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JPY Currency. Maturity 22-98 Months 10/17/22 West Japan Railway Co. 193732.35000000 USD -7273.72000000 USD Keio Corp. 349132.61000000 USD -16085.42000000 USD PALTAC Corp. 32658.84000000 USD -625.98000000 USD Kakaku.com, Inc. 43797.37000000 USD -356.14000000 USD Z Holdings Corp. 129496.44000000 USD 2282.87000000 USD Hitachi Metals Ltd. 94264.43000000 USD -2678.36000000 USD Santen Pharmaceutical Co. Ltd. 58468.48000000 USD -1018.36000000 USD Sumitomo Mitsui Trust Holdings, Inc. 98735.12000000 USD -2381.50000000 USD Kobe Bussan Co. Ltd. 168987.50000000 USD 5255.62000000 USD Mani, Inc. 54555.11000000 USD -3433.39000000 USD Fujitsu Ltd. 317978.00000000 USD 13674.26000000 USD MINEBEA MITSUMI, Inc. 37800.09000000 USD -1997.88000000 USD Fancl Corp. 79840.55000000 USD 4220.61000000 USD Sundrug Co. Ltd. 175854.43000000 USD -1633.68000000 USD USS Co. Ltd. 40441.85000000 USD 42.16000000 USD Hoshizaki Corp. 64277.07000000 USD 1122.19000000 USD Canon Marketing Japan, Inc. 61703.69000000 USD 1358.69000000 USD Japan Airport Terminal Co. Ltd. 345914.70000000 USD 31572.37000000 USD COMSYS Holdings Corp. 52859.55000000 USD -2063.73000000 USD Sumitomo Heavy Industries Ltd. 106282.89000000 USD 1926.39000000 USD Kyushu Electric Power Co., Inc. 159596.70000000 USD -2992.56000000 USD Kintetsu Group Holdings Co. Ltd. 306777.19000000 USD -2339.69000000 USD Shimadzu Corp. 58304.93000000 USD -2796.98000000 USD Nitori Holdings Co. Ltd. 41820.30000000 USD 71.99000000 USD Benefit One, Inc. 79924.66000000 USD 1652.76000000 USD Eisai Co. Ltd. 35756.60000000 USD 605.09000000 USD KDDI Corp. 207551.83000000 USD 3586.47000000 USD Itochu Techno-Solutions Corp. 92840.88000000 USD -2442.44000000 USD Taiyo Yuden Co. Ltd. 70426.77000000 USD -1193.70000000 USD TOTO Ltd. 228716.16000000 USD -12647.69000000 USD Electric Power Development Co. Ltd. 165601.48000000 USD 6333.36000000 USD Toshiba Corp. 140042.09000000 USD -5933.91000000 USD Kaken Pharmaceutical Co. Ltd. 142980.04000000 USD 4476.16000000 USD NGK Spark Plug Co. Ltd. 99046.36000000 USD -2909.15000000 USD NET One Systems Co. Ltd. 127026.27000000 USD 6495.41000000 USD Koito Manufacturing Co. Ltd. 88472.68000000 USD -821.96000000 USD Toyota Boshoku Corp. 128301.17000000 USD -3983.93000000 USD Ricoh Co. Ltd. 263035.27000000 USD -10432.44000000 USD Yokogawa Electric Corp. 11967.11000000 USD 963.25000000 USD Nexon Co. Ltd. 55538.83000000 USD -1902.76000000 USD Toray Industries, Inc. 9490.25000000 USD -43.23000000 USD Tokio Marine Holdings, Inc. 422476.74000000 USD -1379.86000000 USD Mizuho Financial Group, Inc. 23480.54000000 USD 196.87000000 USD JTEKT Corp. 14754.61000000 USD -260.65000000 USD Welcia Holdings Co. 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Ltd. 155105.23000000 USD 9.17000000 USD Sojitz Corp. 123044.03000000 USD -1713.58000000 USD Japan Airlines Co. Ltd. 65566.65000000 USD -4147.92000000 USD Hamamatsu Photonics KK 177362.94000000 USD 3887.65000000 USD NGK Insulators Ltd. 7725.87000000 USD 24.13000000 USD Nifco, Inc. 47060.88000000 USD 2238.39000000 USD Matsumotokiyoshi Holdings Co. Ltd. 38387.35000000 USD 378.58000000 USD Sohgo Security Services Co. Ltd. 10375.04000000 USD 185.37000000 USD Daiwa Securities Group, Inc. 170350.85000000 USD 1947.52000000 USD Mercari, Inc. 110821.96000000 USD -2836.03000000 USD Nitto Denko Corp. 214992.12000000 USD 11576.12000000 USD Murata Manufacturing Co. Ltd. 54317.73000000 USD -2132.51000000 USD PeptiDream, Inc. 178034.55000000 USD 2616.48000000 USD Konami Holdings Corp. 33759.72000000 USD -76.62000000 USD Toppan Printing Co. Ltd. 231593.87000000 USD -3310.42000000 USD Japan Post Holdings Co. Ltd. 72439.01000000 USD -199.23000000 USD Zenkoku Hosho Co. 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Ltd. 50759.08000000 USD -1978.99000000 USD Pan Pacific International Holdings Corp. 117828.93000000 USD -772.74000000 USD Terumo Corp. 163200.47000000 USD -11035.91000000 USD Hoya Corp. 41548.45000000 USD -1651.02000000 USD JGC Holdings Corp. 93661.95000000 USD 102.35000000 USD Hirose Electric Co. Ltd. 151771.25000000 USD -3279.11000000 USD Marui Group Co. Ltd. 7044.00000000 USD 41.41000000 USD Bank of Kyoto Ltd. (The) 198125.75000000 USD 2843.14000000 USD SG Holdings Co. Ltd. 38172.80000000 USD 2970.61000000 USD Kamigumi Co. Ltd. 272198.80000000 USD 5114.05000000 USD Medipal Holdings Corp. 240707.73000000 USD -7051.67000000 USD Tohoku Electric Power Co., Inc. 92435.46000000 USD 561.69000000 USD Toyota Industries Corp. 166847.36000000 USD -3095.07000000 USD Nankai Electric Railway Co. Ltd. 25386.77000000 USD -328.59000000 USD Park24 Co. Ltd. 151383.83000000 USD -2257.05000000 USD NEC Networks & System Integration Corp. 103743.04000000 USD 227.44000000 USD Lion Corp. 159883.43000000 USD 908.60000000 USD Showa Denko KK 362740.56000000 USD -1491.40000000 USD Seven Bank Ltd. 243325.29000000 USD 1765.32000000 USD Dai-ichi Life Holdings, Inc. 67794.29000000 USD 848.00000000 USD Chubu Electric Power Co., Inc. 20515.56000000 USD 381.29000000 USD Sumitomo Electric Industries Ltd. 42402.55000000 USD 2335.14000000 USD Maruichi Steel Tube Ltd. 66456.64000000 USD 40.54000000 USD TBS Holdings, Inc. 96732.29000000 USD -3829.74000000 USD Tokyo Gas Co. Ltd. 9258.08000000 USD -406.82000000 USD Obic Co. 