GMO Multi-Sector Fixed Income Fund Class III (GUGAX)

GUGAX Holdings List

As of Feb 28, 2025

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No.	Symbol	Name	% Weight	Shares
1	n/a	Nomura Securities International Inc - NOMURA REPO	21.89%	17,999,938
2	GMODX	GMO Opportunistic Income Fund Class VI	17.91%	602,517
3	AMZN	Amazon.com, Inc.	16.78%	65,000
4	JTDB.0 04.14.25 1280	JAPAN TREASURY DISC BILL - Japan Treasury Discount Bill	11.75%	1,455,000,000
5	n/a	UMBS, TBA - Uniform Mortgage-Backed Security, TBA	11.33%	10,700,000
6	n/a	Government National Mortgage Association - Ginnie Mae	5.69%	5,100,000
7	GMOQX	GMO Emerging Country Debt Fund	4.89%	196,141
8	FNCL.5.5 3.12	UMBS, TBA - Uniform Mortgage-Backed Security, TBA	4.87%	4,000,000
9	n/a	United States Treasury - U.S. Treasury Floating Rate Notes	1.52%	1,250,000
10	n/a	United States Treasury - U.S. Treasury Floating Rate Notes	1.34%	1,100,000
11	TF.0 04.30.26	United States Treasury - U.S. Treasury Floating Rate Notes	0.61%	500,000
12	n/a	FS KKR Capital Corp	0.33%	300,000
13	GE.4.418 11.15.35	GE CAPITAL INTL FUNDING - GE Capital International Funding Co Unlimited Co	0.29%	250,000
14	n/a	Goldman Sachs & Co. LLC - TRSWAP: AMZN US EQUITY	0.28%	13,568,100
15	n/a	Sabra Health Care LP	0.27%	250,000
16	META.4.65 08.15.62	Meta Platforms Inc	0.27%	250,000
17	n/a	OMEGA HLTHCARE INVESTORS - Omega Healthcare Investors Inc	0.22%	200,000
18	n/a	Enbridge Energy Partners LP	0.21%	150,000
19	n/a	Blackrock Inc	0.21%	200,000
20	ORCL.6.9 11.09.52	Oracle Corp	0.21%	150,000
21	BATSLN.7.081 08.02.53	BAT Capital Corp	0.21%	150,000
22	n/a	PNC Financial Services Group Inc/The	0.20%	150,000
23	PDM.9.25 07.20.28	Piedmont Operating Partnership LP	0.20%	150,000
24	BK.V6.474 10.25.34 MTN	BANK OF NY MELLON CORP - Bank of New York Mellon Corp/The	0.20%	150,000
25	n/a	Bristol-Myers Squibb Co	0.20%	150,000
26	n/a	Corning Inc	0.20%	200,000
27	MTB.V7.413 10.30.29	M&T BANK CORPORATION - M&T Bank Corp	0.20%	150,000
28	n/a	ONEOK Inc	0.20%	150,000
29	TRGP.6.5 02.15.53	Targa Resources Corp	0.19%	150,000
30	KD.6.35 02.20.34	Kyndryl Holdings Inc	0.19%	150,000
31	n/a	CONSTELLATION EN GEN LLC - Constellation Energy Generation LLC	0.19%	150,000
32	BK.V5.834 10.25.33 MTN	BANK OF NY MELLON CORP - Bank of New York Mellon Corp/The	0.19%	150,000
33	n/a	Jacobs Engineering Group Inc	0.19%	150,000
34	TRGP.6.125 03.15.33	Targa Resources Corp	0.19%	150,000
35	CEG.5.8 03.01.33	CONSTELLATION EN GEN LLC - Constellation Energy Generation LLC	0.19%	150,000
36	LDOS.5.75 03.15.33	Leidos Inc	0.19%	150,000
37	PNC.V5.582 06.12.29	PNC Financial Services Group Inc/The	0.19%	150,000
38	WAB.5.611 03.11.34	Westinghouse Air Brake Technologies Corp	0.19%	150,000
39	LII.5.5 09.15.28	Lennox International Inc	0.19%	150,000
