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JPY Currency. Maturity 4-73 Months 10/15/20 Oriental Land Co. Ltd. 1057169.05000000 USD 66025.51000000 USD Japan Airport Terminal Co. Ltd. 908913.56000000 USD 22132.16000000 USD GungHo Online Entertainment, Inc. 523684.68000000 USD 32462.58000000 USD Tsuruha Holdings, Inc. 179547.10000000 USD 11743.71000000 USD Suzuki Motor Corp. 1055114.83000000 USD 18322.11000000 USD Japan Post Holdings Co. Ltd. 329714.52000000 USD 17195.58000000 USD Mitsubishi UFJ Lease & Finance Co. Ltd. 126454.01000000 USD -1681.62000000 USD CyberAgent, Inc. 1066634.55000000 USD -27939.10000000 USD Taiyo Nippon Sanso Corp. 734133.15000000 USD 34778.52000000 USD Stanley Electric Co. Ltd. 203343.88000000 USD -4849.99000000 USD Fuji Electric Co. Ltd. 38533.51000000 USD 984.78000000 USD Japan Post Bank Co. Ltd. 493831.43000000 USD 50745.99000000 USD Cosmos Pharmaceutical Corp. 138091.01000000 USD 608.19000000 USD Seven & i Holdings Co. Ltd. 480888.78000000 USD -26139.79000000 USD Otsuka Holdings Co. Ltd. 213551.57000000 USD -6643.29000000 USD Yokohama Rubber Co. Ltd. (The) 42420.08000000 USD -2640.02000000 USD Olympus Corp. 100112.98000000 USD -8894.70000000 USD Persol Holdings Co. Ltd. 129596.59000000 USD 2428.72000000 USD THK Co. Ltd. 109549.45000000 USD 5431.94000000 USD Santen Pharmaceutical Co. Ltd. 46023.65000000 USD 441.78000000 USD Sompo Holdings, Inc. 55080.61000000 USD 399.36000000 USD Azbil Corp. 217008.13000000 USD 14996.27000000 USD Nippon Paint Holdings Co. Ltd. 1903651.52000000 USD 20648.91000000 USD Asics Corp. 154345.36000000 USD 8242.62000000 USD Kikkoman Corp. 1893267.40000000 USD 12744.42000000 USD Aeon Co. Ltd. 807278.81000000 USD -21840.95000000 USD Suntory Beverage & Food Ltd. 440906.12000000 USD -11299.55000000 USD Fast Retailing Co. Ltd. 804680.72000000 USD 10519.72000000 USD Yaskawa Electric Corp. 973365.56000000 USD 10962.24000000 USD Obic Co. Ltd. 581588.65000000 USD -11461.22000000 USD Nippon Steel Corp. 554683.08000000 USD 49282.64000000 USD Shimadzu Corp. 411136.64000000 USD -10018.91000000 USD Medipal Holdings Corp. 864667.71000000 USD -16936.92000000 USD Yamato Holdings Co. Ltd. 694637.28000000 USD 29775.99000000 USD NS Solutions Corp. 588147.65000000 USD 1332.13000000 USD Dai Nippon Printing Co. Ltd. 650627.53000000 USD -1751.80000000 USD Kaken Pharmaceutical Co. Ltd. 681106.76000000 USD -7471.41000000 USD Nitto Denko Corp. 538556.47000000 USD 10620.54000000 USD Nippon Telegraph & Telephone Corp. 608115.70000000 USD 3000.29000000 USD Kinden Corp. 616453.96000000 USD 763.36000000 USD Shimamura Co. Ltd. 887290.26000000 USD -18749.66000000 USD Keikyu Corp. 529453.22000000 USD 15275.30000000 USD Tokyo Broadcasting System Holdings, Inc. 492687.64000000 USD -10835.68000000 USD Hankyu Hanshin Holdings, Inc. 57423.03000000 USD 2183.04000000 USD Shionogi & Co. Ltd. 514413.75000000 USD -151.13000000 USD J Front Retailing Co. Ltd. 24753.67000000 USD -5739.15000000 USD Ajinomoto Co., Inc. 121143.22000000 USD 3646.56000000 USD Koei Tecmo Holdings Co. Ltd. 32584.28000000 USD -1526.79000000 USD Toho Gas Co. Ltd. 314889.94000000 USD 2513.86000000 USD FUJIFILM