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Maturity 53-61 Months 04/23/25 to 12/31/25 Schindler Holding AG 96275.87000000 USD 84.25000000 USD Swiss Re AG 147632.05000000 USD 150.52000000 USD Barry Callebaut AG (Registered) 250228.75000000 USD -5412.69000000 USD Emmi AG (Registered) 8244.30000000 USD 102.73000000 USD Bachem Holding AG (Registered), Class B 64399.13000000 USD -4501.85000000 USD Swisscom AG (Registered) 190642.25000000 USD -2492.18000000 USD EMS-Chemie Holding AG (Registered) 165457.62000000 USD -3104.71000000 USD SGS SA (Registered) 51244.32000000 USD 661.30000000 USD Julius Baer Group Ltd. 69998.01000000 USD -212.11000000 USD LafargeHolcim Ltd. (Registered) 428289.55000000 USD 5357.93000000 USD Sonova Holding AG (Registered) 261914.26000000 USD 4452.36000000 USD Galenica AG 136207.78000000 USD 610.17000000 USD Swatch Group AG (The) 112814.92000000 USD 771.36000000 USD Givaudan SA (Registered) 101539.74000000 USD -1801.64000000 USD Novartis AG (Registered) 213550.24000000 USD 4783.55000000 USD Cie Financiere Richemont SA 15900.19000000 USD -77.47000000 USD Belimo Holding AG (Registered) 34750.04000000 USD 1002.11000000 USD SIG Combibloc Group AG 1629.84000000 USD 11.89000000 USD BKW AG 83608.90000000 USD 1492.63000000 USD DKSH Holding AG 64732.50000000 USD 1238.00000000 USD Idorsia Ltd. 256685.41000000 USD -3087.82000000 USD Nestle SA (Registered) 19386.66000000 USD 299.42000000 USD Temenos AG (Registered) 303738.52000000 USD -1028.60000000 USD Geberit AG (Registered) 18153.16000000 USD -240.62000000 USD Dufry AG (Registered) 249586.31000000 USD -6824.69000000 USD Vifor Pharma AG 183106.16000000 USD -6760.73000000 USD Tecan Group AG (Registered) 124582.52000000 USD 9406.78000000 USD Bucher Industries AG (Registered) 55039.49000000 USD 899.63000000 USD Swiss Life Holding AG (Registered) 162798.18000000 USD 1514.30000000 USD Clariant AG (Registered) 56392.12000000 USD -792.51000000 USD Alcon, Inc. 190689.73000000 USD -5329.50000000 USD OC Oerlikon Corp. AG (Registered) 121282.53000000 USD 4521.48000000 USD Baloise Holding AG (Registered) 57921.10000000 USD 228.81000000 USD Sulzer AG (Registered) 45158.03000000 USD -884.21000000 USD Kuehne + Nagel International AG (Registered) 78513.83000000 USD -455.79000000 USD Zurich Insurance Group AG 278138.04000000 USD -2109.40000000 USD Straumann Holding AG (Registered) 187427.40000000 USD -1972.63000000 USD Logitech International SA (Registered) 8253.08000000 USD 158.74000000 USD Roche Holding AG 320086.38000000 USD -330.45000000 USD Credit Suisse Group AG (Registered) 419384.08000000 USD 4202.22000000 USD Lonza Group AG (Registered) 63772.52000000 USD 986.54000000 USD ABB Ltd. (Registered) 91159.93000000 USD -2418.66000000 USD UBS Group AG (Registered) 129379.64000000 USD -387.92000000 USD ams AG 89510.99000000 USD 1075.94000000 USD Chocoladefabriken Lindt & Spruengli AG 194944.91000000 USD -3478.31000000 USD Helvetia Holding AG (Registered) 75099.05000000 USD 1561.54000000 USD dormakaba Holding AG 162962.81000000 USD 4211.10000000 USD VAT Group AG 55568.11000000 USD -1419.68000000 USD Adecco Group AG (Registered) 307907.34000000 USD -2210.84000000 USD Sika AG (Registered) 478128.54000000 USD -8935.13000000 USD Partners Group Holding AG 153930.50000000 USD -3062.70000000 USD Flughafen Zurich AG (Registered) 168854.49000000 USD 806.43000000 USD Y 2025-04-23 0.00000000 USD 0.00000000 USD 7606602.00000000 USD -18741.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -147.68000000 -0.00030400612 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3924.00000000 EUR 4653.84000000 USD 2021-03-17 -147.68000000 N N N A2A SpA 81560076E3944316DB24 N/A 67539.00000000 NS 108256.21000000 0.222850422993 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 13.08000000 0.000026925785 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2434.18000000 USD 2000.00000000 EUR 2021-03-17 13.08000000 N N N Acerinox SA 95980020140005582721 N/A 1665.00000000 NS 18439.77000000 0.037959120723 Long EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A -0.27000000 -0.00000055580 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 52.00000000 NOK 5.79000000 USD 2021-03-17 -0.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -63.88000000 -0.00013149993 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2000.00000000 EUR 2383.38000000 USD 2021-03-17 -63.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.31000000 -0.00000063814 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 52.00000000 NOK 5.75000000 USD 2021-03-17 -0.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.36000000 -0.00000074107 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 56.00000000 NOK 6.17000000 USD 2021-03-17 -0.36000000 N N N N/A N/A 000000000 3242954.92000000 PA 29964.27000000 0.061682837817 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 (-0.35% to 0.45%). HKD Currency. Maturity 27-98 Months 10/17/22 Hang Seng Bank Ltd. 125983.83000000 USD 2738.12000000 USD New World Development Co. Ltd. 33729.98000000 USD -871.91000000 USD Melco International Development Ltd. 3895.10000000 USD -0.43000000 USD Sino Land Co. Ltd. 10410.53000000 USD -507.26000000 USD Vitasoy International Holdings Ltd. 54532.40000000 USD 3255.39000000 USD Budweiser Brewing Co. APAC Ltd. 202824.73000000 USD 2699.13000000 USD ASM Pacific Technology Ltd. 39620.03000000 USD 922.69000000 USD Swire Properties Ltd. 117460.24000000 USD 2398.45000000 USD Kerry Properties Ltd. 126463.73000000 USD -2259.34000000 USD CLP Holdings Ltd. 152569.61000000 USD 2519.92000000 USD BOC Hong Kong Holdings Ltd. 37890.34000000 USD -1129.68000000 USD Galaxy Entertainment Group Ltd. 23353.62000000 USD -444.78000000 USD Sands China Ltd. 48914.88000000 USD 1143.97000000 USD MTR Corp. Ltd. 284939.36000000 USD 3899.31000000 USD HKT Trust & HKT Ltd. 47986.42000000 USD -588.60000000 USD Wharf Real Estate Investment Co. Ltd. 197490.11000000 USD -3873.73000000 USD Hong Kong & China Gas Co. Ltd. 251944.56000000 USD -1705.16000000 USD Man Wah Holdings Ltd. 156181.55000000 USD 16126.97000000 USD WH Group Ltd. 235633.17000000 USD -1019.76000000 USD Xinyi Glass Holdings Ltd. 39158.60000000 USD 3763.18000000 USD Wynn Macau Ltd. 139307.76000000 USD 4878.46000000 USD CK Hutchison Holdings Ltd. 265309.72000000 USD 104.79000000 USD SJM Holdings Ltd. 10090.62000000 USD 450.53000000 USD CK Asset Holdings Ltd. 135597.83000000 USD -4721.91000000 USD NWS Holdings Ltd. 34379.54000000 USD 827.47000000 USD Sun Hung Kai Properties Ltd. 25577.96000000 USD -1200.48000000 USD Hang Lung Properties Ltd. 118586.70000000 USD -2494.47000000 USD AIA Group Ltd. 148670.69000000 USD -4851.03000000 USD Hysan Development Co. Ltd. 73256.08000000 USD -526.88000000 USD Henderson Land Development Co. Ltd. 101195.23000000 USD -955.91000000 USD Y 2022-10-17 0.00000000 USD 0.00000000 USD 3242955.00000000 USD 18576.