40	MTZ.5.9 06.15.29	MasTec Inc	0.19%	150,000
41	COF.V5.817 02.01.34	Capital One Financial Corp	0.19%	150,000
42	CFG.V5.718 07.23.32	Citizens Financial Group Inc	0.19%	150,000
43	SNV.V6.168 11.01.30	Synovus Financial Corp	0.19%	150,000
44	APP.5.95 12.01.54	AppLovin Corp	0.19%	150,000
45	n/a	Fiserv Inc	0.19%	150,000
46	APP.5.5 12.01.34	AppLovin Corp	0.19%	150,000
47	n/a	Lowe's Cos Inc	0.18%	150,000
48	BMY.5.5 02.22.44	Bristol-Myers Squibb Co	0.18%	150,000
49	APP.5.125 12.01.29	AppLovin Corp	0.18%	150,000
50	n/a	Goldman Sachs Bank USA/New York NY	0.18%	150,000
51	PM.4.75 02.12.27	PHILIP MORRIS INTL INC - Philip Morris International Inc	0.18%	150,000
52	n/a	Tapestry Inc	0.18%	150,000
53	n/a	Tapestry Inc	0.18%	150,000
54	n/a	Expand Energy Corp	0.18%	150,000
55	n/a	Regions Financial Corp	0.18%	150,000
56	JPM.V4.912 07.25.33	JPMorgan Chase & Co	0.18%	150,000
57	EXE.5.375 03.15.30	Expand Energy Corp	0.18%	150,000
58	KMI.5.2 06.01.33	Kinder Morgan Inc	0.18%	150,000
59	MO.3.4 02.04.41	Altria Group Inc	0.18%	200,000
60	CPGX.5.8 06.01.45	Columbia Pipeline Group Inc	0.18%	150,000
61	VTR.4.4 01.15.29	Ventas Realty LP	0.18%	150,000
62	MS.V4.431 01.23.30 GMTN	Morgan Stanley	0.18%	150,000
63	TRPCN.4.25 05.15.28	TransCanada PipeLines Ltd	0.18%	150,000
64	n/a	Goldman Sachs Group Inc/The	0.18%	150,000
65	CHRW.4.2 04.15.28	CH Robinson Worldwide Inc	0.18%	150,000
66	VMW.3.9 08.21.27	VMware LLC	0.18%	150,000
67	BMY.3.25 02.27.27	Bristol-Myers Squibb Co	0.18%	150,000
68	RTX.3.5 03.15.27	RTX Corp	0.18%	150,000
69	BLK.3.2 03.15.27	Blackrock Inc	0.18%	150,000
70	BK.V3.442 02.07.28 MTN	BANK OF NY MELLON CORP - Bank of New York Mellon Corp/The	0.18%	150,000
71	n/a	Morgan Stanley	0.18%	150,000
72	n/a	Oracle Corp	0.18%	150,000
73	GILD.2.95 03.01.27	Gilead Sciences Inc	0.18%	150,000
74	AVGO.4.926 05.15.37 144A	Broadcom Inc	0.18%	150,000
75	MMM.2.25 09.19.26 MTN	3M COMPANY - 3M Co	0.18%	150,000
76	GLW.5.35 11.15.48	Corning Inc	0.18%	150,000
77	MS.V1.593 05.04.27	Morgan Stanley	0.18%	150,000
78	KEY.V4.789 06.01.33 MTN	KeyCorp	0.18%	150,000
79	MMM.2.875 10.15.27	3M COMPANY - 3M Co	0.18%	150,000
80	TRPCN.4.1 04.15.30	TransCanada PipeLines Ltd	0.18%	150,000
81	PCG.3.75 07.01.28	PACIFIC GAS & ELECTRIC - Pacific Gas and Electric Co	0.18%	150,000
82	n/a	PHILIP MORRIS INTL INC - Philip Morris International Inc	0.18%	150,000
83	KMI.5.55 06.01.45	Kinder Morgan Inc	0.17%	150,000
84	n/a	Kyndryl Holdings Inc	0.17%	150,000
85	WMT.2.5 09.22.41	Walmart Inc	0.17%	200,000
86	FOXA.5.576 01.25.49	Fox Corp	0.17%	150,000
87	n/a	Expand Energy Corp	0.17%	150,000
88	RTX.4.875 10.15.40	RTX Corp	0.17%	150,000
89	n/a	Pilgrim's Pride Corp	0.17%	150,000
90	n/a	Howmet Aerospace Inc	0.17%	150,000
91	AAPL.4.65 02.23.46	Apple Inc	0.17%	150,000
92	ORCL.5.5 09.27.64	Oracle Corp	0.17%	150,000
