZCEKX4O1J230
ORDINARY SHARES
N/A
16000
NS
11579.54
0.047534637894
Long
EC
CORP
CN
N
2
N
N
N
HARTALEGA HOLDINGS BHD
N/A
ORDINARY SHARES
N/A
4700
NS
14210.36
0.058334296263
Long
EC
CORP
MY
N
2
N
N
N
HYPERA SA
N/A
ORDINARY SHARES
N/A
2382
NS
15706.65
0.064476647629
Long
EC
CORP
BR
N
1
N
N
N
GLOW ENERGY PCL
N/A
ORDINARY SHARES
N/A
700
NS
0.23
0.000000944162
Long
EC
CORP
TH
N
3
N
N
N
FEDERAL GRID CO UNIFIED ENERGY SYSTEM PJSC
N/A
ORDINARY SHARES
X2393G109
1109314
NS
USD
3331.27
0.013675043497
Long
EC
CORP
RU
N
1
N
N
N
KB FINANCIAL GROUP INC
529900TKE4MXG3Q6GW86
ORDINARY SHARES
N/A
1301
NS
51671.11
0.212112700802
Long
EC
CORP
KR
N
2
N
N
N
CELLTRION INC
N/A
ORDINARY SHARES
N/A
10
NS
3295.6
0.013528616218
Long
EC
CORP
KR
N
2
N
N
N
CHINA RESOURCES CEMENT
529900E0EOYXYJ0GHY66
ORDINARY SHARES
N/A
14000
NS
15647.42
0.064233505276
Long
EC
CORP
HK
N
2
N
N
N
CHINA MINSHENG BANKING CORP LTD
549300HBUGSQD1VCXG94
ORDINARY SHARES
N/A
43500
NS
24807.52
0.101836211132
Long
EC
CORP
CN
N
2
N
N
N
ZHONGSHENG GROUP HOLDINGS LTD
3003005VYMEBAJNJ2Y26
ORDINARY SHARES
N/A
4000
NS
28518.21
0.117068794247
Long
EC
CORP
CN
N
2
N
N
N
PEGATRON CORP
529900M87JQS8TUO0L66
ORDINARY SHARES
N/A
3000
NS
7199.56
0.029554583135
Long
EC
CORP
TW
N
2
N
N
N
ZOOMLION HEAVY INDUSTRY SCIENCE AND TECHNOLOGY CO LTD
529900QZ3EMAU0QKFK85
ORDINARY SHARES
N/A
7800
NS
9360.97
0.038427288069
Long
EC
CORP
CN
N
2
N
N
N
SEEGENE INC
N/A
ORDINARY SHARES
N/A
70
NS
12471.14
0.05119470411
Long
EC
CORP
KR
N
2
N
N
N
PARADE TECHNOLOGIES LTD
529900D9FDQHQKAQLY02
ORDINARY SHARES
N/A
1000
NS
39716.85
0.163039817043
Long
EC
CORP
TW
N
2
N
N
N
CHAILEASE HOLDING CO LTD
529900L76E6T0JCM3J27
ORDINARY SHARES
N/A
4720
NS
28299.37
0.116170444213
Long
EC
CORP
TW
N
2
N
N
N
PUREGOLD PRICE CLUB INC
N/A
ORDINARY SHARES
N/A
2400
NS
2051.66
0.008422175249
Long
EC
CORP
PH
N
2
N
N
N
TISCO FINANCIAL GROUP PCL
529900OOUQI3OWX2WU06
ORDINARY SHARES
N/A
3400
NS
10043.39
0.041228659073
Long
EC
CORP
TH
N
1
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
ORDINARY SHARES
N/A
7000
NS
11471.83
0.047092482519
Long
EC
CORP
CN
N
2
N
N
N
ALIBABA GROUP HOLDING LTD
5493001NTNQJDH60PM02
ORDINARY SHARES
N/A
6728
NS
196576.21
0.806955972427
Long
EC
CORP
CN
N
2
N
N
N
GLOBALWAFERS CO LTD
529900V6RTNF3U5EGX67
ORDINARY SHARES
N/A
2000
NS
50612.35
0.207766433746
Long
EC
CORP
TW
N
2
N
N
N
NIEN MADE ENTERPRISE CO LTD
N/A
ORDINARY SHARES
N/A
1000
NS
11614.98
0.047680121011
Long
EC
CORP
TW
N
2
N
N
N
QUALITAS CONTROLADORA SAB DE CV
N/A
ORDINARY SHARES
N/A
588
NS
3158.44
0.012965567001
Long
EC
CORP
MX
N
1
N
N
N
DINO POLSKA SA
259400H4L81SMPRTW956
ORDINARY SHARES
N/A
260
NS
20132.97
0.082646930593
Long
EC
CORP
PL
N
2
N
N
N
CHINA YUHUA EDUCATION CORP LTD
254900MMSBZ02HKOSY64
ORDINARY SHARES
N/A
6000
NS
5234.31
0.021487125609
Long
EC
CORP
CN
N
2
N
N
N
ORION CORP/REPUBLIC OF KOREA
N/A
ORDINARY SHARES
N/A
86
NS
9797.99
0.040221278802
Long
EC
CORP
KR
N
2
N
N
N
CHINA BIOLOGIC PRODUCTS HOLDINGS INC
529900C439Y0Z6RPYG51
ORDINARY SHARES
G21515104
15
NS
USD
1771.65
0.007272719057
Long
EC
CORP
CN
N
1
N
N
N
PRESS METAL ALUMINIUM HOLDINGS BHD
254900RO5GQ4M0YV5S47
ORDINARY SHARES
N/A
2000
NS
4172.79
0.017129528605
Long
EC
CORP
MY
N
2
N
N
N
COUNTRY GARDEN SERVICES HOLDINGS CO LTD
549300P2JRKENZSEBB42
ORDINARY SHARES
N/A
7000
NS
47478.95
0.194903657299
Long
EC
CORP
CN
N
2
N
N
N
MEITUAN
21380033K525E5JLIA77
ORDINARY SHARES
N/A
300
NS
11473.9
0.047100979981
Long
EC
CORP
CN
N
2
N
N
N
BANK BTPN SYARIAH TBK PT
N/A
ORDINARY SHARES
N/A
9200
NS
2459.41
0.010096011049
Long
EC
CORP
ID
N
2
N
N
N
COM7 PCL
N/A
ORDINARY SHARES
N/A
8300
NS
10804.41
0.044352687327
Long
EC
CORP
TH
N
1
N
N
N
CHINA FEIHE LTD
N/A
ORDINARY SHARES
N/A
8000
NS
18814.3
0.077233718933
Long
EC
CORP
CN
N
2
N
N
N
KWG LIVING GROUP HOLDINGS LTD
N/A
ORDINARY SHARES
N/A
500
NS
406.32
0.001667965573
Long
EC
CORP
CN
N
1
N
N
N
PRESIDENT CHAIN STORE CORP
N/A
ORDINARY SHARES
N/A
1000
NS
9499.37
0.038995427553
Long
EC
CORP
TW
N
2
N
N
N
UNITED MICROELECTRONICS CORP
391200YJCAGH9LF96P73
ORDINARY SHARES
N/A
35000
NS
58670.39
0.240845123706
Long
EC
CORP
TW
N
2
N
N
N
ELECTRICITY GENERATING PCL
5299009MZ255FT79SF55
ORDINARY SHARES
N/A
500
NS
3212.62
0.013187978831
Long
EC
CORP
TH
N
1
N
N
N
TOFAS TURK OTOMOBIL FABRIKASI AS
789000YSTNETKLRWHT29
ORDINARY SHARES
N/A
1361
NS
6212.87
0.025504167327
Long
EC
CORP
TR
N
2
N
N
N
ANGLO AMERICAN PLATINUM LTD
529900RORCZ0E5S5FX81
ORDINARY SHARES
N/A
382
NS
37251.33
0.152918724114
Long
EC
CORP
ZA
N
2
N
N
N
SAMSUNG ELECTRONICS CO LTD
9884007ER46L6N7EI764
ORDINARY SHARES
N/A
3126
NS
233629.21
0.959060541166
Long
EC
CORP
KR
N
2
N
N
N
QUANTA COMPUTER INC
529900DE8BIV3XOXIK04
ORDINARY SHARES
N/A
8000
NS
23098.35
0.094819975854
Long
EC
CORP
TW
N
2
N
N
N
INDOFOOD SUKSES MAKMUR TBK PT
529900E61EV2GTYWZ485
ORDINARY SHARES
N/A
13000
NS
6338.35
0.026019269513
Long
EC
CORP
ID
N
2
N
N
N
PLDT INC
254900ADE8GQHM5P2648
ORDINARY SHARES
N/A
275
NS
7699.81
0.031608136438
Long
EC
CORP
PH
N
2
N
N
N
HYUNDAI MOBIS
988400HJA9E0ZVDHRS65
ORDINARY SHARES
N/A
72
NS
16984.89
0.069723891953
Long
EC
CORP
KR
N
2
N
N
N
ADVANCED INFO SERVICE PCL
529900DU2YW1NO5RMU78
ORDINARY SHARES
N/A
7600
NS
44646.19
0.183275024311
Long
EC
CORP
TH
N
1
N
N
N
PTT EXPLORATION AND PRODUCTION PCL
2549001O8YYGP5N7Q076
ORDINARY SHARES
N/A
1200
NS
3935.25
0.016154414059
Long
EC
CORP
TH
N
1
N
N
N
HELLENIC TELECOMMUNICATIONS ORGANIZATION SA
ELPUFM0XZRZO4LFXW404
ORDINARY SHARES
N/A
907
NS
14627.26
0.060045693308
Long
EC
CORP
GR
N
2
N
N
N
REALTEK SEMICONDUCTOR CORP
5299002E7F36O00MYY75
ORDINARY SHARES
N/A
2000
NS
27694.31
0.113686640193
Long
EC
CORP
TW
N
2
N
N
N
ANHUI CONCH CEMENT CO LTD
300300JVKW56SSAEQZ33
ORDINARY SHARES
Y01373102
6000
NS
37588.44
0.154302578894
Long
EC
CORP
CN
N
2
N
N
N
UNITED INTEGRATED SERVICES CO LTD
N/A
ORDINARY SHARES
N/A
1000
NS
7690.21
0.031568727918
Long
EC
CORP
TW
N
2
N
N
N
HENGAN INTERNATIONAL GROUP CO LTD
N/A
ORDINARY SHARES
N/A
1000
NS
7079.75
0.029062756606
Long
EC
CORP
CN
N
2
N
N
N
CHAROEN POKPHAND FOODS PUBLIC CO. LTD
529900FJ3AI2GKGIWK15
ORDINARY SHARES
N/A
45100
NS
40267.86
0.165301742891
Long
EC
CORP
TH
N
1
N
N
N
NICE INFORMATION SERVICE CO LTD
N/A
ORDINARY SHARES
N/A
216
NS
4942.48
0.020289147678
Long
EC
CORP
KR
N
2
N
N
N
DL HOLDINGS CO LTD
988400LJMYZ3ZOXJVE47
ORDINARY SHARES
N/A
262
NS
20130.31
0.08263601115
Long
EC
CORP
KR
N
2
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
OTC EQUITY OPTION
N/A
2184
NC
USD
2602.46
0.010683239035
N/A
DE
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Put
Purchased
SPDR S&P 500 ETF TRUST
EXCHANGE TRADED FUND
1
235
USD
2021-05-21
XXXX
-33036.02
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
OTC EQUITY OPTION
N/A
2165
NC
USD
4537.95
0.018628530152
N/A
DE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Purchased
SPDR S&P 500 ETF TRUST
EXCHANGE TRADED FUND
1
250
USD
2021-06-18
XXXX
-30210.3
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
OTC EQUITY OPTION
N/A
2168
NC
USD
14228
0.058406709417
N/A
DE
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Put
Purchased
SPDR S&P 500 ETF TRUST
EXCHANGE TRADED FUND
1
275
USD
2021-10-15
XXXX
-16340.8
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
OTC EQUITY OPTION
N/A
2313
NC
USD
11541.04
0.047376593312
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Put
Purchased
SPDR S&P 500 ETF TRUST
EXCHANGE TRADED FUND
1
275
USD
2021-08-20
XXXX
-21049.13
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
OTC EQUITY OPTION
N/A
2290
NC
USD
12766.79
0.052408363348
N/A
DE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Purchased
SPDR S&P 500 ETF TRUST
EXCHANGE TRADED FUND
1
270
USD
2021-09-17
XXXX
-20781.71
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
OTC EQUITY OPTION
N/A
2283
NC
USD
6604.65
0.027112445414
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Put
Purchased
SPDR S&P 500 ETF TRUST
EXCHANGE TRADED FUND
1
255
USD
2021-07-16
XXXX
-21818.7
N
N
N
CIA DE TRANSMISSAO DE ENERGIA ELETRICA PAULISTA
N/A
PREFERRED
N/A
2700
NS
14455.93
0.059342374393
Long
EP
CORP
BR
N
1
N
N
N
BANK OF NEW YORK
N/A
REPURCHASE AGREEMENT
N/A
825000
PA
USD
825000
3.386669614052
Long
RA
CORP
US
N
2
Repurchase
Y
.07
2021-01-04
827216.93
USD
841551.97
USD
AMBS
N
N
N
PUTNAM CASH COLLATERAL POOL LLC
5493005HRIV7IFMKD774
SHORT TERM INV FUND
N/A
1357775
NS
USD
1357775
5.573739800266
Long
STIV
PF
US
N
2
N
N
State Street Institutional U.S. Government Money Market Fund, Premier Class
N/A
SHORT TERM INV FUND
N/A
130000
NS
USD
130000
0.533657030093
Long
STIV
RF
US
N
1
N
N
N
PUTNAM SHORT TERM INVESTMENT FUND
5493003MK0Q7JP8CPP42
SHORT TERM INV FUND
74676P664
9670286.04
NS
USD
9670286.04
39.697047140432
Long
STIV
PF
US
N
1
N
N
N
BANCO SANTANDER BRASIL SA
549300D1H731B30TSI43
STOCK UNIT
N/A
3887
OU
33547.84
0.137715697388
Long
EC
CORP
BR
N
1
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
SWAPTION
N/A
4900
NC
USD
118.68
0.000487187818
N/A
DIR
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Put
Purchased
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
2050-03-07
0
USD
0
USD
4900
USD
1
1.275
USD
2030-03-05
XXXX
118.68
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
SWAPTION
N/A
3700
NC
USD
-880.49
-0.003614459065
N/A
DIR
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Call
Purchased
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
2052-06-22
0
USD
0
USD
3700
USD
1
2.3075
USD
2022-06-20
XXXX
-880.49
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
SWAPTION
N/A
3700
NC
USD
-14.98
-0.00006149371
N/A
DIR
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Put
Purchased
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
2052-06-22
0
USD
0
USD
3700
USD
1
2.3075
USD
2022-06-20
XXXX
-14.98
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWAPTION
N/A
1438900
NC
USD
1323.79
0.005434229537
N/A
DIR
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
2026-01-15
0
USD
5695.15
USD
1438900
USD
1
.418
USD
2021-01-13
XXXX
4371.36
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWAPTION
N/A
1438900
NC
USD
2316.63
0.009509891428
N/A
DIR
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
2026-01-15
-5120.89
USD
0
USD
1438900
USD
1
.418
USD
2021-01-13
XXXX
-2804.26
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
SWAPTION
N/A
4900
NC
USD
-215.06
-0.00088283293
N/A
DIR
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Call
Purchased
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
2050-03-07
0
USD
0
USD
4900
USD
1
1.275
USD
2030-03-05
XXXX
-215.06
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWAPTION
N/A
1700
NC
USD
-152.44
-0.000625774444
N/A
DIR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Purchased
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
2047-03-25
0
USD
0
USD
1700
USD
1
2.8175
USD
2027-03-23
XXXX
-152.44
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
SWAPTION
N/A
8600
NC
USD
1867.49
0.007666147439
N/A
DIR
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
Call
Purchased
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
