# EDGAR Filing Document

**Accession Number:** 0001005942
**File Stem:** 0000869392-23-000150
**Filing Date:** 2023-1
**Character Count:** 74307
**Document Hash:** 5c7656360ef20c79521ecdd40da28b74
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000869392-23-000150.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0000869392-23-000150

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PUTNAM FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001005942
- **IRS NUMBER:** 043299786
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07513
- **FILM NUMBER:** 23556984

**BUSINESS ADDRESS:**
- **STREET 1:** 100 FEDERAL STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 6177601000

**MAIL ADDRESS:**
- **STREET 1:** 100 FEDERAL STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

## Series and Classes Contracts Data

### Putnam Dynamic Risk Allocation Fund (Series ID: S000024277)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000071723 | Class A      |  |
| C000071724 | Class B      |  |
| C000071725 | Class C      |  |
| C000071727 | Class R      |  |
| C000071728 | Class Y      |  |
| C000118009 | Class R6     |  |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Putnam Funds Trust

- **b. Investment Company Act file number:** 811-07513

- **c. CIK number of Registrant:** 0001005942

- **d. LEI of Registrant:** 549300S9JYWEMKQCLW53

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 100 FEDERAL STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 1-800-225-1581

**Item A.2. Information about the Series.**

- **a. Name of Series:** Putnam Dynamic Risk Allocation Fund

- **b. EDGAR series identifier (if any):** S000024277

- **c. LEI of Series:** 549300QOJG6OFCJ2ZT03

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **Yes**

### Fund Information

**Total Assets:** $10585088.31

**Total Liabilities:** $317622.67

**Net Assets:** $10267465.64

**Cash Not Reported:** $5609.59

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.78 | **1-Year:** 0 | **5-Year:** 0 | **10-Year:** 0 | **30-Year:** 0

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0 | **1-Year:** 0 | **5-Year:** 0 | **10-Year:** 0 | **30-Year:** 0

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000118009 | 4.35%                | 1.73%                | -5.63%               |
| Class ID C000071723 | 4.20%                | 1.55%                | -5.49%               |
| Class ID C000071724 | 4.15%                | 1.61%                | -5.68%               |
| Class ID C000071725 | 4.13%                | 1.60%                | -5.65%               |
| Class ID C000071727 | 4.17%                | 1.73%                | -5.64%               |
| Class ID C000071728 | 4.20%                | 1.67%                | -5.61%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $21956.45                | $107180.19                                 |
| Month 2  | $-14338.62               | $90484.29                                  |
| Month 3  | $-35928.93               | $-101832.51                                |

