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USD Currency. 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CHF Currency. Maturity 56-60 Months 04/23/25 to 09/02/25 EMS-Chemie Holding AG (Registered) 161723.77000000 USD 3409.31000000 USD Swiss Life Holding AG (Registered) 94597.89000000 USD -6292.82000000 USD Chocoladefabriken Lindt & Spruengli AG 151937.55000000 USD 891.88000000 USD Sonova Holding AG (Registered) 558780.52000000 USD 25923.48000000 USD Galenica AG 66129.46000000 USD -1638.74000000 USD Baloise Holding AG (Registered) 47995.18000000 USD 3620.78000000 USD Nestle SA (Registered) 140434.21000000 USD 252.60000000 USD Sika AG (Registered) 717256.82000000 USD -11169.85000000 USD ams AG 590142.45000000 USD 71909.85000000 USD SGS SA (Registered) 61636.27000000 USD 493.82000000 USD Julius Baer Group Ltd. 80230.36000000 USD 2364.72000000 USD Roche Holding AG 1013234.97000000 USD -68493.10000000 USD Straumann Holding AG (Registered) 688900.62000000 USD -2405.24000000 USD Givaudan SA (Registered) 168394.60000000 USD 3422.00000000 USD Partners Group Holding AG 213394.54000000 USD 2438.88000000 USD Clariant AG (Registered) 271701.50000000 USD 14581.78000000 USD Novartis AG (Registered) 764401.32000000 USD -22259.22000000 USD ABB Ltd. (Registered) 577045.24000000 USD 7145.13000000 USD Schindler Holding AG 104824.43000000 USD 163.51000000 USD Vifor Pharma AG 299254.19000000 USD 25915.17000000 USD Zurich Insurance Group AG 262582.62000000 USD 16221.63000000 USD Kuehne + Nagel International AG (Registered) 56892.82000000 USD 374.91000000 USD DKSH Holding AG 59145.42000000 USD -290.66000000 USD Geberit AG (Registered) 484540.47000000 USD 14054.77000000 USD Swiss Re AG 565762.71000000 USD 51310.13000000 USD Alcon, Inc. 590599.27000000 USD 17341.41000000 USD Logitech International SA (Registered) 153607.40000000 USD 14417.85000000 USD LafargeHolcim Ltd. (Registered) 789536.81000000 USD -38443.17000000 USD Lonza Group AG (Registered) 141941.18000000 USD -1383.04000000 USD Adecco Group AG (Registered) 699985.08000000 USD -58131.37000000 USD Dufry AG (Registered) 376754.37000000 USD 32183.39000000 USD Swisscom AG (Registered) 314676.28000000 USD 8144.34000000 USD Credit Suisse Group AG (Registered) 646429.89000000 USD -59556.20000000 USD Bucher Industries AG (Registered) 42281.77000000 USD 891.31000000 USD BKW AG 104683.34000000 USD -2042.80000000 USD Belimo Holding AG (Registered) 83050.24000000 USD -402.67000000 USD Flughafen Zurich AG (Registered) 96734.44000000 USD 6427.05000000 USD Cie Financiere Richemont SA (Registered) 27730.00000000 USD 1446.98000000 USD Helvetia Holding AG (Registered) 355642.64000000 USD -20193.25000000 USD VAT Group AG 60278.74000000 USD 2957.70000000 USD SIG Combibloc Group AG 37590.85000000 USD 847.21000000 USD Swatch Group AG (The) 932.34000000 USD -8.60000000 USD OC Oerlikon Corp. AG (Registered) 120628.76000000 USD -10295.58000000 USD dormakaba Holding AG 211734.60000000 USD -8880.75000000 USD Sulzer AG (Registered) 25480.30000000 USD -2295.17000000 USD UBS Group AG (Registered) 173291.75000000 USD -14548.84000000 USD Temenos AG (Registered) 897015.65000000 USD 96903.76000000 USD Idorsia Ltd. 374467.82000000 USD 16424.92000000 USD Tecan Group AG (Registered) 77083.92000000 USD 3271.95000000 USD Barry Callebaut AG (Registered) 287329.86000000 USD -4932.14000000 USD Y 2025-04-23 0.00000000 USD 0.00000000 USD 14890427.00000000 USD 112089.00000000 N N N Mapfre SA 95980020140005693107 N/A 69262.00000000 NS 108662.55000000 0.115556704252 Long EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A 0.22000000 0.000000233958 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32.00000000 NOK 3.65000000 USD 2020-12-16 0.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 5242.11000000 0.005574698504 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 222000.00000000 EUR 265984.44000000 USD 2020-12-16 5242.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.21000000 0.000000223323 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 47.00000000 NOK 5.25000000 USD 2020-12-16 0.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 3.97000000 0.000004221878 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 500.00000000 EUR 591.23000000 USD 2020-12-16 3.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.23000000 0.000000244592 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 50.00000000 NOK 5.59000000 USD 2020-12-16 0.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.20000000 0.000000212689 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46.00000000 NOK 5.13000000 USD 2020-12-16 0.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -264.02000000 -0.00028077089 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16356.22000000 USD 21420.00000000 CAD 2020-12-16 -264.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.22000000 0.000000233958 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32.00000000 NOK 3.65000000 USD 2020-12-16 0.