2052-02-17
0
USD
0
USD
8600
USD
1
2.8325
USD
2022-02-15
XXXX
1867.49
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
SWAPTION
N/A
8600
NC
USD
-1160.05
-0.004762067983
N/A
DIR
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
Put
Purchased
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
2052-02-17
0
USD
0
USD
8600
USD
1
2.8325
USD
2022-02-15
XXXX
-1160.05
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWAPTION
N/A
1700
NC
USD
174.25
0.000715305673
N/A
DIR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Call
Purchased
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
2047-03-25
0
USD
0
USD
1700
USD
1
2.8175
USD
2027-03-23
XXXX
174.25
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Total Return Swap
N/A
442
NC
USD
5538741.78
22.736834528975
N/A
DE
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Y
2023-06-20
0
USD
0
USD
5462770.82
USD
-75732.13
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Total Return Swap
N/A
43699
NC
USD
5760379.46
23.646669191018
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GSGLPWDL
GSGLPWDL
A BASKET -GSGLPWDL OF COMMON STOCK
3I GROUP PLC
1729.82611
27392.92
GBP
ABC-MART INC
131.041585
7284.67
JPY
ABIOMED INC
20.409488
6616.76
USD
ACCENTURE PLC-CL A
94.438482
24668.28
EUR
ADVANCED MICRO DEVICES
114.483906
10499.32
USD
ADVANTEST CORP
52.731186
3947.63
JPY
AEGON NV
5733.610001
22659.44
EUR
AENA SME SA
85.416949
14838.52
EUR
AES CORP
481.199381
11308.19
USD
AFLAC INC
326.122219
14502.66
USD
AFTERPAY LTD
84.798039
7714.26
AUD
AGEAS
491.182045
26150.29
EUR
AGILENT TECHNOLOGIES INC
34.950248
4141.25
USD
AGL ENERGY LTD
312.608123
2880.01
AUD
AGNC INVESTMENT CORP
1983.805192
30947.36
USD
AIR LIQUIDE SA
181.602944
29784.07
EUR
AIR PRODUCTS & CHEMICALS INC
59.269795
16193.69
USD
ALCON INC
152.281142
10121.11
CHF
ALFRESA HOLDINGS CORP
290.786062
5319.79
JPY
ALIMENTATION COUCHE-TARD -B
330.978847
11279.65
CAD
ALLEGION PLC
49.075973
5711.46
EUR
ALLSTATE CORP
304.380252
33460.52
USD
ALLY FINANCIAL INC
930.506661
33181.87
USD
ALTICE USA INC- A
391.508307
14826.42
USD
AMADA CO LTD
1835.463234
20140.23
JPY
AMADEUS IT GROUP SA
61.359529
4464.61
EUR
AMERICAN WATER WORKS CO INC
82.963151
12732.35
USD
AMETEK INC
249.552051
30180.83
USD
AMGEN INC
125.893705
28945.48
USD
AMPHENOL CORP-CL A
176.367688
23063.6
USD
AMPOL LTD
245.445397
5377.81
AUD
ANGLO AMERICAN PLC
91.773526
3042.75
GBP
ANNALY CAPITAL MANAGEMENT IN
3888.564574
32858.37
USD
ANSYS INC
74.072682
26947.64
USD
APOLLO GLOBAL MANAGEMENT INC
45.173195
2212.58
USD
APPLE INC
47.474087
6299.34
USD
ARCH CAPITAL GROUP LTD
306.855895
11068.29
BMD
ARROW ELECTRONICS INC
340.662978
33146.51
USD
ASAHI GROUP HOLDINGS LTD
160.479888
6596.06
JPY
ASAHI KASEI CORP
792.926466
8097.83
JPY
ASCENDAS REAL ESTATE INV TRT
5163.134581
11642.06
SGD
ASSA ABLOY AB-B
145.727971
3586.7
SEK
ASSICURAZIONI GENERALI
513.8633
8951.87
EUR
ASTELLAS PHARMA INC
769.007391
11871.56
JPY
ATCO LTD -CLASS I
125.718954
3603.96
CAD
ATLANTIA SPA
134.8133
2423.48
EUR
ATLAS COPCO AB-A SHS
167.054903
8550.1
SEK
ATOS SE
210.10924
19194.53
EUR
AURIZON HOLDINGS LTD
10382.772062
31217.93
AUD
AUTO TRADER GROUP PLC
1654.02776
13480.82
GBP
AUTOMATIC DATA PROCESSING
30.333903
5344.83
USD
AUTOZONE INC
16.455742
19507.29
USD
AVALONBAY COMMUNITIES INC
99.702863
15995.33
USD
AVERY DENNISON CORP
140.274276
21757.94
USD
BALOISE HOLDING AG - REG
78.667183
13995.35
CHF
BANDAI NAMCO HOLDINGS INC
125.92283
10885.55
JPY
BANK HAPOALIM BM
913.279101
6249.67
ILS
BANK OF KYOTO LTD/THE
145.422156
7562.99
JPY
BEST BUY CO INC
258.733772
25819.04
USD
BHP GROUP LTD
455.052227
14885.4
AUD
BIOGEN INC
111.76798
27367.51
USD
BLACKSTONE GROUP INC/THE-A
238.651942
15467.03
USD
BNP PARIBAS
303.448246
15979.35
EUR
BOLIDEN AB
378.569434
13407.94
SEK
BOOKING HOLDINGS INC
6.727923
14984.9
USD
BOOZ ALLEN HAMILTON HOLDINGS
110.741317
9654.43
USD
BRIDGESTONE CORP
234.159379
7674.16
JPY
BURBERRY GROUP PLC
203.330348
4975.78
GBP
C.H. ROBINSON WORLDWIDE INC
107.610357
10101.38
USD
CABOT OIL & GAS CORP
128.806226
2096.97
USD
CADENCE DESIGN SYS INC
258.821148
35310.97
USD
CALBEE INC
270.35473
8142.98
JPY
CAMPBELL SOUP CO
47.190116
2281.64
USD
CAN APARTMENT PROP REAL ESTA
390.452519
15334.06
CAD
CAN IMPERIAL BK OF COMMERCE
362.747166
30982.69
CAD
CANADIAN PACIFIC RAILWAY LTD
41.234011
14302.81
CAD
CANADIAN TIRE CORP-CLASS A
243.144505
31962.74
CAD
CAPITAL ONE FINANCIAL CORP
81.914643
8097.26
USD
CAPITALAND INTEGRATED COMMER
8970.221389
14660.77
SGD
CARL ZEISS MEDITEC AG - BR
26.635001
3543.46
EUR
CARLSBERG AS-B
76.453667
12237.81
DKK
CARLYLE GROUP INC/THE
209.453923
6585.23
USD
CCL INDUSTRIES INC - CL B
58.672729
2663.76
CAD
CELANESE CORP
74.101807
9628.79
USD
CENTENE CORP
39.238934
2355.51
USD
CGI INC
170.528084
13529.45
CAD
CHEVRON CORP
192.240926
16234.75
USD
CHIPOTLE MEXICAN GRILL INC
12.516558
17356.84
USD
CHUBU ELECTRIC POWER CO INC
1989.550139
23950.52
JPY
CHURCH & DWIGHT CO INC
345.330292
30123.16
USD
CI FINANCIAL CORP
653.584197
8102.41
CAD
CINTAS CORP
26.46025
9352.64
USD
CITIGROUP INC
589.443211
36345.07
USD
CITIZENS FINANCIAL GROUP
352.626157
12609.91
USD
CITRIX SYSTEMS INC
35.583721
4629.44
USD
CK ASSET HOLDINGS LTD
5541.296262
28448.24
HKD
CK HUTCHISON HOLDINGS LTD
2249.201355
15695.91
HKD
CMS ENERGY CORP
430.965681
26293.22
USD
COCA-COLA AMATIL LTD
1220.040339
12161.83
AUD
COCA-COLA EUROPEAN PARTNERS
122.187523
6088.6
GBP
COLRUYT SA
86.501863
5122.07
EUR
COMCAST CORP-CLASS A
479.175179
25108.78
USD
COMPASS GROUP PLC
195.546637
3644.8
GBP
CONOCOPHILLIPS
212.876135
8512.92
USD
CONSTELLATION SOFTWARE INC
10.681669
13870.65
CAD
COPART INC
234.232192
29806.05
USD
COSTAR GROUP INC
3.880934
3587.07
USD
COSTCO WHOLESALE CORP
45.173195
17020.36
USD
COVESTRO AG
41.590795
2564.86
EUR
COVIVIO
125.485952
11551.15
EUR
CRODA INTERNATIONAL PLC
189.896347
17128.71
GBP
CYBERAGENT INC
70.890753
4881.44
JPY
CYBERARK SOFTWARE LTD/ISRAEL
39.901533
6447.69
ILS
DAIWA HOUSE INDUSTRY CO LTD
99.753832
2960.11
JPY
DANAHER CORP
44.124688
9801.86
USD
DARDEN RESTAURANTS INC
23.008913
2740.82
USD
DAVIDE CAMPARI-MILANO NV
474.223894
5410.99
EUR
DELTA AIR LINES INC
128.49313
5166.71
USD
DENTSPLY SIRONA INC
48.864815
2558.56
USD
DEUTSCHE BANK AG-REGISTERED
2747.788485
30040.32
EUR
DEUTSCHE POST AG-REG
57.383938
2839.18
EUR
DEXUS
3761.38936
27258.53
AUD
DIASORIN SPA
35.030342
7279.4
EUR
DISCOVERY INC-C
1371.120066
35909.63
USD
DISH NETWORK CORP-A
918.448825
29702.64
USD
DOLLAR GENERAL CORP
87.54309
18410.31
USD
DOMINO'S PIZZA INC
20.933742
8027.25
USD
DOVER CORP
221.300601
27939.2
USD
DTE ENERGY COMPANY
172.545005
20948.69
USD
EATON CORP PLC
126.388834
15184.35
USD
EIFFAGE
183.81646
17749.17
EUR
ELISA OYJ
71.924698
3942.58
EUR
EMS-CHEMIE HOLDING AG-REG
15.247046
14690.76
CHF
ENAGAS SA
433.288416
9509.36
EUR
ENDESA SA
517.656858
14134.04
EUR
ENI SPA
1022.192811
10674.42
EUR
ENTAIN PLC
2133.770881
33074.76
GBP
EQUITABLE HOLDINGS INC
329.704619
8437.14
USD
ERSTE GROUP BANK AG
101.639689
3096.75
EUR
ESTEE LAUDER COMPANIES-CL A
10.186541
2711.56
USD
EURAZEO SE
88.205688
5980.48
EUR
EVEREST RE GROUP LTD
38.168583
8934.88
BBD
EVERGY INC
121.597737
6749.89
USD
EVONIK INDUSTRIES AG
278.436974
9075.27
EUR
EXELON CORP
342.614367
14465.18
USD
EXPEDIA GROUP INC
38.583617
5108.47
USD
EXPEDITORS INTL WASH INC
179.22924
17046.49
USD
F5 NETWORKS INC
100.103335
17612.18
USD
FACTSET RESEARCH SYSTEMS INC
43.447527
14446.3
USD
FAIRFAX FINANCIAL HLDGS LTD
7.492459
2553.7
CAD
FIDELITY NATIONAL FINANCIAL
147.708485
5773.92
USD
FIFTH THIRD BANCORP
553.036703
15247.22
USD
FIRST CAPITAL REAL ESTATE IN
682.097774
7260.92
CAD
FLEETCOR TECHNOLOGIES INC
24.545268
6696.69
USD
FORD MOTOR CO
3422.233611
30081.43
USD
FORTESCUE METALS GROUP LTD
2446.153283
44185.74
AUD
FORTINET INC
54.799076
8139.31
USD
FOX CORP - CLASS A
1089.865228
31736.88
USD
FUJITSU LTD
235.047698
33929.46
JPY
GARMIN LTD
73.228051
8762.47
KYD
GEBERIT AG-REG
20.525989
12849.32
CHF
GENTING SINGAPORE LTD
16761.738389
10780.48
SGD
GIVAUDAN-REG
7.223051
30432.6
CHF
GLOBE LIFE INC
236.416583
22450.12
USD
GOODMAN GROUP
1249.86455
18221.36
AUD
GPT GROUP
2117.271451
7345.4
AUD
HANG LUNG PROPERTIES LTD
3353.76025
8846.8
HKD
HEICO CORP-CLASS A
199.558634
23360.33
USD
HEIDELBERGCEMENT AG
264.143779
19755.16
EUR
HENDERSON LAND DEVELOPMENT
3708.19217
14469.34
HKD
HENRY SCHEIN INC
119.981288
8021.95
USD
HERSHEY CO/THE
115.051847
17525.85
USD
HEXAGON AB-B SHS
29.824211
2717.95
SEK
HIKMA PHARMACEUTICALS PLC
101.894535
3508.6
JOD
HITACHI LTD
275.160389
10832.67
JPY
HKT TRUST AND HKT LTD-SS
6599.225702
8563.51
HKD
HOLOGIC INC
423.851849
30869.13
USD
HONDA MOTOR CO LTD
1019.040007
28398.5
JPY
HONGKONG LAND HOLDINGS LTD
2102.373908
8682.8
HKD
HORMEL FOODS CORP
559.043777
26057.03
USD
HOYA CORP
91.671588
12669.15
JPY
HYDRO ONE LTD
565.196477
12721.25
CAD
IBERDROLA SA
1820.944319
26027.31
EUR
ICA GRUPPEN AB
190.901166
9533.92
SEK
IDEXX LABORATORIES INC
28.316982
14154.81
USD
INGERSOLL-RAND INC
206.206462
9394.77
USD
INSULET CORP
17.962971
4591.87
USD
INTUIT INC
47.015365
17858.79
USD
INVESCO LTD
1868.025215
32559.68
USD
INVESTMENT AB LATOUR-B SHS
92.953097
2256.15
SEK
INVITATION HOMES INC
348.89813
10362.27
USD
ISUZU MOTORS LTD
917.028971
8703.58
JPY
ITOCHU CORP
1148.982116
32982.26
JPY
ITOCHU TECHNO-SOLUTIONS CORP
313.904195
11202.72
JPY
JAPAN AIRLINES CO LTD
322.991259
6240.55
JPY
JAPAN POST BANK CO LTD
2248.786321
18446.78
JPY
JAPAN RETAIL FUND INVESTMENT
3.029021
5503.31
JPY
JAZZ PHARMACEUTICALS PLC
150.722944
24876.82
EUR
JONES LANG LASALLE INC
39.144278
5807.84
USD
JUST EAT TAKEAWAY
28.040293
3165.2
EUR
KAJIMA CORP
1131.128365
15139.41
JPY
KAMIGUMI CO LTD
587.098632
10706.57
JPY
KANSAS CITY SOUTHERN
49.025004
10007.47
USD
KDDI CORP
692.167814
20552.87
JPY
KINDER MORGAN INC
1410.74491
19284.88
USD
KINROSS GOLD CORP
3064.852764
22488.59
CAD
KLA CORP
42.712115
11058.59
USD
KLEPIERRE
451.43342
10141.97
EUR
KNIGHT-SWIFT TRANSPORTATION
720.746923
30141.64
USD
KOITO MANUFACTURING CO LTD
78.710871
5351.32
JPY
KONINKLIJKE AHOLD DELHAIZE N
1084.899381
30629.24
EUR
KUEHNE + NAGEL INTL AG-REG
69.237897
15704.25
CHF
KURITA WATER INDUSTRIES LTD
374.324436
14301.58
JPY
KYOWA KIRIN CO LTD
270.289198
7366.17
JPY
L'OREAL
31.957633
12133.96
EUR
LAFARGEHOLCIM LTD-REG
281.873749
15480.29
CHF
LAM RESEARCH CORP
32.518293
15357.41
USD
LAMB WESTON HOLDINGS INC
64.483207
5077.41
USD
LASERTEC CORP
21.03568
2467.12
JPY
LEGRAND SA
197.876653
17646.73
EUR
LEIDOS HOLDINGS INC
25.593775
2690.42
USD
LENNAR CORP-A
399.342988
30441.92
USD
LINCOLN NATIONAL CORP
693.310979
34880.48
USD
LKQ CORP
69.543712
2450.72
USD
LOCKHEED MARTIN CORP
31.083877
11034.15
USD
LOGITECH INTERNATIONAL-REG
317.923473
30855.06
CHF
LUNDBERGS AB-B SHS
156.132951
8361.15
SEK
LYONDELLBASELL INDU-CL A
39.078746
3581.96
USD
MAKITA CORP
45.158633
2261.1
JPY
MCDONALD'S CORP
52.782156
11325.99
USD
MCDONALD'S HOLDINGS CO JAPAN
167.579157
8114.82
JPY
MEDIPAL HOLDINGS CORP
402.998201
7563.9
JPY
MEDTRONIC PLC
33.625051
3938.84
EUR
MERCK & CO. INC.