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -261.23000000 -0.00053775405 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6994.00000000 EUR 8296.83000000 USD 2021-03-17 -261.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.51000000 0.000001049858 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17.74000000 USD 150.00000000 SEK 2021-03-17 0.51000000 N N N Leonardo SpA 529900X4EEX1U9LN3U39 N/A -23286.00000000 NS -168315.27000000 -0.34648478009 Short EC CORP IT N 2 N N N Italgas SpA 815600F25FF44EF1FA76 N/A 25750.00000000 NS 164027.83000000 0.337658886250 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -259.46000000 -0.00053411042 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8006.00000000 EUR 9536.91000000 USD 2021-03-17 -259.46000000 N N N N/A N/A 000000000 7509153.37000000 PA 5983.48000000 0.012317270750 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 (-2.75% to 0.30%). CAD Currency. Maturity 13-14 Months 05/25/21 to 02/25/22 Imperial Oil Ltd. 5181.62000000 USD 62.29000000 USD Onex Corp. 4993.50000000 USD 32.02000000 USD iA Financial Corp., Inc. 153154.95000000 USD -526.90000000 USD National Bank of Canada 57350.27000000 USD -56.01000000 USD TFI International, Inc. 117633.79000000 USD -1041.70000000 USD Canada Goose Holdings, Inc. 90846.92000000 USD 697.68000000 USD Bank of Montreal 43489.79000000 USD -161.12000000 USD Royal Bank of Canada 106652.38000000 USD 620.97000000 USD West Fraser Timber Co. Ltd. 146868.63000000 USD 877.19000000 USD Canadian Utilities Ltd., Class A 3077.49000000 USD -15.79000000 USD Innergex Renewable Energy, Inc. 106822.34000000 USD -350.51000000 USD Canadian Natural Resources Ltd. 22878.22000000 USD -96.03000000 USD Constellation Software, Inc. 31165.12000000 USD -150.95000000 USD Thomson Reuters Corp. 21034.06000000 USD 76.75000000 USD Bank of Nova Scotia (The) 378.35000000 USD -0.67000000 USD Canadian Pacific Railway Ltd. 96082.81000000 USD 722.89000000 USD Kinross Gold Corp. 108970.34000000 USD -707.69000000 USD Lundin Mining Corp. 48781.13000000 USD 1935.87000000 USD Empire Co. Ltd., Class A 103366.94000000 USD -1127.57000000 USD Keyera Corp. 58322.60000000 USD 1080.44000000 USD Yamana Gold, Inc. 111246.02000000 USD 448.58000000 USD Toromont Industries Ltd. 50735.17000000 USD -278.47000000 USD Finning International, Inc. 148368.77000000 USD 876.59000000 USD Shaw Communications, Inc., Class B 24044.15000000 USD -96.81000000 USD Agnico Eagle Mines Ltd. 49056.67000000 USD 910.21000000 USD Hydro One Ltd. 106821.35000000 USD -112.78000000 USD Intact Financial Corp. 180096.72000000 USD 198.61000000 USD Metro Inc/CN 73091.68000000 USD 797.13000000 USD Magna International, Inc. 46085.01000000 USD -996.88000000 USD Sun Life Financial, Inc. 1067.17000000 USD -6.61000000 USD TC Energy Corp. 29596.98000000 USD 495.47000000 USD AltaGas Ltd. 105740.28000000 USD 56.63000000 USD Ballard Power Systems, Inc. 64033.20000000 USD -3021.89000000 USD Inter Pipeline Ltd. 73873.94000000 USD -0.68000000 USD Canadian Tire Corp. Ltd., Class A 97934.52000000 USD 495.08000000 USD CCL Industries, Inc., Class B 32415.79000000 USD 779.15000000 USD First Quantum Minerals Ltd. 2441.35000000 USD 0.24000000 USD Pan American Silver Corp. 24555.58000000 USD 757.49000000 USD IGM Financial, Inc. 4202.25000000 USD -68.20000000 USD Boyd Group Services, Inc. 18801.19000000 USD 465.16000000 USD Quebecor, Inc., Class B 71058.50000000 USD -606.07000000 USD CGI, Inc. 10155.33000000 USD -170.52000000 USD TMX Group Ltd. 94888.05000000 USD 1584.93000000 USD Gibson Energy, Inc. 31803.47000000 USD -92.72000000 USD George Weston Ltd. 51764.03000000 USD -288.18000000 USD BRP, Inc. 87531.82000000 USD 518.16000000 USD Nutrien Ltd. 56578.08000000 USD 767.35000000 USD Barrick Gold Corp. 33946.11000000 USD -422.36000000 USD Alimentation Couche-Tard, Inc., Class B 24571.44000000 USD -650.52000000 USD Suncor Energy, Inc. 58117.49000000 USD -654.57000000 USD CAE, Inc. 153476.73000000 USD -646.99000000 USD Restaurant Brands International, Inc. 267015.17000000 USD 215.54000000 USD Equinox Gold Corp. 31556.68000000 USD 96.64000000 USD Toronto-Dominion Bank (The) 13560.22000000 USD -41.40000000 USD Enbridge, Inc. 42696.09000000 USD 94.44000000 USD Rogers Communications, Inc., Class B 119274.19000000 USD 1527.46000000 USD Descartes Systems Group, Inc. (The) 5030.01000000 USD 115.18000000 USD Capital Power Corp. 69663.21000000 USD -2086.87000000 USD Teck Resources Ltd., Class B 14245.82000000 USD 306.75000000 USD BlackBerry Ltd. 67538.57000000 USD 1996.59000000 USD Ritchie Bros Auctioneers, Inc. 71387.35000000 USD -91.56000000 USD Centerra Gold, Inc. 104809.29000000 USD -998.78000000 USD Canopy Growth Corp. 86019.89000000 USD -541.09000000 USD Dollarama, Inc. 90277.48000000 USD 2068.83000000 USD Atco Ltd., Class I 123525.34000000 USD 337.59000000 USD SSR Mining, Inc. 42630.12000000 USD -697.16000000 USD Endeavour Mining Corp. 54497.64000000 USD 695.13000000 USD WSP Global, Inc. 43578.76000000 USD 508.50000000 USD Pembina Pipeline Corp. 10948.46000000 USD 174.21000000 USD Lightspeed POS, Inc. 24067.44000000 USD -534.83000000 USD Canadian National Railway Co. 92237.93000000 USD 715.92000000 USD Manulife Financial Corp. 142636.81000000 USD 316.26000000 USD Cameco Corp. 147166.59000000 USD 2152.89000000 USD Cogeco Communications, Inc. 74035.02000000 USD -1148.30000000 USD Air