93	RTX.4.45 11.16.38	RTX Corp	0.17%	150,000
94	WMT.3.95 06.28.38	Walmart Inc	0.17%	150,000
95	n/a	3M COMPANY - 3M Co	0.17%	150,000
96	BABA.3.15 02.09.51	Alibaba Group Holding Ltd	0.17%	200,000
97	BLK.2.4 04.30.30	Blackrock Inc	0.16%	150,000
98	AAPL.4.375 05.13.45	Apple Inc	0.16%	150,000
99	KMI.5.05 02.15.46	Kinder Morgan Inc	0.16%	150,000
100	KD.3.15 10.15.31	Kyndryl Holdings Inc	0.16%	150,000
101	PPC.3.5 03.01.32	Pilgrim's Pride Corp	0.16%	150,000
102	NTRS.1.95 05.01.30	Northern Trust Corp	0.16%	150,000
103	n/a	CI Financial Corp	0.16%	150,000
104	OHI.3.25 04.15.33	OMEGA HLTHCARE INVESTORS - Omega Healthcare Investors Inc	0.16%	150,000
105	WMT.4.05 06.29.48	Walmart Inc	0.15%	150,000
106	BHF.4.7 06.22.47	Brighthouse Financial Inc	0.15%	150,000
107	AAPL.3.45 02.09.45	Apple Inc	0.14%	150,000
108	n/a	DISCOVER FINANCIAL SVS - Discover Financial Services	0.14%	100,000
109	BATSLN.7.079 08.02.43	BAT Capital Corp	0.13%	100,000
110	n/a	Altria Group Inc	0.13%	100,000
111	BA.3.9 05.01.49	Boeing Co/The	0.13%	150,000
112	n/a	Pilgrim's Pride Corp	0.13%	100,000
113	CFG.V6.645 04.25.35	Citizens Financial Group Inc	0.13%	100,000
114	CEG.6.5 10.01.53	CONSTELLATION EN GEN LLC - Constellation Energy Generation LLC	0.13%	100,000
115	n/a	Fox Corp	0.13%	100,000
116	n/a	Netflix Inc	0.13%	100,000
117	FITB.V5.631 01.29.32	Fifth Third Bancorp	0.13%	100,000
118	VTR.5.625 07.01.34	Ventas Realty LP	0.13%	100,000
119	CFG.V5.841 01.23.30	Citizens Financial Group Inc	0.12%	100,000
120	n/a	Entergy Louisiana LLC	0.12%	100,000
121	n/a	Public Service Enterprise Group Inc	0.12%	100,000
122	n/a	Altria Group Inc	0.12%	100,000
123	n/a	Netflix Inc	0.12%	100,000
124	CMI.5.45 02.20.54	Cummins Inc	0.12%	100,000
125	NFLX.4.375 11.15.26	Netflix Inc	0.12%	100,000
126	n/a	Entergy Louisiana LLC	0.12%	100,000
127	ILMN.4.65 09.09.26	Illumina Inc	0.12%	100,000
128	MTB.V4.553 08.16.28	M&T BANK CORPORATION - M&T Bank Corp	0.12%	100,000
129	n/a	Synchrony Financial	0.12%	100,000
130	TCP.3.9 05.25.27	TC PipeLines LP	0.12%	100,000
131	PM.2.75 02.25.26	PHILIP MORRIS INTL INC - Philip Morris International Inc	0.12%	100,000
132	TRGP.4.875 02.01.31	Targa Resources Partners LP / Targa Resources Partners Finance Corp	0.12%	100,000
133	GS.V3.615 03.15.28	Goldman Sachs Group Inc/The	0.12%	100,000
134	n/a	M&T BANK CORPORATION - M&T Bank Corp	0.12%	100,000
135	n/a	Fox Corp	0.12%	100,000
136	FIS.1.15 03.01.26	FIDELITY NATL INFO SERV - Fidelity National Information Services Inc	0.12%	100,000
137	n/a	VMware LLC	0.12%	100,000
138	DAL.3.75 10.28.29	Delta Air Lines Inc	0.11%	100,000
139	VTR.3 01.15.30	Ventas Realty LP	0.11%	100,000
140	n/a	FIDELITY NATL INFO SERV - Fidelity National Information Services Inc	0.11%	100,000
141	TSN.4.55 06.02.47	Tyson Foods Inc	0.10%	100,000