177.416196
14512.64
USD
METLIFE INC
649.113478
30475.88
USD
METRO INC/CN
456.319173
20362.11
CAD
METTLER-TOLEDO INTERNATIONAL
22.899694
26098.32
USD
MICRON TECHNOLOGY INC
161.477426
12139.87
USD
MITSUBISHI CHEMICAL HOLDINGS
5237.513077
31661.96
JPY
MITSUBISHI GAS CHEMICAL CO
869.758761
19955.05
JPY
MITSUBISHI HEAVY INDUSTRIES
1271.723018
38870.35
JPY
MITSUI & CO LTD
898.578153
16443.4
JPY
MIZUHO FINANCIAL GROUP INC
2208.710037
27968.51
JPY
MODERNA INC
44.772724
4677.41
USD
MONSTER BEVERAGE CORP
227.824647
21069.22
USD
MTU AERO ENGINES AG
72.230512
18830.5
EUR
MUENCHENER RUECKVER AG-REG
101.952785
30240.89
EUR
NATIONAL BANK OF CANADA
313.358097
17636.09
CAD
NESTE OYJ
121.372017
8771.9
EUR
NEW WORLD DEVELOPMENT
3740.251741
17416.83
HKD
NEXI SPA
278.254942
5554.46
EUR
NEXT PLC
113.384429
10987.07
GBP
NEXTERA ENERGY INC
385.384733
29732.43
USD
NIBE INDUSTRIER AB-B SHS
330.294405
10827.02
SEK
NIPPON PROLOGIS REIT INC
1.762075
5495.02
JPY
NIPPON TELEGRAPH & TELEPHONE
1254.051299
32130.09
JPY
NISSHIN SEIFUN GROUP INC
474.580678
7542.36
JPY
NN GROUP NV
738.112828
32037.95
EUR
NOMURA HOLDINGS INC
6039.140699
31875.76
JPY
NOMURA REAL ESTATE HOLDINGS
812.24376
17958.96
JPY
NOMURA REAL ESTATE MASTER FU
1.776638
2539.65
JPY
NORTONLIFELOCK INC
437.598947
9093.31
USD
NUCOR CORP
77.414799
4117.69
USD
NVIDIA CORP
25.943278
13547.58
USD
NVR INC
1.951389
7961.39
USD
NXP SEMICONDUCTORS NV
18.836727
2995.23
EUR
OBAYASHI CORP
2368.250637
20412.99
JPY
OGE ENERGY CORP
598.785121
19077.29
USD
OKTA INC
23.962764
6092.77
USD
OLD DOMINION FREIGHT LINE
84.936384
16577.88
USD
OMV AG
135.20649
5450.78
EUR
ONEOK INC
219.218148
8413.59
USD
OPEN TEXT CORP
601.843268
27347.49
CAD
ORACLE CORP JAPAN
45.318821
5903.23
JPY
ORIENTAL LAND CO LTD
46.964396
7750.46
JPY
ORIGIN ENERGY LTD
1742.488294
6394.45
AUD
ORKLA ASA
1587.855291
16111.43
NOK
OSAKA GAS CO LTD
833.184783
17042.14
JPY
OTSUKA CORP
227.700865
12018.5
JPY
PACCAR INC
229.361001
19789.27
USD
PACKAGING CORP OF AMERICA
122.180241
16849.88
USD
PANDORA A/S
281.917437
31512.34
DKK
PAYCHEX INC
321.454904
29953.17
USD
PAYCOM SOFTWARE INC
24.385079
11028.15
USD
PEOPLE'S UNITED FINANCIAL
946.358054
12236.41
USD
PERNOD RICARD SA
59.065919
11314.36
EUR
PERSIMMON PLC
267.89365
10136.75
GBP
PEUGEOT SA
1335.558189
36498.55
EUR
PHILLIPS 66
59.808612
4183.01
USD
PINNACLE WEST CAPITAL
257.947392
20622.89
USD
PINTEREST INC- CLASS A
95.341364
6283
USD
POWER ASSETS HOLDINGS LTD
1916.081806
10380.65
HKD
PRINCIPAL FINANCIAL GROUP
626.213784
31066.47
USD
PROCTER & GAMBLE CO/THE
102.775573
14300.19
USD
PUBLIC STORAGE
61.912908
14297.55
USD
PULTEGROUP INC
705.711035
30430.26
USD
QORVO INC
50.699703
8429.84
USD
RALPH LAUREN CORP
147.541015
15305.9
USD
RANDSTAD NV
66.296251
4311.95
EUR
RAYTHEON TECHNOLOGIES CORP
84.332036
6030.58
USD
RECORDATI INDUSTRIA CHIMICA
109.292337
6052.32
EUR
RED ELECTRICA CORPORACION SA
888.988679
18218.2
EUR
REGENERON PHARMACEUTICALS
25.652026
12392.75
USD
RENAISSANCERE HOLDINGS LTD
12.764122
2116.55
BMD
REPSOL SA
3234.346904
32597.73
EUR
RESMED INC
73.56299
15636.55
USD
RESONA HOLDINGS INC
1572.688339
5489.29
JPY
RINNAI CORP
22.426409
2601.99
JPY
RIO TINTO LTD
272.14593
23882.78
AUD
RIO TINTO PLC
390.838428
29235.59
GBP
RIOCAN REAL ESTATE INVST TR
1615.837333
21262.69
CAD
ROCHE HOLDING AG-GENUSSCHEIN
86.938741
30344.6
CHF
ROCKWELL AUTOMATION INC
80.108881
20092.11
USD
ROPER TECHNOLOGIES INC
60.230927
25964.95
USD
ROYAL BANK OF CANADA
384.969699
31631.69
CAD
S&P GLOBAL INC
39.501061
12985.18
USD
SANDVIK AB
515.537999
12613.37
SEK
SANOFI
72.711078
6990.72
EUR
SANTOS LTD
6962.766529
33657.01
AUD
SECOM CO LTD
102.265881
9425.83
JPY
SEGRO PLC
2208.098408
28613.49
GBP
SHIN-ETSU CHEMICAL CO LTD
65.014742
11358.93
JPY
SHINSEI BANK LTD
372.766237
4588.5
JPY
SHIONOGI & CO LTD
173.710013
9479.99
JPY
SKANSKA AB-B SHS
400.355089
10204
SEK
SKF AB-B SHARES
117.214394
3040.2
SEK
SKYWORKS SOLUTIONS INC
57.427626
8779.54
USD
SMITH & NEPHEW PLC
780.97785
16126.61
GBP
SNAP-ON INC
14.861137
2543.33
USD
SOFINA
19.703202
6667.51
EUR
SOFTBANK GROUP CORP
88.373158
6896.62
JPY
SOHGO SECURITY SERVICES CO
151.815139
7866.07
JPY
SPIRAX-SARCO ENGINEERING PLC
67.475822
10422.26
GBP
SS&C TECHNOLOGIES HOLDINGS
103.241576
7510.82
USD
STANLEY ELECTRIC CO LTD
320.639399
10325.18
JPY
STARBUCKS CORP
107.217167
11470.09
USD
STATE STREET CORP
429.385639
31250.69
USD
STELLANTIS NV
248.554513
4451.46
EUR
SUMITOMO MITSUI FINANCIAL GR
658.884985
20343.09
JPY
SUMITOMO MITSUI TRUST HOLDIN
989.878394
30457.06
JPY
SUMITOMO RUBBER INDUSTRIES
1440.030305
12370.41
JPY
SUN HUNG KAI PROPERTIES
2217.054409
28598.11
HKD
SUN LIFE FINANCIAL INC
518.887398
23072.53
CAD
SUNTORY BEVERAGE & FOOD LTD
480.376594
16981.01
JPY
SVENSKA CELLULOSA AB SCA-B
160.530857
2795.96
SEK
SWEDISH MATCH AB
122.922934
9528.93
SEK
SWIRE PACIFIC LTD - CL A
1096.789746
6083.49
HKD
SWISS LIFE HOLDING AG-REG
46.869739
21833.37
CHF
SWISSCOM AG-REG
56.349993
30367.76
CHF
SYNOPSYS INC
72.929517
18906.25
USD
T ROWE PRICE GROUP INC
147.752173
22368.2
USD
TAYLOR WIMPEY PLC
3694.15382
8375.81
GBP
TECHTRONIC INDUSTRIES CO LTD
750.978888
10713.81
HKD
TELEDYNE TECHNOLOGIES INC
12.13793
4757.83
USD
TELIA CO AB
3501.119233
14451.12
SEK
TENARIS SA
930.244534
7527.73
EUR
TERADYNE INC
91.970121
11026.3
USD
TESLA INC
8.286121
5847.27
USD
TEVA PHARMACEUTICAL-SP ADR
415.012349
4004.87
ILS
THERMO FISHER SCIENTIFIC INC
44.481472
20718.58
USD
TOHO CO LTD
205.085142
8639.97
JPY
TOKYO ELECTRON LTD
42.340769
15746.31
JPY
TORONTO-DOMINION BANK
586.166625
33118.94
CAD
TOTAL SE
233.110872
10052.73
EUR
TOYO SUISAN KAISHA LTD
165.169046
8030.11
JPY
TRACTOR SUPPLY COMPANY
71.007254
9982.2
USD
TRANE TECHNOLOGIES PLC
118.182807
17155.42
EUR
TRANSDIGM GROUP INC
12.225305
7565.63
USD
TYSON FOODS INC-CL A
393.161163
25335.31
USD
UCB SA
57.769847
5962.14
EUR
UGI CORP
242.787722
8487.86
USD
UNILEVER PLC
191.381732
11494.5
GBP
UNITED URBAN INVESTMENT CORP
2.228078
2753.4
JPY
UNITEDHEALTH GROUP INC
26.423844
9266.31
USD
UPM-KYMMENE OYJ
347.616621
12939.57
EUR
VARIAN MEDICAL SYSTEMS INC
38.001113
6650.57
USD
VERBUND AG
36.981731
3155.73
EUR
VERISK ANALYTICS INC
68.233078
14164.5
USD
VICINITY CENTRES
16232.16204
20085.27
AUD
VINCI SA
108.789928
10813.01
EUR
VIVENDI
473.277325
15252.37
EUR
VONOVIA SE
85.176666
6218.39
EUR
VOYA FINANCIAL INC
260.037125
15292.78
USD
WASHINGTON H. SOUL PATTINSON
128.871758
2989.55
AUD
WATERS CORP
40.72432
10076.01
USD
WEC ENERGY GROUP INC
289.402615
26633.72
USD
WELLTOWER INC
73.213488
4731.06
USD
WEST JAPAN RAILWAY CO
130.575582
6827.54
JPY
WILLIS TOWERS WATSON PLC
36.30457
7648.65
GBP
WOLTERS KLUWER
278.422412
23489.71
EUR
WOODSIDE PETROLEUM LTD
1957.978415
34326.11
AUD
WOOLWORTHS GROUP LTD
395.673212
11991.29
AUD
YASKAWA ELECTRIC CORP
428.198786
21274.12
JPY
YOKOGAWA ELECTRIC CORP
333.825836
6640.63
JPY
YOKOHAMA RUBBER CO LTD
660.545121
9813.34
JPY
ZIONS BANCORP NA
227.89746
9899.87
USD
ZOETIS INC
115.23388
19071.21
USD
ZSCALER INC
24.55983
4904.84
USD
Y
2025-12-15
0
USD
0
USD
5687861.84
USD
78751.03
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Total Return Swap
99KH519P2
1096
NC
USD
8504247.6
34.910396287627
N/A
DE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
Y
2023-05-22
0
USD
0
USD
8362561.1
USD
-140964.71
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Total Return Swap
N/A
65795
NC
USD
8502687.85
34.903993429529
N/A
DE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
UBSPUSER
UBSPUSER
A BASKET -UBSPUSER OF ORDINARY SHARES
ABBVIE INC
722.069885
77369.79
USD
ACTIVISION BLIZZARD INC
512.882589
47621.15
USD
ADOBE INC
237.192566
118624.75
USD
ADVANCED MICRO DEVICES
406.694002
37297.91
USD
AFLAC INC
169.438895
7534.95
USD
ALBEMARLE CORP
399.229722
58894.37
USD
ALEXION PHARMACEUTICALS INC
50.600246
7905.78
USD
ALPHABET INC-CL C
124.235145
217645.07
USD
ALTRIA GROUP INC
428.944976
17586.74
USD
AMAZON.COM INC
118.858473
387113.73
USD
AMEREN CORPORATION
335.250082
26169.62
USD
AMERICAN AIRLINES GROUP INC
279.274304
4404.16
USD
AMERICAN ELECTRIC POWER
726.448152
60491.34
USD
AMERICAN EXPRESS CO
78.308416
9468.27
USD
AMERICAN INTERNATIONAL GROUP
1108.936597
41984.34
USD
AMERICAN TOWER CORP
473.415797
106262.91
USD
AMERIPRISE FINANCIAL INC
25.331397
4922.65
USD
AMGEN INC
277.910435
63897.17
USD
AMPHENOL CORP-CL A
143.924529
18821.01
USD
ANALOG DEVICES INC
115.570585
17073.24
USD
AON PLC-CLASS A
19.848942
4193.49
USD
APACHE CORP
316.553481
4491.89
USD
APPLE INC
3736.51574
495798.27
USD
APTIV PLC
141.088762
18382.45
EUR
ARCHER-DANIELS-MIDLAND CO
255.253762
12867.34
USD
ARISTA NETWORKS INC
35.74775
10387.22
USD
ARTHUR J GALLAGHER & CO
37.410519
4628.06
USD
AT&T INC
1595.31504
45881.26
USD
BANK OF AMERICA CORP
3689.095665
111816.49
USD
BANK OF NEW YORK MELLON CORP
155.897543
6616.29
USD
BAXTER INTERNATIONAL INC
529.676368
42501.23
USD
BECTON DICKINSON AND CO
17.158045
4293.29
USD
BERKSHIRE HATHAWAY INC-CL B
139.041219
32239.49
USD
BLACKROCK INC
8.459435
6103.82
USD
BOEING CO/THE
107.70457
23055.24
USD
BOOKING HOLDINGS INC
24.102575
53682.94
USD
BOSTON PROPERTIES INC
350.323827
33116.11
USD
BOSTON SCIENTIFIC CORP
123.295099
4432.46
USD
BROADCOM INC
32.930816
14418.76
USD
CAPITAL ONE FINANCIAL CORP
305.415328
30190.31
USD
CBOE GLOBAL MARKETS INC
51.852603
4828.51
USD
CDW CORP/DE
35.229407
4642.88
USD
CENTERPOINT ENERGY INC
377.672352
8172.83
USD
CHARTER COMMUNICATIONS INC-A
242.884299
160680.11
USD
CHEVRON CORP
47.988922
4052.66
USD
CHIPOTLE MEXICAN GRILL INC
28.177268
39073.7
USD
CHUBB LTD
57.417827
8837.75
CHF
CIGNA CORP
366.045692
76203.39
USD
CINCINNATI FINANCIAL CORP
95.211649
8318.64
USD
CISCO SYSTEMS INC
1577.864523
70609.44
USD
CITIGROUP INC
1970.241479
121485.09
USD
CME GROUP INC
68.332222
12439.88
USD
COCA-COLA CO/THE
409.883881
22478.03
USD
COMCAST CORP-CLASS A
1344.565491
70455.23
USD
CONOCOPHILLIPS
1144.415201
45765.16
USD
CONSTELLATION BRANDS INC-A
45.737244
10018.74
USD
COOPER COS INC/THE
14.479551
5260.71
USD
CORNING INC
164.654075
5927.55
USD
COSTCO WHOLESALE CORP
13.712481
5166.59
USD
DANAHER CORP
591.613195
131420.96
USD
DARDEN RESTAURANTS INC
37.854752
4509.26
USD
DEVON ENERGY CORP
339.742212
5371.32
USD
DEXCOM INC
117.598898
43478.66
USD
DIAMONDBACK ENERGY INC
118.385186
5729.84
USD
DISCOVER FINANCIAL SERVICES
80.137904
7254.88
USD
DOW INC
1045.866104
58045.57
USD
EATON CORP PLC
393.769372
47307.45
USD
EDWARDS LIFESCIENCES CORP
122.058651
11135.41
USD
ELI LILLY & CO
850.399988
143581.53
USD
EMERSON ELECTRIC CO
59.653875
4794.38
USD
ESTEE LAUDER COMPANIES-CL A
263.532572
70149.74
USD
EVEREST RE GROUP LTD
17.90398
4191.14
BBD
EXELON CORP
1507.984269
63667.1
USD
EXPEDIA GROUP INC
42.093901
5573.23
USD
EXPEDITORS INTL WASH INC
87.429932
8315.46
USD
EXXON MOBIL CORP
1048.12561
43203.74
USD
F5 NETWORKS INC
31.007503
5455.46
USD
FACEBOOK INC-CLASS A
482.824859
131888.44
USD
FEDERAL REALTY INVS TRUST
46.131801
3926.74
USD
FEDEX CORP
97.244416
25246.6
USD
FIDELITY NATIONAL INFO SERV
890.294021
125940.99
USD
FLIR SYSTEMS INC
108.925004
4774.18
USD
FORTUNE BRANDS HOME & SECURI
473.525106
40590.57
USD
FRANKLIN RESOURCES INC
184.527174
4611.33
USD
FREEPORT-MCMORAN INC
3712.645644
96603.04
USD
GENERAL MOTORS CO
1832.971251
76324.92
USD
GENUINE PARTS CO
42.792496
4297.65
USD
GOLDMAN SACHS GROUP INC
259.803166
68512.69
USD
HALLIBURTON CO
618.736734
11694.12
USD
HARTFORD FINANCIAL SVCS GRP
96.306216
4717.08
USD
HASBRO INC
81.671673
7639.57
USD
HERSHEY CO/THE
29.184738
4445.71
USD
HILTON WORLDWIDE HOLDINGS IN
464.064924
51631.86
USD
HOME DEPOT INC
430.383565
114318.48
USD
HONEYWELL INTERNATIONAL INC
169.032341
35953.18
USD
HP INC
208.165382
5118.79
USD
IDEXX LABORATORIES INC
199.709429
99828.75
USD
IHS MARKIT LTD
119.49539
10734.27
GBP
INTERCONTINENTAL EXCHANGE IN
73.945786
8525.21
USD
INTUITIVE SURGICAL INC
7.64633
6255.46
USD
JM SMUCKER CO/THE
36.127938
4176.39
USD
JOHNSON & JOHNSON
684.647205
107749.78
USD
JOHNSON CONTROLS INTERNATION
1357.23119
63233.4
USD
JPMORGAN CHASE & CO
1082.454953
137547.55
USD
KEYCORP
483.641971
7936.56
USD
KEYSIGHT TECHNOLOGIES IN
40.545871
5355.7
USD
LINCOLN NATIONAL CORP
86.858971
4369.87
USD
LINDE PLC
69.919237
18424.42
GBP
LIVE NATION ENTERTAINMENT IN
311.441777
22884.74
USD
LOEWS CORP
106.298044
4785.54
USD
MARATHON OIL CORP
992.03995
6616.91
USD
MASTERCARD INC - A
344.577475
122993.48
USD
MCCORMICK & CO-NON VTG SHRS
61.9681
5924.15
USD
MEDTRONIC PLC
36.531832
4279.34
EUR
MERCK & CO. INC.