Holdings Corp. 132685.31000000 USD -7822.80000000 USD Kirin Holdings Co. Ltd. 343600.13000000 USD 5404.40000000 USD Marubeni Corp. 220760.65000000 USD -13363.17000000 USD Sumitomo Heavy Industries Ltd. 496473.18000000 USD -35995.30000000 USD Mabuchi Motor Co. Ltd. 638232.23000000 USD -17633.14000000 USD Dai-ichi Life Holdings, Inc. 193914.01000000 USD 20366.91000000 USD Hitachi Transport System Ltd. 256750.84000000 USD -2552.53000000 USD Sega Sammy Holdings, Inc. 111481.15000000 USD -4834.48000000 USD Kyushu Electric Power Co., Inc. 483592.30000000 USD 3376.56000000 USD ENEOS Holdings, Inc. 150068.23000000 USD 5687.90000000 USD Toho Co. Ltd. 245623.72000000 USD 2250.99000000 USD Nifco, Inc. 27811.30000000 USD 646.68000000 USD Maruichi Steel Tube Ltd. 42373.05000000 USD -1029.16000000 USD Mitsubishi Corp. 150035.25000000 USD -7239.80000000 USD Zensho Holdings Co. Ltd. 133482.33000000 USD -309.52000000 USD Mitsubishi Electric Corp. 114939.17000000 USD -2061.00000000 USD MS&AD Insurance Group Holdings, Inc. 115662.57000000 USD -7712.11000000 USD Tobu Railway Co. Ltd. 234579.79000000 USD 10379.72000000 USD Ezaki Glico Co. Ltd. 185928.54000000 USD -268.65000000 USD Sysmex Corp. 130494.87000000 USD -7382.20000000 USD Takashimaya Co. Ltd. 18421.68000000 USD -1452.86000000 USD NHK Spring Co. Ltd. 264048.83000000 USD -18521.07000000 USD Nankai Electric Railway Co. Ltd. 100764.09000000 USD 1515.85000000 USD Yamaguchi Financial Group, Inc. 355191.32000000 USD -14866.33000000 USD Omron Corp. 200934.73000000 USD -1727.43000000 USD Hachijuni Bank Ltd. (The) 57094.20000000 USD -990.41000000 USD Advantest Corp. 171211.46000000 USD 7339.38000000 USD Fancl Corp. 104291.09000000 USD -1687.97000000 USD Suzuken Co. Ltd. 765874.16000000 USD 653.90000000 USD Nintendo Co. Ltd. 804723.94000000 USD -7990.18000000 USD Tokio Marine Holdings, Inc. 879837.89000000 USD 19180.14000000 USD Ito En Ltd. 581422.62000000 USD 4214.11000000 USD NH Foods Ltd. 527151.51000000 USD 12154.83000000 USD Taiheiyo Cement Corp. 813195.26000000 USD -8451.83000000 USD Sekisui House Ltd. 1071070.40000000 USD -6366.06000000 USD Kobayashi Pharmaceutical Co. Ltd. 237395.92000000 USD 10967.62000000 USD Japan Tobacco, Inc. 596185.40000000 USD -48463.38000000 USD Sankyu, Inc. 633203.59000000 USD -22008.67000000 USD MonotaRO Co. Ltd. 755354.53000000 USD -18188.33000000 USD Daikin Industries Ltd. 453040.05000000 USD -25426.07000000 USD Chiba Bank Ltd. (The) 773460.18000000 USD 20535.63000000 USD Seibu Holdings, Inc. 62085.44000000 USD -6093.02000000 USD Toyota Boshoku Corp. 311503.75000000 USD 912.74000000 USD SoftBank Group Corp. 363079.23000000 USD -10064.45000000 USD Lasertec Corp. 103983.64000000 USD -2990.92000000 USD Amada Co. Ltd. 373366.61000000 USD -20437.52000000 USD Nomura Research Institute Ltd. 226695.73000000 USD 10721.26000000 USD Chubu Electric Power Co., Inc. 492898.28000000 USD -19718.67000000 USD Haseko Corp. 666667.30000000 USD 7085.52000000 USD Asahi Intecc Co. Ltd. 1144468.22000000 USD 1243.00000000 USD Sugi Holdings Co. Ltd. 1064682.58000000 USD 34003.24000000 USD Renesas Electronics Corp. 59114.65000000 USD -7179.77000000 USD Obayashi Corp. 