142	n/a	Chicago Board of Trade - US ULTRA BOND CBT JUN25	0.10%	29
143	BATSLN.4.54 08.15.47	BAT Capital Corp	0.10%	100,000
144	LOW.4.45 04.01.62	Lowe's Cos Inc	0.10%	100,000
145	n/a	Chicago Board of Trade - US LONG BOND(CBT) JUN25	0.09%	24
146	n/a	Chicago Board of Trade - US 2YR NOTE (CBT) JUN25	0.07%	77
147	SPG.5.85 03.08.53	Simon Property Group LP	0.06%	50,000
148	n/a	Chicago Board of Trade - US 5YR NOTE (CBT) JUN25	0.06%	97
149	n/a	State Street Bank & Trust Co. - PURCHASED JPY / SOLD USD	0.06%	1
150	n/a	Barclays Bank PLC - PURCHASED NOK / SOLD USD	0.05%	1
151	n/a	LCH Ltd. - FSWP: OIS 0.332000 19-MAR-2035 SAR	0.05%	2,300,000
152	n/a	LCH Ltd. - FSWP: OIS 2.658000 19-MAR-2027 CAD	0.03%	7,500,000
153	n/a	Chicago Board of Trade - US 10YR NOTE (CBT)JUN25	0.03%	41
154	n/a	LCH Ltd. - FSWP: SEK 2.269000 19-MAR-2035 3M	0.02%	7,000,000
155	n/a	LCH Ltd. - FSWP: OIS 0.335000 19-MAR-2035 SAR	0.02%	900,000
156	n/a	Citibank NA - PURCHASED GBP / SOLD USD	0.02%	1
157	n/a	Morgan Stanley & Co. International PLC - PURCHASED SEK / SOLD USD	0.02%	1
158	n/a	Morgan Stanley & Co. International PLC - PURCHASED PEN / SOLD USD	0.01%	1
159	n/a	LCH Ltd. - FSWP: OIS 1.958500 19-MAR-2035 EST	0.01%	400,000
160	n/a	State Street Bank & Trust Co. - PURCHASED USD / SOLD NZD	0.01%	1
161	n/a	LCH Ltd. - FSWP: OIS 1.961000 19-MAR-2035 EST	0.01%	400,000
162	n/a	LCH Ltd. - FSWP: OIS 2.943000 19-MAR-2035 CAD	0.01%	500,000
163	n/a	Chicago Mercantile Exchange - FSWP: OIS 9.127500 13-MAR-2030 TII	0.01%	3,900,000
164	n/a	Brown Brothers Harriman & Co. - PURCHASED USD / SOLD CAD	0.01%	1
165	n/a	Morgan Stanley & Co. International PLC - PURCHASED MXN / SOLD USD	0.01%	1
166	n/a	LCH Ltd. - FSWP: SEK 2.419500 19-MAR-2035 3M	0.01%	4,000,000
167	n/a	State Street Bank & Trust Co. - PURCHASED USD / SOLD AUD	0.01%	1
168	n/a	Barclays Bank PLC - PURCHASED USD / SOLD NZD	0.01%	1
169	n/a	Brown Brothers Harriman & Co. - PURCHASED USD / SOLD CAD	0.01%	1
170	n/a	Chicago Mercantile Exchange - FSWP: OIS 8.616000 13-MAR-2030 TII	0.01%	6,000,000
171	n/a	LCH Ltd. - FSWP: OIS 2.349000 19-MAR-2035 EST	0.01%	300,000
172	n/a	LCH Ltd. - FSWP: CNY 1.524000 19-MAR-2030 CNR	0.00%	5,500,000
173	n/a	LCH Ltd. - FSWP: PLN 4.592000 19-MAR-2030 WIB	0.00%	2,400,000
174	n/a	Citibank NA - PURCHASED NOK / SOLD USD	0.00%	1
175	n/a	LCH Ltd. - FSWP: OIS 2.100000 19-MAR-2027 EST	0.00%	1,000,000
176	n/a	LCH Ltd. - FSWP: NZD 3.967000 19-MAR-2035 3M	0.00%	700,000
177	n/a	State Street Bank & Trust Co. - PURCHASED USD / SOLD PLN	0.00%	1
178	n/a	LCH Ltd. - FSWP: NZD 3.517500 19-MAR-2027 3M	0.00%	3,000,000
179	n/a	LCH Ltd. - FSWP: OIS 3.665000 19-MAR-2035 SOF	0.00%	300,000
180	n/a	LCH Ltd. - FSWP: KRW 2.463000 19-MAR-2030 KRW	0.00%	1,200,000,000
181	n/a	Chicago Mercantile Exchange - FSWP: OIS 8.629300 19-MAR-2030 IBR	0.00%	900,000,000