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 135.85000000 0.000144469076 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14688.00000000 EUR 17387.13000000 USD 2020-12-16 135.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -161.98000000 -0.00017225690 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16254.18000000 USD 21420.00000000 CAD 2020-12-16 -161.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 94.63000000 0.000100633851 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8020.00000000 EUR 9514.24000000 USD 2020-12-16 94.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 399.40000000 0.000424740149 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14688.00000000 EUR 17650.68000000 USD 2020-12-16 399.40000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 N/A -37060.00000000 NS -69126.28000000 -0.07351203422 Short EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A 0.96000000 0.000001020907 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 188.00000000 NOK 21.12000000 USD 2020-12-16 0.96000000 N N N Poste Italiane SpA 815600354DEDBD0BA991 N/A 40299.00000000 NS 357121.60000000 0.379779373053 Long EC CORP IT Y 2 N N N N/A N/A 000000000 6393901.96999999 PA 25803.25000000 0.027440351151 N/A DE GB N 2 Morgan Stanley International 4PQUHN3JPFGFNF3BB653 N/A N/A Rec/pay the total return of custom basket plus HONIX +/- spread (-0.88% to 0.45%). HKD Currency. Maturity 27-98 Months 10/17/22 Hang Lung Properties Ltd. 188593.80000000 USD 10011.39000000 USD Melco International Development Ltd. 54626.72000000 USD -11612.82000000 USD Minth Group Ltd. 26200.45000000 USD 2974.79000000 USD AIA Group Ltd. 274346.69000000 USD 7171.46000000 USD WH Group Ltd. 468623.67000000 USD -28037.86000000 USD Man Wah Holdings Ltd. 190723.54000000 USD -13963.72000000 USD Sands China Ltd. 41863.09000000 USD 4472.09000000 USD MTR Corp. Ltd. 684628.19000000 USD 35371.71000000 USD Wharf Real Estate Investment Co. Ltd. 393509.96000000 USD 16500.15000000 USD Sun Hung Kai Properties Ltd. 128865.27000000 USD -1972.64000000 USD HKT Trust & HKT Ltd. 5309.23000000 USD -99.77000000 USD Wynn Macau Ltd. 184231.60000000 USD 16926.35000000 USD Vitasoy International Holdings Ltd. 15597.92000000 USD 40.68000000 USD CK Asset Holdings Ltd. 191635.68000000 USD -13175.95000000 USD BOC Hong Kong Holdings Ltd. 47717.74000000 USD -2449.66000000 USD New World Development Co. Ltd. 74446.10000000 USD -1705.02000000 USD Galaxy Entertainment Group Ltd. 114931.89000000 USD 12841.51000000 USD Swire Properties Ltd. 186530.68000000 USD -6852.84000000 USD NWS Holdings Ltd. 55757.68000000 USD -3678.09000000 USD CK Hutchison Holdings Ltd. 487810.24000000 USD -15960.80000000 USD CLP Holdings Ltd. 266111.79000000 USD -6383.15000000 USD Techtronic Industries Co. Ltd. 239322.73000000 USD -6137.15000000 USD Hysan Development Co. Ltd. 276681.75000000 USD -11187.51000000 USD ASM Pacific Technology Ltd. 53233.19000000 USD 562.61000000 USD Hong Kong & China Gas Co. Ltd. 446356.60000000 USD 6609.29000000 USD Kerry Properties Ltd. 225035.87000000 USD -8107.75000000 USD Henderson Land Development Co. Ltd. 156136.65000000 USD -668.22000000 USD Hang Seng Bank Ltd. 351110.34000000 USD 14937.50000000 USD Budweiser Brewing Co. APAC Ltd. 221118.00000000 USD 18361.83000000 USD Xinyi Glass Holdings Ltd. 20224.27000000 USD 1359.90000000 USD Yue Yuen Industrial Holdings Ltd. 278758.45000000 USD -1322.41000000 USD SJM Holdings Ltd. 43862.19000000 USD 5980.06000000 USD Y 2022-10-17 0.00000000 USD 0.00000000 USD 6393902.00000000 USD 20805.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.46000000 0.000000489184 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 107.00000000 NOK 11.93000000 USD 2020-12-16 0.46000000 N N N N/A N/A 000000000 188654704.94999999 PA USD -790284.33000000 -0.84042434672 N/A DE GB N 2 Morgan Stanley International 4PQUHN3JPFGFNF3BB653 N/A N/A Rec/pay the total return of custom basket plus Fed +/- spread (-2.84% to 0.33%). USD Currency. Maturity 1-61 Months 10/15/20 Huntington Ingalls Industries, Inc. 350608.25000000 USD -24511.44000000 USD Expedia Group, Inc. 295516.87000000 USD 16437.30000000 USD Starbucks Corp. 523424.64000000 USD 2836.60000000 USD IDACORP, Inc. 452873.20000000 USD -20404.80000000 USD Cardinal Health, Inc. 506778.30000000 USD -3777.90000000 USD Church & Dwight Co., Inc. 422725.81000000 USD -7443.15000000 USD CarMax, Inc. 373522.24000000 USD 45029.12000000 USD Johnson Controls International plc 381988.35000000 USD -19824.12000000 USD Autodesk, Inc. 394334.07000000 USD 6896.28000000 USD Five Below, Inc. 671703.00000000 USD 37869.24000000 USD McCormick & Co., Inc. (Non-Voting) 396158.10000000 USD -2796.17000000 USD Best Buy Co., Inc. 574924.14000000 USD 29239.56000000 USD Ligand Pharmaceuticals, Inc. 270804.12000000 USD -3323.97000000 USD US Bancorp 242812.05000000 USD -13816.92000000 USD MongoDB, Inc. 420653.67000000 USD -41536.62000000 USD Elanco Animal Health, Inc. 415402.89000000 USD -8626.34000000 USD Amcor plc 388153.35000000 USD 9484.29000000 USD American Tower Corp. 222149.87000000 USD 8271.00000000 USD NortonLifeLock, Inc. 219361.84000000 USD -421.04000000 USD Square, Inc., Class A 309820.30000000 USD -32230.46000000 USD Home Depot, Inc. 