**Designated Index Information**

- **Index Name:** Custom Dynamic Risk Allocation Index

- **Index Identifier:** IDX06532

### Schedule of Portfolio Investments

| Name                                                                        | Title                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANK OF AMERICA N.A.                                                        | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $26172.16     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA                                                               | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |         1 | NC      | $12325.16     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGANCHASE BANK                                                         | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $588.33       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET B AND T CO                                                     | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $29347.44     | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                         | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $36106.43     | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET B AND T CO                                                     | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $15176.41     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                      | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | US        |         1 | NC      | $58192.88     | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTL FX                                                       | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | US        |         1 | NC      | $19288.17     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                 | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $37178.20     | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGANCHASE BANK                                                         | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $830849.67    | 8.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                        | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | US        |         1 | NC      | $16259.38     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGANCHASE BANK                                                         | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $59648.20     | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                 | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $52530.30     | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                 | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $52530.30     | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC WHOLESALE, LONDON                                         | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $34603.29     | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGANCHASE BANK                                                         | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1563610.21   | 15.23%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                      | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | US        |         1 | NC      | $11018.50     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA                                                               | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |         1 | NC      | $49086.94     | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                   | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $16259.38     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA                                                               | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |         1 | NC      | $28478.22     | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                        | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | US        |         1 | NC      | $22433.28     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                        | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | US        |         1 | NC      | $22433.28     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                        | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | US        |         1 | NC      | $55304.37     | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                               | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |         1 | NC      | $276918.37    | 2.70%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                         | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $23680.23     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET B AND T CO                                                     | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $25569.12     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                        | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | US        |         1 | NC      | $31068.26     | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                        | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | US        |         1 | NC      | $31068.26     | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTL FX                                                       | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | US        |         1 | NC      | $31068.26     | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTL FX                                                       | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | US        |         1 | NC      | $31068.26     | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                               | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |         1 | NC      | $4456.73      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                               | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |         1 | NC      | $11309.77     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET B AND T CO                                                     | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $9989.57      | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                        | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | US        |         1 | NC      | $12548.35     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                               | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |         1 | NC      | $289706.73    | 2.82%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA                                                               | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |         1 | NC      | $27816.93     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET B AND T CO                                                     | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $19723.50     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                      | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | US        |         1 | NC      | $86579.34     | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                        | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | US        |         1 | NC      | $7375.66      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                                                      | EQUITY INDEX FUTURE              | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |         5 | NC      | $494950.00    | 4.82%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                 | EQUITY INDEX FUTURE              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         7 | NC      | $1428437.50   | 13.91%            |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                                              | GOVERNMENT FUTURES               | CUSIP: N/A<br>LEI: 3538001249AILNPRUX57       | N/A              | DIR              | CORP              | JP        |         1 | NC      | $1076978.78   | 10.49%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                           | GOVERNMENT FUTURES               | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         3 | NC      | $372430.76    | 3.63%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                           | GOVERNMENT FUTURES               | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         3 | NC      | $439799.21    | 4.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LIMITED                                                           | GOVERNMENT FUTURES               | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |         5 | NC      | $467382.82    | 4.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                               | GOVERNMENT FUTURES               | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | N/A              | DIR              | CORP              | GB        |         3 | NC      | $379617.77    | 3.70%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                      | GOVERNMENT FUTURES               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        16 | NC      | $1914500.00   | 18.65%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                           | GOVERNMENT FUTURES               | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         3 | NC      | $426281.81    | 4.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL/UNITED STATES                                   | LEVERAGED COMMODITY LINKED NOTES | CUSIP: N/A<br>LEI: N/A                        | Long             | COMM             | CORP              | US        |     96000 | NS      | $87197.30     | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                       | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 5299007V1ACKFFX2P066       | Long             | EC               | CORP              | AU        |        35 | NS      | $2118.18      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                                                | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |       118 | NS      | $4154.28      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS INC                                                                     | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |       100 | NS      | $2855.85      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOW ENERGY PCL                                                             | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |       400 | NS      | $0.11         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PANDORA A/S                                                                 | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |        96 | NS      | $7304.69      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GJENSIDIGE FORSIKRING ASA                                                   | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |        68 | NS      | $1317.