Canada 106095.43000000 USD 980.90000000 USD Emera, Inc. 226489.83000000 USD -81.10000000 USD Premium Brands Holdings Corp. 104378.09000000 USD 1543.30000000 USD Shopify, Inc., Class A 13550.04000000 USD -593.55000000 USD BCE, Inc. 104635.25000000 USD 499.34000000 USD Parkland Corp. 64000.81000000 USD 505.63000000 USD Fairfax Financial Holdings Ltd. 57260.43000000 USD 808.71000000 USD SNC-Lavalin Group, Inc. 4779.95000000 USD 52.73000000 USD Algonquin Power & Utilities Corp. 83296.37000000 USD 1349.64000000 USD Boralex, Inc., Class A 51585.83000000 USD 521.44000000 USD Tourmaline Oil Corp. 132990.34000000 USD 1614.97000000 USD Saputo, Inc. 175644.79000000 USD 837.36000000 USD Kinaxis, Inc. 23943.33000000 USD 159.93000000 USD Brookfield Asset Management, Inc., Class A 242451.33000000 USD 1195.95000000 USD Franco-Nevada Corp. 140052.79000000 USD 554.40000000 USD Bausch Health Cos., Inc. 3527.14000000 USD 125.51000000 USD Open Text Corp. 32761.91000000 USD -265.74000000 USD Topicus.com, Inc. 41.59000000 USD 0.00000000 USD Gildan Activewear, Inc. 103199.54000000 USD 665.96000000 USD Canadian Imperial Bank of Commerce 4099.74000000 USD 32.38000000 USD Fortis, Inc. 32967.24000000 USD 342.07000000 USD Methanex Corp. 1700.16000000 USD -4.12000000 USD Northland Power, Inc. 10512.46000000 USD -89.58000000 USD CI Financial Corp. 151266.84000000 USD -2776.25000000 USD Element Fleet Management Corp. 183813.39000000 USD -695.57000000 USD Alamos Gold, Inc., Class A 73486.87000000 USD 257.09000000 USD Maple Leaf Foods, Inc. 55424.62000000 USD 39.23000000 USD Stantec, Inc. 145902.05000000 USD -2784.85000000 USD Wheaton Precious Metals Corp. 155566.82000000 USD 830.29000000 USD Cenovus Energy, Inc. 14965.43000000 USD -95.81000000 USD Loblaw Cos. Ltd. 25214.79000000 USD -260.57000000 USD Y 2021-05-25 0.00000000 USD 0.00000000 USD 7509153.00000000 USD 13359.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.29000000 -0.00000059697 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 53.00000000 NOK 5.89000000 USD 2021-03-17 -0.29000000 N N N Enagas SA 213800OU3FQKGM4M2U23 N/A 10009.00000000 NS 220195.33000000 0.453282286824 Long EC CORP ES N 2 N N N Hera SpA 8156009414FD99443B48 N/A 52671.00000000 NS 191666.60000000 0.394554574594 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -0.34000000 -0.00000069990 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 64.00000000 NOK 7.12000000 USD 2021-03-17 -0.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -259.41000000 -0.00053400750 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7064.00000000 EUR 8384.31000000 USD 2021-03-17 -259.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.11000000 -0.00000022644 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6.00000000 CAD 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Chimica e Farmaceutica SpA 815600FBF92FD3531704 N/A -312.00000000 NS -17349.95000000 -0.03571567576 Short EC CORP IT N 2 N N N N/A N/A 000000000 1453377.88000000 PA 20478.45000000 0.042155837939 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 (-1.20% to 0.35%). SGD Currency. Maturity 24 Months 04/18/22 to 12/30/22 Jardine Cycle & Carriage Ltd. 148978.76000000 USD 908.80000000 USD CapitaLand Ltd. 49002.61000000 USD -434.96000000 USD Keppel Corp. Ltd. 163302.67000000 USD 547.30000000 USD SATS Ltd. 7844.88000000 USD -14.65000000 USD Wilmar International Ltd. 55136.16000000 USD 508.30000000 USD City Developments Ltd. 32178.28000000 USD 295.56000000 USD Singapore Technologies Engineering Ltd. 103165.19000000 USD 678.62000000 USD Genting Singapore Ltd. 16628.50000000 USD 119.93000000 USD DBS Group Holdings Ltd. 57212.26000000 USD 194.15000000 USD ComfortDelGro Corp. Ltd. 221900.92000000 USD 610.05000000 USD Singapore Airlines Ltd. 261872.05000000 USD -1720.17000000 USD Singapore Telecommunications Ltd. 78501.29000000 USD 756.60000000 USD Yangzijiang Shipbuilding Holdings Ltd. 257654.31000000 USD 2806.76000000 USD Y 2022-04-18 0.00000000 USD 0.00000000 USD 1453378.00000000 USD 5256.31000000 N N N Grifols SA 959800HSSNXWRKBK4N60 N/A -1975.00000000 NS -57663.00000000 -0.11870195659 Short EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A -180.12000000 -0.00037078536 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 112142.17000000 USD 91500.00000000 EUR 2021-03-17 -180.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -174.66000000 -0.00035954570 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7890.00000000 EUR 9479.77000000 USD 2021-03-17 -174.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.11000000 -0.00000022644 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6.00000000 CAD 4.60000000 USD 2021-03-17 -0.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -2.53000000 -0.00000520812 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 614.34000000 USD 500.00000000 EUR 2021-03-17 -2.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.14000000 -0.00000028819 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8.00000000 CAD 6.15000000 USD 2021-03-17 -0.