182	n/a	JPMorgan Chase Bank NA - PURCHASED USD / SOLD CLP	0.00%	1
183	n/a	Morgan Stanley & Co. International PLC - PURCHASED COP / SOLD USD	0.00%	1
184	n/a	LCH Ltd. - FSWP: OIS 4.104500 19-MAR-2035 SON	0.00%	200,000
185	n/a	Barclays Bank PLC - PURCHASED USD / SOLD INR	0.00%	1
186	n/a	LCH Ltd. - FSWP: OIS 2.500500 19-MAR-2027 CAD	0.00%	2,500,000
187	n/a	LCH Ltd. - FSWP: OIS 0.199000 19-MAR-2027 SAR	0.00%	1,000,000
188	n/a	LCH Ltd. - FSWP: HKD 3.714500 19-MAR-2030 HKD	0.00%	1,000,000
189	n/a	Barclays Bank PLC - PURCHASED TRY / SOLD USD	0.00%	1
190	n/a	LCH Ltd. - FSWP: OIS 4.038500 19-MAR-2035 SON	0.00%	300,000
191	n/a	LCH Ltd. - FSWP: OIS 3.692500 19-MAR-2035 SOF	0.00%	200,000
192	n/a	LCH Ltd. - FSWP: PLN 4.919500 19-MAR-2030 WIB	0.00%	760,000
193	n/a	LCH Ltd. - FSWP: OIS 3.962000 19-MAR-2027 SON	0.00%	1,500,000
194	n/a	LCH Ltd. - FSWP: OIS 4.046500 19-MAR-2035 SON	0.00%	200,000
195	n/a	LCH Ltd. - FSWP: OIS 2.318000 19-MAR-2030 SOR	0.00%	700,000
196	n/a	Deutsche Bank AG - PURCHASED USD / SOLD SEK	0.00%	1
197	n/a	LCH Ltd. - FSWP: CNY 1.375500 19-MAR-2030 CNR	0.00%	450,000
198	n/a	Chicago Mercantile Exchange - FSWP: OIS 8.477300 19-MAR-2030 IBR	0.00%	500,000,000
199	n/a	Deutsche Bank AG - PURCHASED USD / SOLD IDR	0.00%	1
200	n/a	Barclays Bank PLC - PURCHASED USD / SOLD KRW	0.00%	1
201	n/a	LCH Ltd. - FSWP: CZK 3.520000 19-MAR-2030 PRI	0.00%	5,000,000
202	n/a	Goldman Sachs International - PURCHASED USD / SOLD RON	0.00%	1
203	n/a	LCH Ltd. - FSWP: INR 5.990000 19-MAR-2030 INR	0.00%	80,000,000
204	n/a	LCH Ltd. - FSWP: AUD 4.336000 19-MAR-2035 AUD	0.00%	300,000
205	n/a	LCH Ltd. - FSWP: AUD 4.349000 19-MAR-2035 AUD	0.00%	200,000
206	n/a	JPMorgan Chase Bank NA - PURCHASED USD / SOLD MXN	0.00%	1
207	n/a	Brown Brothers Harriman & Co. - PURCHASED USD / SOLD MXN	0.00%	1
208	n/a	LCH Ltd. - FSWP: SEK 2.260000 19-MAR-2027 3M	0.00%	10,000,000
209	n/a	LCH Ltd. - FSWP: NZD 4.098000 19-MAR-2035 3M	0.00%	300,000
210	n/a	Citibank NA - PURCHASED USD / SOLD HUF	0.00%	1
211	n/a	State Street Bank & Trust Co. - PURCHASED USD / SOLD GBP	0.00%	1
212	n/a	Goldman Sachs International - PURCHASED USD / SOLD RON	0.00%	1
213	n/a	Goldman Sachs International - PURCHASED USD / SOLD TWD	0.00%	1
214	n/a	LCH Ltd. - FSWP: OIS 4.025000 19-MAR-2035 SON	0.00%	100,000
215	n/a	LCH Ltd. - FSWP: KRW 2.582500 19-MAR-2030 KRW	0.00%	200,000,000
216	n/a	LCH Ltd. - FSWP: OIS 2.219000 19-MAR-2035 EST	0.00%	200,000
217	n/a	Morgan Stanley & Co. International PLC - PURCHASED USD / SOLD MXN	0.00%	1
218	n/a	LCH Ltd. - FSWP: OIS 4.018000 19-MAR-2035 SON	0.00%	100,000
219	n/a	Brown Brothers Harriman & Co. - PURCHASED USD / SOLD MXN	0.00%	1
220	n/a	State Street Bank & Trust Co. - PURCHASED USD / SOLD INR	0.00%	1
221	n/a	LCH Ltd. - FSWP: SEK 2.590500 19-MAR-2035 3M	0.00%	2,000,000