935.400896
76515.79
USD
MICROCHIP TECHNOLOGY INC
36.808707
5083.65
USD
MICROSOFT CORP
2854.066516
634801.47
USD
MOLSON COORS BEVERAGE CO - B
94.577176
4273.94
USD
MONDELEZ INTERNATIONAL INC-A
202.8125
11858.45
USD
MONSTER BEVERAGE CORP
94.633092
8751.67
USD
MOTOROLA SOLUTIONS INC
35.839235
6094.82
USD
NIKE INC -CL B
767.560044
108586.72
USD
NORTHERN TRUST CORP
54.915966
5114.87
USD
NORTHROP GRUMMAN CORP
414.247456
126229.48
USD
NRG ENERGY INC
1825.587373
68550.81
USD
NVIDIA CORP
173.052423
90367.98
USD
OCCIDENTAL PETROLEUM CORP
476.119394
8241.63
USD
ONEOK INC
110.755708
4250.8
USD
ORACLE CORP
90.594363
5860.55
USD
PAYCHEX INC
163.542817
15238.92
USD
PAYCOM SOFTWARE INC
9.890411
4472.94
USD
PAYPAL HOLDINGS INC
685.792824
160612.68
USD
PEPSICO INC
517.66741
76770.08
USD
PFIZER INC
959.121716
35305.27
USD
PHILIP MORRIS INTERNATIONAL
149.611605
12386.34
USD
PNC FINANCIAL SERVICES GROUP
301.631255
44943.06
USD
PRINCIPAL FINANCIAL GROUP
89.973366
4463.58
USD
PROCTER & GAMBLE CO/THE
649.187392
90327.93
USD
PROGRESSIVE CORP
49.490043
4893.58
USD
PRUDENTIAL FINANCIAL INC
91.545288
7146.94
USD
PUBLIC STORAGE
22.454251
5185.36
USD
PULTEGROUP INC
723.674359
31204.84
USD
QUALCOMM INC
919.219541
140033.9
USD
RAYMOND JAMES FINANCIAL INC
55.134879
5274.75
USD
RAYTHEON TECHNOLOGIES CORP
685.136083
48994.08
USD
REGENERON PHARMACEUTICALS
80.66277
38968.99
USD
ROBERT HALF INTL INC
74.993442
4685.59
USD
ROPER TECHNOLOGIES INC
59.919699
25830.78
USD
S&P GLOBAL INC
138.259391
45450.01
USD
SALESFORCE.COM INC
245.950231
54731.3
USD
SBA COMMUNICATIONS CORP
98.104667
27678.27
USD
SCHLUMBERGER LTD
206.044325
4497.95
USD
SCHWAB (CHARLES) CORP
1093.934609
58022.29
USD
SERVICENOW INC
42.031355
23135.32
USD
SHERWIN-WILLIAMS CO/THE
64.188509
47172.78
USD
SOUTHWEST AIRLINES CO
1342.839939
62589.77
USD
STATE STREET CORP
424.644893
30905.66
USD
STRYKER CORP
26.191411
6417.94
USD
SYNCHRONY FINANCIAL
183.027155
6352.87
USD
T ROWE PRICE GROUP INC
37.918909
5740.54
USD
T-MOBILE US INC
397.036048
53540.31
USD
TARGET CORP
343.193509
60583.95
USD
TE CONNECTIVITY LTD
81.748481
9897.29
CHF
TEXAS INSTRUMENTS INC
435.014683
71398.96
USD
THERMO FISHER SCIENTIFIC INC
9.851099
4588.44
USD
TJX COMPANIES INC
331.869861
22663.39
USD
TRANSDIGM GROUP INC
38.671518
23931.87
USD
TRAVELERS COS INC/THE
58.324754
8187.05
USD
TYLER TECHNOLOGIES INC
13.71626
5987.42
USD
TYSON FOODS INC-CL A
62.783906
4045.79
USD
UNION PACIFIC CORP
638.776629
133006.07
USD
UNITED RENTALS INC
328.40127
76159.54
USD
UNITEDHEALTH GROUP INC
328.151037
115076.01
USD
VALERO ENERGY CORP
1018.988362
57644.17
USD
VERIZON COMMUNICATIONS INC
1012.112512
59461.61
USD
VERTEX PHARMACEUTICALS INC
257.457678
60847.55
USD
VISA INC-CLASS A SHARES
656.255133
143542.69
USD
VONTIER CORP
406.958856
13592.43
USD
WALMART INC
1195.876449
172385.59
USD
WALT DISNEY CO/THE
30.616588
5547.11
USD
WESTERN DIGITAL CORP
91.294387
5056.8
USD
WILLIS TOWERS WATSON PLC
19.530407
4114.67
GBP
Y
2023-05-22
0
USD
0
USD
8369867.48
USD
133962.67
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
Total Return Swap
N/A
25309
NC
USD
4292856.9
17.622409722063
N/A
DE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
JPCMPTFL
JPCMPTFL
A BASKET -JPCMPTFL OF COMMON STOCK
2U INC
192.292676
7693.63
USD
ACUITY BRANDS INC
171.778771
20800.69
USD
ADAPTIVE BIOTECHNOLOGIES
121.266645
7170.5
USD
AECOM
723.515887
36016.62
USD
AGIOS PHARMACEUTICALS INC
185.805577
8050.96
USD
AGNC INVESTMENT CORP
402.597655
6280.52
USD
AIR LEASE CORP
936.553154
41601.69
USD
ALLEGION PLC
56.39814
6563.62
EUR
ALLIANCE DATA SYSTEMS CORP
648.101231
48024.3
USD
ALLISON TRANSMISSION HOLDING
1430.953334
61717.02
USD
ALTERYX INC - CLASS A
145.720635
17747.32
USD
AMEDISYS INC
23.943991
7023.49
USD
AMERICAN AIRLINES GROUP INC
927.184556
14621.7
USD
APACHE CORP
501.76488
7120.04
USD
APPLE INC
209.719192
27827.64
USD
AT&T INC
306.098356
8803.39
USD
AUTONATION INC
329.733603
23012.11
USD
AVALARA INC
138.790339
22885.14
USD
AVANTOR INC
933.61533
26281.27
USD
AVNET INC
210.132749
7377.76
USD
AZEK CO INC/THE
1277.917161
49135.91
USD
BILL.COM HOLDINGS INC
53.919915
7360.07
USD
BIO-RAD LABORATORIES-A
76.490599
44589.43
USD
BIO-TECHNE CORP
98.552576
31295.37
USD
BLUEBIRD BIO INC
147.38918
6377.53
USD
BOEING CO/THE
36.076173
7722.47
USD
BORGWARNER INC
1176.466689
45458.67
USD
BOSTON BEER COMPANY INC-A
6.705874
6667.58
USD
BURLINGTON STORES INC
243.39713
63660.52
USD
CAMPBELL SOUP CO
132.830669
6422.36
USD
CARTER'S INC
191.048511
17971.93
USD
CDW CORP/DE
126.925907
16727.57
USD
CENTERPOINT ENERGY INC
376.70498
8151.9
USD
CERIDIAN HCM HOLDING INC
64.826675
6907.93
USD
CHARLES RIVER LABORATORIES
224.734901
56152.26
USD
CHIPOTLE MEXICAN GRILL INC
4.778275
6626.08
USD
CIENA CORP
372.730208
19698.79
USD
CLOROX COMPANY
102.328655
20662.2
USD
CLOUDFLARE INC - CLASS A
173.312704
13170.03
USD
COLFAX CORP
278.162515
10636.93
USD
COMERICA INC
447.288683
24985.55
USD
COMMSCOPE HOLDING CO INC
1385.997324
18572.36
USD
CORESITE REALTY CORP
122.20881
15310.32
USD
COTY INC-CL A
7065.914241
49602.72
USD
COUPA SOFTWARE INC
107.630373
36477.01
USD
DAVITA INC
56.41923
6623.62
USD
DELL TECHNOLOGIES -C
163.887704
12011.33
USD
DEXCOM INC
100.462994
37143.18
USD
DICK'S SPORTING GOODS INC
696.064801
39125.8
USD
DOCUSIGN INC
98.522516
21901.56
USD
DOLLAR GENERAL CORP
130.236043
27388.64
USD
DONALDSON CO INC
242.064429
13526.56
USD
DROPBOX INC-CLASS A
571.124267
12673.25
USD
DXC TECHNOLOGY CO
252.843638
6510.72
USD
ELI LILLY & CO
172.242213
29081.38
USD
ENTEGRIS INC
208.291122
20016.78
USD
ETSY INC
52.599068
9357.9
USD
EXACT SCIENCES CORP
144.573856
19154.59
USD
EXELIXIS INC
490.758819
9849.53
USD
FAIR ISAAC CORP
42.856311
21901.29
USD
FASTLY INC - CLASS A
689.172389
60212.99
USD
FIRST HORIZON NATIONAL CORP
1030.651527
13151.11
USD
FLIR SYSTEMS INC
150.685928
6604.56
USD
FLOWERS FOODS INC
278.011267
6291.39
USD
FLOWSERVE CORP
1623.665357
59832.07
USD
FOOT LOCKER INC
594.101052
24025.45
USD
FORTUNE BRANDS HOME & SECURI
168.437163
14438.43
USD
GENERAC HOLDINGS INC
251.893296
57283.05
USD
GENERAL ELECTRIC CO
771.963854
8337.21
USD
GILEAD SCIENCES INC
413.050903
24064.35
USD
GRAFTECH INTERNATIONAL LTD
2563.457025
27326.45
USD
GRAPHIC PACKAGING HOLDING CO
383.891068
6503.11
USD
GROCERY OUTLET HOLDING CORP
177.555719
6969.06
USD
GRUBHUB INC
651.280746
48370.62
USD
H&R BLOCK INC
383.424825
6081.12
USD
HAEMONETICS CORP/MASS
98.11686
11651.38
USD
HARLEY-DAVIDSON INC
505.342503
18546.07
USD
HEICO CORP-CLASS A
173.508878
20310.95
USD
HERBALIFE NUTRITION LTD
126.088481
6058.55
USD
HEXCEL CORP
632.384226
30664.31
USD
HOWMET AEROSPACE INC
690.98636
19720.75
USD
HUBSPOT INC
82.725337
32795.63
USD
HUNTINGTON INGALLS INDUSTRIE
36.202919
6171.87
USD
INGERSOLL-RAND INC
428.095273
19504.02
USD
IONIS PHARMACEUTICALS INC
134.62611
7611.76
USD
IRON MOUNTAIN INC
427.526109
12603.47
USD
JABIL INC
169.335343
7201.83
USD
JACOBS ENGINEERING GROUP INC
156.478971
17049.95
USD
JAZZ PHARMACEUTICALS PLC
415.685433
68608.88
EUR
JUNIPER NETWORKS INC
286.783341
6455.49
USD
KOHLS CORP
1498.746691
60984
USD
LAM RESEARCH CORP
39.011355
18423.89
USD
LAMB WESTON HOLDINGS INC
811.424351
63891.55
USD
LIBERTY BROADBAND-C
380.223859
60216.05
USD
LINCOLN ELECTRIC HOLDINGS
66.24344
7700.8
USD
LULULEMON ATHLETICA INC
78.316509
27256.49
CAD
MARATHON OIL CORP
995.504768
6640.02
USD
MARVELL TECHNOLOGY GROUP LTD
285.29713
13563.03
USD
MASCO CORP
139.437718
7659.31
USD
MATTEL INC
491.673684
8579.71
USD
METTLER-TOLEDO INTERNATIONAL
16.370895
18657.58
USD
MICROCHIP TECHNOLOGY INC
194.671957
26886.14
USD
MICRON TECHNOLOGY INC
644.957325
48487.89
USD
MODERNA INC
147.062941
15363.67
USD
MOLSON COORS BEVERAGE CO - B
156.758272
7083.91
USD
MONGODB INC
52.329506
18788.39
USD
MSC INDUSTRIAL DIRECT CO-A
377.109441
31824.27
USD
NCR CORPORATION
211.786789
7956.83
USD
NEKTAR THERAPEUTICS
479.519083
8151.82
USD
NETAPP INC
117.107424
7757.2
USD
NETFLIX INC
12.724015
6880.26
USD
NEUROCRINE BIOSCIENCES INC
177.553606
17018.51
USD
NEW RELIC INC
108.217627
7077.43
USD
NEW YORK COMMUNITY BANCORP
775.362777
8180.08
USD
NEWMARKET CORP
16.015427
6378.78
USD
NIELSEN HOLDINGS PLC
328.471136
6855.19
USD
NORDSTROM INC
604.338586
18861.41
USD
NORTONLIFELOCK INC
730.419535
15178.12
USD
NOVOCURE LTD
38.995938
6747.86
GBP
NRG ENERGY INC
198.138036
7440.08
USD
NUANCE COMMUNICATIONS INC
577.178113
25447.78
USD
NUTANIX INC - A
211.242971
6732.31
USD
NVIDIA CORP
38.850311
20287.63
USD
OCCIDENTAL PETROLEUM CORP
323.911994
5606.92
USD
OKTA INC
73.882641
18785.4
USD
OLLIE'S BARGAIN OUTLET HOLDI
79.456068
6497.12
USD
ON SEMICONDUCTOR CORP
805.450647
26362.4
USD
OWENS CORNING
89.022162
6744.32
USD
PAGERDUTY INC
782.136384
32615.09
USD
PALO ALTO NETWORKS INC
36.037138
12807.24
USD
PELOTON INTERACTIVE INC-A
427.042569
64790.9
USD
PENSKE AUTOMOTIVE GROUP INC
106.755404
6340.2
USD
PEOPLE'S UNITED FINANCIAL
1173.616305
15174.86
USD
PERKINELMER INC
43.636662
6261.86
USD
PERRIGO CO PLC
855.020606
38236.52
EUR
PILGRIM'S PRIDE CORP
387.304439
7595.04
USD
POLARIS INC
101.452753
9666.42
USD
POST HOLDINGS INC
120.088455
12130.13
USD
PPD INC
181.250957
6202.41
USD
PRA HEALTH SCIENCES INC
267.079969
33502.51
USD
PREMIER INC-CLASS A
174.559441
6127.04
USD
PROOFPOINT INC
88.69075
12098.31
USD
PURE STORAGE INC - CLASS A
1882.461176
42562.45
USD
QIAGEN N.V.
