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CHF Currency. Maturity 43-62 Months 04/23/25 to 10/02/26 Flughafen Zurich AG (Registered) 104760.33000000 USD -6479.93000000 USD BKW AG 112926.32000000 USD -2657.46000000 USD Temenos AG (Registered) 2578.05000000 USD 157.12000000 USD Novartis AG (Registered) 344150.69000000 USD -4290.43000000 USD Medmix AG 19026.77000000 USD 199.17000000 USD Holcim Ltd. 261644.61000000 USD -10485.91000000 USD Dufry AG (Registered) 280319.85000000 USD -50956.64000000 USD Cie Financiere Richemont SA 98912.74000000 USD -2923.12000000 USD VAT Group AG 27232.27000000 USD 3953.66000000 USD OC Oerlikon Corp. 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Maturity 24 Months 08/25/23 to 09/29/23 Yangzijiang Shipbuilding Holdings Ltd. 318674.95000000 USD -7685.23000000 USD ComfortDelGro Corp. Ltd. 43798.55000000 USD -548.22000000 USD Venture Corp. Ltd. 24972.99000000 USD 494.77000000 USD Singapore Airlines Ltd. 129995.79000000 USD 1558.49000000 USD SATS Ltd. 18847.08000000 USD -148.69000000 USD City Developments Ltd. 58900.73000000 USD 1610.12000000 USD Genting Singapore Ltd. 48622.48000000 USD -1977.58000000 USD United Overseas Bank Ltd. 49185.71000000 USD -168.46000000 USD Singapore Technologies Engineering Ltd. 12019.97000000 USD 253.21000000 USD DBS Group Holdings Ltd. 91625.89000000 USD -260.31000000 USD Wilmar International Ltd. 32624.06000000 USD 660.49000000 USD UOL Group Ltd. 13074.27000000 USD 386.89000000 USD Singapore Telecommunications Ltd. 116117.23000000 USD 3116.22000000 USD Oversea-Chinese Banking Corp. Ltd. 10946.96000000 USD -178.48000000 USD Keppel Corp. 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SEK Currency. Maturity 43-61 Months 04/24/25 to 09/23/26 Evolution AB 124483.15000000 USD 11888.20000000 USD Husqvarna AB, Class B 191017.30000000 USD -28334.94000000 USD Sinch AB 327104.11000000 USD 22441.10000000 USD Essity AB, Class B 64633.14000000 USD -839.36000000 USD BillerudKorsnas AB 74231.19000000 USD 1388.92000000 USD Alfa Laval AB 63631.30000000 USD 2674.28000000 USD Axfood AB 22688.90000000 USD -776.36000000 USD Volvo AB, Class B 49564.81000000 USD 1152.17000000 USD Sandvik AB 7379.36000000 USD 447.14000000 USD Swedbank AB, Class A 185172.38000000 USD 6321.97000000 USD Elekta AB, Class B 8410.47000000 USD 564.89000000 USD Skandinaviska Enskilda Banken AB, Class A 204437.92000000 USD -829.72000000 USD Electrolux AB, Class B 147286.25000000 USD -1898.07000000 USD Securitas AB, Class B 125038.17000000 USD 2200.82000000 USD Lifco AB, Class B 22830.45000000 USD -2136.55000000 USD Tele2 AB, Class B 52563.88000000 USD -524.67000000 USD ICA Gruppen AB 88547.58000000 USD -1501.58000000 USD Telefonaktiebolaget LM Ericsson, Class B 210963.99000000 USD 1020.41000000 USD Atlas Copco AB, Class A 221434.19000000 USD 27578.47000000 USD Swedish Match AB 81770.43000000 USD 5689.91000000 USD Svenska Cellulosa AB SCA, Class B 168804.95000000 USD 1747.32000000 USD Sweco AB, Class B 55599.52000000 USD 4362.62000000 USD Millicom International Cellular SA 19267.39000000 USD 112.43000000 USD EQT AB 220989.00000000 USD 17713.72000000 USD Skanska AB, Class B 64249.36000000 USD -4223.50000000 USD H & M Hennes & Mauritz AB, Class B 164726.30000000 USD 3428.23000000 USD Saab AB, Class B 202470.17000000 USD 5187.75000000 USD Boliden AB 102177.23000000 USD -1568.90000000 USD Holmen AB, Class B 72158.28000000 USD 3624.97000000 USD Epiroc