1546540.76000000 USD -1668.74000000 USD Sumitomo Metal Mining Co. Ltd. 149299.86000000 USD 1484.66000000 USD Ryohin Keikaku Co. Ltd. 105254.25000000 USD 2924.92000000 USD Sekisui Chemical Co. Ltd. 342432.81000000 USD 2834.20000000 USD Pan Pacific International Holdings Corp. 451342.20000000 USD -12161.91000000 USD Konica Minolta, Inc. 137714.00000000 USD 15373.60000000 USD Mitsubishi Materials Corp. 124581.36000000 USD 7773.92000000 USD Ricoh Co. Ltd. 195175.80000000 USD -21399.06000000 USD Sony Financial Holdings, Inc. 869217.14000000 USD -4327.80000000 USD Rinnai Corp. 326598.36000000 USD 2295.37000000 USD T&D Holdings, Inc. 5153.53000000 USD -501.93000000 USD SG Holdings Co. Ltd. 358970.06000000 USD -6009.67000000 USD Park24 Co. Ltd. 334328.49000000 USD -19140.98000000 USD Welcia Holdings Co. Ltd. 226203.91000000 USD -1720.61000000 USD Alps Alpine Co. Ltd. 436945.74000000 USD -38744.40000000 USD Yokogawa Electric Corp. 90878.39000000 USD 2737.36000000 USD Shizuoka Bank Ltd. (The) 417503.33000000 USD 14168.90000000 USD Showa Denko KK 133171.48000000 USD -10581.18000000 USD Hitachi Construction Machinery Co. 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-13533.11000000 USD easyJet plc 375303.13000000 USD 61320.52000000 USD Bellway plc 908477.46000000 USD -47516.01000000 USD Royal Mail plc 1125670.84000000 USD 22064.76000000 USD Babcock International Group plc 85151.35000000 USD -11952.31000000 USD Taylor Wimpey plc 573128.35000000 USD -37811.89000000 USD Tate & Lyle plc 1103673.94000000 USD -78498.31000000 USD Standard Life Aberdeen plc 123435.29000000 USD 7277.04000000 USD J Sainsbury plc 361915.61000000 USD 18815.24000000 USD Rio Tinto plc 78505.80000000 USD 736.25000000 USD Standard Chartered plc 219450.04000000 USD 6219.00000000 USD Micro Focus International plc 504674.31000000 USD -40568.61000000 USD Vodafone Group plc 118926.79000000 USD -739.15000000 USD B&M European Value Retail SA 66979.17000000 USD -2406.25000000 USD Intertek Group plc 813061.90000000 USD -11983.29000000 USD Quilter plc 120736.60000000 USD 868.05000000 USD Associated British Foods plc 459406.55000000 USD -14410.00000000 USD Auto Trader Group plc 414038.48000000 USD 19378.39000000 USD William Hill plc 348649.72000000 USD -52646.30000000 USD Howden Joinery Group plc 376717.49000000 USD -10723.47000000 USD Imperial Brands plc 463694.58000000 USD 4912.54000000 USD John Wood Group plc 305204.30000000 USD 63689.24000000 USD Johnson Matthey plc 603854.40000000 USD 12166.68000000 USD WH Smith plc 471465.29000000 USD -21719.00000000 USD Indivior plc 491307.78000000 USD 20829.88000000 USD Smiths Group plc 314744.43000000 USD -26462.61000000 USD Travis Perkins plc 294092.35000000 USD -7075.57000000 USD Dunelm Group plc 405126.60000000 USD -2034.96000000 USD Close Brothers Group plc 68055.85000000 USD 490.31000000 USD ConvaTec Group plc 207415.61000000 USD -18131.28000000 USD Wm Morrison Supermarkets plc 88804.18000000 USD 1294.66000000 USD SSE plc 176544.70000000 USD -2410.43000000 USD BHP Group plc 167101.40000000 USD -399.35000000 USD Melrose Industries plc 30997.26000000 USD -1919.31000000 USD RSA Insurance Group plc 