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(The) 99966.10000000 USD 698.46000000 USD Lennar Corp., Class A 6044.32000000 USD -261.96000000 USD Acuity Brands, Inc. 154855.55000000 USD -5900.70000000 USD Trimble, Inc. 195920.10000000 USD 4385.07000000 USD Edison International 255318.48000000 USD 8989.38000000 USD Macquarie Infrastructure Corp. 168922.98000000 USD 3078.18000000 USD Woodward, Inc. 172344.00000000 USD 11051.00000000 USD Cadence Design Systems, Inc. 153760.46000000 USD 7902.16000000 USD Gartner, Inc. 156562.35000000 USD -9234.61000000 USD OneMain Holdings, Inc. 110125.00000000 USD -4651.68000000 USD Brink's Co. 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EUR Currency. 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AB 246073.65000000 USD -7290.93000000 USD Atlas Copco AB, Class A 816785.45000000 USD -17332.99000000 USD Essity AB, Class B 692612.41000000 USD -10853.27000000 USD Sinch AB 151353.42000000 USD -11099.31000000 USD Millicom International Cellular SA 277758.30000000 USD 12573.64000000 USD Elekta AB, Class B 379570.81000000 USD 20762.57000000 USD Husqvarna AB, Class B 212017.22000000 USD 4423.29000000 USD Swedish Orphan Biovitrum AB 330926.36000000 USD -10161.84000000 USD Volvo AB, Class B 30716.57000000 USD -253.33000000 USD Holmen AB, Class B 33691.31000000 USD -133.89000000 USD Telefonaktiebolaget LM Ericsson, Class B 494951.75000000 USD 5020.19000000 USD Trelleborg AB, Class B 388287.60000000 USD -14938.23000000 USD Sweco AB, Class B 43152.84000000 USD 720.12000000 USD Epiroc AB, Class A 77820.13000000 USD 603.77000000 USD Swedbank AB, Class A 140086.46000000 USD 9330.29000000 USD AAK AB 194396.37000000 USD 1658.93000000 USD Hexpol AB 83878.38000000 USD 433.11000000 USD Alfa Laval AB 45252.75000000 USD -2384.58000000 USD Tele2 AB, Class B 39787.20000000 USD -174.95000000 USD Saab AB, Class B 303640.29000000 USD 20470.57000000 USD Getinge AB, Class B 752726.36000000 USD 38010.24000000 USD Swedish Match AB 125103.11000000 USD 1813.40000000 USD Sandvik AB 419070.77000000 USD -17091.93000000 USD Skanska AB, Class B 552505.65000000 USD -10536.64000000 USD BillerudKorsnas AB 158430.53000000 USD -243.56000000 USD Hexagon AB, Class B 409615.59000000 USD 748.26000000 USD Axfood AB 186070.78000000 USD 1167.90000000 USD SSAB AB, Class A 191535.78000000 USD 3393.11000000 USD Nordea Bank Abp 49596.93000000 USD 1234.45000000 USD Boliden AB 128384.86000000 USD -3529.71000000 USD Embracer Group AB 291201.56000000 USD 4920.06000000 USD Indutrade AB 35543.37000000 USD 380.66000000 USD Lifco AB, Class B 1933.69000000 USD 12.73000000 USD Assa Abloy AB, Class B 121225.91000000 USD -1968.80000000 USD Skandinaviska Enskilda Banken AB, Class A 154281.94000000 USD 9458.50000000 USD Evolution Gaming Group AB 61580.15000000 USD 878.87000000 USD Hennes & Mauritz AB, Class B 38228.84000000 USD -1601.34000000 USD Electrolux AB, Series B 169306.87000000 USD 11803.07000000 USD Svenska Cellulosa AB SCA, Class B 638640.98000000 USD -3897.22000000 USD Y 2025-04-24 0.00000000 USD 0.00000000 USD 10245312.00000000 USD 13597.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 1.25000000 0.000001329306 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 188.00000000 NOK 21.41000000 USD 2020-12-16 1.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 79.82000000 0.000084884223 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5140.00000000 EUR 6116.83000000 USD 2020-12-16 79.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 791.72000000 0.000841951103 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 327750.00000000 SEK 37424.01000000 USD 2020-12-16 791.72000000 N N N A2A SpA 81560076E3944316DB24 N/A 288954.00000000 NS 419709.48000000 0.446338174949 Long EC CORP IT N 2 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 90262Y729 42312670.82260000 NS USD 42304208.29000000 44.98822166428 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2898.31000000 -0.00308219484 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 207494.19000000 USD 188000.00000000 CHF 2020-12-16 -2898.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 1547.25000000 0.001645416113 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 655500.00000000 SEK 74811.84000000 USD 2020-12-16 1547.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 64.53000000 0.000068624140 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6666.00000000 EUR 7893.85000000 USD 2020-12-16 64.