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE PLC                                                                | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | CH        |      2115 | NS      | $14308.23     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CHOW TAI FOOK JEWELLERY GROUP LTD                                           | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 254900VXRL7SRSF44G79       | Long             | EC               | CORP              | HK        |      1200 | NS      | $2119.47      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COCA-COLA HBC AG                                                            | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | IT        |       176 | NS      | $4323.57      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OCI NV                                                                      | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300NCMRGIBJYUOE57       | Long             | EC               | CORP              | NL        |       114 | NS      | $4835.38      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MONCLER SPA                                                                 | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |       168 | NS      | $8826.17      | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NN GROUP NV                                                                 | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |        30 | NS      | $1288.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WH GROUP LTD                                                                | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | HK        |      6000 | NS      | $3554.41      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RECRUIT HOLDINGS CO LTD                                                     | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |       200 | NS      | $6383.68      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIBANK PVT LTD                                                            | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |       527 | NS      | $1054.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |       379 | NS      | $7052.46      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                                                   | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | HK        |      1000 | NS      | $5861.63      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH32 LTD                                                                 | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |       961 | NS      | $2656.80      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CK ASSET HOLDINGS LTD                                                       | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | HK        |      1133 | NS      | $6805.48      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN POST HOLDINGS CO LTD                                                  | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |      1500 | NS      | $11730.33     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SG HOLDINGS CO LTD                                                          | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       300 | NS      | $4675.51      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COLES GROUP LTD                                                             | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |       614 | NS      | $7097.63      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SAEM                                                  | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |        52 | NS      | $2099.90      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                               | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |       916 | NS      | $14323.43     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIM INTEGRATED SHIPPING SERVICES LTD                                        | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 21380089EIJRELKAIL21       | Long             | EC               | CORP              | IL        |        24 | NS      | $504.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB BANK ASA                                                                | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |        52 | NS      | $1018.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LTD                                                               | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |        52 | NS      | $1667.99      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                                                   | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |       827 | NS      | $24194.80     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                                           | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |      3962 | NS      | $10703.04     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                                          | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |      4351 | NS      | $13141.80     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SAGE GROUP PLC/THE                                                          | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |       491 | NS      | $4735.39      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLVO AB                                                                    | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300HGV012CNC8JD22       | Long             | EC               | CORP              | SE        |       128 | NS      | $2379.82      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INVESTOR AB                                                                 | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |       773 | NS      | $14467.59     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAGEO PLC                                                                  | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |       209 | NS      | $9711.28      | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO NORDISK A/S                                                            | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |       206 | NS      | $25789.07     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL BM                                                     | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |      1084 | NS      | $9971.89      | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                                                   | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |        39 | NS      | $1983.79      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                                               | ORDINARY SHARES                  | CUSIP: N0139V100<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |       420 | NS      | $12177.05     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS AG                                                                 | ORDINARY SHARES                  | CUSIP: H5820Q150<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       275 | NS      | $24517.90     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI HEAVY INDUSTRIES LTD                                             | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |       200 | NS      | $7977.31      | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                    | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |     23291 | NS      | $13411.86     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FERGUSON PLC                                                                | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               | CORP              | GB        |        88 | NS      | $9978.03      | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                                           | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |        16 | NS      | $1767.29      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                                                | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |        28 | NS      | $5097.97      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                 | ORDINARY SHARES                  | CUSIP: Q65336119<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |       641 | NS      | $13866.99     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                                      | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |       286 | NS      | $12539.59     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO PLC                                                               | ORDINARY SHARES                  | CUSIP: G75754104<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |       139 | NS      | $9442.92      | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIN-ETSU CHEMICAL CO LTD                                                   | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |       100 | NS      | $12954.51     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                           | ORDINARY SHARES                  | CUSIP: J92676113<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |       100 | NS      | $1467.