30953.83000000 USD -486.62000000 USD G4S plc 18576.50000000 USD 959.24000000 USD NMC Health plc 0.05000000 USD 1240.06000000 USD Spectris plc 10431.69000000 USD -55.12000000 USD Smith & Nephew plc 49844.98000000 USD -4430.65000000 USD Y 2021-10-13 0.00000000 USD 0.00000000 USD 68437353.00000000 USD -319060.89000000 N N N N/A N/A 000000000 3515341.30000000 PA -131871.23000000 -0.08346078659 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Rec/pay the total return of custom basket plus SIBOR +/- spread (-0.30% to 0.35%). SGD Currency. Maturity 24 Months 04/18/22 to 06/09/22 Oversea-Chinese Banking Corp. Ltd. 143391.43000000 USD -2260.70000000 USD Singapore Press Holdings Ltd. 69085.63000000 USD -2333.20000000 USD Venture Corp. Ltd. 57264.85000000 USD -410.22000000 USD ComfortDelGro Corp. Ltd. 397348.75000000 USD -17457.73000000 USD City Developments Ltd. 310442.64000000 USD -4971.30000000 USD United Overseas Bank Ltd. 181187.16000000 USD -827.94000000 USD Genting Singapore Ltd. 475184.36000000 USD 7257.32000000 USD Singapore Telecommunications Ltd. 53544.83000000 USD -19.97000000 USD CapitaLand Ltd. 205771.62000000 USD -5882.01000000 USD DBS Group Holdings Ltd. 308460.07000000 USD -4107.66000000 USD Wilmar International Ltd. 129550.35000000 USD 1319.76000000 USD Singapore Technologies Engineering Ltd. 379492.82000000 USD -2985.53000000 USD Jardine Cycle & Carriage Ltd. 157610.15000000 USD 640.84000000 USD Yangzijiang Shipbuilding Holdings Ltd. 647006.64000000 USD -4710.96000000 USD Y 2022-04-18 0.00000000 USD 0.00000000 USD 3515341.00000000 USD -36749.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 91.11000000 0.000057663163 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14060.00000000 EUR 15914.67000000 USD 2020-09-16 91.11000000 N N N United States of America 254900HROIFWPRGM1V77 912796TN9 19154000.00000000 PA USD 19145835.61000000 12.11732460585 Long STIV UST US N 2 2020-10-08 None 0.00000000 N N N N N N Enagas SA 213800OU3FQKGM4M2U23 N/A 26710.00000000 NS 653421.54000000 0.413547941490 Long EC CORP ES N 2 N N N BPER Banca N747OI7JINV7RUUH6190 N/A 123061.00000000 NS 307641.01000000 0.194704794096 Long EC CORP IT N 2 N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 N/A 12793.00000000 NS 149354.26000000 0.094525728025 Long EC CORP ES N 2 N N N United States of America 254900HROIFWPRGM1V77 9127962T5 2712000.00000000 PA USD 2710576.20000000 1.715513093987 Long STIV UST US N 2 2020-10-29 None 0.00000000 N N N N N N Freni Brembo SpA 549300BLWVJN2BAT0A44 N/A -45085.00000000 NS -418744.08000000 -0.26502149331 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 91.13000000 0.000057675821 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14060.00000000 EUR 15914.69000000 USD 2020-09-16 91.