222	n/a	Morgan Stanley & Co. International PLC - PURCHASED USD / SOLD INR	0.00%	1
223	n/a	LCH Ltd. - FSWP: TWD 1.921500 19-MAR-2030 TAI	0.00%	7,400,000
224	n/a	Citibank NA - PURCHASED USD / SOLD MXN	0.00%	1
225	n/a	LCH Ltd. - FSWP: OIS 2.199000 19-MAR-2035 EST	0.00%	200,000
226	n/a	JPMorgan Chase Bank NA - PURCHASED BRL / SOLD USD	0.00%	1
227	n/a	LCH Ltd. - FSWP: OIS 3.993000 19-MAR-2035 SON	0.00%	100,000
228	n/a	LCH Ltd. - FSWP: TWD 1.912500 19-MAR-2030 TAI	0.00%	5,200,000
229	n/a	LCH Ltd. - FSWP: TWD 1.912000 19-MAR-2030 TAI	-0.00%	4,800,000
230	n/a	Deutsche Bank AG - PURCHASED USD / SOLD RON	-0.00%	1
231	n/a	State Street Bank & Trust Co. - PURCHASED USD / SOLD INR	-0.00%	1
232	n/a	Deutsche Bank AG - PURCHASED USD / SOLD CZK	-0.00%	1
233	n/a	LCH Ltd. - FSWP: TWD 1.920500 19-MAR-2030 TAI	-0.00%	5,900,000
234	n/a	LCH Ltd. - FSWP: SEK 2.572000 19-MAR-2035 3M	-0.00%	2,000,000
235	n/a	Goldman Sachs International - PURCHASED BRL / SOLD USD	-0.00%	1
236	n/a	State Street Bank & Trust Co. - PURCHASED TWD / SOLD USD	-0.00%	1
237	n/a	LCH Ltd. - FSWP: OIS 4.009000 19-MAR-2027 SON	-0.00%	500,000
238	n/a	Citibank NA - PURCHASED USD / SOLD CZK	-0.00%	1
239	n/a	Morgan Stanley & Co. International PLC - PURCHASED USD / SOLD MXN	-0.00%	1
240	n/a	LCH Ltd. - FSWP: OIS 1.811500 19-MAR-2030 THO	-0.00%	3,000,000
241	n/a	LCH Ltd. - FSWP: SEK 2.585000 19-MAR-2035 3M	-0.00%	2,000,000
242	n/a	LCH Ltd. - FSWP: AUD 3.722000 19-MAR-2027 AUD	-0.00%	1,500,000
243	n/a	LCH Ltd. - FSWP: OIS 3.809000 19-MAR-2027 SOF	-0.00%	1,000,000
244	n/a	Deutsche Bank AG - PURCHASED USD / SOLD RON	-0.00%	1
245	n/a	State Street Bank & Trust Co. - PURCHASED USD / SOLD MXN	-0.00%	1
246	n/a	LCH Ltd. - FSWP: OIS 0.096000 19-MAR-2027 SAR	-0.00%	1,000,000
247	n/a	Bank of America NA - PURCHASED USD / SOLD SGD	-0.00%	1
248	n/a	Citibank NA - PURCHASED USD / SOLD MXN	-0.00%	1
249	n/a	Goldman Sachs International - PURCHASED USD / SOLD PHP	-0.00%	1
250	n/a	State Street Bank & Trust Co. - PURCHASED HUF / SOLD USD	-0.00%	1
251	n/a	Goldman Sachs International - PURCHASED COP / SOLD USD	-0.00%	1
252	n/a	LCH Ltd. - FSWP: OIS 3.806000 19-MAR-2027 SOF	-0.00%	1,500,000
253	n/a	Morgan Stanley & Co. International PLC - PURCHASED HUF / SOLD USD	-0.00%	1
254	n/a	Goldman Sachs International - PURCHASED CZK / SOLD USD	-0.00%	1
255	n/a	State Street Bank & Trust Co. - PURCHASED USD / SOLD CHF	-0.00%	1
256	n/a	State Street Bank & Trust Co. - PURCHASED KRW / SOLD USD	-0.00%	1
257	n/a	LCH Ltd. - FSWP: HKD 3.635500 19-MAR-2030 HKD	-0.00%	500,000
258	n/a	Goldman Sachs International - PURCHASED USD / SOLD PEN	-0.00%	1
259	n/a	LCH Ltd. - FSWP: OIS 1.891500 19-MAR-2027 EST	-0.00%	1,000,000
260	n/a	Goldman Sachs International - PURCHASED COP / SOLD USD	-0.00%	1