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -240.59000000 -0.00049526565 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7850.00000000 EUR 9364.90000000 USD 2021-03-17 -240.59000000 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 90262Y729 20858318.92460000 NS USD 20849975.60000000 42.92064059762 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -265.32000000 -0.00054617351 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7102.00000000 EUR 8424.89000000 USD 2021-03-17 -265.32000000 N N N N/A N/A 000000000 8883344.90000000 PA -41058.76999999 -0.08452137999 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 (-1.30% to 0.23%). EUR Currency. Maturity 53-61 Months 04/23/25 to 12/31/25 Neste OYJ 345448.72000000 USD -9544.06000000 USD IMCD NV 65040.09000000 USD -715.70000000 USD Nokia OYJ 277357.31000000 USD -10902.11000000 USD Randstad NV 370335.81000000 USD -12153.84000000 USD ASM International NV 271903.56000000 USD 14462.28000000 USD Proximus SADP 74232.98000000 USD -4047.71000000 USD Banco Bilbao Vizcaya Argentaria SA 47514.03000000 USD 84.02000000 USD Koninklijke KPN NV 40346.63000000 USD -416.73000000 USD Galapagos NV 81752.82000000 USD -1251.78000000 USD Repsol SA 172237.22000000 USD -849.58000000 USD Banco Santander SA 29733.36000000 USD 54.17000000 USD NN Group NV 91259.03000000 USD -1990.21000000 USD Grifols SA 10744.30000000 USD 24.57000000 USD Red Electrica Corp. SA 42827.82000000 USD 329.62000000 USD Akzo Nobel NV 4293.38000000 USD -49.00000000 USD Prosus NV 113161.67000000 USD 3938.39000000 USD Elisa OYJ 92863.88000000 USD -815.19000000 USD Solvay SA 128666.55000000 USD -2537.33000000 USD Telenet Group Holding NV 80581.00000000 USD 1786.16000000 USD SBM Offshore NV 219259.10000000 USD 2591.40000000 USD Elia Group SA/NV 144545.35000000 USD -2808.99000000 USD Bankinter SA 115292.08000000 USD 3740.22000000 USD Iberdrola SA 28295.11000000 USD -304.44000000 USD UCB SA 10226.44000000 USD -68.97000000 USD Fortum OYJ 211667.01000000 USD -3615.42000000 USD Nokian Renkaat OYJ 35608.13000000 USD -405.85000000 USD Banco de Sabadell SA 63379.32000000 USD -1316.86000000 USD Industria de Diseno Textil SA 129911.15000000 USD -22.52000000 USD ASML Holding NV 38250.00000000 USD 163.07000000 USD Just Eat Takeaway.com NV 171497.26000000 USD -10279.48000000 USD Huhtamaki OYJ 83701.58000000 USD 462.16000000 USD Naturgy Energy Group SA 58251.57000000 USD -10.35000000 USD Koninklijke Ahold Delhaize NV 540190.64000000 USD -4732.51000000 USD Koninklijke DSM NV 325885.37000000 USD -7314.41000000 USD Aalberts NV 48944.43000000 USD -237.46000000 USD Wartsila OYJ Abp 52834.27000000 USD 510.52000000 USD Enagas SA 74821.09000000 USD -5292.91000000 USD Stora Enso OYJ, Class R 100755.30000000 USD 885.08000000 USD Orion OYJ, Class B 84750.00000000 USD -176.65000000 USD APERAM SA 106077.82000000 USD -4326.41000000 USD Mapfre SA 82066.53000000 USD -7769.72000000 USD Telefonica SA 186773.66000000 USD 5958.41000000 USD Ferrovial SA 85578.24000000 USD 3483.82000000 USD Acerinox SA 89020.35000000 USD -1148.15000000 USD ASR Nederland NV 166326.05000000 USD 3037.37000000 USD Amadeus IT Group SA 308039.44000000 USD -603.50000000 USD Cellnex Telecom SA 213308.13000000 USD 3357.67000000 USD Heineken NV 496126.04000000 USD -8581.92000000 USD UPM-Kymmene OYJ 110420.56000000 USD 1283.63000000 USD ArcelorMittal SA 104035.42000000 USD 2971.99000000 USD ACS Actividades de Construccion y Servicios SA 19036.87000000 USD 264.04000000 USD Signify NV 378589.55000000 USD -944.21000000 USD Koninklijke Philips NV 98793.08000000 USD 132.24000000 USD Endesa SA 13604.75000000 USD -437.11000000 USD Acciona SA 39207.21000000 USD 315.68000000 USD Anheuser-Busch InBev SA/NV 93975.80000000 USD 2666.61000000 USD Argenx SE 132017.08000000 USD 426.30000000 USD Koninklijke Vopak NV 122683.77000000 USD 756.64000000 USD Kesko OYJ, Class B 12499.64000000 USD 421.66000000 USD OCI NV 125053.96000000 USD 965.53000000 USD Ageas SA/NV 104089.93000000 USD -563.46000000 USD Kone OYJ, Class B 108042.67000000 USD 542.20000000 USD Aena SME SA 93357.07000000 USD -1536.69000000 USD Sampo OYJ, Class A 326551.65000000 USD -1857.93000000 USD Aegon NV 19812.72000000 USD -1196.10000000 USD Etablissements Franz Colruyt NV 74194.36000000 USD -352.00000000 USD Valmet OYJ 184923.12000000 USD 8742.38000000 USD Wolters Kluwer NV 110774.07000000 USD 23.95000000 USD Y 2025-04-23 0.00000000 USD 0.00000000 USD 8883345.00000000 USD -46795.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 8.71000000 0.000017929938 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1826.73000000 USD 1500.00000000 EUR 2021-03-17 8.71000000 N N N Cellnex Telecom SA 5493008T4YG3AQUI7P67 N/A -3317.00000000 NS -199195.68000000 -0.41005353454 Short EC CORP ES Y 2 N N N Mediobanca Banca di Credito Finanziario SpA PSNL19R2RXX5U3QWHI44 N/A -32760.00000000 NS -303253.65000000 -0.62426168602 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -251.56000000 -0.00051784791 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7850.00000000 EUR 9353.93000000 USD 2021-03-17 -251.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.18000000 0.000000370538 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3.96000000 USD 34.00000000 SEK 2021-03-17 0.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.29000000 -0.00000059697 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 53.00000000 NOK 5.89000000 USD 2021-03-17 -0.29000000 N N N Proximus SADP 549300CWRXC5EP004533 N/A 3401.00000000 NS 67181.04000000 0.138295282840 Long EC CORP BE N 2 N N N Terna Rete Elettrica Nazionale SpA 8156009E94ED54DE7C31 N/A -2128.00000000 NS -16351.93000000 -0.03366120536 Short EC CORP IT N 2 N N N Buzzi Unicem SpA 5299003DX5YLKSVJ6K59 N/A 11892.00000000 NS 283894.29000000 0.584409546685 Long EC CORP IT N 2 N N N N/A N/A 000000000 86407014.96999999 PA USD 30440.03000000 0.062662211816 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 (-5.59% to 0.33%). USD Currency. Maturity 10-73 Months 10/15/21 Acuity Brands, Inc. 55338.13000000 USD 3071.04000000 USD Paramount Group, Inc. 54402.72000000 USD -988.13000000 USD Jefferies Financial Group, Inc. 16949.40000000 USD 363.62000000 USD JB Hunt Transport Services, Inc. 24733.65000000 USD 372.86000000 USD O'Reilly Automotive, Inc. 29869.62000000 USD 159.97000000 USD Nielsen Holdings plc 36000.75000000 USD -2032.42000000 USD Urban Edge Properties 108281.92000000 USD -8535.36000000 USD Alkermes plc 18892.65000000 USD 1547.06000000 USD Brighthouse Financial, Inc. 34539.57000000 USD -1133.02000000 USD Mattel, Inc. 13768.05000000 USD -351.68000000 USD FMC Corp. 26548.83000000 USD -40.83000000 USD Gilead