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -3298.68000000 -0.00208772169 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3070500.00000000 NOK 315798.03000000 USD 2020-09-16 -3298.68000000 N N N N/A N/A 000000000 450977.10000000 PA USD 5003.84000000 0.003166910799 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus Fed +/- spread (0.20%). USD Currency. Maturity 59 Months 04/22/25 Y 2025-04-22 0.00000000 USD 0.00000000 USD 450977.00000000 USD 5041.98000000 N N N Repsol SA BSYCX13Y0NOTV14V9N85 N/A -8691.00000000 NS -76793.52000000 -0.04860231898 Short EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A 190.04000000 0.000120275574 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 81625.00000000 EUR 92053.32000000 USD 2020-09-16 190.04000000 N N N United States of America 254900HROIFWPRGM1V77 9127963A5 2392000.00000000 PA USD 2390477.59000000 1.512923933490 Long STIV UST US N 2 2020-11-19 None 0.00000000 N N N N N N A2A SpA 81560076E3944316DB24 N/A 607601.00000000 NS 863666.23000000 0.546610984926 Long EC CORP IT N 2 N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A -6296.00000000 NS -58107.16000000 -0.03677579469 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2531.49000000 -0.00160217013 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 191500.00000000 SGD 134913.11000000 USD 2020-09-16 -2531.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 93.56000000 0.000059213758 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15686.01000000 USD 21419.00000000 CAD 2020-09-16 93.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -71.79000000 -0.00004543561 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15851.36000000 USD 21419.00000000 CAD 2020-09-16 -71.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -693.70000000 -0.00043904002 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 72138.00000000 EUR 80492.62000000 USD 2020-09-16 -693.70000000 N N N N/A N/A 000000000 21471713.46000000 PA 325690.01000000 0.206127935726 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 (-0.35% to 0.23%). EUR Currency. Maturity 59-61 Months 04/23/25 to 06/11/25 Koninklijke DSM NV 879273.23000000 USD -23547.17000000 USD Akzo Nobel NV 371311.38000000 USD -10825.10000000 USD Aegon NV 302513.86000000 USD -3481.14000000 USD Neste OYJ 214997.33000000 USD -1154.37000000 USD Boskalis Westminster 296221.75000000 USD -6202.87000000 USD Fortum OYJ 725369.67000000 USD -18897.37000000 USD Signify NV 920700.29000000 USD 40583.29000000 USD NN Group NV 674340.05000000 USD -9208.63000000 USD Kone OYJ, Class B 600172.00000000 USD 8643.20000000 USD Heineken NV 1468501.83000000 USD 41846.43000000 USD SBM Offshore NV 1071051.88000000 USD 32120.27000000 USD Prosus NV 315982.01000000 USD -12489.89000000 USD ASM International NV 832543.63000000 USD 91013.62000000 USD Orion OYJ, Class B 526891.55000000 USD -6438.44000000 USD Wolters Kluwer NV 376907.73000000 USD 7656.06000000 USD Stora Enso OYJ, Class R 23040.97000000 USD -1333.03000000 USD Adyen NV 757638.85000000 USD -9855.45000000 USD Unilever NV 995069.69000000 USD 43816.14000000 USD OCI NV 390471.16000000 USD 62285.32000000 USD Nokian Renkaat OYJ 789945.82000000 USD 25349.10000000 USD Sampo OYJ, Class A 507602.31000000 USD 229.21000000 USD Koninklijke Philips NV 218733.41000000 USD -2191.06000000 USD Huhtamaki OYJ 303392.45000000 USD 3527.23000000 USD Kesko OYJ, Class B 599860.63000000 USD 10604.87000000 USD Aperam SA 40089.18000000 USD -1647.59000000 USD Koninklijke KPN NV 120914.49000000 USD -3642.86000000 USD Elisa OYJ 20446.14000000 USD -438.63000000 USD ArcelorMittal SA 217737.03000000 USD 12294.20000000 USD Galapagos NV 320936.32000000 USD -13801.43000000 USD Randstad NV 918938.64000000 USD 10574.09000000 USD Wartsila OYJ Abp 20936.76000000 USD 158.06000000 USD Altice Europe NV 391564.40000000 USD 30481.56000000 USD ASML Holding NV 242168.34000000 USD -2775.82000000 USD Koninklijke Ahold Delhaize NV 1815284.51000000 USD 34535.93000000 USD Koninklijke Vopak NV 644504.27000000 USD 22587.90000000 USD Nokia OYJ 63052.82000000 USD -618.90000000 USD UPM-Kymmene OYJ 626738.30000000 USD -20172.92000000 USD Aalberts NV 129261.47000000 USD 3745.26000000 USD Just Eat Takeaway.com NV 446008.34000000 USD -26636.61000000 USD ASR Nederland NV 1290598.97000000 USD 14711.81000000 USD Y 2025-04-23 0.00000000 USD 0.00000000 USD 21471713.00000000 USD 321404.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 215.89000000 0.000136635938 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15563.68000000 USD 21419.00000000 CAD 2020-09-16 215.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -36.13000000 -0.00002286653 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 100000.00000000 HKD 12860.20000000 USD 2020-09-16 -36.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -2420.29000000 -0.00153179209 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 366497.11000000 USD 323500.00000000 EUR 2020-09-16 -2420.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.01000000 -0.00000000632 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1.14000000 USD 1.00000000 EUR 2020-09-16 -0.01000000 N N N Davide Campari-Milano SpA 213800ED5AN2J56N6Z02 N/A -35709.00000000 NS -301989.50000000 -0.19112797548 Short EC CORP IT N 2 N N N Mapfre SA 95980020140005693107 N/A 111931.00000000 NS 199873.92000000 0.126499423593 Long EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A -36.15000000 -0.00002287919 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 100000.00000000 HKD 12860.18000000 USD 2020-09-16 -36.15000000 N N N Salvatore Ferragamo SpA 5493005GRP0FEE3NRI35 N/A -22309.00000000 NS -302521.27000000 -0.19146453063 Short EC CORP IT N 2 N N N N/A N/A 000000000 23120080.50000000 PA 379681.82000000 0.240299141473 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 0.30%). CAD Currency. Maturity 13-14 Months 05/25/21 to 07/26/21 First Quantum Minerals Ltd. 120784.55000000 USD -9027.05000000 USD Cameco Corp. 454932.59000000 USD -11376.86000000 USD Magna International, Inc. 488721.30000000 USD 6923.06000000 USD TMX Group Ltd. 308187.18000000 USD -9762.81000000 USD Pembina Pipeline Corp. 193800.00000000 USD -2568.28000000 USD Onex Corp. 296124.15000000 USD 2821.68000000 USD Canadian Pacific Railway Ltd. 181613.49000000 USD -1927.42000000 USD Atco Ltd., Class I 569552.35000000 USD 20173.22000000 USD Pan American Silver Corp. 92931.50000000 USD 6084.21000000 USD Teck Resources Ltd., Class B 181971.17000000 USD 49.16000000 USD WSP Global, Inc. 206555.45000000 USD -1343.39000000 USD Capital Power Corp. 167847.02000000 USD 1125.38000000 USD TransAlta Corp. 105647.36000000 USD 3392.36000000 USD Equinox Gold Corp. 103529.48000000 USD -1215.32000000 USD