261	n/a	Goldman Sachs International - PURCHASED CLP / SOLD USD	-0.00%	1
262	n/a	LCH Ltd. - FSWP: OIS 3.957500 19-MAR-2035 SON	-0.00%	200,000
263	n/a	Citibank NA - PURCHASED USD / SOLD GBP	-0.00%	1
264	n/a	Goldman Sachs International - PURCHASED CLP / SOLD USD	-0.00%	1
265	n/a	Goldman Sachs International - PURCHASED USD / SOLD GBP	-0.00%	1
266	n/a	Deutsche Bank AG - PURCHASED USD / SOLD CZK	-0.00%	1
267	n/a	LCH Ltd. - FSWP: OIS 1.940000 19-MAR-2030 THO	-0.00%	3,800,000
268	n/a	Goldman Sachs International - PURCHASED ILS / SOLD USD	-0.00%	1
269	n/a	Citibank NA - PURCHASED PLN / SOLD USD	-0.00%	1
270	n/a	State Street Bank & Trust Co. - PURCHASED KRW / SOLD USD	-0.00%	1
271	n/a	LCH Ltd. - FSWP: OIS 4.083000 19-MAR-2027 SON	-0.00%	500,000
272	n/a	LCH Ltd. - FSWP: OIS 4.083500 19-MAR-2027 SON	-0.00%	500,000
273	n/a	LCH Ltd. - FSWP: OIS 2.648500 19-MAR-2030 SOR	-0.00%	110,000
274	n/a	LCH Ltd. - FSWP: AUD 4.315500 19-MAR-2035 AUD	-0.00%	1,400,000
275	n/a	Citibank NA - PURCHASED CLP / SOLD USD	-0.00%	1
276	n/a	Goldman Sachs International - PURCHASED CLP / SOLD USD	-0.00%	1
277	n/a	Morgan Stanley & Co. International PLC - PURCHASED IDR / SOLD USD	-0.00%	1
278	n/a	LCH Ltd. - FSWP: OIS 2.253500 19-MAR-2035 EST	-0.00%	300,000
279	n/a	Citibank NA - PURCHASED CLP / SOLD USD	-0.00%	1
280	n/a	LCH Ltd. - FSWP: SEK 2.674000 19-MAR-2035 3M	-0.00%	2,000,000
281	n/a	State Street Bank & Trust Co. - PURCHASED GBP / SOLD USD	-0.00%	1
282	n/a	Morgan Stanley & Co. International PLC - PURCHASED USD / SOLD GBP	-0.00%	1
283	n/a	LCH Ltd. - FSWP: OIS 2.765500 19-MAR-2030 SOR	-0.00%	120,000
284	n/a	LCH Ltd. - FSWP: PLN 4.973500 19-MAR-2030 WIB	-0.00%	710,000
285	n/a	LCH Ltd. - FSWP: OIS 1.955500 19-MAR-2030 THO	-0.00%	7,200,000
286	n/a	Deutsche Bank AG - PURCHASED ILS / SOLD USD	-0.00%	1
287	n/a	State Street Bank & Trust Co. - PURCHASED USD / SOLD EUR	-0.00%	1
288	n/a	LCH Ltd. - FSWP: OIS 2.734500 19-MAR-2035 CAD	-0.00%	600,000
289	n/a	LCH Ltd. - FSWP: AUD 4.280000 19-MAR-2035 AUD	-0.00%	2,400,000
290	n/a	LCH Ltd. - FSWP: TWD 1.827000 19-MAR-2030 TAI	-0.00%	21,000,000
291	n/a	Bank of America NA - PURCHASED SEK / SOLD USD	-0.00%	1
292	n/a	LCH Ltd. - FSWP: OIS 2.298500 19-MAR-2035 EST	-0.00%	300,000
293	n/a	LCH Ltd. - FSWP: OIS 0.612500 19-MAR-2035 SAR	-0.00%	200,000
294	n/a	Morgan Stanley & Co. International PLC - PURCHASED THB / SOLD USD	-0.00%	1
295	n/a	Bank of America NA - FSWP: MYR 3.484000 19-MAR-2030 KLI	-0.00%	4,000,000
296	n/a	State Street Bank & Trust Co. - PURCHASED USD / SOLD GBP	-0.00%	1
297	n/a	LCH Ltd. - FSWP: OIS 2.377500 19-MAR-2035 EST	-0.00%	200,000
298	n/a	LCH Ltd. - FSWP: OIS 2.378500 19-MAR-2035 EST	-0.00%	200,000
299	n/a	LCH Ltd. - FSWP: HKD 3.266000 19-MAR-2030 HKD	-0.00%	3,000,000
300	n/a	LCH Ltd. - FSWP: OIS 4.171000 19-MAR-2035 SON	-0.00%	200,000