Sciences, Inc. 105916.68000000 USD 248.12000000 USD FirstEnergy Corp. 17661.97000000 USD -394.21000000 USD Johnson & Johnson 123858.06000000 USD 3024.41000000 USD American Express Co. 130220.07000000 USD -2083.90000000 USD Southwest Gas Holdings, Inc. 23935.50000000 USD 992.88000000 USD Motorola Solutions, Inc. 87410.84000000 USD -210.74000000 USD Eversource Energy 48445.60000000 USD -567.40000000 USD Realty Income Corp. 77650.33000000 USD -1347.12000000 USD New York Community Bancorp, Inc. 81920.75000000 USD -1863.60000000 USD Broadcom, Inc. 72245.25000000 USD 1938.75000000 USD Pegasystems, Inc. 33181.74000000 USD -69.72000000 USD Eagle Materials, Inc. 87465.05000000 USD -1130.53000000 USD Federated Hermes, Inc. 148147.92000000 USD -2307.60000000 USD Toll Brothers, Inc. 110109.51000000 USD 6712.45000000 USD CoreSite Realty Corp. 31445.28000000 USD -484.49000000 USD Marathon Oil Corp. 1880.94000000 USD -4.39000000 USD Simpson Manufacturing Co., Inc. 42052.50000000 USD -14.90000000 USD Emerson Electric Co. 14145.12000000 USD 28.29000000 USD Teradata Corp. 64803.48000000 USD -1182.44000000 USD Switch, Inc., Class A 27239.68000000 USD 205.60000000 USD BOK Financial Corp. 140794.88000000 USD -1540.30000000 USD Baker Hughes Co. 162442.35000000 USD 4655.74000000 USD Ionis Pharmaceuticals, Inc. 70561.92000000 USD -6198.84000000 USD Intuit, Inc. 191064.55000000 USD -317.09000000 USD Murphy USA, Inc. 141732.21000000 USD -2902.44000000 USD New York Times Co. (The), Class A 98052.38000000 USD -3674.36000000 USD Sealed Air Corp. 52292.18000000 USD -1142.00000000 USD Manhattan Associates, Inc. 51117.48000000 USD 296.46000000 USD Dana, Inc. 50556.80000000 USD -1346.80000000 USD First Hawaiian, Inc. 53055.00000000 USD -1309.93000000 USD United Bankshares, Inc. 47336.40000000 USD 1198.71000000 USD Floor & Decor Holdings, Inc., Class A 17548.65000000 USD -698.71000000 USD National Oilwell Varco, Inc. 59382.25000000 USD -520.30000000 USD General Electric Co. 43426.80000000 USD -99.95000000 USD Boeing Co. (The) 262223.50000000 USD 7626.09000000 USD TEGNA, Inc. 65007.00000000 USD 519.76000000 USD ManpowerGroup, Inc. 192173.58000000 USD -2003.14000000 USD Douglas Emmett, Inc. 62882.90000000 USD -3339.78000000 USD Leggett & Platt, Inc. 23567.60000000 USD -1324.68000000 USD KBR, Inc. 66221.13000000 USD 5181.22000000 USD Exelixis, Inc. 13968.72000000 USD -69.60000000 USD IDACORP, Inc. 283960.71000000 USD -2454.31000000 USD Rayonier, Inc. 18333.12000000 USD -21.89000000 USD Equitrans Midstream Corp. 40666.32000000 USD 536.68000000 USD Western Digital Corp. 6314.46000000 USD -566.07000000 USD Lumentum Holdings, Inc. 10333.20000000 USD -12.66000000 USD NVR, Inc. 8159.72000000 USD 164.28000000 USD Teledyne Technologies, Inc. 1567.92000000 USD -44.20000000 USD Southern Co. (The) 101666.65000000 USD -842.17000000 USD Macquarie Infrastructure Corp. 123426.85000000 USD 1183.32000000 USD Duke Realty Corp. 36732.43000000 USD 30.11000000 USD Cummins, Inc. 51097.50000000 USD 661.93000000 USD Raytheon Technologies Corp. 48841.33000000 USD 527.23000000 USD Nordson Corp. 36371.95000000 USD 712.93000000 USD Anaplan, Inc. 5963.55000000 USD 5.31000000 USD Rockwell Automation, Inc. 30849.63000000 USD -380.16000000 USD Pebblebrook Hotel Trust 66777.60000000 USD -284.16000000 USD Arch Capital Group Ltd. 39893.42000000 USD 575.12000000 USD PRA Health Sciences, Inc. 105369.60000000 USD 3410.40000000 USD Chegg, Inc. 82561.62000000 USD -2448.64000000 USD Murphy Oil Corp. 37873.00000000 USD 233.34000000 USD Essential Utilities, Inc. 94769.16000000 USD -1529.70000000 USD Otis Worldwide Corp. 3917.90000000 USD -95.48000000 USD State Street Corp. 38864.52000000 USD 853.18000000 USD DXC Technology Co. 96150.50000000 USD 8514.14000000 USD World Fuel Services Corp. 198489.20000000 USD 445.90000000 USD PacWest Bancorp 72771.00000000 USD 637.86000000 USD Corteva, Inc. 84758.08000000 USD -2101.44000000 USD Premier, Inc., Class A 91189.80000000 USD 500.43000000 USD First Horizon Corp. 95572.40000000 USD 1158.91000000 USD Boyd Gaming Corp. 95110.72000000 USD -233.71000000 USD Westlake Chemical Corp. 31008.00000000 USD -49.40000000 USD Brunswick Corp. 35832.80000000 USD -1099.80000000 USD Dominion Energy, Inc. 61363.20000000 USD 595.68000000 USD Amazon.com, Inc. 358262.30000000 USD 2293.50000000 USD WW Grainger, Inc. 16741.94000000 USD 171.33000000 USD CarMax, Inc. 50630.56000000 USD 1355.55000000 USD Zendesk, Inc. 78000.40000000 USD -1648.89000000 USD New Relic, Inc. 86851.20000000 USD -2520.24000000 USD Snap-on, Inc. 62637.24000000 USD -11.55000000 USD Hain Celestial Group, Inc. (The) 268362.60000000 USD -12766.44000000 USD Fox Corp., Class A 54541.76000000 USD -1086.34000000 USD Marriott International, Inc., Class A 14643.12000000 USD -211.63000000 USD HEICO Corp. 90958.80000000 USD -577.08000000 USD Brown-Forman Corp., Class B 77126.53000000 USD -1303.59000000 USD Trane Technologies plc 11757.96000000 USD -40.53000000 USD DaVita, Inc. 61165.40000000 USD -877.82000000 USD Public Storage 33253.92000000 USD 9.57000000 USD Wendy's Co. (The) 123563.04000000 USD -4816.02000000 USD Energizer Holdings, Inc. 23072.46000000 USD 590.76000000 USD CoStar Group, Inc. 27728.40000000 USD -456.30000000 USD Kilroy Realty Corp. 167263.60000000 USD -3885.17000000 USD ICU Medical, Inc. 115610.11000000 USD 2641.10000000 USD Hubbell, Inc. 111948.06000000 USD -1511.54000000 USD Dun & Bradstreet Holdings, Inc. 19422.00000000 USD 1730.63000000 USD Mondelez International, Inc., Class A 92265.66000000 USD -741.93000000 USD MasTec, Inc. 105338.10000000 USD -3446.87000000 USD Cabot Corp. 172608.48000000 USD 5499.78000000 USD Alliant Energy Corp. 19529.87000000 USD -179.77000000 USD Comcast Corp., Class A 23894.40000000 USD -474.24000000 USD TJX Cos., Inc. (The) 57363.60000000 USD 614.47000000 USD Adient plc 51668.22000000 USD 1708.90000000 USD Goodyear Tire & Rubber Co. 