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 73.63000000 0.000078301495 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7468.00000000 EUR 8844.91000000 USD 2020-12-16 73.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -1648.81000000 -0.00175341964 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 180175.09000000 USD 152000.00000000 EUR 2020-12-16 -1648.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 350.45000000 0.000372684489 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 23222.00000000 CHF 25622.39000000 USD 2020-12-16 350.45000000 N N N DiaSorin SpA 8156002878BDF0EE4348 N/A 627.00000000 NS 126147.37000000 0.134150858113 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 1547.16000000 0.001645320402 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 655500.00000000 SEK 74811.75000000 USD 2020-12-16 1547.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -161.99000000 -0.00017226754 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16252.68000000 USD 21418.00000000 CAD 2020-12-16 -161.99000000 N N N N/A N/A 000000000 91740980.95999999 PA -633254.21000000 -0.67343136583 N/A DE GB N 2 Morgan Stanley International 4PQUHN3JPFGFNF3BB653 N/A N/A Rec/pay the total return of custom basket plus MUTSC +/- spread (-10.25% to 0.45%). JPY Currency. Maturity 25-98 Months 10/17/22 Kintetsu Group Holdings Co. Ltd. 742568.70000000 USD 24504.74000000 USD Shimizu Corp. 727219.65000000 USD -10032.59000000 USD Tokio Marine Holdings, Inc. 678195.88000000 USD 52894.90000000 USD Keyence Corp. 467479.30000000 USD -31869.91000000 USD TOTO Ltd. 511480.24000000 USD -7829.72000000 USD Kikkoman Corp. 1220424.01000000 USD -35601.26000000 USD Bandai Namco Holdings, Inc. 446947.44000000 USD -47872.09000000 USD Sojitz Corp. 150008.79000000 USD -2894.44000000 USD CyberAgent, Inc. 561938.97000000 USD -56260.56000000 USD Ono Pharmaceutical Co. Ltd. 204450.12000000 USD -4563.69000000 USD Kubota Corp. 284883.84000000 USD -5363.49000000 USD Tokyu Corp. 338735.00000000 USD 6207.33000000 USD PeptiDream, Inc. 244029.83000000 USD -27539.70000000 USD Alfresa Holdings Corp. 527857.63000000 USD 2605.64000000 USD Daiwa Securities Group, Inc. 489568.58000000 USD 29218.12000000 USD Seiko Epson Corp. 125352.70000000 USD -5002.34000000 USD Japan Post Holdings Co. Ltd. 64099.12000000 USD -3588.50000000 USD Olympus Corp. 14557.02000000 USD 491.97000000 USD Mitsui & Co. Ltd. 8591.41000000 USD -369.87000000 USD Zensho Holdings Co. Ltd. 94399.45000000 USD 1442.17000000 USD Asics Corp. 180363.06000000 USD -2955.51000000 USD Benesse Holdings, Inc. 450430.96000000 USD 11151.82000000 USD Pan Pacific International Holdings Corp. 398229.56000000 USD -22704.11000000 USD Asahi Kasei Corp. 21809.08000000 USD 235.42000000 USD MonotaRO Co. Ltd. 362598.15000000 USD -38676.61000000 USD Air Water, Inc. 151476.71000000 USD 5454.58000000 USD East Japan Railway Co. 258294.64000000 USD 3602.18000000 USD Mani, Inc. 65582.65000000 USD -835.61000000 USD Azbil Corp. 232313.75000000 USD 24798.12000000 USD Sumitomo Metal Mining Co. Ltd. 46521.43000000 USD 3192.07000000 USD Nippon Electric Glass Co. Ltd. 72882.37000000 USD 3333.09000000 USD Shizuoka Bank Ltd. (The) 328042.12000000 USD 16982.61000000 USD Ito En Ltd. 477832.25000000 USD -17246.04000000 USD Alps Alpine Co. Ltd. 400344.61000000 USD -49531.31000000 USD NEC Networks & System Integration Corp. 88423.05000000 USD -289.42000000 USD TIS, Inc. 327095.55000000 USD 16425.90000000 USD Toyota Motor Corp. 650426.17000000 USD 2029.91000000 USD Daifuku Co. Ltd. 383562.13000000 USD -38089.10000000 USD Toyoda Gosei Co. Ltd. 319158.49000000 USD 10694.33000000 USD Pigeon Corp. 370854.59000000 USD -13588.89000000 USD COMSYS Holdings Corp. 189743.31000000 USD 4032.43000000 USD Nintendo Co. Ltd. 623360.38000000 USD 8261.46000000 USD Izumi Co. Ltd. 288065.36000000 USD 3404.81000000 USD Osaka Gas Co. Ltd. 190797.03000000 USD 423.12000000 USD NGK Spark Plug Co. Ltd. 136190.26000000 USD 4648.75000000 USD Benefit One, Inc. 119068.31000000 USD -5080.27000000 USD NHK Spring Co. Ltd. 140859.94000000 USD -6443.75000000 USD Bank of Kyoto Ltd. (The) 193400.78000000 USD 3832.63000000 USD Panasonic Corp. 373943.60000000 USD -28750.42000000 USD Seibu Holdings, Inc. 179829.19000000 USD 13918.70000000 USD Chugai Pharmaceutical Co. Ltd. 139114.00000000 USD 2562.81000000 USD Matsumotokiyoshi Holdings Co. Ltd. 72923.78000000 USD 3623.37000000 USD Welcia Holdings Co. Ltd. 35163.91000000 USD 2019.67000000 USD TDK Corp. 21838.56000000 USD -66.06000000 USD Murata Manufacturing Co. Ltd. 110546.19000000 USD -3213.00000000 USD Square Enix Holdings Co. Ltd. 112508.26000000 USD -1919.07000000 USD Konami Holdings Corp. 12977.54000000 USD -773.49000000 USD Tohoku Electric Power Co., Inc. 158349.19000000 USD -2978.29000000 USD Persol Holdings Co. Ltd. 98005.07000000 USD -1047.58000000 USD AGC, Inc. 91107.28000000 USD 580.58000000 USD NSK Ltd. 101037.52000000 USD -7245.79000000 USD Yokohama Rubber Co. Ltd. (The) 35588.49000000 