Kinaxis, Inc. 156523.06000000 USD 2121.66000000 USD iA Financial Corp., Inc. 491434.12000000 USD -6878.32000000 USD Thomson Reuters Corp. 249624.16000000 USD 1706.32000000 USD Ritchie Bros Auctioneers, Inc. 56548.34000000 USD -963.23000000 USD Methanex Corp. 147981.73000000 USD -6432.09000000 USD Barrick Gold Corp. 53842.46000000 USD -2085.68000000 USD CCL Industries, Inc., Class B 91535.18000000 USD -144.06000000 USD CI Financial Corp. 470688.91000000 USD 3020.16000000 USD Fairfax Financial Holdings Ltd. 67351.02000000 USD 389.23000000 USD Hydro One Ltd. 79094.86000000 USD -27.80000000 USD Linamar Corp. 401791.47000000 USD -20442.16000000 USD Tourmaline Oil Corp. 213618.03000000 USD -3634.06000000 USD Gildan Activewear, Inc. 135372.11000000 USD -2763.13000000 USD Shopify, Inc., Class A 179556.96000000 USD -5382.75000000 USD Nutrien Ltd. 144071.95000000 USD -7630.88000000 USD Stantec, Inc. 178586.73000000 USD 7685.12000000 USD Wheaton Precious Metals Corp. 242253.01000000 USD -8709.58000000 USD Parkland Corp. 48345.15000000 USD 790.15000000 USD Algonquin Power & Utilities Corp. 251188.90000000 USD 3694.85000000 USD Shaw Communications, Inc., Class B 168170.06000000 USD -2271.69000000 USD Northland Power, Inc. 150326.96000000 USD -1684.59000000 USD Inter Pipeline Ltd. 205791.04000000 USD -2590.81000000 USD West Fraser Timber Co. Ltd. 168897.02000000 USD -10125.41000000 USD Fortis, Inc. 78342.52000000 USD -349.44000000 USD Husky Energy, Inc. 25887.45000000 USD 350.26000000 USD Air Canada 26805.87000000 USD -242.14000000 USD Boralex, Inc., Class A 115510.83000000 USD -4400.99000000 USD Toronto-Dominion Bank (The) 130498.79000000 USD 810.38000000 USD Seven Generations Energy Ltd., Class A 15533.88000000 USD -817.86000000 USD Cogeco Communications, Inc. 255548.08000000 USD -2281.97000000 USD Constellation Software, Inc. 80167.35000000 USD -183.50000000 USD National Bank of Canada 179856.28000000 USD 1530.74000000 USD Centerra Gold, Inc. 110779.35000000 USD 3562.89000000 USD Emera, Inc. 324903.46000000 USD -663.13000000 USD Intact Financial Corp. 331590.78000000 USD 3015.46000000 USD TransAlta Renewables, Inc. 81332.59000000 USD -3667.60000000 USD Bank of Nova Scotia (The) 203846.99000000 USD 623.20000000 USD Dollarama, Inc. 463209.34000000 USD 2656.35000000 USD Keyera Corp. 113079.03000000 USD -375.55000000 USD Enbridge, Inc. 353172.66000000 USD 865.51000000 USD Empire Co. Ltd., Class A 768113.41000000 USD -5352.01000000 USD CAE, Inc. 53557.78000000 USD -478.30000000 USD Canada Goose Holdings, Inc. 316314.44000000 USD -1103.52000000 USD Loblaw Cos. Ltd. 237929.77000000 USD -1890.08000000 USD AltaGas Ltd. 261793.97000000 USD -1357.14000000 USD TC Energy Corp. 518308.78000000 USD 4931.94000000 USD Brookfield Asset Management, Inc., Class A 462992.22000000 USD 11832.49000000 USD Manulife Financial Corp. 277186.05000000 USD -869.98000000 USD Canadian Utilities Ltd., Class A 326821.30000000 USD 10229.59000000 USD Canadian Imperial Bank of Commerce 246233.18000000 USD -6161.48000000 USD SNC-Lavalin Group, Inc. 538830.51000000 USD -20948.68000000 USD Agnico Eagle Mines Ltd. 187870.23000000 USD -6034.05000000 USD