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(The) 301427.00000000 USD -7660.98000000 USD OneMain Holdings, Inc. 32700.64000000 USD 1907.99000000 USD Prudential Financial, Inc. 41923.59000000 USD 383.76000000 USD Welltower, Inc. 39612.06000000 USD 815.29000000 USD OGE Energy Corp. 103385.70000000 USD 1163.38000000 USD Becton Dickinson and Co. 165895.86000000 USD 1028.72000000 USD Kemper Corp. 41180.88000000 USD 273.36000000 USD PulteGroup, Inc. 175800.24000000 USD -6767.82000000 USD Commerce Bancshares, Inc. 333361.80000000 USD -6038.06000000 USD Reinsurance Group of America, Inc. 70235.40000000 USD 1145.34000000 USD Conagra Brands, Inc. 4242.42000000 USD 42.45000000 USD FireEye, Inc. 12129.56000000 USD -4565.68000000 USD NRG Energy, Inc. 124365.60000000 USD 13281.12000000 USD RingCentral, Inc., Class A 142871.69000000 USD 3286.09000000 USD AMERCO 11349.00000000 USD -96.52000000 USD Euronet Worldwide, Inc. 5217.12000000 USD -136.45000000 USD Las Vegas Sands Corp. 35879.20000000 USD -1360.52000000 USD SEI Investments Co. 128905.21000000 USD 1502.37000000 USD Roper Technologies, Inc. 109927.95000000 USD -2059.27000000 USD Arrowhead Pharmaceuticals, Inc. 55629.25000000 USD 1914.00000000 USD Apartment Investment and Management Co., Class A 14868.48000000 USD 1774.08000000 USD MarketAxess Holdings, Inc. 144922.24000000 USD 1493.11000000 USD Newmont Corp. 57075.17000000 USD -922.30000000 USD Glacier Bancorp, Inc. 94136.46000000 USD 803.02000000 USD Ventas, Inc. 96265.52000000 USD 4809.35000000 USD DexCom, Inc. 62482.68000000 USD -1879.62000000 USD Darden Restaurants, Inc. 39786.08000000 USD 437.22000000 USD Cadence Design Systems, Inc. 24284.54000000 USD 1625.14000000 USD SS&C Technologies Holdings, Inc. 169653.00000000 USD 2122.12000000 USD Brown & Brown, Inc. 25696.22000000 USD -390.24000000 USD Wingstop, Inc. 112667.50000000 USD -10623.19000000 USD Gartner, Inc. 149937.84000000 USD 2939.04000000 USD Avis Budget Group, Inc. 49832.80000000 USD -106.88000000 USD Waters Corp. 101442.20000000 USD -1361.20000000 USD GrafTech International Ltd. 119221.44000000 USD 17782.56000000 USD Packaging Corp. of America 51578.34000000 USD 777.02000000 USD ChampionX Corp. 79284.60000000 USD -3479.10000000 USD Colgate-Palmolive Co. 196245.45000000 USD -73.55000000 USD Aramark 123251.44000000 USD -1888.28000000 USD Exelon Corp. 113234.04000000 USD 1153.26000000 USD Church & Dwight Co., Inc. 270849.15000000 USD -8.50000000 USD Roku, Inc. 147748.90000000 USD 298.38000000 USD Graham Holdings Co., Class B 53871.38000000 USD 6874.06000000 USD Viatris, Inc. 4253.98000000 USD 228.35000000 USD Kimberly-Clark Corp. 219503.24000000 USD -1710.93000000 USD Capital One Financial Corp. 115951.05000000 USD 5305.51000000 USD American Electric Power Co., Inc. 183776.89000000 USD 802.99000000 USD Mosaic Co. (The) 132215.46000000 USD -201.01000000 USD W R Grace & Co. 68470.18000000 USD -1336.43000000 USD ServiceNow, Inc. 52841.28000000 USD -384.93000000 USD Equifax, Inc. 22947.96000000 USD 143.13000000 USD CF Industries Holdings, Inc. 60310.18000000 USD 1761.38000000 USD Duke Energy Corp. 172956.84000000 USD -219.64000000 USD Virgin Galactic Holdings, Inc. 38822.28000000 USD 1401.59000000 USD EOG Resources, Inc. 22042.54000000 USD -202.00000000 USD Lockheed Martin Corp. 178199.96000000 USD 1010.56000000 USD Voya Financial, Inc. 54575.68000000 USD -1182.02000000 USD AmerisourceBergen Corp. 134028.96000000 USD -970.18000000 USD Cabot Oil & Gas Corp. 72022.72000000 USD 3472.45000000 USD PS Business Parks, Inc. 11161.08000000 USD 28.95000000 USD Pentair plc 54364.16000000 USD 336.89000000 USD Apple, Inc. 228094.11000000 USD 5647.30000000 USD Wyndham Hotels & Resorts, Inc. 6716.72000000 USD 312.04000000 USD UMB Financial Corp. 121905.33000000 USD -682.42000000 USD Equity Residential 61354.80000000 USD 185.96000000 USD Equity Commonwealth 73110.40000000 USD -1992.12000000 USD Mid-America Apartment Communities, Inc. 18243.36000000 USD -194.17000000 USD Neurocrine Biosciences, Inc. 24921.00000000 USD 703.66000000 USD Santander Consumer USA Holdings, Inc. 70265.82000000 USD -2233.70000000 USD Cognizant Technology Solutions Corp., Class A 20979.20000000 USD 73.29000000 USD Dick's Sporting Goods, Inc. 182064.19000000 USD 9869.66000000 USD QUALCOMM, Inc. 61850.04000000 USD -1168.59000000 USD CNA Financial Corp. 98412.96000000 USD 1465.08000000 USD JBG SMITH Properties 10381.64000000 USD -125.29000000 USD Penumbra, Inc. 136850.00000000 USD 4482.17000000 USD Waste Management, Inc. 7311.66000000 USD 26.04000000 USD Helmerich & Payne, Inc. 43888.20000000 USD 3240.42000000 USD Everbridge, Inc. 119256.00000000 USD -1328.17000000 USD EPAM Systems, Inc. 57336.00000000 USD -2063.24000000 USD Expedia Group, Inc. 266388.80000000 USD -14467.06000000 USD Expeditors International of Washington, Inc. 44891.92000000 USD -8.09000000 USD Xylem, Inc. 63822.33000000 USD -1228.26000000 USD NewMarket Corp. 166485.22000000 USD -2937.59000000 USD Target Corp. 315988.70000000 USD 9108.62000000 USD Physicians Realty Trust 8419.40000000 USD 107.26000000 USD Marriott Vacations Worldwide Corp. 72589.38000000 USD 2395.03000000 USD Tradeweb Markets, Inc., Class A 116594.15000000 USD 10361.85000000 USD Freeport-McMoRan, Inc. 1665.28000000 USD 80.03000000 USD Hanover Insurance Group, Inc. (The) 50158.68000000 USD -287.43000000 USD Penn National Gaming, Inc. 8205.15000000 USD -448.05000000 USD Americold Realty Trust 131326.94000000 USD -4676.76000000 USD Anthem, Inc. 78988.14000000 USD 1950.65000000 USD Medical Properties Trust, Inc. 126185.89000000 USD -3354.47000000 USD Gaming and Leisure Properties, Inc. 34344.00000000 USD -600.62000000 USD Qurate Retail, Inc. 170874.00000000 USD 1070.12000000 USD First Republic Bank 302822.73000000 USD -17814.19000000 USD Y 2021-10-15 0.00000000 USD 0.00000000 USD 86407015.00000000 USD 10749.