USD -2064.03000000 USD Teijin Ltd. 522632.97000000 USD -9068.53000000 USD Sankyo Co. Ltd. 594410.76000000 USD -36048.16000000 USD Taisei Corp. 435781.15000000 USD -12788.34000000 USD Obic Co. Ltd. 369311.63000000 USD -90.10000000 USD Toyota Industries Corp. 367266.52000000 USD -5948.14000000 USD Seven & i Holdings Co. Ltd. 391483.36000000 USD -12155.59000000 USD Sankyu, Inc. 477839.11000000 USD -35558.68000000 USD Hamamatsu Photonics KK 328488.04000000 USD -10480.46000000 USD Kaneka Corp. 324972.60000000 USD -1120.32000000 USD Trend Micro, Inc. 213285.45000000 USD -901.36000000 USD Sumitomo Rubber Industries Ltd. 132834.76000000 USD 1846.27000000 USD DeNA Co. Ltd. 86497.89000000 USD 4045.69000000 USD MINEBEA MITSUMI, Inc. 57144.71000000 USD -290.49000000 USD LIXIL Group Corp. 36382.14000000 USD 1396.09000000 USD JGC Holdings Corp. 576688.73000000 USD 7243.34000000 USD NGK Insulators Ltd. 25701.22000000 USD -24.37000000 USD Mitsubishi UFJ Financial Group, Inc. 12371.72000000 USD 612.66000000 USD Hankyu Hanshin Holdings, Inc. 9644.74000000 USD 153.50000000 USD NOK Corp. 217005.01000000 USD -7829.91000000 USD Fukuoka Financial Group, Inc. 31935.06000000 USD -2982.84000000 USD Keio Corp. 718107.41000000 USD -16377.80000000 USD Chugoku Electric Power Co., Inc. (The) 423845.62000000 USD 3949.85000000 USD Japan Airport Terminal Co. Ltd. 770861.89000000 USD 2165.81000000 USD Kurita Water Industries Ltd. 66137.39000000 USD -893.98000000 USD Aeon Co. Ltd. 613339.47000000 USD -30230.73000000 USD ABC-Mart, Inc. 203058.34000000 USD 4477.59000000 USD K's Holdings Corp. 311373.59000000 USD 6032.59000000 USD TBS Holdings, Inc. 241898.63000000 USD -4569.56000000 USD Subaru Corp. 223247.83000000 USD -6474.52000000 USD Mitsubishi Gas Chemical Co., Inc. 496712.31000000 USD -5064.48000000 USD Kakaku.com, Inc. 76455.32000000 USD -2197.68000000 USD Unicharm Corp. 353314.16000000 USD -14342.16000000 USD Asahi Group Holdings Ltd. 226542.07000000 USD 6195.18000000 USD SUMCO Corp. 207403.61000000 USD 921.46000000 USD Sekisui Chemical Co. Ltd. 230331.95000000 USD -4239.01000000 USD Zenkoku Hosho Co. Ltd. 177837.03000000 USD -3719.73000000 USD Cosmos Pharmaceutical Corp. 34854.09000000 USD -867.45000000 USD Mitsubishi Logistics Corp. 28528.21000000 USD 249.65000000 USD Nihon Unisys Ltd. 375447.64000000 USD 12167.18000000 USD USS Co. Ltd. 66205.52000000 USD 550.02000000 USD Shin-Etsu Chemical Co. Ltd. 65427.17000000 USD 875.98000000 USD Yokogawa Electric Corp. 52409.12000000 USD -1894.93000000 USD Marui Group Co. Ltd. 15351.42000000 USD -481.84000000 USD Otsuka Corp. 454802.09000000 USD 26.65000000 USD Nagoya Railroad Co. Ltd. 392024.22000000 USD 1678.60000000 USD Kajima Corp. 68674.85000000 USD -1313.79000000 USD Sharp Corp. 258736.47000000 USD 3188.24000000 USD Canon, Inc. 275336.87000000 USD -1988.72000000 USD Honda Motor Co. Ltd. 11873.64000000 USD 406.51000000 USD Tokyo Electric Power Co. Holdings, Inc. 253840.56000000 USD -8696.48000000 USD Calbee, Inc. 596177.29000000 USD 10928.34000000 USD Iida Group Holdings Co. 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Ltd. 533439.19000000 USD 12555.87000000 USD Isetan Mitsukoshi Holdings Ltd. 247394.31000000 USD 1824.26000000 USD Sushiro Global Holdings Ltd. 17804.04000000 USD -21.57000000 USD Anritsu Corp. 27345.77000000 USD -1432.75000000 USD Sumitomo Dainippon Pharma Co. Ltd. 148904.53000000 USD 2015.34000000 USD Nexon Co. Ltd. 239460.23000000 USD -5200.02000000 USD Kobe Bussan Co. Ltd. 176227.71000000 USD -10831.43000000 USD SG Holdings Co. Ltd. 520336.69000000 USD -60828.83000000 USD Eisai Co. Ltd. 164398.19000000 USD -2379.11000000 USD Mercari, Inc. 226445.78000000 USD -2225.80000000 USD Koito Manufacturing Co. Ltd. 479641.62000000 USD -7005.40000000 USD Nissan Chemical Corp. 597071.39000000 USD -21421.24000000 USD Kyushu Railway Co. 109040.50000000 USD -719.83000000 USD Kao Corp. 127620.30000000 USD -1384.56000000 USD Kose Corp. 97950.11000000 USD 1714.23000000 USD McDonald's Holdings Co. Japan Ltd. 34046.59000000 USD 536.98000000 USD Resona Holdings, Inc. 26232.60000000 USD 2373.38000000 USD ANA Holdings, Inc. 106400.54000000 USD 11921.85000000 USD Nankai Electric Railway Co. Ltd. 37730.61000000 USD -260.17000000 USD Ryohin Keikaku Co. Ltd. 71450.63000000 USD -2799.62000000 USD Ezaki Glico Co. Ltd. 107320.42000000 USD -1963.99000000 USD Japan Post Insurance Co. Ltd. 455038.96000000 USD -18520.62000000 USD Mizuho Financial Group, Inc. 132929.84000000 USD 8343.09000000 USD Rinnai Corp. 243853.15000000 USD 9642.63000000 USD Nichirei Corp. 44957.49000000 USD -20.17000000 USD Toho Gas Co. Ltd. 237507.93000000 USD -14047.76000000 USD Sugi Holdings Co. Ltd. 565630.64000000 USD -982.53000000 USD Dai-ichi Life Holdings, Inc. 349936.72000000 USD 14688.09000000 USD Showa Denko KK 447858.06000000 USD 35465.71000000 USD Hirose Electric Co. Ltd. 323013.47000000 USD -21485.27000000 USD SCREEN Holdings Co. 