Descartes Systems Group, Inc. (The) 79398.70000000 USD -1557.17000000 USD BCE, Inc. 166698.69000000 USD 882.14000000 USD Restaurant Brands International, Inc. 550909.38000000 USD -3744.12000000 USD Quebecor, Inc., Class B 113104.66000000 USD 72.76000000 USD Canadian Natural Resources Ltd. 31605.85000000 USD -82.93000000 USD Genworth MI Canada, Inc. 150834.46000000 USD 2469.11000000 USD Lightspeed POS, Inc. 64807.45000000 USD 4519.64000000 USD Bausch Health Cos., Inc. 113532.85000000 USD 4767.99000000 USD PrairieSky Royalty Ltd. 183058.12000000 USD -646.81000000 USD Suncor Energy, Inc. 52048.78000000 USD -197.72000000 USD George Weston Ltd. 301734.35000000 USD 2195.33000000 USD Cenovus Energy, Inc. 348239.69000000 USD 525.46000000 USD Toromont Industries Ltd. 106245.71000000 USD -1773.00000000 USD TFI International, Inc. 312191.40000000 USD 14358.80000000 USD Kinross Gold Corp. 399492.93000000 USD 27172.93000000 USD Rogers Communications, Inc., Class B 199821.12000000 USD 2893.88000000 USD Franco-Nevada Corp. 341135.31000000 USD -5766.04000000 USD Ovintiv, Inc. 113533.07000000 USD -5414.97000000 USD Saputo, Inc. 396160.54000000 USD 5353.84000000 USD Canadian Tire Corp. Ltd., Class A 120880.82000000 USD -1021.98000000 USD Maple Leaf Foods, Inc. 152252.14000000 USD -315.19000000 USD Bank of Montreal 183630.67000000 USD -3748.83000000 USD BRP, Inc. 378550.68000000 USD 31193.32000000 USD Imperial Oil Ltd. 132606.89000000 USD 2416.53000000 USD Finning International, Inc. 308054.61000000 USD -4772.06000000 USD BlackBerry Ltd. 76937.51000000 USD -119.37000000 USD ARC Resources Ltd. 14194.58000000 USD 31.44000000 USD Innergex Renewable Energy, Inc. 196951.16000000 USD 1206.42000000 USD Alamos Gold, Inc., Class A 91686.15000000 USD 8354.83000000 USD Yamana Gold, Inc. 237952.81000000 USD 10596.58000000 USD Open Text Corp. 219287.42000000 USD -4809.22000000 USD Lundin Mining Corp. 80473.60000000 USD 4616.69000000 USD Sun Life Financial, Inc. 184000.61000000 USD -1898.24000000 USD Canadian National Railway Co. 145625.41000000 USD -1815.57000000 USD Metro, Inc. 221343.55000000 USD 1072.03000000 USD CGI, Inc. 244317.43000000 USD -2770.41000000 USD Endeavour Mining Corp. 83189.67000000 USD -617.17000000 USD Element Fleet Management Corp. 498918.92000000 USD -7439.95000000 USD Royal Bank of Canada 307621.35000000 USD 3521.08000000 USD Premium Brands Holdings Corp. 257452.56000000 USD 3660.35000000 USD Alimentation Couche-Tard, Inc., Class B 48791.19000000 USD -353.49000000 USD Y 2021-05-25 0.00000000 USD 0.00000000 USD 23120081.00000000 USD 7237.56000000 N N N Pirelli & C SpA 815600A0C9AFC1F2A709 N/A -177195.00000000 NS -753848.28000000 -0.47710763313 Short EC CORP IT Y 2 N N N N/A N/A N/A 1.00000000 NC N/A -4556.24000000 -0.00288362650 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 402394.86000000 USD 353499.00000000 EUR 2020-09-16 -4556.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -186.62000000 -0.00011811106 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15966.19000000 USD 21419.00000000 CAD 2020-09-16 -186.62000000 N N N 2020-07-30 AQR Funds Heather Bonner Heather Bonner Principal Financial Officer