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PLN Currency. Maturity 55-61 Months 04/17/26 to 10/01/26 Powszechna Kasa Oszczednosci Bank Polski SA 174556.61000000 USD 853.49000000 USD Polskie Gornictwo Naftowe i Gazownictwo SA 1602280.51000000 USD 59767.19000000 USD Santander Bank Polska SA 68837.11000000 USD -1364.65000000 USD Polski Koncern Naftowy ORLEN SA 1443033.00000000 USD 103689.95000000 USD Cyfrowy Polsat SA 141210.71000000 USD 9042.26000000 USD PGE Polska Grupa Energetyczna SA 1261832.13000000 USD -124820.36000000 USD KGHM Polska Miedz SA 28755.70000000 USD -389.92000000 USD CD Projekt SA 12343.39000000 USD -480.87000000 USD Dino Polska SA 2029742.21000000 USD -728.68000000 USD LPP SA 986108.49000000 USD -23693.51000000 USD Powszechny Zaklad Ubezpieczen SA 1512493.82000000 USD 54306.52000000 USD Y 2026-04-17 0.00000000 USD 0.00000000 USD 9261194.00000000 USD 76181.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -1.56000000 -0.00000020895 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 396.31000000 USD 500.00000000 CAD 2021-12-15 -1.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 46616.13000000 0.006243967342 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2229377.64000000 USD 34625000.00000000 ZAR 2021-12-15 46616.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 104803.63000000 0.014037854344 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5206346.00000000 CHF 5702024.94000000 USD 2021-12-15 104803.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -8577.87000000 -0.00114895724 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4535852.00000000 NOK 509974.72000000 USD 2021-12-15 -8577.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 29709.14000000 0.003979371516 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1323804.00000000 GBP 1813623.99000000 USD 2021-12-15 29709.14000000 N N N N/A N/A N/A 2674717417.00000000 PA -291979.74000000 -0.03910903717 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI Japan Net Return Index M7JP Index Y 2021-12-15 0.00000000 USD 0.00000000 USD 2674717417.00000000 JPY -291979.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -621.34000000 -0.00008322498 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20522.16000000 USD 673625.00000000 THB 2021-12-15 -621.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -2495.14000000 -0.00033420991 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 198774.67000000 USD 232701500.00000000 KRW 2021-12-15 -2495.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 3008.23000000 0.000402935419 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1277782.00000000 SGD 943925.07000000 USD 2021-12-15 3008.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 126796.58000000 0.016983685788 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6839709.00000000 CHF 7480008.40000000 USD 2021-12-15 126796.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 10538.07000000 0.001411514961 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5386212.00000000 DKK 850749.42000000 USD 2021-12-15 10538.07000000 N N N N/A N/A 000000000 756423644.67000020 PA USD 2956484.32000000 0.396004377481 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus OBFR +/- spread (-0.26% to 0.02%). 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HKD Currency. Maturity 41-61 Months 01/13/25 to 10/02/26 China Resources Gas Group Ltd. 483361.49000000 USD 81563.03000000 USD Guangzhou Automobile Group Co. Ltd., Class H 342709.17000000 USD 69587.42000000 USD Tencent Holdings Ltd. 782053.73000000 USD -25705.24000000 USD Chow Tai Fook Jewellery Group Ltd. 249134.49000000 USD 17768.03000000 USD China Molybdenum Co. Ltd., Class H 1400206.93000000 USD 257431.43000000 USD Kingboard Laminates Holdings Ltd. 639114.34000000 USD -121381.93000000 USD China Everbright Environment Group Ltd. 629722.93000000 USD -3218.77000000 USD Innovent Biologics, Inc. 1155630.22000000 USD -211842.01000000 USD China CITIC Bank Corp. Ltd., Class H 2502442.00000000 USD -83636.79000000 USD Weimob, Inc. 1502601.66000000 USD 141078.85000000 USD China Cinda Asset Management Co. Ltd., Class H 1442904.91000000 USD -126001.79000000 USD Meituan 3648621.74000000 USD -10327.89000000 USD Akeso, Inc. 749829.45000000 USD 821.96000000 USD Agricultural Bank of China Ltd., Class H 1383741.18000000 USD -23645.16000000 USD Nine Dragons Paper Holdings Ltd. 366189.34000000 USD -67740.55000000 