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(The) 370230.26000000 USD 11522.96000000 USD Chubu Electric Power Co., Inc. 150826.90000000 USD -5779.44000000 USD MISUMI Group, Inc. 176632.67000000 USD 2577.70000000 USD Lawson, Inc. 123974.78000000 USD -2258.58000000 USD Daicel Corp. 498763.56000000 USD -36002.15000000 USD Kaken Pharmaceutical Co. Ltd. 389515.68000000 USD -2166.55000000 USD Hakuhodo DY Holdings, Inc. 391820.13000000 USD -21608.71000000 USD Shinsei Bank Ltd. 640823.97000000 USD -55251.65000000 USD Toppan Printing Co. Ltd. 496135.64000000 USD -22948.10000000 USD Hitachi Transport System Ltd. 256580.07000000 USD -20629.74000000 USD Nitto Denko Corp. 443011.62000000 USD 18004.34000000 USD Hino Motors Ltd. 135614.10000000 USD 32.34000000 USD Keihan Holdings Co. Ltd. 357086.32000000 USD 5357.42000000 USD Kobayashi Pharmaceutical Co. Ltd. 173926.70000000 USD -4463.12000000 USD Capcom Co. Ltd. 262300.17000000 USD -3361.22000000 USD Shimano, Inc. 315832.27000000 USD 4136.77000000 USD Sumitomo Chemical Co. Ltd. 160864.98000000 USD 7336.02000000 USD Daikin Industries Ltd. 295638.94000000 USD -62.42000000 USD Dai Nippon Printing Co. Ltd. 524985.52000000 USD -15468.90000000 USD Amada Co. Ltd. 252578.40000000 USD -9086.26000000 USD Nidec Corp. 693956.78000000 USD -22446.75000000 USD Hitachi Capital Corp. 126971.42000000 USD 5488.65000000 USD Nippon Shinyaku Co. Ltd. 247001.69000000 USD 3334.02000000 USD J Front Retailing Co. Ltd. 107150.11000000 USD 4686.59000000 USD Justsystems Corp. 70830.58000000 USD 2750.60000000 USD JSR Corp. 97449.42000000 USD -526.75000000 USD Isuzu Motors Ltd. 113695.03000000 USD -1517.37000000 USD SoftBank Corp. 196668.39000000 USD 21772.42000000 USD SCSK Corp. 637818.67000000 USD 19595.53000000 USD Yamazaki Baking Co. Ltd. 247520.05000000 USD 3568.51000000 USD Koei Tecmo Holdings Co. 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Ltd. 255415.67000000 USD -3317.12000000 USD Mazda Motor Corp. 28155.56000000 USD 884.63000000 USD Nissin Foods Holdings Co. Ltd. 300633.42000000 USD 650.38000000 USD Yaskawa Electric Corp. 708128.63000000 USD -29274.71000000 USD Hoshizaki Corp. 7979.63000000 USD -213.83000000 USD Tosoh Corp. 704642.70000000 USD -19262.63000000 USD Marubeni Corp. 87432.04000000 USD -5740.20000000 USD Mitsui Chemicals, Inc. 159520.00000000 USD -4338.14000000 USD Brother Industries Ltd. 528125.59000000 USD -3580.88000000 USD Mitsubishi Motors Corp. 401658.65000000 USD 22699.57000000 USD Nomura Holdings, Inc. 81801.77000000 USD -6406.38000000 USD Fuji Electric Co. Ltd. 6340.13000000 USD -231.88000000 USD Advantest Corp. 199426.47000000 USD -416.51000000 USD Sumitomo Corp. 155502.98000000 USD 5905.21000000 USD Japan Post Bank Co. Ltd. 368931.08000000 USD 19496.98000000 USD Sysmex Corp. 105250.19000000 USD -4120.35000000 USD KDDI Corp. 166000.27000000 USD -13041.47000000 USD Park24 Co. Ltd. 371796.35000000 USD 20962.22000000 USD Astellas Pharma, Inc. 89439.58000000 USD -2666.87000000 USD Pola Orbis Holdings, Inc. 684448.07000000 USD -31125.42000000 USD Idemitsu Kosan Co. Ltd. 518824.13000000 USD 36212.85000000 USD Toyo Seikan Group Holdings Ltd. 409548.11000000 USD -25049.57000000 USD Denso Corp. 157794.29000000 USD -4207.90000000 USD Nippon Paint Holdings Co. Ltd. 1214766.89000000 USD -82784.31000000 USD Aozora Bank Ltd. 187630.86000000 USD 9335.22000000 USD SMC Corp. 223134.69000000 USD 6195.49000000 USD GMO Payment Gateway, Inc. 32136.80000000 USD -1784.70000000 USD Mitsubishi Electric Corp. 99055.22000000 USD -2639.00000000 USD Oji Holdings Corp. 50086.31000000 USD -861.92000000 USD Mitsubishi UFJ Lease & Finance Co. Ltd. 130098.02000000 USD -8233.97000000 USD Suzuken Co. Ltd. 469172.20000000 USD -13640.33000000 USD Konica Minolta, Inc. 175000.16000000 USD 7588.37000000 USD Shimamura Co. Ltd. 709148.92000000 USD 107587.21000000 USD Oriental Land Co. Ltd. 785373.23000000 USD -703.31000000 USD Hitachi Construction Machinery Co. Ltd. 420357.44000000 USD -18883.48000000 USD Nisshin Seifun Group, Inc. 272983.35000000 USD 4921.34000000 USD Tokyo Gas Co. Ltd. 93564.06000000 USD 1881.36000000 USD Rakuten, Inc. 650213.26000000 USD 35950.30000000 USD MS&AD Insurance Group Holdings, Inc. 107772.86000000 USD 4797.42000000 USD Takashimaya Co. Ltd. 184699.19000000 USD 2893.84000000 USD Lasertec Corp. 41099.45000000 USD -123.03000000 USD Makita Corp. 215366.85000000 USD -1594.17000000 USD Omron Corp. 140735.01000000 USD -3512.85000000 USD Hikari Tsushin, Inc. 23858.89000000 USD 1081.42000000 USD FUJIFILM Holdings Corp. 103512.91000000 USD -3678.19000000 USD Hitachi Metals Ltd. 302233.77000000 USD 7983.63000000 USD Kyowa Kirin Co. Ltd. 330099.63000000 USD -12001.25000000 USD T&D Holdings, Inc. 158719.09000000 USD -11506.79000000 USD Inpex Corp. 393878.40000000 USD 25740.39000000 USD Nomura Research Institute Ltd. 141333.59000000 USD 3014.93000000 USD Hoya Corp. 56458.17000000 USD -2626.75000000 