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -1.04000000 -0.00000214088 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 175.00000000 NOK 19.36000000 USD 2021-03-17 -1.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -239.24000000 -0.00049248662 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7772.00000000 EUR 9270.80000000 USD 2021-03-17 -239.24000000 N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 17991.00000000 NS 168564.87000000 0.346998593257 Long EC CORP IT N 2 N N N Tenaris SA 549300Y7C05BKC4HZB40 N/A 868.00000000 NS 7034.05000000 0.014479917760 Long EC CORP LU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 0.17000000 0.000000349952 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3.97000000 USD 34.00000000 SEK 2021-03-17 0.17000000 N N N N/A N/A 000000000 19798918.07000000 PA -147125.10000000 -0.30286383356 N/A DE GB N 2 Morgan Stanley International 4PQUHN3JPFGFNF3BB653 N/A N/A Rec/pay the total return of custom basket plus EONIA +/- spread (-4.00% to 0.35%). EUR Currency. Maturity 10-85 Months 10/13/21 Sartorius Stedim Biotech 60120.82000000 USD -142.66000000 USD Dassault Aviation SA 87113.92000000 USD -1644.16000000 USD HOCHTIEF AG 289891.30000000 USD 5236.75000000 USD Capgemini SE 2799.95000000 USD -43.84000000 USD SEB SA 17456.03000000 USD 193.25000000 USD Stroeer SE & Co. KGaA 145765.52000000 USD -3395.31000000 USD QIAGEN NV 46154.55000000 USD 183.78000000 USD CNP Assurances 192462.43000000 USD -2043.50000000 USD Volkswagen AG (Preference) 218093.51000000 USD -1781.54000000 USD Fresenius Medical Care AG & Co. KGaA 310534.65000000 USD -3763.56000000 USD Thales SA 51235.97000000 USD -442.40000000 USD La Francaise des Jeux SAEM 39052.33000000 USD 1391.24000000 USD Valeo SA 182666.46000000 USD 2348.53000000 USD Covestro AG 66296.06000000 USD -178.11000000 USD Cie Generale des Etablissements Michelin SCA 376098.73000000 USD -10836.10000000 USD Bechtle AG 56229.13000000 USD -696.23000000 USD Bouygues SA 131403.91000000 USD -1323.10000000 USD CTS Eventim AG & Co. KGaA 245307.58000000 USD -9496.40000000 USD HeidelbergCement AG 44822.23000000 USD -136.43000000 USD AXA SA 266108.02000000 USD 6766.92000000 USD Orpea SA 252822.68000000 USD 1536.28000000 USD CompuGroup Medical SE & Co. KgaA 54709.65000000 USD -1429.36000000 USD Electricite de France SA 195129.87000000 USD 4230.16000000 USD Symrise AG 189843.21000000 USD -4384.50000000 USD METRO AG 24745.42000000 USD -1511.73000000 USD Carl Zeiss Meditec AG 177840.64000000 USD -2070.04000000 USD Eurofins Scientific SE 28254.70000000 USD 341.55000000 USD Imerys SA 33332.38000000 USD 891.45000000 USD Eiffage SA 143929.61000000 USD -1946.99000000 USD Edenred 69171.74000000 USD 1160.10000000 USD Bollore SA 23259.36000000 USD 36.83000000 USD Eutelsat Communications SA 183476.87000000 USD -1733.41000000 USD MorphoSys AG 52496.83000000 USD 541.66000000 USD Iliad SA 5131.61000000 USD 53.72000000 USD Arkema SA 85129.90000000 USD -1382.46000000 USD Remy Cointreau SA 309662.19000000 USD -8520.55000000 USD Sanofi 246572.16000000 USD 4133.02000000 USD Rexel SA 239023.02000000 USD 4222.26000000 USD Siemens Healthineers AG 4580.05000000 USD 15.67000000 USD Deutsche Telekom AG (Registered) 80548.72000000 USD 629.41000000 USD thyssenkrupp AG 140273.08000000 USD -3737.89000000 USD Safran SA 111828.04000000 USD 1132.32000000 USD Orange SA 144610.35000000 USD 1762.05000000 USD STMicroelectronics NV 120384.19000000 USD 1195.48000000 USD FUCHS PETROLUB SE (Preference) 174402.00000000 USD 7323.84000000 USD Suez SA 152885.81000000 USD -1688.76000000 USD Natixis SA 32620.42000000 USD -2566.78000000 USD Legrand SA 295564.68000000 USD 4852.17000000 USD Renault SA 211768.67000000 USD 4474.26000000 USD Bayerische Motoren Werke AG 211639.31000000 USD -4529.05000000 USD Continental AG 317912.16000000 USD 10369.73000000 USD Siemens AG (Registered) 32554.50000000 USD -358.16000000 USD TeamViewer AG 30457.78000000 USD -854.47000000 USD Freenet AG 19199.73000000 USD -54.07000000 USD Software AG 195380.90000000 USD -3899.63000000 USD Societe BIC SA 78404.79000000 USD -2327.55000000 USD Rheinmetall AG 53785.80000000 USD 358.95000000 USD Rational AG 265131.64000000 USD -12995.53000000 USD Nemetschek SE 85912.04000000 USD -2161.13000000 USD Puma SE 20704.95000000 USD -818.25000000 USD TOTAL SE 383884.91000000 USD 11366.10000000 USD HelloFresh SE 68611.38000000 USD 5201.64000000 USD Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered) 280190.05000000 USD 7867.74000000 USD SES SA 59201.79000000 USD -542.41000000 USD Sartorius AG (Preference) 128880.96000000 USD -1612.42000000 USD Amundi SA 125838.86000000 USD -1966.52000000 USD Merck KGaA 110626.83000000 USD -1583.90000000 USD Kering SA 111763.02000000 USD -4126.34000000 USD Getlink SE 158513.67000000 USD -1786.22000000 USD Knorr-Bremse AG 160855.54000000 USD 7299.96000000 USD LVMH Moet Hennessy Louis Vuitton SE 565905.29000000 USD -10507.80000000 USD Duerr AG 40808.16000000 USD -768.49000000 USD Siemens Energy AG 11068.15000000 USD -1510.03000000 USD Wacker Chemie AG 100428.84000000 USD -191.54000000 USD Carrefour SA 380504.65000000 USD 9790.21000000 USD HUGO BOSS AG 289490.09000000 USD -10156.44000000 USD Deutsche Lufthansa AG (Registered) 347573.27000000 USD -31164.41000000 USD Worldline SA 46825.41000000 USD -1033.95000000 USD Daimler AG (Registered) 117234.36000000 USD -1695.15000000 USD Air Liquide SA 99515.76000000 USD 908.21000000 USD Teleperformance 10291.42000000 USD 9.88000000 USD Telefonica Deutschland Holding AG 14567.39000000 USD 242.84000000 USD Cie de Saint-Gobain 349588.21000000 USD -11968.57000000 USD Rubis SCA 206778.78000000 USD 2594.06000000 USD Hermes International 120431.18000000 USD 2713.67000000 USD Henkel AG & Co. 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