389.258659
20572.32
EUR
QORVO INC
39.164934
6511.95
USD
QUIDEL CORP
319.583711
57413.21
USD
REATA PHARMACEUTICALS INC-A
502.880218
62166.05
USD
RINGCENTRAL INC-CLASS A
119.806663
45403.13
USD
ROCKET COS INC-CLASS A
1968.234771
39797.71
USD
ROKU INC
106.637508
35405.79
USD
SAREPTA THERAPEUTICS INC
65.700746
11201.32
USD
SBA COMMUNICATIONS CORP
22.758104
6420.74
USD
SCIENCE APPLICATIONS INTE
67.436871
6382.23
USD
SLACK TECHNOLOGIES INC- CL A
198.946405
8403.5
USD
SNAP-ON INC
36.791011
6296.41
USD
SPIRIT AEROSYSTEMS HOLD-CL A
922.729864
36069.51
USD
SPLUNK INC
96.871707
16457.53
USD
SPROUTS FARMERS MARKET INC
668.924195
13445.38
USD
SQUARE INC - A
123.35835
26847.71
USD
T-MOBILE US INC
47.89795
6459.04
USD
TAKE-TWO INTERACTIVE SOFTWRE
34.193416
7105.05
USD
TAPESTRY INC
1003.299103
31182.54
USD
TARGET CORP
36.071625
6367.72
USD
TELADOC HEALTH INC
45.732579
9144.69
USD
TELEDYNE TECHNOLOGIES INC
47.741537
18713.73
USD
TELEPHONE AND DATA SYSTEMS
2194.435174
40750.66
USD
TEMPUR SEALY INTERNATIONAL I
288.175773
7780.75
USD
TERADYNE INC
470.036582
56352.69
USD
THOR INDUSTRIES INC
502.630718
46739.63
USD
TIFFANY & CO
89.301699
11738.71
USD
TIMKEN CO
590.731991
45699.03
USD
TOLL BROTHERS INC
218.909978
9516.02
USD
TORO CO
69.011883
6545.09
USD
TRACTOR SUPPLY COMPANY
71.022096
9984.29
USD
TRADE DESK INC/THE -CLASS A
52.033434
41678.78
USD
TRANSDIGM GROUP INC
102.658979
63530.51
USD
TWILIO INC - A
54.919896
18590.38
USD
TWITTER INC
221.62948
12001.24
USD
ULTA BEAUTY INC
83.54675
23991.28
USD
UNDER ARMOUR INC-CLASS A
357.46346
6137.65
USD
UNDER ARMOUR INC-CLASS C
979.420887
14573.78
USD
UNITED RENTALS INC
254.529071
59027.84
USD
UNITED THERAPEUTICS CORP
46.652786
7081.43
USD
UNIVAR SOLUTIONS INC
664.242714
12627.25
USD
UNIVERSAL DISPLAY CORP
27.024379
6210.2
USD
VIRGIN GALACTIC HOLDINGS INC
1954.718087
46385.46
USD
VROOM INC
1712.063729
70143.25
USD
WATERS CORP
176.835536
43752.65
USD
WESTERN DIGITAL CORP
1229.054055
68077.3
USD
WILLIAMS-SONOMA INC
201.214087
20491.64
USD
WOODWARD INC
71.704565
8714.26
USD
XPO LOGISTICS INC
153.265278
18269.22
USD
ZEBRA TECHNOLOGIES CORP-CL A
37.768251
14515.47
USD
ZENDESK INC
189.859003
27172.62
USD
ZILLOW GROUP INC - A
108.255132
14716.2
USD
ZILLOW GROUP INC - C
53.565807
6952.84
USD
ZIONS BANCORP NA
147.013236
6386.25
USD
ZOOM VIDEO COMMUNICATIONS-A
41.29566
13929.85
USD
ZYNGA INC - CL A
2865.800272
28285.45
USD
Y
2021-12-10
0
USD
0
USD
4198383.47
USD
94790.11
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Total Return Swap
N/A
1784
NC
USD
219454.3
0.90087176907
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2025-12-15
0
USD
0
USD
216490.9
USD
2922.81
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Total Return Swap
N/A
865
NC
USD
147815.96
0.606792509338
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2025-12-15
0
USD
0
USD
144535.96
USD
3261.93
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Total Return Swap
N/A
2510
NC
USD
404572.09
1.660790307753
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2025-12-15
0
USD
0
USD
394747.7
USD
9775.05
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Total Return Swap
N/A
6938
NC
USD
709645.7
2.913133974464
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2025-12-15
0
USD
0
USD
700252.34
USD
9262.06
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Total Return Swap
N/A
9936
NC
USD
828066.24
3.399256695067
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2025-12-15
0
USD
0
USD
805014.72
USD
22984.44
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Total Return Swap
99617T9F2
4572.57
NC
USD
626.58
0.002572144784
N/A
DIR
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Y
2041-01-12
0
USD
0
USD
643.73
USD
-7.56
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Total Return Swap
99237U9N2
4572.57
NC
USD
626.58
0.002572144784
N/A
DIR
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Y
2041-01-12
0
USD
0
USD
643.73
USD
-7.56
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Total Return Swap
99275V9Q6
2110.41
NC
USD
289.19
0.001187140589
N/A
DIR
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Y
2041-01-12
0
USD
0
USD
297.11
USD
-3.49
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
99AC439B2
2931.13
NC
USD
401.66
0.001648836021
N/A
DIR
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Y
2041-01-12
0
USD
0
USD
412.65
USD
-4.84
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Total Return Swap
99BF579X6
4395.21
NC
USD
1154.43
0.004738997579
N/A
DIR
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Y
2038-01-12
0
USD
0
USD
1190.14
USD
-20.73
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Total Return Swap
99DS299B3
27573.93
NC
USD
3670.78
0.015068750407
N/A
DIR
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Y
2043-01-12
0
USD
0
USD
3731.1
USD
-9.7
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Total Return Swap
99DS299T4
2341.18
NC
USD
311.67
0.001279422204
N/A
DIR
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Y
2043-01-12
0
USD
0
USD
316.79
USD
-0.83
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Total Return Swap
99EH649U1
13354.23
NC
USD
1721.44
0.007066604291
N/A
DIR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2045-01-12
0
USD
0
USD
1784.04
USD
-34.56
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Total Return Swap
99EH649V9
18469.33
NC
USD
2458.73
0.010093219612
N/A
DIR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2043-01-12
0
USD
0
USD
2499.13
USD
6.49
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Total Return Swap
99EI119P1
28780.66
NC
USD
3710.01
0.015229791679
N/A
DIR
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Y
2045-01-12
0
USD
0
USD
3844.92
USD
-74.48
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Total Return Swap
99EI119T3
13354.23
NC
USD
1721.44
0.007066604291
N/A
DIR
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Y
2045-01-12
0
USD
0
USD
1784.04
USD
-34.56
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Total Return Swap
99EI699I5
11445.78
NC
USD
1523.72
0.006254952999
N/A
DIR
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Y
2043-01-12
0
USD
0
USD
1548.76
USD
4.03
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Total Return Swap
99ER589P2
14186.68
NC
USD
1944.02
0.007980307228
N/A
DIR
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Y
2041-01-12
0
USD
0
USD
1997.22
USD
23.42
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Total Return Swap
99FB009O1
17458.92
NC
USD
1887.75
0.007749315835
N/A
DIR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2044-01-12
0
USD
0
USD
1920.48
USD
5.25
N
N
N
J.P. MORGAN SECURITIES
ZBUT11V806EZRVTWT807
Total Return Swap
9902019O5
16646.73
NC
USD
2145.87
0.008808912394
N/A
DIR
CORP
US
N
2
J.P. MORGAN SECURITIES
ZBUT11V806EZRVTWT807
Y
2045-01-12
0
USD
0
USD
2223.9
USD
43.08
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
99GL229F1
817
NC
USD
31397.31
0.128887655442
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
ACI WORLDWIDE INC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
31389.16
USD
-12.21
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
170
NC
USD
15847.4
0.06505443399
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
OSI SYSTEMS INC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
15498.9
USD
-350.52
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
2081
NC
USD
152329.2
0.625319603603
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
WABTEC CORP
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
157490.08
USD
5140.33
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
99GL239D4
219
NC
USD
154541.73
0.634402158902
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
TESLA INC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
140545.44
USD
-14014.63
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
5806
NC
USD
120764.8
0.495746034675
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
BAUSCH HEALTH COS INC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
116829.23
USD
-3924.84
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
608
NC
USD
45916.16
0.188488319837
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
DYCOM INDUSTRIES INC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
41453.19
USD
-4468.3
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
1340
NC
USD
39704.2
0.162987888109
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
PATTERSON COS INC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
42987.2
USD
3277.39
N
N
N
J.P. MORGAN SECURITIES
ZBUT11V806EZRVTWT807
Total Return Swap
99GQ709A0
38842.38
NC
USD
5007.03
0.020554128918
N/A
DIR
CORP
US
N
2
J.P. MORGAN SECURITIES
ZBUT11V806EZRVTWT807
Y
2045-01-12
0
USD
0
USD
5189.1
USD
100.51
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
99GP279W4
370
NC
USD
14048.9
0.057671494231
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
EBIX INC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
12722.22
USD
-1353.34
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
99GP279X2
1101
NC
USD
30530.73
0.12533029768
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
B&G FOODS INC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
30452.31
USD
-708.89
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
99HE069W2
447
NC
USD
200041.44
0.821180928969
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
RH
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
209558.07
USD
9536.14
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
99HQ989V4
856
NC
USD
29848.72
0.122530609748
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
PRESTIGE CONSUMER HEALTHCARE
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
31067.48
USD
1214.77
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
99HQ989X0
862
NC
USD
74192.34
0.304563567847
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
OSHKOSH CORP
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
72001.44
USD
-2200.15
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
99IH479T5
665
NC
USD
35996.45
0.147767373853
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
BRUKER CORP
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
35976.86
USD
-48.91
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
99IH479W8
1613
NC
USD
167332.62
0.686909454053
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
RALPH LAUREN CORP
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
155342.28
USD
-12010.15
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
2408
NC
USD
313280.8
1.286034625486
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
CITRIX SYSTEMS INC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
316407.26
USD
2376.34
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
341
NC
USD
41557.67
0.170596482691
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
QUALYS INC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
31293.37
USD
-10268.34
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
1137
NC
USD
139316.61
0.571902217963
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
AXON ENTERPRISE INC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
139686.66
USD
352
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
715
NC
USD
264550
1.085992056239
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
ILLUMINA INC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
245148.11
USD
-19433.54
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
1427
NC
USD
212722.89
0.873238967002
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
EVERBRIDGE INC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
186992.63
USD
-25754.41
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
2040
NC
USD
73317.6
0.300972712843
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
SKECHERS USA INC-CL A
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
76100.55
USD
2773.16
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
3360
NC
USD
103051.2
0.423030748766
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
ELANCO ANIMAL HEALTH INC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
98616
USD
-4448.07
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Total Return Swap
99JR099F2
99
NC
USD
79194.72
0.325098608263
N/A
DE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
Y
2021-02-12
0
USD
0
USD
70439.26
USD
8638
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
2786
NC
USD
275591.12
1.131316450917
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
FIRST SOLAR INC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
247126.8
USD
-28496.42
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Total Return Swap
N/A
4339
NC
USD
269712.24
1.107183330601
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SEAGATE TECHNOLOGY
COMMON STOCK
Y
2025-12-15
0
USD
0
USD
286287.22
USD
13644.29
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Total Return Swap
N/A
945
NC
USD
42959.7
0.176351891659
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
OPEN TEXT CORP
ORDINARY SHARES
Y
2025-12-15
0
USD
0
USD
43177.05
USD
67.49
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Total Return Swap
N/A
6103
NC
USD
657657.63
2.699720135722
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GSGLPHCL
GSGLPHCL
A BASKET -GSGLPHCL OF COMMON STOCK
ABBVIE INC
163.739599
17544.7
USD
AGILENT TECHNOLOGIES INC
227.701036
26980.3
USD
ALEXION PHARMACEUTICALS INC
140.60811
21968.61
USD
AMGEN INC
45.318408
10419.61
USD
ASTELLAS PHARMA INC
253.778187
3918.08
JPY
ASTRAZENECA PLC
117.787979
11792.39
GBP
BAYER AG-REG
247.068236
14557.27
EUR
BIOGEN INC
49.852348
12206.85
USD
BRISTOL-MYERS SQUIBB CO
213.32257
13232.4
USD
CSL LTD
57.317956
12524.88
AUD
DAIICHI SANKYO CO LTD
52.696556
1804.27
JPY
EISAI CO LTD
87.428774
6242.67
JPY
ELI LILLY & CO
44.05898
7438.92
USD
EUROFINS SCIENTIFIC
27.287601
2291.4
EUR
GALAPAGOS NV
69.782792
6871.6
EUR
GILEAD SCIENCES INC
156.994664
9146.51
USD
GLAXOSMITHKLINE PLC
969.427008
17783.62
GBP
GRIFOLS SA
99.820143
2916.58
EUR
H LUNDBECK A/S
134.548863
4618.03
DKK
HIKMA PHARMACEUTICALS PLC
158.317063
5449.24
JOD
HISAMITSU PHARMACEUTICAL CO
152.600661
9060.41
JPY
ILLUMINA INC
55.39383
20495.72
USD
INCYTE CORP
36.680833
3190.5
USD
IPSEN
243.380912
20219.85
EUR
IQVIA HOLDINGS INC
145.030101
25985.04
USD
JOHNSON & JOHNSON
121.790161
19167.34
USD
MERCK & CO. INC.
263.601724
21562.62
USD
MERCK KGAA
174.910024
30036.47
EUR
METTLER-TOLEDO INTERNATIONAL
25.475424
29033.83
USD
NOVARTIS AG-REG
19.328717
1829.12
CHF
ORION OYJ-CLASS B
15.714859
721.62
EUR
PERKINELMER INC
204.929883
29407.44
USD
PERRIGO CO PLC
359.174797
16062.3
EUR
PFIZER INC
620.355621
22835.29
USD
RECORDATI INDUSTRIA CHIMICA
15.176104
841.72
EUR
REGENERON PHARMACEUTICALS
3.494912
1688.43
USD
SANOFI
174.952005
16846.72
EUR
SARTORIUS STEDIM BIOTECH
33.05648
11777.95
EUR
SHIONOGI & CO LTD
103.997245
5676.06
JPY
SUMITOMO DAINIPPON PHARMA CO
940.176799
13868.85
JPY
TAISHO PHARMACEUTICAL HOLDIN
225.283635
15165.1
JPY
TAKEDA PHARMACEUTICAL CO LTD
216.827977
7885.99
JPY
TEVA PHARMACEUTICAL-SP ADR
1106.529711
10678.01
ILS
THERMO FISHER SCIENTIFIC INC
56.971613
26536.24
USD
UCB SA
34.312409
3546.72
EUR
VERTEX PHARMACEUTICALS INC
2.683281
634.17
USD
VIATRIS INC
1167.123259
21871.89
USD
VIFOR PHARMA AG
64.013913
10066.11
CHF
WATERS CORP
109.549223
27104.67
USD
ZOETIS INC
147.195617
24360.87
USD
Y
2025-12-15
0
USD
0
USD
652349.67
USD
5275.9
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
998
NC
USD
14920.1
0.061247817344
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
SOLARWINDS CORP
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
23373.16
USD
8450.01
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
1019
NC
USD
70677.84
0.290136355291
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
PROSPERITY BANCSHARES INC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
67820.8
USD
-3365.17
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
597
NC
USD
43031.76
0.176647701856
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
BIOTELEMETRY INC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
34472.25
USD
-8563.96
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
1372
NC
USD
18467.12
0.075808526258
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
ZYNEX INC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
18933.6
USD
450.09
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
1504
NC
USD
236895.04
0.972466949924
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
ADVANCE AUTO PARTS INC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
231362.15
USD
-5938.79
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
1615
NC
USD
208205.8
0.854696068278
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
MIDDLEBY CORP
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
221755.65
USD
13520.91
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
3288
NC
USD
61386.96
0.251996790462
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
VERTIV HOLDINGS CO
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
63754.32
USD
2326.16
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
1747
NC
USD
59363.06
0.243688571514
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
STORE CAPITAL CORP
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
57109.43
USD
-3518.92
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
827
NC
USD
43649.06
0.179181751738
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
TPI COMPOSITES INC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
34791.89
USD
-8861.71
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
138
NC
USD
36663.84
0.150507045894
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
WD-40 CO
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
35072.7
USD
-1595.72
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
843
NC
USD
105375
0.432570073431
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
BEYOND MEAT INC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
115440.42
USD
10031.92
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
1707
NC
USD
43613.85
0.179037212784
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
SVMK INC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
36256.68
USD
-7361.9
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
1696
NC
USD
124062.4
0.509282861002
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
HORIZON THERAPEUTICS PLC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
118499.52
USD
-5578.34
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
20
NC
USD
4944379.86
20.296946705686
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
CGPUTQL2
CGPUTQL2
A BASKET -CGPUTQL2 OF COMMON STOCK
ABBVIE INC
307.7638
32976.89
USD
ACCENTURE PLC-CL A
57.55568
15034.12
EUR
ACTIVISION BLIZZARD INC
135.03232
12537.75
USD
ADOBE INC
209.1022
104576.19
USD
ADVANCED MICRO DEVICES
434.4168
39840.36
USD
AGILENT TECHNOLOGIES INC
39.41352
4670.11
USD
ALEXANDRIA REAL ESTATE EQUIT
248.5544
44297.37
USD
ALEXION PHARMACEUTICALS INC
30.4046
4750.41
USD
ALLSTATE CORP
573.1492
63006.29
USD
ALPHABET INC-CL A
101.88192
178562.33
USD
AMAZON.COM INC
81.84036
266548.32
USD
AMDOCS LTD
287.9972
20427.64
USD
AMERICAN ELECTRIC POWER
355.2294
29579.95
USD
AMERICAN HOMES 4 RENT- A
657.811
19734.33
USD
AMGEN INC
104.38908
24001.14
USD
APPLE INC
2011.734
266936.98
USD
APTARGROUP INC
143.07412
19585.42
USD
ARTHUR J GALLAGHER & CO
430.6738
53278.66
USD
AT&T INC
631.1508
18151.9
USD
AUTOZONE INC
15.45914
18325.88
USD
BAXTER INTERNATIONAL INC
548.8884
44042.81
USD
BERRY GLOBAL GROUP INC
572.0782
32145.07
USD
BIO-RAD LABORATORIES-A
4.83822
2820.39
USD
BIOGEN INC
36.9017
9035.75
USD
BIOMARIN PHARMACEUTICAL INC
35.93324
3150.99
USD
BLACK KNIGHT INC
96.6153
8535.96
USD
BRISTOL-MYERS SQUIBB CO
449.3534
27873.39
USD
C.H. ROBINSON WORLDWIDE INC
223.3962
20970.2
USD
CADENCE DESIGN SYS INC
337.8694
46095.52
USD
CHARTER COMMUNICATIONS INC-A
82.45922
54550.9
USD
CHEMED CORP
38.27732
20386.88
USD
CHEVRON CORP
172.52734
14569.93
USD
CHUBB LTD
19.28358
2968.13
CHF
CISCO SYSTEMS INC
1090.233
48787.93
USD
CLOROX COMPANY
277.8226
56097.94
USD
COLGATE-PALMOLIVE CO
29.52446
2524.64
USD
COSTCO WHOLESALE CORP
143.1268
53927.32
USD
DOLLAR GENERAL CORP
178.00816
37435.12
USD
DOMINO'S PIZZA INC
159.06156
60993.75
USD
DTE ENERGY COMPANY
457.251
55514.84
USD
DUKE REALTY CORP
147.26988
5886.38
USD
EBAY INC
1201.2932
60364.98
USD
ELECTRONIC ARTS INC
478.6998
68741.29
USD
ELI LILLY & CO
163.84742
27664
USD
EQT CORP
435.7654
5538.58
USD
EQUITY COMMONWEALTH
666.7712
18189.52
USD
EQUITY LIFESTYLE PROPERTIES
76.05638
4818.93
USD
EQUITY RESIDENTIAL
407.0946
24132.57
USD
EXELIXIS INC
99.27262
1992.4
USD
EXELON CORP
1349.0612
56957.36
USD
EXPEDITORS INTL WASH INC
588.0742
55931.74
USD
EXXON MOBIL CORP
777.7606
32059.29
USD
F5 NETWORKS INC
115.6863
20353.85
USD
FACEBOOK INC-CLASS A
157.65878
43066.07
USD
FACTSET RESEARCH SYSTEMS INC
58.2256
19360.01
USD
FAIR ISAAC CORP
15.02208
7676.88
USD
FIDELITY NATIONAL INFO SERV
547.6776
77474.47
USD
GARMIN LTD
447.0064
53488.79
KYD
GENTEX CORP
1018.747
34566.09
USD
GOLDMAN SACHS GROUP INC
334.5746
88230.67
USD
HERSHEY CO/THE
315.1732
48010.33
USD
HUMANA INC
58.18976
23873.51
USD
INCYTE CORP
38.06312
3310.73
USD
INTERCONTINENTAL EXCHANGE IN
771.4038
88935.14
USD
INTUIT INC
239.809
91091.45
USD
JAZZ PHARMACEUTICALS PLC
15.3903
2540.17
EUR
JOHNSON & JOHNSON
403.7512
63542.36
USD
JPMORGAN CHASE & CO
888.8906
112951.33
USD
JUNIPER NETWORKS INC
1411.4552
31771.86
USD
KINDER MORGAN INC
3441.518
47045.55
USD
KNIGHT-SWIFT TRANSPORTATION
1307.3004
54671.3
USD
LEIDOS HOLDINGS INC
467.924
49188.17
USD
LOCKHEED MARTIN CORP
195.1538
69275.7
USD
LOEWS CORP
542.9092
24441.77
USD
MARSH & MCLENNAN COS
158.65042
18562.1
USD
MEDTRONIC PLC
819.8796
96040.7
EUR
MERCK & CO. INC.