USD NET One Systems Co. Ltd. 299869.86000000 USD -13946.64000000 USD NH Foods Ltd. 326301.77000000 USD 2005.42000000 USD Rohto Pharmaceutical Co. Ltd. 351823.36000000 USD -20549.39000000 USD Kirin Holdings Co. Ltd. 212243.45000000 USD -2131.44000000 USD M3, Inc. 556706.39000000 USD -11359.75000000 USD Haseko Corp. 293735.43000000 USD -19843.80000000 USD Shiseido Co. Ltd. 1175166.51000000 USD 19729.34000000 USD Hitachi Ltd. 402927.57000000 USD -12584.90000000 USD Maruichi Steel Tube Ltd. 37553.08000000 USD -3946.55000000 USD Keisei Electric Railway Co. Ltd. 296562.15000000 USD 4073.44000000 USD Tobu Railway Co. Ltd. 117426.72000000 USD 923.33000000 USD Asahi Intecc Co. Ltd. 873716.83000000 USD -71022.68000000 USD Nissan Motor Co. Ltd. 383720.84000000 USD 6330.74000000 USD PALTAC Corp. 25290.20000000 USD 1877.24000000 USD Fujitsu Ltd. 765058.91000000 USD 43919.67000000 USD ORIX Corp. 387198.41000000 USD -21834.71000000 USD Mitsubishi Chemical Holdings Corp. 80236.11000000 USD -6239.46000000 USD Nippo Corp. 152115.67000000 USD 7729.28000000 USD Kyushu Electric Power Co., Inc. 416456.23000000 USD 3502.17000000 USD Sumitomo Mitsui Financial Group, Inc. 27960.81000000 USD 1378.73000000 USD Takeda Pharmaceutical Co. Ltd. 246626.26000000 USD 11803.03000000 USD Secom Co. Ltd. 164727.93000000 USD 1477.85000000 USD Nippon Shokubai Co. Ltd. 69327.37000000 USD -2042.90000000 USD Suntory Beverage & Food Ltd. 349246.91000000 USD 45.76000000 USD Nabtesco Corp. 156117.50000000 USD 4233.14000000 USD NTT Data Corp. 115175.87000000 USD 7626.19000000 USD Nikon Corp. 104588.85000000 USD -3892.16000000 USD Mabuchi Motor Co. Ltd. 399851.89000000 USD 3274.53000000 USD Kagome Co. Ltd. 13982.97000000 USD -710.69000000 USD Kawasaki Heavy Industries Ltd. 276937.71000000 USD 13453.86000000 USD Taiyo Nippon Sanso Corp. 287534.22000000 USD 13734.74000000 USD FANUC Corp. 249490.25000000 USD 1752.11000000 USD SoftBank Group Corp. 494996.68000000 USD 7093.82000000 USD Kamigumi Co. Ltd. 370460.78000000 USD -10122.36000000 USD Ricoh Co. Ltd. 247058.18000000 USD 4119.06000000 USD GungHo Online Entertainment, Inc. 441364.60000000 USD -2775.79000000 USD Fancl Corp. 163269.57000000 USD -3454.11000000 USD Kansai Paint Co. Ltd. 323114.56000000 USD -2001.27000000 USD FP Corp. 75815.43000000 USD -1999.48000000 USD Sumitomo Heavy Industries Ltd. 281516.92000000 USD -5312.38000000 USD Nippon Telegraph & Telephone Corp. 198041.78000000 USD -13801.35000000 USD Komatsu Ltd. 13177.83000000 USD 445.21000000 USD Toyota Boshoku Corp. 265137.47000000 USD -143.55000000 USD Sawai Pharmaceutical Co. Ltd. 368329.95000000 USD -20624.83000000 USD Miura Co. Ltd. 93193.12000000 USD 12492.74000000 USD Casio Computer Co. Ltd. 34003.81000000 USD 206.12000000 USD Sundrug Co. Ltd. 599349.56000000 USD -2902.30000000 USD Yamaguchi Financial Group, Inc. 154051.39000000 USD -8853.42000000 USD Odakyu Electric Railway Co. Ltd. 884852.69000000 USD -35576.72000000 USD LINE Corp. 17662.83000000 USD 5.74000000 USD Stanley Electric Co. Ltd. 170032.86000000 USD -3138.27000000 USD Electric Power Development Co. Ltd. 348587.97000000 USD -5813.46000000 USD Suzuki Motor Corp. 389824.55000000 USD -21514.07000000 USD Nippon Express Co. Ltd. 618542.99000000 USD -7654.62000000 USD Otsuka Holdings Co. Ltd. 182170.89000000 USD -338.58000000 USD House Foods Group, Inc. 138624.45000000 USD -4394.05000000 USD Ibiden Co. Ltd. 88600.42000000 USD 1264.61000000 USD Obayashi Corp. 960401.23000000 USD -12948.80000000 USD Oracle Corp. Japan 161965.28000000 USD 14935.35000000 USD Toho Co. Ltd. 177283.50000000 USD -6264.56000000 USD JFE Holdings, Inc. 149137.92000000 USD 14493.31000000 USD Yamato Holdings Co. Ltd. 121175.25000000 USD -4878.23000000 USD Taisho Pharmaceutical Holdings Co. Ltd. 289769.98000000 USD 4401.01000000 USD Japan Tobacco, Inc. 43785.09000000 USD -1114.25000000 USD Y 2022-10-17 0.00000000 USD 0.00000000 USD 91740981.00000000 USD -735138.75000000 N N N United States of America 254900HROIFWPRGM1V77 9127962S7 11483000.00000000 PA USD 11482447.32000000 12.21095740025 Long STIV UST US N 2 2020-10-22 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9127963A5 2392000.00000000 PA USD 2391706.98000000 2.543450122849 Long STIV UST US N 2 2020-11-19 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -225.37000000 -0.00023966872 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16317.57000000 USD 21420.00000000 CAD 2020-12-16 -225.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.20000000 0.000000212689 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 30.00000000 NOK 3.42000000 USD 2020-12-16 0.20000000 N N N Atlantia SpA 8156008DEC771409C487 N/A -9422.00000000 NS -147560.47000000 -0.15692252382 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 64.56000000 0.000068656044 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4774.00000000 EUR 5671.69000000 USD 2020-12-16 64.