USD China Construction Bank Corp., Class H 615194.54000000 USD -13754.01000000 USD Wynn Macau Ltd. 249419.50000000 USD 94290.58000000 USD Greentown Service Group Co. Ltd. 93302.28000000 USD 3375.79000000 USD Flat Glass Group Co. Ltd., Class H 1356998.00000000 USD 49334.04000000 USD China Resources Pharmaceutical Group Ltd. 1210352.07000000 USD -70717.58000000 USD WuXi AppTec Co. Ltd., Class H 882305.51000000 USD -87800.77000000 USD NWS Holdings Ltd. 284436.21000000 USD -15242.17000000 USD Alibaba Health Information Technology Ltd. 2419265.32000000 USD 264011.10000000 USD Vitasoy International Holdings Ltd. 65892.42000000 USD 1073.37000000 USD Genscript Biotech Corp. 1066922.30000000 USD 199020.41000000 USD Beijing Capital International Airport Co. Ltd., Class H 719878.24000000 USD 45059.52000000 USD Kingdee International Software Group Co. Ltd. 1405116.49000000 USD 28769.31000000 USD China Yuhua Education Corp. Ltd. 910931.13000000 USD -36361.53000000 USD Sino Land Co. Ltd. 314800.56000000 USD -7339.30000000 USD CIFI Ever Sunshine Services Group Ltd. 291830.70000000 USD -17625.39000000 USD China Gas Holdings Ltd. 1861259.96000000 USD -76029.06000000 USD Sun Hung Kai Properties Ltd. 1479631.50000000 USD -188715.38000000 USD Tsingtao Brewery Co. Ltd. 62929.38000000 USD 4232.44000000 USD MTR Corp. Ltd. 1583334.17000000 USD 53098.59000000 USD SJM Holdings Ltd. 439070.34000000 USD -151601.21000000 USD Bank of Communications Co. Ltd., Class H 1196814.72000000 USD 2764.43000000 USD ZTE Corp., Class H 110903.73000000 USD 1535.26000000 USD China Railway Group Ltd., Class H 939526.53000000 USD -148694.98000000 USD Minth Group Ltd. 212106.02000000 USD 22447.17000000 USD China Resources Power Holdings Co. Ltd. 1217730.58000000 USD 52126.47000000 USD CITIC Securities Co. Ltd., Class H 1985007.01000000 USD 97063.76000000 USD COSCO SHIPPING Ports Ltd. 677121.39000000 USD 57675.74000000 USD Henderson Land Development Co. Ltd. 895724.77000000 USD -133306.80000000 USD COSCO SHIPPING Holdings Co. Ltd., Class H 1697248.32000000 USD 31995.49000000 USD Budweiser Brewing Co. APAC Ltd. 1637565.16000000 USD -80366.07000000 USD China Minsheng Banking Corp. Ltd., Class H 1409439.01000000 USD -65258.85000000 USD Haitong Securities Co. Ltd., Class H 1185854.54000000 USD -9702.02000000 USD China Meidong Auto Holdings Ltd. 1056647.63000000 USD 42855.55000000 USD China Literature Ltd. 135083.91000000 USD 21320.28000000 USD Haitian International Holdings Ltd. 1076621.28000000 USD -205078.64000000 USD Shandong Weigao Group Medical Polymer Co. Ltd., Class H 177442.47000000 USD 9077.94000000 USD China Tower Corp. Ltd., Class H 652101.80000000 USD 27368.42000000 USD Power Assets Holdings Ltd. 993624.95000000 USD 36330.50000000 USD China Medical System Holdings Ltd. 2104974.12000000 USD -137974.46000000 USD CLP Holdings Ltd. 1420193.14000000 USD -24567.07000000 USD SITC International Holdings Co. Ltd. 1145800.28000000 USD -255938.84000000 USD Jiumaojiu International Holdings Ltd. 1144531.31000000 USD 119746.95000000 USD China Hongqiao Group Ltd. 1724683.33000000 USD -555882.09000000 USD China Merchants Port Holdings Co. Ltd. 1658714.51000000 USD 1474.79000000 USD Sany Heavy Equipment International Holdings Co. Ltd. 1220942.33000000 USD 164054.90000000 USD Hengan International Group Co. Ltd. 1783754.90000000 USD -73721.90000000 USD WH Group Ltd. 3779551.72000000 USD -192302.07000000 USD Zijin Mining Group Co. Ltd., Class H 1879989.89000000 USD 328394.68000000 USD Xinjiang Goldwind Science & Technology Co. Ltd., Class H 656499.54000000 USD 18997.74000000 USD Wuxi Biologics Cayman, Inc. 1581478.86000000 USD -81056.17000000 USD Shenzhen International Holdings Ltd. 984910.56000000 USD -58880.89000000 USD 3SBio, Inc. 1518449.40000000 USD -191928.67000000 USD Sands China Ltd. 122790.16000000 USD 14906.87000000 USD China Galaxy Securities Co. Ltd., Class H 1339112.97000000 USD -40105.12000000 USD Fuyao Glass Industry Group Co. Ltd., Class H 808481.71000000 USD 84768.51000000 USD Yadea Group Holdings Ltd. 130669.99000000 USD 7247.02000000 USD Aluminum Corp. of China Ltd., Class H 910650.72000000 USD 138403.66000000 USD Xinyi Solar Holdings Ltd. 1345486.37000000 USD 117392.05000000 USD Perennial Energy Holdings Ltd. 19018.66000000 USD -323.33000000 USD Venus MedTech Hangzhou, Inc., Class H 1854092.54000000 USD -114086.77000000 USD Jinxin Fertility Group Ltd. 811246.61000000 USD 115142.44000000 