Forward Foreign Currency Contract

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SEK Currency. Maturity 57-60 Months 02/25/25 to 05/14/25 Millicom International Cellular SA 83872.57000000 USD 417.72000000 USD Swedish Orphan Biovitrum AB 214221.55000000 USD 6086.33000000 USD Axfood AB 146825.52000000 USD 102.72000000 USD Essity AB, Class B 531321.93000000 USD 3069.08000000 USD ICA Gruppen AB 151635.23000000 USD 3043.66000000 USD Sandvik AB 13403.94000000 USD -1323.83000000 USD Svenska Cellulosa AB SCA, Class B 444549.04000000 USD 18175.67000000 USD Hennes & Mauritz AB, Class B 143014.51000000 USD -10842.69000000 USD SSAB AB, Class A 19881.65000000 USD -333.83000000 USD Electrolux AB, Series B 41557.52000000 USD 938.89000000 USD Swedish Match AB 72460.65000000 USD -1406.48000000 USD Telefonaktiebolaget LM Ericsson, Class B 10826.84000000 USD 33.68000000 USD Telia Co. AB 12753.75000000 USD 477.47000000 USD Saab AB, Class B 33101.90000000 USD 389.96000000 USD Hexpol AB 92721.58000000 USD 4524.44000000 USD Volvo AB, Class B 164225.07000000 USD -1023.28000000 USD Getinge AB, Class B 166945.35000000 USD -7376.88000000 USD BillerudKorsnas AB 150791.37000000 USD 4540.80000000 USD Securitas AB, Class B 124039.36000000 USD 2813.15000000 USD Skanska AB, Class B 81518.18000000 USD 1358.29000000 USD SKF AB, Class B 39219.02000000 USD 477.36000000 USD Svenska Handelsbanken AB, Class A 20775.77000000 USD 820.29000000 USD Tele2 AB, Class B 22470.40000000 USD 199.07000000 USD Atlas Copco AB, Class A 38539.83000000 USD 112.69000000 USD Nordea Bank Abp 19155.32000000 USD 814.21000000 USD Y 2025-02-25 0.00000000 USD 0.00000000 USD 2839828.00000000 USD 26088.52000000 N N N N/A N/A Silver N/A 8.00000000 NC USD 23494.49000000 0.025072420976 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Silver 2020-09-28 745480.00000000 USD 23494.49000000 N N N N/A N/A 3 Month Canadian Bankers Acceptance N/A 56.00000000 NC -191.52000000 -0.00020438281 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long N/A 3 Month Canadian Bankers Acceptance 2020-12-14 13923700.00000000 CAD -191.52000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 1470.10000000 0.001568834483 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 239731.90000000 USD 228000.00000000 CHF 2020-09-16 1470.10000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -171.41000000 -0.00018292219 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35636.00000000 PLN 8838.17000000 USD 2020-09-16 -171.41000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -310.31000000 -0.00033115096 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 26653.13000000 USD 21250.00000000 GBP 2020-09-16 -310.31000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -13744.84000000 -0.01466796745 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 152392000.00000000 JPY 1399092.36000000 USD 2020-09-16 -13744.84000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -143.42000000 -0.00015305233 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6614.46000000 USD 5220.00000000 GBP 2020-09-16 -143.42000000 N N N N/A N/A Total Return Basket Swap 000000000 11481289.57000000 PA 59941.91000000 0.063967713350 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus EURIBOR +/- spread (-1.55% to 0.35%). EUR Currency. Maturity 57-61 Months 02/25/25 to 06/25/25 Banco Bilbao Vizcaya Argentaria SA 66896.84000000 USD -2051.31000000 USD Red Electrica Corp. SA 257424.66000000 USD -8679.35000000 USD Bayerische Motoren Werke AG 108018.46000000 USD 821.58000000 USD Just Eat Takeaway.com NV 41078.34000000 USD -2453.28000000 USD Akzo Nobel NV 183634.28000000 USD -5353.64000000 USD Mapfre SA 133269.51000000 USD -13774.21000000 USD Bankinter SA 19086.23000000 USD 578.11000000 USD UCB SA 97246.94000000 USD -2853.37000000 USD Kone OYJ, Class B 27587.77000000 USD 397.31000000 USD Aperam SA 15054.46000000 USD 618.72000000 USD Proximus SADP 314337.16000000 USD -15208.21000000 USD MTU Aero Engines AG 103241.65000000 USD 4477.37000000 USD OCI NV 143532.71000000 USD 22895.37000000 USD Colruyt SA 107940.36000000 USD -6692.83000000 USD Neste OYJ 46031.58000000 USD 247.17000000 USD Argenx SE 22058.97000000 USD -217.98000000 USD Fortum OYJ 142227.47000000 USD -3705.32000000 USD Naturgy Energy Group SA 126612.65000000 USD -2762.72000000 USD Koninklijke Ahold Delhaize NV 576042.00000000 