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU CORP                                                                 | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |       100 | NS      | $3150.57      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON TELEGRAPH  AND  TELEPHONE CORP                                       | ORDINARY SHARES                  | CUSIP: J59396101<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |       400 | NS      | $11083.99     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                                     | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      1320 | NS      | $12562.78     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NITTO DENKO CORP                                                            | ORDINARY SHARES                  | CUSIP: J58472119<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |       100 | NS      | $6333.14      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SODEXO SA                                                                   | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |        38 | NS      | $3650.03      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                                             | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |         9 | NS      | $5474.44      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HOYA CORP                                                                   | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |       100 | NS      | $10352.60     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| OLYMPUS CORP                                                                | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |       400 | NS      | $8265.20      | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| EIFFAGE SA                                                                  | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |        61 | NS      | $6055.67      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK KGAA                                                                  | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |        65 | NS      | $11777.07     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                                      | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |      3207 | NS      | $19186.44     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                                                | ORDINARY SHARES                  | CUSIP: G88473114<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |       585 | NS      | $9685.86      | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| STMICROELECTRONICS NV                                                       | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | CH        |       325 | NS      | $12575.78     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH PLC                                                                     | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |       123 | NS      | $4923.90      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI  AND  CO LTD                                                         | ORDINARY SHARES                  | CUSIP: J44690139<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |       100 | NS      | $2917.15      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE SA                                                                   | ORDINARY SHARES                  | CUSIP: H57312466<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       123 | NS      | $14636.90     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONAKTIEBOLAGET LM ERICSSON                                             | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |       514 | NS      | $3236.97      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                                   | ORDINARY SHARES                  | CUSIP: G0683Q109<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |      1295 | NS      | $7024.80      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                             | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |        33 | NS      | $4465.38      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       230 | NS      | $9438.10      | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI FUDOSAN CO LTD                                                       | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |       100 | NS      | $2033.23      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| YAKULT HONSHA CO LTD                                                        | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Long             | EC               | CORP              | JP        |       100 | NS      | $6381.82      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                                                | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |        35 | NS      | $1757.15      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                                          | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |      2447 | NS      | $14562.56     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN PLC                                                          | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |       298 | NS      | $12393.02     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                      | ORDINARY SHARES                  | CUSIP: Y20246107<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |       500 | NS      | $13000.75     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HERMES INTERNATIONAL                                                        | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |        10 | NS      | $16436.92     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                                          | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |      2214 | NS      | $6790.48      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                             | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |      1228 | NS      | $12190.25     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN                                                         | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |       277 | NS      | $12912.02     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT DATA CORP                                                               | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 353800SZGJGSLJRRWB43       | Long             | EC               | CORP              | JP        |       300 | NS      | $4638.19      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VINCI SA                                                                    | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |         3 | NS      | $305.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO GAS CO., LTD                                                          | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |       300 | NS      | $5532.34      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON YUSEN KK                                                             | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |       300 | NS      | $6664.07      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM INTERNATIONAL NV                                                        | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |         2 | NS      | $561.39       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L'OREAL SA                                                                  | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |        45 | NS      | $17019.26     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL LTD                                                                     | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |         4 | NS      | $821.74       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AP MOLLER-MAERSK A/S                                                        | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |         3 | NS      | $6545.64      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SA                                         | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |        13 | NS      | $10065.39     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIVARDEN AB                                                           | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |        80 | NS      | $2076.95      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL SA                                               | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |       421 | NS      | $10915.23     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB                                                               | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |       124 | NS      | $2863.25      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJITSU, LTD                                                                | ORDINARY SHARES                  | CUSIP: J15708159<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |       100 | NS      | $13578.71     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCHE HOLDING AG                                                            | ORDINARY SHARES                  | CUSIP: H69293217<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        82 | NS      | $26653.04     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                                            | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |       268 | NS      | $10570.95     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MARUBENI CORP                                                               | ORDINARY SHARES                  | CUSIP: J39788138<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      1200 | NS      | $13612.26     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                                                   | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |        11 | NS      | $5326.72      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BARRATT DEVELOPMENTS PLC                                                    | ORDINARY SHARES                  | CUSIP: G08288105<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |       322 | NS      | $1553.80      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                         | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |       488 | NS      | $12535.65     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JD SPORTS FASHION PLC                                                       | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 213800HROV6Y9MUU8375       | Long             | EC               | CORP              | GB        |      3771 | NS      | $5905.99      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRAX-SARCO ENGINEERING PLC                                                | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |        15 | NS      | $2065.35      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DASSAULT AVIATION SA                                                        | ORDINARY SHARES                  | CUSIP: F24539102<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |        14 | NS      | $2225.35      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| THALES SA                                                                   | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |        73 | NS      | $9286.39      | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KESKO OYJ                                                                   | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |       122 | NS      | $2634.78      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA GROUP AG                                                                | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |       134 | NS      | $5409.48      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SONOVA HOLDING AG                                                           | ORDINARY SHARES                  | CUSIP: H62042124<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |        26 | NS      | $6663.46      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTUM OYJ                                                                  | ORDINARY SHARES                  | CUSIP: X2978Z118<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |       348 | NS      | $5507.18      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BOLIDEN AB                                                                  | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |        35 | NS      | $1324.