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -139.87000000 -0.00014874412 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16231.32000000 USD 21419.00000000 CAD 2020-12-16 -139.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 399.38000000 0.000424718880 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14688.00000000 EUR 17650.66000000 USD 2020-12-16 399.38000000 N N N Amplifon SpA ZYXJDNVM2JI3VBM8G556 N/A -12953.00000000 NS -463204.56000000 -0.49259282382 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -139.90000000 -0.00014877603 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16230.59000000 USD 21418.00000000 CAD 2020-12-16 -139.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.21000000 0.000000223323 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46.00000000 NOK 5.14000000 USD 2020-12-16 0.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.20000000 0.000000212689 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46.00000000 NOK 5.13000000 USD 2020-12-16 0.20000000 N N N N/A N/A 000000000 42337689.56000000 PA 293018.73000000 0.311609461797 N/A DE GB N 2 Morgan Stanley International 4PQUHN3JPFGFNF3BB653 N/A N/A Rec/pay the total return of custom basket plus SONIA +/- spread (-0.88% to 0.35%). 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AUD Currency. Maturity 25-97 Months 10/14/22 Boral Ltd. 5482.22000000 USD 448.13000000 USD Qantas Airways Ltd. 106927.01000000 USD 3331.67000000 USD WiseTech Global Ltd. 233147.71000000 USD 5434.78000000 USD Oil Search Ltd. 194270.60000000 USD 11664.41000000 USD Macquarie Group Ltd. 315530.86000000 USD -3622.94000000 USD Telstra Corp. Ltd. 93439.05000000 USD -825.33000000 USD BlueScope Steel Ltd. 397474.86000000 USD 2089.69000000 USD Bendigo & Adelaide Bank Ltd. 138135.62000000 USD -1353.67000000 USD Seven Group Holdings Ltd. 230871.06000000 USD -9644.63000000 USD Commonwealth Bank of Australia 163679.95000000 USD 2096.27000000 USD Atlas Arteria Ltd. 130215.02000000 USD 10028.15000000 USD James Hardie Industries plc 306095.96000000 USD -25755.15000000 USD Coles Group Ltd. 66737.24000000 USD -829.29000000 USD Harvey Norman Holdings Ltd. 323430.90000000 USD 13651.51000000 USD CSL Ltd. 122287.55000000 USD -1067.54000000 USD Treasury Wine Estates Ltd. 13615.13000000 USD -25.54000000 USD Aristocrat Leisure Ltd. 59973.50000000 USD 3072.13000000 USD Suncorp Group Ltd. 60544.66000000 USD -2452.74000000 USD Westpac Banking Corp. 128426.58000000 USD 1020.15000000 USD Computershare Ltd. 34617.20000000 USD 684.11000000 USD JB Hi-Fi Ltd. 459170.01000000 USD 1926.06000000 USD Iluka Resources Ltd. 125710.73000000 USD 6583.30000000 USD Newcrest Mining Ltd. 34762.20000000 USD 1218.53000000 USD Orica Ltd. 29359.90000000 USD 2194.99000000 USD Domino's Pizza Enterprises Ltd. 132079.09000000 USD -1104.24000000 USD South32 Ltd. 147276.27000000 USD -6163.10000000 USD National Australia Bank Ltd. 135882.15000000 USD -4584.87000000 USD QBE Insurance Group Ltd. 121956.25000000 USD 3463.65000000 USD AGL Energy Ltd. 369902.08000000 USD -21689.99000000 USD Santos Ltd. 19004.85000000 USD -1178.23000000 USD Cochlear Ltd. 242162.29000000 USD -6007.46000000 USD Washington H Soul Pattinson & Co. 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SGD Currency. Maturity 24 Months 04/18/22 to 09/16/22 United Overseas Bank Ltd. 63378.29000000 USD -424.70000000 USD Jardine Cycle & Carriage Ltd. 44546.24000000 USD -566.15000000 USD Oversea-Chinese Banking Corp. Ltd. 42163.06000000 USD -142.47000000 USD DBS Group Holdings Ltd. 122300.56000000 USD -350.45000000 USD Genting Singapore Ltd. 94340.44000000 USD -167.81000000 USD Singapore Technologies Engineering Ltd. 239152.31000000 USD -4019.22000000 USD Yangzijiang Shipbuilding Holdings Ltd. 413758.99000000 USD 7075.94000000 USD Singapore Telecommunications Ltd. 31019.74000000 USD -50.35000000 USD City Developments Ltd. 153898.49000000 USD 1503.64000000 USD Wilmar International Ltd. 102188.01000000 USD 737.41000000 USD Keppel Corp. Ltd. 71410.00000000 USD -5920.12000000 USD Venture Corp. Ltd. 37357.61000000 USD -330.47000000 USD CapitaLand Ltd. 118860.15000000 USD -1710.93000000 USD SATS Ltd. 28820.09000000 USD -815.54000000 USD Singapore Airlines Ltd. 264370.57000000 USD -7802.39000000 USD ComfortDelGro Corp. Ltd. 333737.44000000 USD -5015.58000000 USD Y 2022-04-18 0.00000000 USD 0.00000000 USD 2161302.00000000 USD -17999.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 1.25000000 0.000001329306 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 188.00000000 NOK 21.41000000 USD 2020-12-16 1.25000000 N N N Grifols SA 959800HSSNXWRKBK4N60 N/A -3905.00000000 NS -112288.81000000 -0.11941303427 Short EC CORP ES N 2 N N N N/A N/A 000000000 8840046.22000000 PA -102562.73000000 -0.10906987787 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus CIBOR +/- spread (-0.35% to 0.23%). DKK Currency. 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