438.1124
35837.59
USD
METTLER-TOLEDO INTERNATIONAL
2.7055
3083.4
USD
MICROSOFT CORP
939.1216
208879.43
USD
MODERNA INC
31.76866
3318.87
USD
MONDELEZ INTERNATIONAL INC-A
1416.149
82802.23
USD
NEUROCRINE BIOSCIENCES INC
23.48384
2250.93
USD
NEWMARKET CORP
35.00372
13941.63
USD
NVIDIA CORP
129.4863
67617.75
USD
ORACLE CORP
185.5715
12004.62
USD
PACCAR INC
844.2658
72843.25
USD
PEPSICO INC
249.7898
37043.83
USD
PERKINELMER INC
20.78008
2981.94
USD
PFIZER INC
897.3562
33031.68
USD
PINNACLE WEST CAPITAL
29.1878
2333.56
USD
PROCTER & GAMBLE CO/THE
321.7204
44764.18
USD
PROLOGIS INC
112.12646
11174.52
USD
QIAGEN N.V.
307.4676
16249.66
EUR
QORVO INC
87.92136
14618.68
USD
QUEST DIAGNOSTICS INC
165.48654
19721.03
USD
REGENERON PHARMACEUTICALS
16.71722
8076.26
USD
RELIANCE STEEL & ALUMINUM
140.0149
16766.78
USD
REPUBLIC SERVICES INC
85.9759
8279.48
USD
ROCKET COS INC-CLASS A
1475.8342
29841.37
USD
ROPER TECHNOLOGIES INC
133.60954
57597.74
USD
SALESFORCE.COM INC
197.95378
44050.65
USD
SAREPTA THERAPEUTICS INC
16.6624
2840.77
USD
SCHNEIDER NATIONAL INC-CL B
494.1034
10227.94
USD
SEAGEN INC
13.37764
2342.96
USD
SHERWIN-WILLIAMS CO/THE
99.33086
72999.24
USD
SILGAN HOLDINGS INC
201.5566
7473.72
USD
STARBUCKS CORP
47.78702
5112.26
USD
SYNOPSYS INC
232.7884
60348.06
USD
TAKE-TWO INTERACTIVE SOFTWRE
271.0402
56319.44
USD
TARGET CORP
113.54674
20044.41
USD
TERMINIX GLOBAL HOLDINGS INC
60.97362
3110.26
USD
TEXAS INSTRUMENTS INC
397.958
65316.85
USD
THERMO FISHER SCIENTIFIC INC
51.94002
24192.62
USD
UNION PACIFIC CORP
13.01988
2711
USD
UNITED THERAPEUTICS CORP
32.61598
4950.78
USD
VEEVA SYSTEMS INC-CLASS A
251.7242
68531.91
USD
VERIZON COMMUNICATIONS INC
1796.3124
105533.35
USD
VERTEX PHARMACEUTICALS INC
47.4555
11215.63
USD
VIATRIS INC
260.3142
4878.29
USD
VONTIER CORP
2581.452
86220.5
USD
WALT DISNEY CO/THE
48.44832
8777.87
USD
WASTE MANAGEMENT INC
518.5086
61147.72
USD
WATSCO INC
43.98644
9965.13
USD
WEC ENERGY GROUP INC
173.22146
15941.57
USD
ZOETIS INC
85.02034
14070.87
USD
Y
2021-06-10
0
USD
0
USD
4818346
USD
129384.55
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
6702
NC
USD
227264.82
0.932934376045
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
PLUG POWER INC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
165874.5
USD
-61411.97
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
1182
NC
USD
46889.94
0.192485739397
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
XP INC - CLASS A
ORDINARY SHARES
Y
2022-07-05
0
USD
0
USD
45542.46
USD
-1353.42
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Total Return Swap
N/A
14080
NC
USD
137280
0.563541823778
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
LUMEN TECHNOLOGIES INC
COMMON STOCK
Y
2022-07-05
0
USD
0
USD
138828.8
USD
-1989.32
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Total Return Swap
N/A
2534
NC
USD
1579260.01
6.482947743702
N/A
DE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
Y
2021-11-02
0
USD
0
USD
1502226.15
USD
-77148.21
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Total Return Swap
N/A
2534
NC
USD
1579260.01
6.482947743702
N/A
DE
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Y
2021-11-02
0
USD
0
USD
1502226.15
USD
-77265.05
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Total Return Swap
N/A
461
NC
USD
5134.95
0.021079247436
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SILLAJEN INC
ORDINARY SHARES
Y
2025-12-15
0
USD
0
USD
5101.84
USD
-33.85
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Total Return Swap
N/A
43866
NC
USD
5802092.65
23.817904091718
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GSGLPWDS
GSGLPWDS
A BASKET -GSGLPWDS OF ORDINARY SHARES
3M CO
68.593486
11989.46
USD
ABB LTD-REG
1092.452668
30491.93
CHF
ABBOTT LABORATORIES
263.170268
28814.51
USD
ACCOR SA
830.320046
30025.07
EUR
ACOM CO LTD
1270.078812
5424.48
JPY
ADOBE INC
40.925342
20467.58
USD
AEON CO LTD
930.913666
30518.06
JPY
AEON MALL CO LTD
727.179476
11986.44
JPY
AERCAP HOLDINGS NV
99.207674
4521.89
EUR
AGNICO EAGLE MINES LTD
404.319161
28457.03
CAD
AIA GROUP LTD
2630.157095
32230.45
HKD
AIR CANADA
163.831982
2930.67
CAD
AIRBUS SE
96.276142
10559.54
EUR
AISIN SEIKI CO LTD
225.227251
6751.04
JPY
ALBEMARLE CORP
239.268127
35296.83
USD
ALEXANDRIA REAL ESTATE EQUIT
129.538867
23086.42
USD
ALGONQUIN POWER & UTILITIES
93.330098
1536.07
CAD
ALLIANT ENERGY CORP
528.401316
27228.52
USD
ALNYLAM PHARMACEUTICALS INC
16.152449
2099.33
USD
ALTAGAS LTD
712.935425
10484.84
CAD
ALTRIA GROUP INC
107.43628
4404.89
USD
AMAZON.COM INC
2.975069
9689.59
USD
AMERCO
17.574677
7978.2
USD
AMERICAN EXPRESS CO
252.568863
30538.1
USD
AMERICAN TOWER CORP
78.752259
17676.73
USD
ANALOG DEVICES INC
207.688855
30681.87
USD
ANHEUSER-BUSCH INBEV SA/NV
246.27768
17152.32
EUR
ANTOFAGASTA PLC
761.653997
15003.7
CLP
AON PLC-CLASS A
144.581107
30545.65
USD
AP MOLLER-MAERSK A/S-B
3.221782
7189.31
DKK
ARCHER-DANIELS-MIDLAND CO
594.12132
29949.66
USD
ARGENX SE
113.466237
33545.08
EUR
ARISTA NETWORKS INC
54.842861
15935.69
USD
ARKEMA
24.177879
2761.7
EUR
ARTHUR J GALLAGHER & CO
255.710826
31633.99
USD
ASAHI INTECC CO LTD
587.126279
21408.46
JPY
ASML HOLDING NV
68.724099
33377.02
EUR
ASTRAZENECA PLC
96.559136
9670.95
GBP
AUST AND NZ BANKING GROUP
1045.301449
18293.37
AUD
AUTODESK INC
82.859305
25300.26
USD
AUTOLIV INC
155.842832
14353.12
SEK
AVALARA INC
19.620944
3235.3
USD
AZRIELI GROUP LTD
107.545124
6830.65
ILS
BAKER HUGHES CO
359.431897
7494.16
USD
BALL CORP
127.811875
11909.51
USD
BANCO BILBAO VIZCAYA ARGENTA
2693.634913
13277.89
EUR
BANCO SANTANDER SA
6801.269424
21087.66
EUR
BANKINTER SA
1306.033611
7058.56
EUR
BARCLAYS PLC
1871.41286
3753.77
GBP
BASF SE
250.674977
19819.66
EUR
BAXTER INTERNATIONAL INC
43.153016
3462.6
USD
BAYERISCHE MOTOREN WERKE AG
279.56943
24669.14
EUR
BECTON DICKINSON AND CO
66.648806
16676.86
USD
BERKSHIRE HATHAWAY INC-CL B
96.152785
22294.95
USD
BLACKBERRY LTD
1911.598063
12674.91
CAD
BLUESCOPE STEEL LTD
629.052986
8477.25
AUD
BOC HONG KONG HOLDINGS LTD
3770.312457
11428.95
HKD
BOEING CO/THE
132.971081
28463.79
USD
BORGWARNER INC
143.449129
5542.87
USD
BOSTON PROPERTIES INC
56.199783
5312.57
USD
BOSTON SCIENTIFIC CORP
599.730414
21560.31
USD
BOUYGUES SA
408.905121
16809.49
EUR
BT GROUP PLC
6041.030399
10925.32
GBP
BUNGE LTD
498.483729
32690.56
USD
BUREAU VERITAS SA
203.284302
5403.93
EUR
CAMDEN PROPERTY TRUST
295.21394
29497.78
USD
CAMECO CORP
2705.462627
36238.62
CAD
CANADIAN UTILITIES LTD-A
292.20259
7136.91
CAD
CANON INC
870.868062
16682.75
JPY
CAPGEMINI SE
67.265589
10419.79
EUR
CARDINAL HEALTH INC
242.685828
12998.25
USD
CARREFOUR SA
684.926237
11739.46
EUR
CARRIER GLOBAL CORP
311.627615
11754.59
USD
CASIO COMPUTER CO LTD
1062.643926
19409.68
JPY
CATERPILLAR INC
171.349474
31189.03
USD
CBOE GLOBAL MARKETS INC
50.460076
4698.84
USD
CBRE GROUP INC - A
357.414655
22417.05
USD
CDK GLOBAL INC
278.524528
14435.93
USD
CELLNEX TELECOM SA
488.426544
29309.23
EUR
CENOVUS ENERGY INC
1035.266033
6303.18
CAD
CHECK POINT SOFTWARE TECH
17.610958
2340.67
ILS
CHR HANSEN HOLDING A/S
79.398066
8163.44
DKK
CHUBB LTD
140.539367
21631.82
CHF
CHUGOKU ELECTRIC POWER CO
832.213931
9744.29
JPY
CIE FINANCIERE RICHEMO-A REG
300.525527
27184.1
CHF
CITY DEVELOPMENTS LTD
1758.7303
10606.14
SGD
CLARIANT AG-REG
805.859172
17131.22
CHF
CME GROUP INC
78.578108
14305.14
USD
CNH INDUSTRIAL NV
995.610537
12558.17
GBP
CNP ASSURANCES
179.070141
2883.27
EUR
COCA-COLA BOTTLERS JAPAN HOL
632.173181
9851.02
JPY
COCA-COLA CO/THE
519.519646
28490.46
USD
COCHLEAR LTD
131.244089
19123.52
AUD
COGNEX CORP
140.350704
11268.06
USD
COGNIZANT TECH SOLUTIONS-A
91.530544
7500.93
USD
COMMERZBANK AG
874.670346
5626.94
EUR
COMMONWEALTH BANK OF AUSTRAL
298.007603
18864.69
AUD
COMPAGNIE DE SAINT GOBAIN
125.221388
5736.63
EUR
CONSTELLATION BRANDS INC-A
50.605202
11085.07
USD
CONTINENTAL AG
104.395904
15463.65
EUR
CORNING INC
571.880864
20587.71
USD
CROWN HOLDINGS INC
114.409552
11463.84
USD
DAIICHI SANKYO CO LTD
885.068575
30300.88
JPY
DAIMLER AG-REGISTERED SHARES
62.17169
4389.27
EUR
DAIRY FARM INTL HLDGS LTD
797.666847
3326.27
HKD
DANONE
234.333865
15390.09
EUR
DAVITA INC
38.218755
4486.88
USD
DBS GROUP HOLDINGS LTD
533.959616
10116.79
SGD
DEERE & CO
100.796796
27119.38
USD
DELIVERY HERO SE
47.84782
7423.57
EUR
DIGITAL REALTY TRUST INC
105.281168
14687.78
USD
DNB ASA
154.725367
3031.62
NOK
DOCUSIGN INC
10.45628
2324.43
USD
DOLLAR TREE INC
130.184675
14065.15
USD
DOLLARAMA INC
133.907139
5457.7
CAD
DOMINION ENERGY INC
26.993311
2029.9
USD
DOW INC
250.297651
13891.52
USD
DROPBOX INC-CLASS A
257.227386
5707.88
USD
DUPONT DE NEMOURS INC
280.759458
19964.81
USD
EAST JAPAN RAILWAY CO
163.519962
10903.44
JPY
EASTMAN CHEMICAL CO
269.570295
27032.51
USD
EDF
778.372435
12261.84
EUR
EDISON INTERNATIONAL
460.627788
28936.64
USD
ELANCO ANIMAL HEALTH INC
361.557983
11088.98
USD
ELECTROLUX AB-SER B
512.974493
11930.29
SEK
ELECTRONIC ARTS INC
109.489803
15722.74
USD
EMERA INC
697.856904
29659.88
CAD
ENBRIDGE INC
540.671662
17291.81
CAD
ENGIE
329.557849
5040.61
EUR
EOG RESOURCES INC
53.355326
2660.83
USD
EQUITY LIFESTYLE PROPERTIES
458.494446
29050.21
USD
EQUITY RESIDENTIAL
101.754623
6032.01
USD
ERIE INDEMNITY COMPANY-CL A
57.193891
14046.82
USD
ESSEX PROPERTY TRUST INC
115.273047
27368.13
USD
ESSITY AKTIEBOLAG-B
539.205896
17334.33
SEK
EUROFINS SCIENTIFIC
107.900681
9046.59
EUR
EXACT SCIENCES CORP
242.693084
32154.41
USD
FANUC CORP
21.841362
5364.36
JPY
FAST RETAILING CO LTD
36.085413
32316.29
JPY
FEDERAL REALTY INVS TRUST
324.913838
27656.67
USD
FEDEX CORP
45.083183
11704.5
USD
FERROVIAL SA
985.023644
27195.8
EUR
FIDELITY NATIONAL INFO SERV
201.905611
28561.57
USD
FIRST REPUBLIC BANK/CA
220.205915
32354.86
USD
FIRSTENERGY CORP
367.072746
11236.1
USD
FMC CORP
71.554042
8223.71
USD
FORTIS INC
624.902402
25528.26
CAD
GARTNER INC
158.382526
25371.3
USD
GENERAL DYNAMICS CORP
131.657697
19593.3
USD
GENERAL ELECTRIC CO
978.746974
10570.47
USD
GENERAL MILLS INC
146.533043
8616.14
USD
GENERAL MOTORS CO
207.892031
8656.62
USD
GJENSIDIGE FORSIKRING ASA
377.906351
8435.87
NOK
GODADDY INC - CLASS A
141.482681
11735.99
USD
HAMAMATSU PHOTONICS KK
256.857316
14676.85
JPY
HANG SENG BANK LTD
1767.931246
30490.03
HKD
HARGREAVES LANSDOWN PLC
814.704561
16990.15
GBP
HASBRO INC
26.478116
2476.76
USD
HEINEKEN NV
157.809281
17586.09
EUR
HENNES & MAURITZ AB-B SHS
728.304197
15225.38
SEK
HESS CORP
656.590517
34661.41
USD
HISAMITSU PHARMACEUTICAL CO
116.66625
6926.19
JPY
HITACHI CONSTRUCTION MACHINE
192.378133
5458.99
JPY
HITACHI METALS LTD
1668.88321
25310.84
JPY
HONG KONG & CHINA GAS
3874.55598
5787.51
HKD
HONG KONG EXCHANGES & CLEAR
614.990342
33714.62
HKD
HOWMET AEROSPACE INC
214.749203
6128.94
USD
HUMANA INC
34.423728
14123.02
USD
HUNTINGTON BANCSHARES INC
225.67714
2850.3
USD
HUSQVARNA AB-B SHS
333.512514
4317.06
SEK
ICADE
67.062414
5153.2
EUR
IHS MARKIT LTD
79.042509
7100.39
GBP
ILLINOIS TOOL WORKS
120.715247
24611.42
USD
ILLUMINA INC
23.98196
8873.33
USD
IMPERIAL BRANDS PLC
303.152296
6365.58
GBP
INFRASTRUTTURE WIRELESS ITAL