USD Li Ning Co. Ltd. 1279357.27000000 USD 145018.22000000 USD Sinotruk Hong Kong Ltd. 1055391.44000000 USD -304742.35000000 USD Chongqing Rural Commercial Bank Co. Ltd., Class H 723002.39000000 USD -38147.12000000 USD Sunny Optical Technology Group Co. Ltd. 2134068.54000000 USD 262491.29000000 USD China Taiping Insurance Holdings Co. Ltd. 1773659.60000000 USD -49661.77000000 USD Bank of China Ltd., Class H 1600962.92000000 USD -11279.15000000 USD BOC Aviation Ltd. 12516.02000000 USD 105.09000000 USD Swire Properties Ltd. 830483.58000000 USD 39557.35000000 USD Industrial & Commercial Bank of China Ltd., Class H 307095.56000000 USD 1223.76000000 USD Huatai Securities Co. Ltd., Class H 267850.26000000 USD 9879.94000000 USD China Feihe Ltd. 684324.76000000 USD 12149.91000000 USD Guangdong Investment Ltd. 548069.00000000 USD 25859.90000000 USD Haier Smart Home Co. Ltd., Class H 571223.21000000 USD -30595.27000000 USD SSY Group Ltd. 500877.35000000 USD -29927.40000000 USD Bosideng International Holdings Ltd. 127310.79000000 USD -25758.45000000 USD Yihai International Holding Ltd. 3104024.66000000 USD 133352.72000000 USD HK Electric Investments & HK Electric Investments Ltd. 296900.95000000 USD -1146.06000000 USD China Youzan Ltd. 501085.85000000 USD 73925.54000000 USD Dongfeng Motor Group Co. Ltd., Class H 1205735.57000000 USD -286719.54000000 USD China National Building Material Co. Ltd., Class H 1493136.75000000 USD -282458.09000000 USD CanSino Biologics, Inc., Class H 28296.24000000 USD 2247.26000000 USD CK Hutchison Holdings Ltd. 4923294.21000000 USD -190514.05000000 USD Country Garden Services Holdings Co. Ltd. 813900.07000000 USD -37189.79000000 USD China Power International Development Ltd. 392062.58000000 USD -26515.84000000 USD Pharmaron Beijing Co. Ltd., Class H 570156.72000000 USD -27999.97000000 USD Xinyi Glass Holdings Ltd. 706983.51000000 USD -143275.11000000 USD Kunlun Energy Co. Ltd. 1195333.04000000 USD -51951.08000000 USD Hangzhou Tigermed Consulting Co. Ltd., Class H 393314.79000000 USD -26829.47000000 USD Huaneng Power International, Inc., Class H 647044.43000000 USD -19166.51000000 USD China Lesso Group Holdings Ltd. 44565.66000000 USD -272.61000000 USD Great Wall Motor Co. Ltd., Class H 1576679.13000000 USD 168591.42000000 USD China International Capital Corp. Ltd., Class H 1712795.73000000 USD 164121.16000000 USD China Resources Beer Holdings Co. Ltd. 887524.81000000 USD 66859.99000000 USD China Southern Airlines Co. Ltd., Class H 1543005.35000000 USD 112285.63000000 USD PICC Property & Casualty Co. Ltd., Class H 2205935.52000000 USD 38396.54000000 USD BYD Co. Ltd., Class H 1989273.94000000 USD 125762.78000000 USD China Pacific Insurance Group Co. Ltd., Class H 29100.12000000 USD -924.94000000 USD Vinda International Holdings Ltd. 124090.36000000 USD 1349.32000000 USD Yue Yuen Industrial Holdings Ltd. 456910.17000000 USD -9462.87000000 USD Zoomlion Heavy Industry Science and Technology Co. Ltd., Class H 1564053.05000000 USD -316402.57000000 USD Ganfeng Lithium Co. Ltd., Class H 2778897.03000000 USD 379768.26000000 USD China Longyuan Power Group Corp. Ltd., Class H 826933.68000000 USD -83423.86000000 USD Sun Art Retail Group Ltd. 420087.86000000 USD -37940.75000000 USD BOC Hong Kong Holdings Ltd. 1392200.13000000 USD -23246.12000000 USD Techtronic Industries Co. Ltd. 958435.70000000 USD 71154.55000000 USD A-Living Smart City Services Co. Ltd. 10653.69000000 USD 964.96000000 USD People's Insurance Co. Group of China Ltd. (The), Class H 1993676.35000000 USD -71375.14000000 USD New China Life Insurance Co. Ltd., Class H 2619438.47000000 USD -89963.48000000 USD Wharf Real Estate Investment Co. Ltd. 2563806.76000000 USD 106137.16000000 USD ESR Cayman Ltd. 2374039.76000000 USD 21110.05000000 USD Kingboard Holdings Ltd. 1676725.33000000 USD -140453.08000000 USD Ping An Healthcare and Technology Co. Ltd. 1414430.84000000 USD 141267.21000000 USD Sinopharm Group Co. 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8109.15000000 0.001086174844 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17422658.00000000 SEK 1999694.34000000 USD 2021-12-15 8109.15000000 N N N N/A N/A 000000000 468025005.87999994 PA USD -6528376.04999999 -0.87443910192 N/A DE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Rec/pay the total return of custom basket plus OBFR +/- spread (-1.34% to 0.20%). 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