301	n/a	LCH Ltd. - FSWP: OIS 2.337000 19-MAR-2035 EST	-0.00%	300,000
302	n/a	LCH Ltd. - FSWP: OIS 4.171000 19-MAR-2027 SON	-0.00%	1,000,000
303	n/a	Morgan Stanley & Co. International PLC - PURCHASED USD / SOLD CZK	-0.01%	1
304	n/a	LCH Ltd. - FSWP: NZD 3.482000 19-MAR-2027 3M	-0.01%	7,000,000
305	n/a	Chicago Board of Trade - US 10YR ULTRA FUT JUN25	-0.01%	-7
306	n/a	LCH Ltd. - FSWP: AUD 4.277000 19-MAR-2035 AUD	-0.01%	3,900,000
307	n/a	LCH Ltd. - FSWP: SEK 2.110500 19-MAR-2027 3M	-0.01%	20,000,000
308	n/a	LCH Ltd. - FSWP: OIS 0.632000 19-MAR-2035 SAR	-0.01%	300,000
309	n/a	LCH Ltd. - FSWP: SEK 2.280000 19-MAR-2035 3M	-0.01%	2,000,000
310	n/a	LCH Ltd. - FSWP: NZD 4.237000 19-MAR-2035 3M	-0.01%	700,000
311	n/a	LCH Ltd. - FSWP: OIS 2.662500 19-MAR-2027 CAD	-0.01%	2,000,000
312	n/a	LCH Ltd. - FSWP: OIS 3.024000 19-MAR-2035 CAD	-0.01%	300,000
313	n/a	LCH Ltd. - FSWP: OIS 3.204000 19-MAR-2035 CAD	-0.01%	200,000
314	n/a	State Street Bank & Trust Co. - PURCHASED AUD / SOLD USD	-0.01%	1
315	n/a	LCH Ltd. - FSWP: OIS 3.037000 19-MAR-2035 CAD	-0.01%	300,000
316	n/a	LCH Ltd. - FSWP: OIS 1.758000 19-MAR-2027 EST	-0.01%	2,000,000
317	n/a	Brown Brothers Harriman & Co. - PURCHASED NZD / SOLD USD	-0.01%	1
318	n/a	LCH Ltd. - FSWP: OIS 0.071000 19-MAR-2027 SAR	-0.01%	10,000,000
319	n/a	LCH Ltd. - FSWP: AUD 4.604500 19-MAR-2035 AUD	-0.01%	500,000
320	n/a	LCH Ltd. - FSWP: ZAR 7.587000 19-MAR-2030 JIB	-0.01%	14,800,000
321	n/a	LCH Ltd. - FSWP: NZD 3.951000 19-MAR-2035 3M	-0.01%	1,600,000
322	n/a	LCH Ltd. - FSWP: OIS 4.119000 19-MAR-2035 SOF	-0.01%	300,000
323	n/a	Morgan Stanley & Co. International PLC - PURCHASED CAD / SOLD USD	-0.01%	1
324	n/a	LCH Ltd. - FSWP: OIS 2.451000 19-MAR-2035 EST	-0.01%	400,000
325	n/a	LCH Ltd. - FSWP: OIS 3.069000 19-MAR-2035 CAD	-0.01%	400,000
326	n/a	LCH Ltd. - FSWP: OIS 3.760000 19-MAR-2035 SON	-0.01%	400,000
327	n/a	LCH Ltd. - FSWP: OIS 3.756000 19-MAR-2035 SON	-0.01%	400,000
328	n/a	LCH Ltd. - FSWP: OIS 2.784000 19-MAR-2035 CAD	-0.01%	1,600,000
329	n/a	LCH Ltd. - FSWP: AUD 3.771000 19-MAR-2027 AUD	-0.01%	16,000,000
330	n/a	LCH Ltd. - FSWP: NZD 3.949000 19-MAR-2035 3M	-0.02%	3,100,000
331	n/a	Morgan Stanley & Co. International PLC - PURCHASED USD / SOLD CHF	-0.02%	1
332	n/a	Chicago Mercantile Exchange - SWP: OIS 14.000000 02-JAN-2029 BZD	-0.03%	5,119,059
333	n/a	Intercontinental Exchange, Inc. - SWAP/CDSWAP/ICE: (CDX.NA.IG.43.V1)	-0.12%	4,000,000
334	n/a	Brown Brothers Harriman & Co. - PURCHASED USD / SOLD JPY	-0.53%	1

As of Feb 28, 2025

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Asset Allocation

Asset Class	% Weight
Bond	133.54%
Cash	8.83%
Not Classified	0.01%
Other	-14.62%
Stocks	-27.76%

Country Breakdown

Sector	% Weight
United States	71.17%
Japan	20.05%
Other	8.78%