USD 10959.25000000 USD Adyen NV 308883.53000000 USD -4017.98000000 USD Grifols SA 114790.38000000 USD 4295.80000000 USD Unilever NV 149023.19000000 USD -6561.97000000 USD Orion OYJ, Class B 187285.34000000 USD -2288.55000000 USD Aegon NV 172989.22000000 USD 1990.64000000 USD Randstad NV 326866.89000000 USD 3761.21000000 USD Enagas SA 172908.40000000 USD 2242.40000000 USD Amadeus IT Group SA 156298.94000000 USD 14019.90000000 USD Cellnex Telecom SA 922090.99000000 USD -38696.64000000 USD ProSiebenSat.1 Media SE 34392.68000000 USD 1387.68000000 USD Iberdrola SA 180128.73000000 USD 6513.17000000 USD ArcelorMittal SA 177138.40000000 USD 10001.86000000 USD Galapagos NV 62174.01000000 USD -2673.72000000 USD Freenet AG 21727.70000000 USD -1045.61000000 USD Continental AG 134391.60000000 USD -787.21000000 USD UPM-Kymmene OYJ 15988.52000000 USD 514.63000000 USD Telefonica SA 76003.12000000 USD -5030.64000000 USD ACS Actividades de Construccion y Servicios SA 40270.24000000 USD -2079.05000000 USD Wolters Kluwer NV 52526.33000000 USD 1066.94000000 USD ABN AMRO Bank 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GBP Currency. 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EUR Currency. 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SGD Currency. Maturity 24 Months 02/21/22 to 05/11/22 Genting Singapore Ltd. 15404.84000000 USD 235.27000000 USD Singapore Airlines Ltd. 26182.46000000 USD 545.68000000 USD City Developments Ltd. 81277.30000000 USD -1301.54000000 USD Jardine Cycle & Carriage Ltd. 37943.18000000 USD 154.27000000 USD Yangzijiang Shipbuilding Holdings Ltd. 266719.42000000 USD -1942.01000000 USD Venture Corp. Ltd. 226722.07000000 USD 1624.12000000 USD Singapore Technologies Engineering Ltd. 51315.07000000 USD -403.71000000 USD Wilmar International Ltd. 119789.70000000 USD 1220.32000000 USD Singapore Telecommunications Ltd. 369654.97000000 USD 137.98000000 USD ComfortDelGro Corp. 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1.00000000 NC N/A -1497.59000000 -0.00159817075 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 55000.00000000 NZD 33991.34000000 USD 2020-09-16 -1497.59000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -67.61000000 -0.00007215080 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4483.29000000 USD 3562.00000000 GBP 2020-09-16 -67.61000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 55.46000000 0.000059184790 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8624.65000000 USD 7002.00000000 GBP 2020-09-16 55.46000000 N N N N/A N/A Total Return Basket Swap 000000000 9098746.42999999 PA 51116.06000000 0.054549103852 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Rec/pay the total return of custom basket plus CDOR +/- spread (-1.75% to 0.23%). CAD Currency. Maturity 13-14 Months 03/25/21 to 06/25/21 Ovintiv, Inc. 346523.57000000 USD -16527.50000000 USD SNC-Lavalin Group, Inc. 265905.18000000 USD -10337.88000000 USD Bank of Montreal 123272.07000000 USD -2516.60000000 USD Pembina Pipeline Corp. 99225.00000000 USD -1314.95000000 USD Royal Bank of Canada 144040.61000000 USD -1648.70000000 USD Seven Generations Energy Ltd., Class A 90491.57000000 USD -4764.38000000 USD Shopify, Inc., Class A 191907.44000000 USD -5753.00000000 USD Inter Pipeline Ltd. 77473.07000000 USD -975.35000000 USD West Fraser Timber Co. Ltd. 422998.29000000 USD -25358.85000000 USD Tourmaline Oil Corp. 137681.86000000 USD -2342.22000000 USD Saputo, Inc. 33905.52000000 USD 458.22000000 USD BRP, Inc. 210812.98000000 USD 17371.40000000 USD IGM Financial, Inc. 70349.18000000 USD 293.66000000 USD Enbridge, Inc. 156198.70000000 USD 382.80000000 USD WSP Global, Inc. 40354.36000000 USD -262.45000000 USD Cogeco Communications, Inc. 47046.21000000 USD -420.09000000 USD Kinross Gold Corp. 35046.41000000 USD 2383.82000000 USD iA Financial Corp., Inc. 106952.89000000 USD -1496.95000000 USD Toronto-Dominion Bank (The) 142013.39000000 USD -881.88000000 USD Agnico Eagle Mines Ltd. 83561.91000000 USD -2683.86000000 USD Franco-Nevada Corp. 8800.79000000 USD -148.76000000 USD Yamana Gold, Inc. 9290.23000000 USD 413.71000000 USD Onex Corp. 44542.86000000 USD 424.45000000 USD Canadian National Railway Co. 70689.37000000 USD -881.31000000 USD Canada Goose Holdings, Inc. 343641.37000000 USD -1198.84000000 USD Element Fleet Management Corp. 124975.96000000 USD -1863.65000000 USD PrairieSky Royalty Ltd. 94300.37000000 USD -333.20000000 USD Lightspeed POS, Inc. 19205.75000000 USD 1339.39000000 USD Gildan Activewear, Inc. 111795.46000000 USD -2281.90000000 USD Methanex Corp. 110462.95000000 USD 4801.31000000 USD TC Energy Corp. 152091.93000000 USD 1447.21000000 USD Rogers Communications, Inc., Class B 56454.59000000 USD -817.59000000 USD Sun Life Financial, Inc. 14258.49000000 USD 147.10000000 USD Stantec, Inc. 144320.31000000 USD 6210.55000000 USD Intact Financial Corp. 24174.53000000 USD -219.83000000 USD Suncor Energy, Inc. 58169.20000000 USD -220.97000000 USD TFI International, Inc. 38549.16000000 USD 1773.01000000 USD BlackBerry Ltd. 149457.13000000 USD -231.86000000 USD Canadian Tire Corp. Ltd., Class A 133272.19000000 USD -1126.73000000 USD Finning International, Inc. 99421.71000000 USD 1540.14000000 USD Canadian Natural Resources Ltd. 44234.31000000 USD 116.08000000 USD Dollarama, Inc. 264919.15000000 USD 1519.23000000 USD CGI, Inc. 134065.88000000 USD -1520.24000000 USD First Quantum Minerals Ltd. 169991.00000000 USD -12704.57000000 USD Linamar Corp. 115106.51000000 USD -5856.33000000 USD Empire Co. Ltd., Class A 64224.97000000 USD -447.50000000 USD Manulife Financial Corp. 196005.66000000 USD -615.19000000 USD Atco Ltd., Class I 159436.69000000 USD 5647.17000000 USD Wheaton Precious Metals Corp. 171222.03000000 USD -6155.85000000 USD Pan American Silver Corp. 113431.09000000 USD -7426.30000000 USD Bank of Nova Scotia (The) 98157.75000000 USD 300.10000000 USD Lundin Mining Corp. 122949.20000000 USD -7053.46000000 USD Bausch Health Cos., Inc. 69784.74000000 USD -2930.70000000 USD Restaurant Brands International, Inc. 298096.29000000 USD -2025.93000000 USD Fairfax Financial Holdings Ltd. 44179.80000000 USD -255.32000000 USD Keyera Corp. 9211.37000000 USD -30.58000000 USD Cameco Corp. 160834.65000000 USD -4022.13000000 USD CCL Industries, Inc., Class B 203982.53000000 USD 321.05000000 USD Emera, Inc. 65751.93000000 USD 134.21000000 USD Hydro One Ltd. 220924.01000000 USD -77.65000000 USD Cenovus Energy, Inc. 74070.86000000 USD 111.77000000 USD Air Canada 72289.70000000 USD 653.00000000 USD Shaw Communications, Inc., Class B 11105.88000000 USD 150.01000000 USD ARC Resources Ltd. 18792.87000000 USD 41.62000000 USD Alimentation Couche-Tard, Inc., Class B 247311.13000000 USD -1791.74000000 USD Algonquin Power & Utilities Corp. 23424.13000000 USD 344.55000000 USD Imperial Oil Ltd. 36501.89000000 USD 665.19000000 USD Canadian Imperial Bank of Commerce 182803.40000000 USD -4574.28000000 USD Canadian Utilities Ltd., Class A 31519.45000000 USD 986.58000000 USD Quebecor, Inc., Class B 187512.22000000 USD 120.62000000 USD BCE, Inc. 15472.91000000 USD -81.87000000 USD Gibson Energy, Inc. 9260.72000000 USD -112.94000000 USD Barrick Gold Corp. 20853.53000000 USD 807.81000000 USD Husky Energy, Inc. 48384.56000000 USD 654.67000000 USD CI Financial Corp. 183550.99000000 USD 1177.76000000 USD Magna International, Inc. 330579.39000000 USD 4682.87000000 USD Loblaw Cos. Ltd. 26295.96000000 USD -208.90000000 USD National Bank of Canada 218872.72000000 USD -1862.81000000 USD Y 2021-03-25 0.00000000 USD 0.00000000 USD 9098746.00000000 USD -88942.63000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 5786.26000000 0.006174875326 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 718571.87000000 USD 78131000.00000000 JPY 2020-09-16 5786.26000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 883.68000000 0.000943029491 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 535556.00000000 NOK 56540.46000000 USD 2020-09-16 883.68000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -90.66000000 -0.00009674888 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5609.64000000 USD 4452.00000000 GBP 2020-09-16 -90.66000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -8.03000000 -0.00000856930 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 63500.00000000 CNY 8934.73000000 USD 2020-09-16 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(-0.34% to 0.02%). USD Currency. Maturity 56-60 Months 01/13/25 to 05/14/25 Target Corp. 464728.75000000 USD -3061.25000000 USD Amcor plc 489498.03000000 USD -479.43000000 USD Commercial Metals Co. 362650.80000000 USD 21687.94000000 USD Procter & Gamble Co. 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