1300.039935
15770.76
EUR
INGREDION INC
171.944487
13526.87
USD
INSURANCE AUSTRALIA GROUP
6062.908042
21968.74
AUD
INTACT FINANCIAL CORP
266.348513
31537.47
CAD
INTER PIPELINE LTD
2703.888017
25214.2
CAD
INTERNATIONAL PAPER CO
72.061981
3582.92
USD
INTUITIVE SURGICAL INC
3.141963
2570.44
USD
INVESTOR AB-B SHS
24.497155
1784.08
SEK
IONIS PHARMACEUTICALS INC
118.371473
6692.72
USD
IPG PHOTONICS CORP
52.114505
11662.71
USD
IQVIA HOLDINGS INC
93.293816
16715.45
USD
ISETAN MITSUKOSHI HOLDINGS L
3912.528022
23114.06
JPY
JACOBS ENGINEERING GROUP INC
282.145404
30742.56
USD
JAMES HARDIE INDUSTRIES-CDI
1038.103233
30588.45
EUR
JAPAN AIRPORT TERMINAL CO
224.109786
13565.31
JPY
JAPAN EXCHANGE GROUP INC
441.696189
11284.63
JPY
JARDINE CYCLE & CARRIAGE LTD
158.970283
2351.6
SGD
JARDINE MATHESON HLDGS LTD
205.707895
11519.64
HKD
JARDINE STRATEGIC HLDGS LTD
347.451802
8644.6
HKD
KBC GROUP NV
319.914271
22386.36
EUR
KEIHAN HOLDINGS CO LTD
56.040145
2683.83
JPY
KEIKYU CORP
647.984585
11101.49
JPY
KEIO CORP
140.96023
10921.33
JPY
KELLOGG CO
113.792769
7081.32
USD
KEYERA CORP
514.091958
9135.64
CAD
KIMBERLY-CLARK CORP
60.147192
8109.65
USD
KINTETSU GROUP HOLDINGS CO L
272.146269
11913.24
JPY
KKR & CO INC
427.285244
17300.78
USD
KOMATSU LTD
479.827869
13092.97
JPY
KONINKLIJKE KPN NV
6804.084855
20672.47
EUR
KYUSHU ELECTRIC POWER CO INC
1207.761996
10386.84
JPY
LAS VEGAS SANDS CORP
52.673237
3139.32
USD
LEG IMMOBILIEN AG
184.156784
28585.34
EUR
LENDLEASE GROUP
1660.110384
16766.19
AUD
LIBERTY MEDIA COR-SIRIUSXM C
74.507343
3241.81
USD
LIBERTY MEDIA CORP-LIBERTY-C
654.362843
27875.86
USD
LIVE NATION ENTERTAINMENT IN
441.369657
32431.84
USD
LIXIL CORP
350.19467
7576.73
JPY
LLOYDS BANKING GROUP PLC
9823.859916
4895.4
GBP
LONZA GROUP AG-REG
43.327166
27837.45
CHF
LOWE'S COS INC
80.754988
12961.98
USD
LUNDIN ENERGY AB
260.369349
7034.87
SEK
LUNDIN MINING CORP
348.177428
3090.9
CAD
MACQUARIE GROUP LTD
247.96839
26473.39
AUD
MARATHON PETROLEUM CORP
761.414541
31492.11
USD
MARKEL CORP
28.154313
29091.85
USD
MARKETAXESS HOLDINGS INC
57.883237
33025.86
USD
MARRIOTT INTERNATIONAL -CL A
141.722138
18695.98
USD
MARUI GROUP CO LTD
415.595399
7293.2
JPY
MARVELL TECHNOLOGY GROUP LTD
131.860872
6268.67
USD
MEDIBANK PRIVATE LTD
6878.86068
15962.81
AUD
MELROSE INDUSTRIES PLC
3063.46504
7459.03
GBP
MGM RESORTS INTERNATIONAL
93.308329
2940.15
USD
MICROCHIP TECHNOLOGY INC
186.435251
25748.57
USD
MID-AMERICA APARTMENT COMM
150.777958
19102.06
USD
MISUMI GROUP INC
346.827763
11370.03
JPY
MITSUBISHI ELECTRIC CORP
695.904968
10493.67
JPY
MITSUBISHI ESTATE CO LTD
1760.602417
28253.53
JPY
MITSUBISHI MATERIALS CORP
757.62677
15922.23
JPY
MITSUI CHEMICALS INC
353.641397
10360.42
JPY
MITSUI FUDOSAN CO LTD
112.900248
2360.13
JPY
MIZRAHI TEFAHOT BANK LTD
68.201647
1575.87
ILS
MOHAWK INDUSTRIES INC
22.791933
3212.52
USD
MONOTARO CO LTD
563.00645
28626.06
JPY
MOSAIC CO/THE
189.852953
4368.52
USD
MS&AD INSURANCE GROUP HOLDIN
865.273481
26321.48
JPY
NASDAQ INC
141.780188
18819.9
USD
NATURGY ENERGY GROUP SA
895.749799
20747.79
EUR
NATWEST GROUP PLC
4143.886818
9500.33
GBP
NETFLIX INC
13.8377
7482.46
USD
NGK INSULATORS LTD
958.349609
14775.97
JPY
NIDEC CORP
59.036983
7421.43
JPY
NIPPON EXPRESS CO LTD
155.632401
10445.33
JPY
NIPPON STEEL CORP
403.462922
5189.08
JPY
NIPPON YUSEN KK
420.711067
9786.92
JPY
NISOURCE INC
1113.517609
25544.09
USD
NISSAN MOTOR CO LTD
6614.442334
35873.2
JPY
NISSIN FOODS HOLDINGS CO LTD
47.318113
4051.06
JPY
NOKIA OYJ
387.027478
1489.83
EUR
NORDEA BANK ABP
3446.029914
28154.28
EUR
NOVARTIS AG-REG
240.131622
22689.5
CHF
NOVO NORDISK A/S-B
151.445535
10605.71
DKK
NTT DATA CORP
870.048104
11889.38
JPY
NUTRIEN LTD
338.606413
16290.56
CAD
ODAKYU ELECTRIC RAILWAY CO
423.562779
13290.82
JPY
OLYMPUS CORP
311.678408
6811.31
JPY
ONEX CORPORATION
249.339824
14311.23
CAD
ORICA LTD
527.16775
6157.26
AUD
ORSTED A/S
82.699668
16879.56
DKK
OTSUKA HOLDINGS CO LTD
162.634698
6958.7
JPY
PANASONIC CORP
2820.155173
32515.57
JPY
PARK24 CO LTD
1089.564674
18898.94
JPY
PAYPAL HOLDINGS INC
32.965218
7720.45
USD
PFIZER INC
337.227722
12413.35
USD
PIGEON CORP
59.356259
2445.99
JPY
PIONEER NATURAL RESOURCES CO
33.415107
3805.65
USD
PIRELLI & C SPA
1373.371763
7437.6
EUR
PNC FINANCIAL SERVICES GROUP
81.545921
12150.34
USD
POSTE ITALIANE SPA
349.955213
3556.99
EUR
PROGRESSIVE CORP
88.657062
8766.41
USD
PROLOGIS INC
293.624818
29262.65
USD
PRUDENTIAL PLC
648.826312
11951.53
GBP
PTC INC
145.110814
17356.7
USD
PUBLIC SERVICE ENTERPRISE GP
362.552092
21136.79
USD
PUBLICIS GROUPE
225.611833
11234.22
EUR
QANTAS AIRWAYS LTD
746.452119
2791.06
AUD
QUALCOMM INC
71.525017
10896.12
USD
RECKITT BENCKISER GROUP PLC
177.154487
15848.57
GBP
REINSURANCE GROUP OF AMERICA
55.183906
6395.81
USD
REMY COINTREAU
28.364745
5277.47
EUR
RENAULT SA
843.308763
36840.96
EUR
RESTAURANT BRANDS INTERN
179.048372
10947.71
CAD
ROHM CO LTD
71.77173
6943.97
JPY
ROLLS-ROYCE HOLDINGS PLC
7149.504902
10876.85
GBP
RYOHIN KEIKAKU CO LTD
472.390196
9630.35
JPY
SALESFORCE.COM INC
28.727558
6392.74
USD
SANDS CHINA LTD
1609.54872
7069.4
MOP
SBA COMMUNICATIONS CORP
15.448591
4358.51
USD
SCHIBSTED ASA-B SHS
136.403295
5087.53
NOK
SCHWAB (CHARLES) CORP
296.157255
15708.18
USD
SEALED AIR CORP
303.101502
13879.02
USD
SECURITAS AB-B SHS
139.030063
2243.21
SEK
SEEK LTD
893.006931
19641.87
AUD
SEGA SAMMY HOLDINGS INC
379.887312
5985.92
JPY
SEIBU HOLDINGS INC
1513.85308
14822.58
JPY
SEIKO EPSON CORP
843.519194
12507.17
JPY
SEMPRA ENERGY
104.149191
13269.65
USD
SENSATA TECHNOLOGIES HOLDING
544.894809
28737.75
USD
SERVICENOW INC
16.094399
8858.84
USD
SEVERN TRENT PLC
403.259746
12622.87
GBP
SGS SA-REG
4.912492
14815.72
CHF
SHARP CORP
2399.640025
36347.27
JPY
SHAW COMMUNICATIONS INC-B
977.72384
17159.52
CAD
SHISEIDO CO LTD
203.552784
14067.63
JPY
SHOWA DENKO K K
190.716448
4057.95
JPY
SINGAPORE AIRLINES LTD
1837.141514
5949.58
SGD
SJM HOLDINGS LTD
5793.337747
6479.01
HKD
SLACK TECHNOLOGIES INC- CL A
1166.981779
49293.31
USD
SOMPO HOLDINGS INC
321.147836
12979.03
JPY
SOUTH32 LTD
1304.24857
2483.61
AUD
SOUTHERN CO/THE
442.849935
27204.27
USD
SQUARE INC - A
168.737218
36723.97
USD
ST JAMES'S PLACE PLC
1543.262727
23921.52
GBP
STANDARD CHARTERED PLC
905.444171
5768.75
GBP
STANLEY BLACK & DECKER INC
63.245618
11293.14
USD
STORA ENSO OYJ-R SHS
818.695507
15647.49
EUR
SUEZ
435.709769
8633.66
EUR
SUMITOMO METAL MINING CO LTD
63.173055
2801.51
JPY
SUNCOR ENERGY INC
2043.952362
34282.65
CAD
SUNCORP GROUP LTD
1629.699372
12237.5
AUD
SUNRUN INC
40.192459
2788.55
USD
SVENSKA HANDELSBANKEN-A SHS
1998.41929
20062.89
SEK
SWATCH GROUP AG/THE-BR
69.645644
18998.56
CHF
SWIRE PROPERTIES LTD
3043.735252
8853.49
HKD
SWISS PRIME SITE-REG
137.070871
13454.71
CHF
SYDNEY AIRPORT
666.966978
3296.01
AUD
T&D HOLDINGS INC
362.900393
4277.27
JPY
T-MOBILE US INC
230.567863
31092.08
USD
TABCORP HOLDINGS LTD
6763.507814
20335.87
AUD
TAISHO PHARMACEUTICAL HOLDIN
94.868426
6385.51
JPY
TAKE-TWO INTERACTIVE SOFTWRE
26.137071
5431.02
USD
TAKEDA PHARMACEUTICAL CO LTD
426.14601
15497.34
JPY
TC ENERGY CORP
181.188971
7366.27
CAD
TELECOM ITALIA SPA
12613.705664
5815.56
EUR
TEMENOS AG - REG
35.047766
4895.13
CHF
THYSSENKRUPP AG
3538.097422
35114.5
EUR
TOBU RAILWAY CO LTD
288.922757
8604.3
JPY
TOKIO MARINE HOLDINGS INC
266.500894
13699.93
JPY
TOKYU CORP
416.538714
5167.65
JPY
TORAY INDUSTRIES INC
1975.975658
11690.7
JPY
TOTO LTD
406.437991
24404.78
JPY
TPG TELECOM LTD
932.0529
5188.05
AUD
TRADEWEB MARKETS INC-CLASS A
497.228395
31051.91
USD
TRANSUNION
190.469735
18898.41
USD
TRANSURBAN GROUP
1045.831156
11013.83
AUD
TRIMBLE INC
254.977943
17024.88
USD
TWILIO INC - A
105.651238
35762.94
USD
UBISOFT ENTERTAINMENT
105.658494
10176.49
EUR
UDR INC
751.38638
28875.78
USD
UMICORE
65.023403
3121.03
EUR
UNICREDIT SPA
1305.286216
12195.52
EUR
UNILEVER PLC
198.625779
12027.01
GBP
UNITED PARCEL SERVICE-CL B
82.728693
13931.51
USD
US BANCORP
580.334414
27037.78
USD
VENTAS INC
122.630901
6013.82
USD
VERTEX PHARMACEUTICALS INC
37.239159
8801.1
USD
VIFOR PHARMA AG
93.090641
14616.06
CHF
VISTRA CORP
511.03707
10046.99
USD
VODAFONE GROUP PLC
9358.740499
15478
GBP
VOESTALPINE AG
302.397644
10824.13
EUR
VORNADO REALTY TRUST
752.336951
28092.26
USD
VULCAN MATERIALS CO
24.874481
3689.13
USD
WALGREENS BOOTS ALLIANCE INC
627.507401
25025
USD
WALMART INC
157.758487
22740.89
USD
WALT DISNEY CO/THE
206.76731
37462.1
USD
WARTSILA OYJ ABP
849.142801
8454.45
EUR
WASTE CONNECTIONS INC
274.838344
28190.17
USD
WASTE MANAGEMENT INC
55.060549
6493.29
USD
WELLS FARGO & CO
440.716593
13300.83
USD
WENDEL
47.608364
5696.85
EUR
WESTERN DIGITAL CORP
102.298843
5666.33
USD
WESTPAC BANKING CORP
725.764504
10838.06
AUD
WILMAR INTERNATIONAL LTD
2595.196404
9131.1
SGD
WISETECH GLOBAL LTD
146.932137
3483.28
AUD
WIX.COM LTD
33.190162
8296.21
ILS
WM MORRISON SUPERMARKETS
4514.23214
10948.19
GBP
WORKDAY INC-CLASS A
9.861266
2362.86
USD
WORLDLINE SA
122.797795
11866.26
EUR
WPP PLC
2992.201248
32734.68
GBP
WW GRAINGER INC
29.569285
12074.32
USD
WYNN MACAU LTD
4873.562449
8185
MOP
XPO LOGISTICS INC
24.003729
2861.24
USD
XYLEM INC
252.307637
25682.39
USD
YAKULT HONSHA CO LTD
37.485872
1887.82
JPY
YAMADA HOLDINGS CO LTD
1683.816606
8936.43
JPY
YAMAHA CORP
43.14576
2536.39
JPY
YAMAHA MOTOR CO LTD
451.804168
9206.29
JPY
Z HOLDINGS CORP
265.18751
1603.63
JPY
ZIMMER BIOMET HOLDINGS INC
114.670777
17669.62
USD
ZURICH INSURANCE GROUP AG
76.154515
32128.9
CHF
Y
2025-12-15
0
USD
0
USD
5750393.94
USD
-57223.39
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Total Return Swap
N/A
21170
NC
USD
5494211.99
22.554037332959
N/A
DE
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
MLFCF15
MLFCF15
A BASKET -MLFCF15 OF COMMON STOCK
10X GENOMICS INC-CLASS A
45.545422
6449.23
USD
ABBOTT LABORATORIES
449.190673
49181.89
USD
ABBVIE INC
231.852297
24842.97
USD
ABIOMED INC
58.644993
19012.71
USD
ACTIVISION BLIZZARD INC
596.417723
55377.39
USD
ADOBE INC
210.872779
105461.69
USD
AES CORP
210.872779
4955.51
USD
AFLAC INC
610.157119
27133.69
USD
AGCO CORP
33.691826
3473.29
USD
AGNC INVESTMENT CORP
950.779628
14832.16
USD
ALKERMES PLC
228.46796
4557.94
EUR
ALLIANCE DATA SYSTEMS CORP
176.59164
13085.44
USD
ALLISON TRANSMISSION HOLDING
183.427663
7911.24
USD
ALLSTATE CORP
350.623981
38544.09
USD
ALLY FINANCIAL INC
656.84749
23423.18
USD
ALPHABET INC-CL A
137.932753
241746.46
USD
ALTRIA GROUP INC
836.621417
34301.48
USD
AMAZON.COM INC
82.975172
270244.33
USD
AMDOCS LTD
150.981811
10709.14
USD
AMERICAN ELECTRIC POWER
379.315072
31585.57
USD
AMERICAN FINANCIAL GROUP INC
39.298712
3443.35
USD
AMERIPRISE FINANCIAL INC
142.243152
27642.11
USD
AMETEK INC
140.997177
17052.2
USD
AMGEN INC
61.759929
14199.84
USD
APARTMENT INCOME REIT CO
115.926148
4452.72
USD
APARTMENT INVT & MGMT CO -A
115.926148
612.09
USD
APPLE INC
2927.097359
388396.55
USD
APTARGROUP INC
63.679403
8717.07
USD
ARROW ELECTRONICS INC
58.813368
5722.54
USD
ASHLAND GLOBAL HOLDINGS INC
71.963451
5699.51
USD
AT&T INC
758.276556
21808.03
USD
AUTODESK INC
197.470133
60295.53
USD
AVALONBAY COMMUNITIES INC
56.776031
9108.58