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI CORP                                                                   | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |       400 | NS      | $11971.72     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ARISTOCRAT LEISURE LTD                                                      | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |       474 | NS      | $11463.97     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LTD                                                      | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |       400 | NS      | $2681.14      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SQUARE ENIX HOLDINGS CO LTD                                                 | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 529900KCRNRDF8DIA489       | Long             | EC               | CORP              | JP        |       100 | NS      | $4476.59      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJI ELECTRIC CO LTD                                                        | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 5299000HVNGZZTYYM906       | Long             | EC               | CORP              | JP        |       100 | NS      | $4132.42      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HAMAMATSU PHOTONICS KK                                                      | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       100 | NS      | $5273.28      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL DISCOUNT BANK LTD                                                    | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300XWZ7BG5G23OF51       | Long             | EC               | CORP              | IL        |       665 | NS      | $3989.88      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ONO PHARMACEUTICAL CO LTD                                                   | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |       400 | NS      | $10270.48     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMADZU CORP                                                               | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       200 | NS      | $6166.98      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SONIC HEALTHCARE LTD                                                        | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |       348 | NS      | $7720.00      | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SCSK CORP                                                                   | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |       200 | NS      | $3232.41      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD                                                    | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               | CORP              | IL        |        80 | NS      | $2979.80      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EURAZEO SE                                                                  | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 969500C656AA39O94N60       | Long             | EC               | CORP              | FR        |        20 | NS      | $1269.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                 | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |       331 | NS      | $12749.23     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                    | ORDINARY SHARES                  | CUSIP: T3679P115<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |       835 | NS      | $4549.51      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MCDONALD'S CO JAPAN LTD                                                     | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 529900FY9FV0AYNRC729       | Long             | EC               | CORP              | JP        |       100 | NS      | $3700.71      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                                                   | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |       600 | NS      | $12386.66     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUESCOPE STEEL LTD                                                         | ORDINARY SHARES                  | CUSIP: Q1415L102<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |       587 | NS      | $7074.07      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GOODMAN GROUP                                                               | ORDINARY SHARES                  | CUSIP: Q4229W132<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       807 | NS      | $10663.99     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| VICINITY LTD                                                                | ORDINARY SHARES                  | CUSIP: Q9395F102<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2906 | NS      | $4053.02      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANDAI NAMCO HOLDINGS INC                                                   | ORDINARY SHARES                  | CUSIP: J48454102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $13273.87     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| IPSEN SA                                                                    | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |        21 | NS      | $2349.38      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PARTNERS GROUP HOLDING AG                                                   | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |        13 | NS      | $13014.00     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                                  | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |       137 | NS      | $11328.99     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ARKEMA SA                                                                   | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |        27 | NS      | $2417.96      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAMBLES LTD                                                                | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      1132 | NS      | $9263.41      | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA REAL ESTATE HOLDINGS INC                                             | ORDINARY SHARES                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       100 | NS      | $2429.75      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SARTORIUS AG                                                                | PREFERRED                        | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Long             | EP               | CORP              | DE        |         5 | NS      | $1859.22      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PORSCHE AUTOMOBIL HOLDING SE                                                | PREFERRED                        | CUSIP: N/A<br>LEI: 52990053Z17ZYM1KFV27       | Long             | EP               | CORP              | DE        |        37 | NS      | $2246.43      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AG                                                               | PREFERRED                        | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EP               | CORP              | DE        |        89 | NS      | $12964.09     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| PUTNAM SHORT TERM INVESTMENT FUND                                           | SHORT TERM INV FUND              | CUSIP: 74676P664<br>LEI: 5493003MK0Q7JP8CPP42 | Long             | STIV             | PF                | US        |   8377938 | NS      | $8377937.96   | 81.60%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Institutional U.S. Government Money Market Fund, Premier Class | SHORT TERM INV FUND              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    140000 | NS      | $140000.00    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA N.A.                                                        | Total Return Swap                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               | CORP              | US        |        43 | NC      | $585079.07    | 5.70%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                        | Total Return Swap                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               | CORP              | US        |      2025 | NC      | $580058.62    | 5.65%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGANCHASE BANK                                                         | Total Return Swap                | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DE               | CORP              | US        |       158 | NC      | $1371123.84   | 13.35%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                               | Total Return Swap                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DE               | CORP              | US        |        44 | NC      | $381831.96    | 3.72%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                    | U.S. T BILLS                     | CUSIP: 912796YX1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99950.26     | 0.97%             | 2022-12-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                    | U.S. T BILLS                     | CUSIP: 912796X87<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99791.40     | 0.97%             | 2022-12-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                    | U.S. T BILLS                     | CUSIP: 912796YY9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $299647.50    | 2.92%             | 2022-12-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-26

**Name of Applicant:** Putnam Investments Inc

**Signature:** Janet C. Smith

**Name of Signer:** NPORT

**Title:** Principal Financial Officer