USD
AVERY DENNISON CORP
108.551326
16837.4
USD
AXALTA COATING SYSTEMS LTD
283.863316
8104.3
USD
BAKER HUGHES CO
421.12257
8780.41
USD
BERRY GLOBAL GROUP INC
176.557965
9920.79
USD
BEST BUY CO INC
354.984892
35423.94
USD
BIGCOMMERCE HOLDINGS-SER 1
267.025822
17129.71
USD
BOOZ ALLEN HAMILTON HOLDINGS
190.90351
16642.97
USD
BOSTON PROPERTIES INC
61.136942
5779.28
USD
BRISTOL-MYERS SQUIBB CO
404.891225
25115.4
USD
BRUNSWICK CORP
137.882241
10512.14
USD
CACI INTERNATIONAL INC -CL A
24.330179
6066.24
USD
CADENCE DESIGN SYS INC
240.809844
32853.69
USD
CAMPBELL SOUP CO
60.463442
2923.41
USD
CAPITAL ONE FINANCIAL CORP
31.822864
3145.69
USD
CARDINAL HEALTH INC
348.115195
18645.05
USD
CASEY'S GENERAL STORES INC
44.299448
7912.77
USD
CBRE GROUP INC - A
262.631236
16472.23
USD
CELANESE CORP
44.922435
5837.22
USD
CHARTER COMMUNICATIONS INC-A
31.199877
20640.28
USD
CHEMOURS CO/THE
170.782705
4233.7
USD
CHEVRON CORP
295.06025
24917.84
USD
CIGNA CORP
12.341883
2569.33
USD
CINTAS CORP
17.090057
6040.65
USD
CISCO SYSTEMS INC
1982.682304
88725.03
USD
CITIGROUP INC
1282.697153
79091.11
USD
COCA-COLA CO/THE
1165.407168
63910.93
USD
COGNIZANT TECH SOLUTIONS-A
343.636421
28161
USD
COMCAST CORP-CLASS A
1054.683806
55265.43
USD
CONSTELLATION BRANDS INC-A
41.184511
9021.47
USD
COSTCO WHOLESALE CORP
11.230609
4231.47
USD
COUSINS PROPERTIES INC
162.835407
5454.99
USD
CROWN CASTLE INTL CORP
184.673638
29398.2
USD
CROWN HOLDINGS INC
97.320717
9751.54
USD
CUMMINS INC
168.273918
38215.01
USD
DEERE & CO
103.331703
27801.39
USD
DELTA AIR LINES INC
268.271797
10787.21
USD
DISCOVER FINANCIAL SERVICES
250.794478
22704.42
USD
DISCOVERY INC - A
233.333996
7021.02
USD
DOCUSIGN INC
160.562346
35693.01
USD
DOVER CORP
99.812666
12601.35
USD
DUKE REALTY CORP
245.810579
9825.05
USD
DUPONT DE NEMOURS INC
150.358824
10692.02
USD
EASTMAN CHEMICAL CO
150.981811
15140.46
USD
EBAY INC
1385.001769
69596.34
USD
EDWARDS LIFESCIENCES CORP
506.589691
46216.18
USD
ELI LILLY & CO
262.648074
44345.5
USD
ENTERGY CORP
122.896871
12270.02
USD
EQUINIX INC
36.806763
26286.65
USD
EQUITABLE HOLDINGS INC
575.219318
14719.86
USD
EQUITY COMMONWEALTH
122.896871
3352.63
USD
EQUITY LIFESTYLE PROPERTIES
68.427577
4335.57
USD
EXELON CORP
728.070091
30739.12
USD
EXPEDITORS INTL WASH INC
150.358824
14300.63
USD
FACEBOOK INC-CLASS A
102.489828
27996.12
USD
FAIR ISAAC CORP
34.314813
17536.24
USD
FIDELITY NATIONAL FINANCIAL
142.259989
5560.94
USD
FORD MOTOR CO
2427.343691
21336.35
USD
FORTINET INC
248.925516
36972.91
USD
GAMING AND LEISURE PROPERTIE
142.664089
6048.96
USD
GARMIN LTD
97.943704
11719.94
KYD
GENTEX CORP
205.249056
6964.1
USD
GODADDY INC - CLASS A
318.801117
26444.55
USD
GOLDMAN SACHS GROUP INC
86.713096
22867.11
USD
HALLIBURTON CO
2050.688944
38758.02
USD
HERSHEY CO/THE
134.12748
20431.64
USD
HILTON WORLDWIDE HOLDINGS IN
233.956983
26030.05
USD
HOLOGIC INC
355.60788
25898.92
USD
HONEYWELL INTERNATIONAL INC
296.962887
63164.01
USD
HUMANA INC
110.420288
45302.13
USD
INTL BUSINESS MACHINES CORP
38.675724
4868.5
USD
INTUIT INC
245.810579
93371.15
USD
INVITATION HOMES INC
352.492943
10469.04
USD
JAZZ PHARMACEUTICALS PLC
93.582793
15445.84
EUR
JOHNSON & JOHNSON
434.222141
68337.88
USD
JOHNSON CONTROLS INTERNATION
502.851767
23427.86
USD
JONES LANG LASALLE INC
23.084205
3425
USD
JPMORGAN CHASE & CO
1035.741624
131611.69
USD
LABORATORY CRP OF AMER HLDGS
74.691125
15203.38
USD
LAMAR ADVERTISING CO-A
93.835356
7808.98
USD
LEIDOS HOLDINGS INC
202.757106
21313.83
USD
LENNAR CORP-A
258.287163
19689.23
USD
LINCOLN NATIONAL CORP
347.727932
17494.19
USD
LOCKHEED MARTIN CORP
223.349362
79284.56
USD
LOWE'S COS INC
225.083624
36128.17
USD
LPL FINANCIAL HOLDINGS INC
52.398282
5460.95
USD
MCDONALD'S CORP
238.317894
51138.25
USD
MEDTRONIC PLC
630.109549
73811.03
EUR
MERCK & CO. INC.
616.386991
50420.46
USD
METLIFE INC
1102.384427
51756.95
USD
MGIC INVESTMENT CORP
399.907327
5018.84
USD
MICROSOFT CORP
848.525525
188729.05
USD
MODERNA INC
61.136942
6386.98
USD
MONDELEZ INTERNATIONAL INC-A
492.244146
28781.52
USD
MOODY'S CORP
28.69109
8327.3
USD
MORGAN STANLEY
630.109549
43181.41
USD
NEUROCRINE BIOSCIENCES INC
29.953902
2871.08
USD
NEWMARKET CORP
7.139098
2843.43
USD
NORTHROP GRUMMAN CORP
50.276758
15320.33
USD
NRG ENERGY INC
409.891961
15391.44
USD
NVIDIA CORP
184.99355
96603.63
USD
OLD DOMINION FREIGHT LINE
151.604799
29590.22
USD
ONEMAIN HOLDINGS INC
66.002978
3178.7
USD
ORACLE CORP
201.511132
13035.76
USD
OTIS WORLDWIDE CORP
332.523675
22461.97
USD
PALO ALTO NETWORKS INC
9.260622
3291.13
USD
PEPSICO INC
416.744821
61803.26
USD
PFIZER INC
544.642428
20048.29
USD
PINNACLE WEST CAPITAL
116.044011
9277.72
USD
PINTEREST INC- CLASS A
402.837051
26546.96
USD
POLARIS INC
118.53596
11294.11
USD
POPULAR INC
76.105474
4286.26
USD
PPG INDUSTRIES INC
52.398282
7556.88
USD
PRINCIPAL FINANCIAL GROUP
248.841328
12345.02
USD
PROCTER & GAMBLE CO/THE
799.191667
111199.53
USD
PUBLIC SERVICE ENTERPRISE GP
300.700811
17530.86
USD
PULTEGROUP INC
108.938588
4697.43
USD
QUALCOMM INC
706.299211
107597.62
USD
QUANTA SERVICES INC
244.834005
17632.95
USD
REGENERON PHARMACEUTICALS
26.822128
12958.04
USD
REINSURANCE GROUP OF AMERICA
39.298712
4554.72
USD
RELIANCE STEEL & ALUMINUM
54.284082
6500.52
USD
REPUBLIC SERVICES INC
114.175049
10995.06
USD
ROCKWELL AUTOMATION INC
120.034497
30105.85
USD
SAREPTA THERAPEUTICS INC
49.283346
8402.32
USD
SCHLUMBERGER LTD
962.650062
21014.65
USD
SCOTTS MIRACLE-GRO CO
23.707192
4721.05
USD
SEI INVESTMENTS COMPANY
88.582058
5090.81
USD
SERVICENOW INC
110.420288
60778.64
USD
SHERWIN-WILLIAMS CO/THE
4.360911
3204.88
USD
SILGAN HOLDINGS INC
111.666262
4140.59
USD
SIMON PROPERTY GROUP INC
618.138091
52714.82
USD
SLM CORP
709.969785
8796.53
USD
SOUTHERN CO/THE
724.938317
44532.96
USD
SPECTRUM BRANDS HOLDINGS INC
58.022005
4582.58
USD
SYNCHRONY FINANCIAL
880.920864
30576.76
USD
SYNOPSYS INC
126.028645
32671.67
USD
SYSCO CORP
92.555706
6873.19
USD
TAKE-TWO INTERACTIVE SOFTWRE
16.113482
3348.22
USD
TARGET CORP
197.150221
34802.93
USD
TELEDYNE TECHNOLOGIES INC
23.707192
9292.75
USD
TEMPUR SEALY INTERNATIONAL I
316.948993
8557.62
USD
THERMO FISHER SCIENTIFIC INC
37.2277
17339.92
USD
TRANSUNION
28.068103
2784.92
USD
TRIMBLE INC
45.781147
3056.81
USD
UNION PACIFIC CORP
31.199877
6496.44
USD
UNUM GROUP
399.536902
9165.38
USD
VEEVA SYSTEMS INC-CLASS A
169.688268
46197.63
USD
VERIZON COMMUNICATIONS INC
1852.983085
108862.76
USD
VERTEX PHARMACEUTICALS INC
74.236512
17545.06
USD
VISTRA CORP
484.195824
9519.29
USD
WALMART INC
38.675724
5575.11
USD
WASTE MANAGEMENT INC
174.066016
20527.61
USD
YUM! BRANDS INC
270.140759
29326.48
USD
ZIMMER BIOMET HOLDINGS INC
230.370597
35497.81
USD
ZOETIS INC
15.911432
2633.34
USD
Y
2023-06-20
0
USD
0
USD
5425938.74
USD
70503.17
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T BILLS
9127962F5
600000
PA
USD
599900
2.462621941175
Long
DBT
UST
US
N
2
2021-03-25
Fixed
0
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T BILLS
912796G29
250000
PA
USD
249921.67
1.025941970524
Long
DBT
UST
US
N
2
2021-05-25
Fixed
0
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T BILLS
912796C23
600000
PA
USD
599922.95
2.462716152166
Long
DBT
UST
US
N
2
2021-03-02
Fixed
0
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T BILLS
912796B81
600000
PA
USD
599949.82
2.462826454969
Long
DBT
UST
US
N
2
2021-02-16
Fixed
0
N
N
N
N
N
N
FOSHAN HAITIAN FLAVOURING AND FOOD CO LTD
N/A
WARRANTS
N/A
700
NS
USD
21507.31
0.088288670615
Long
DE
CORP
CN
N
2
FOSHAN HAITIAN FLAVOURING AND FOOD CO LTD
N/A
Call
Purchased
FOSHAN HAITIAN FLAVOURING & FOOD CO LTD
ORDINARY SHARES
1
0
USD
2021-04-12
XXXX
14979.55
N
N
N
SEAZEN HOLDINGS CO LTD
300300TGAEBDZS3VS786
WARRANTS
N/A
1700
NS
USD
9071.72
0.037239901177
Long
DE
CORP
CN
N
2
SEAZEN HOLDINGS CO LTD
300300TGAEBDZS3VS786
Call
Purchased
SEAZEN HOLDINGS CO LTD
ORDINARY SHARES
1
0
USD
2021-05-06
XXXX
1495.07
N
N
N
POLY DEVELOPMENTS AND HOLDINGS GROUP CO LTD
300300W9OF1ZRGUDVU96
WARRANTS
N/A
17200
NS
USD
41689.05
0.171135804695
Long
DE
CORP
CN
N
2
POLY DEVELOPMENTS AND HOLDINGS GROUP CO LTD
300300W9OF1ZRGUDVU96
Call
Purchased
POLY DEVELOPMENTS AND HOLDINGS GROUP CO LTD
ORDINARY SHARES
1
0
USD
2021-07-29
XXXX
6225.88
N
N
N
HUNDSUN TECHNOLOGIES INC
3003003LS77D1DRDDE25
WARRANTS
N/A
1800
NS
USD
28929.11
0.118755560968
Long
DE
CORP
CN
N
2
HUNDSUN TECHNOLOGIES INC
3003003LS77D1DRDDE25
Call
Purchased
HUNDSUN TECHNOLOGIES INC
ORDINARY SHARES
1
0
USD
2021-07-29
XXXX
2212.41
N
N
N
KWEICHOW MOUTAI CO LTD
N/A
WARRANTS
N/A
200
NS
USD
61222.72
0.25132257638
Long
DE
CORP
CN
N
2
KWEICHOW MOUTAI CO LTD
N/A
Call
Purchased
KWEICHOW MOUTAI CO LTD
ORDINARY SHARES
1
0
USD
2021-10-01
XXXX
8361.68
N
N
N
SUOFEIYA HOME COLLECTION CO LTD
N/A
WARRANTS
N/A
5400
NS
USD
21427.95
0.087962893523
Long
DE
CORP
CN
N
2
SUOFEIYA HOME COLLECTION CO LTD
N/A
Call
Purchased
SUOFEIYA HOME COLLECTION CO LTD
ORDINARY SHARES
1
0
USD
2021-06-14
XXXX
-2480.69
N
N
N
SANY HEAVY INDUSTRY CO LTD
3003001FS86S7NYOHV89
WARRANTS
N/A
11600
NS
USD
62167.71
0.255201811433
Long
DE
CORP
CN
N
2
SANY HEAVY INDUSTRY CO LTD
3003001FS86S7NYOHV89
Call
Purchased
SANY HEAVY INDUSTRY CO LTD
ORDINARY SHARES
1
0
USD
2022-01-17
XXXX
4828.91
N
N
N
RISESUN REAL ESTATE DEVELOPMENT CO LTD
3003009NURYQJKU6MT26
WARRANTS
N/A
19000
NS
USD
19008.76
0.078031987749
Long
DE
CORP
CN
N
2
RISESUN REAL ESTATE DEVELOPMENT CO LTD
3003009NURYQJKU6MT26
Call
Purchased
RISESUN REAL ESTATE DEVELOPMENT CO LTD
ORDINARY SHARES
1
0
USD
2021-11-02
XXXX
-1411.34
N
N
N
JIANGSU HENGLI HYDRAULIC CO LTD
N/A
WARRANTS
N/A
1300
NS
USD
22506.55
0.092390604851
Long
DE
CORP
CN
N
2
JIANGSU HENGLI HYDRAULIC CO LTD
N/A
Call
Purchased
JIANGSU HENGLI HYDRAULIC CO LTD
ORDINARY SHARES
1
0
USD
2022-03-23
XXXX
7798.21
N
N
N
SHANDONG BUCHANG PHARMACEUTICALS CO LTD
N/A
WARRANTS
N/A
3340
NS
USD
11805.41
0.048461846459
Long
DE
CORP
CN
N
2
SHANDONG BUCHANG PHARMACEUTICALS CO LTD
N/A
Call
Purchased
SHANDONG BUCHANG PHARMACEUTICALS CO LTD
ORDINARY SHARES
1
0
USD
2021-12-02
XXXX
-651.38
N
N
N
SHENZHEN MINDRAY BIO-MEDICAL ELECTRONICS CO LTD
N/A
WARRANTS
N/A
900
NS
USD
58740.71
0.241133791109
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
2021-12-10
XXXX
10392.35
N
N
N
SHANGHAI PUDONG DEVELOPMENT BANK CO LTD
300300C1031031001330
WARRANTS
N/A
2300
NS
USD
3411.07
0.014002626813
Long
DE
CORP
CN
N
2
SHANGHAI PUDONG DEVELOPMENT BANK CO LTD
300300C1031031001330
Call
Purchased
SHANGHAI PUDONG DEVELOPMENT BANK CO LTD
ORDINARY SHARES
1
0
USD
2021-11-10
XXXX
118.39
N
N
N
BANK OF SHANGHAI CO LTD
300300C1091231000098
WARRANTS
N/A
22200
NS
USD
26665.89
0.109464920478
Long
DE
CORP
CN
N
2
BANK OF SHANGHAI CO LTD
300300C1091231000098
Call
Purchased
BANK OF SHANGHAI CO LTD
ORDINARY SHARES
1
0
USD
2021-12-30
XXXX
-561.57
N
N
N
LUENMEI QUANTUM CO LTD
N/A
WARRANTS
N/A
3400
NS
USD
5912.37
0.024270598577
Long
DE
CORP
CN
N
2
LUENMEI QUANTUM CO LTD
N/A
Call
Purchased
LUENMEI QUANTUM CO LTD
ORDINARY SHARES
1
0
USD
2021-12-02
XXXX
-1167.07
N
N
N
2021-02-24
Putnam Investments Inc
Janet C. Smith
NPORT
Principal Financial Officer
XXXX