AB, Class A 93677.69000000 USD 2638.19000000 USD SSAB AB, Class A 114588.34000000 USD -7465.08000000 USD Indutrade AB 4588.36000000 USD -60.20000000 USD Embracer Group AB 166666.41000000 USD 17316.00000000 USD Swedish Orphan Biovitrum AB 194539.93000000 USD -3289.11000000 USD Telia Co. AB 61607.25000000 USD 967.65000000 USD Getinge AB, Class B 464262.46000000 USD -26890.13000000 USD Assa Abloy AB, Class B 62335.21000000 USD 4041.21000000 USD Hexagon AB, Class B 185646.87000000 USD 16083.71000000 USD Trelleborg AB, Class B 140919.70000000 USD -8398.79000000 USD Svenska Handelsbanken AB, Class A 299080.15000000 USD 8819.23000000 USD Hexpol AB 4708.03000000 USD -177.37000000 USD SKF AB, Class B 186763.24000000 USD 2998.28000000 USD Nibe Industrier AB, Class B 139830.34000000 USD 18086.36000000 USD Nordea Bank Abp 42460.30000000 USD -838.19000000 USD AAK AB 23102.52000000 USD 1094.33000000 USD Y 2025-04-24 0.00000000 USD 0.00000000 USD 5528408.00000000 USD 101837.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 14.28000000 0.000028187716 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 925.00000000 EUR 1087.43000000 USD 2021-12-15 14.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 22.50000000 0.000044413418 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1144.00000000 EUR 1349.72000000 USD 2021-12-15 22.50000000 N N N N/A N/A 000000000 9145571.30000000 PA 187390.97000000 0.369896604063 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 (-0.25% to 0.23%). CAD Currency. Maturity 13-14 Months 10/25/21 to 11/25/22 Wheaton Precious Metals Corp. 197292.66000000 USD 5073.41000000 USD Intact Financial Corp. 44428.61000000 USD 350.66000000 USD Descartes Systems Group, Inc. (The) 11314.46000000 USD 136.13000000 USD CI Financial Corp. 128976.27000000 USD -3261.68000000 USD ARC Resources Ltd. 33100.30000000 USD 835.43000000 USD Franco-Nevada Corp. 185258.41000000 USD -7.28000000 USD Lundin Mining Corp. 101227.02000000 USD -2650.28000000 USD Barrick Gold Corp. 32302.57000000 USD 301.47000000 USD TMX Group Ltd. 130270.58000000 USD 3585.74000000 USD Imperial Oil Ltd. 102840.38000000 USD 3245.63000000 USD TC Energy Corp. 117049.36000000 USD 5219.16000000 USD Centerra Gold, Inc. 68962.34000000 USD -1418.47000000 USD TFI International, Inc. 78877.45000000 USD -2854.08000000 USD AltaGas Ltd. 111099.55000000 USD 929.71000000 USD Quebecor, Inc., Class B 113923.53000000 USD -301.42000000 USD Emera, Inc. 199804.45000000 USD 701.23000000 USD Kinaxis, Inc. 36501.83000000 USD 751.28000000 USD Magna International, Inc. 281685.43000000 USD -11427.62000000 USD Metro, Inc. 41533.63000000 USD -1088.15000000 USD Parkland Corp. 40434.24000000 USD 397.78000000 USD Northland Power, Inc. 5279.01000000 USD -152.40000000 USD Gildan Activewear, Inc. 20205.94000000 USD -921.94000000 USD Fortis, Inc. 38063.33000000 USD 176.85000000 USD Pembina Pipeline Corp. 70593.75000000 USD 293.87000000 USD Alimentation Couche-Tard, Inc., Class B 113478.89000000 USD -475.56000000 USD Canada Goose Holdings, Inc. 118663.58000000 USD 12044.51000000 USD Bank of Nova Scotia (The) 35083.85000000 USD -493.88000000 USD Cenovus Energy, Inc. 39925.15000000 USD 774.96000000 USD Premium Brands Holdings Corp. 75580.34000000 USD 2409.65000000 USD BRP, Inc. 145878.92000000 USD -9031.92000000 USD Teck Resources Ltd., Class B 30195.71000000 USD -241.17000000 USD Keyera Corp. 163904.29000000 USD 767.48000000 USD Empire Co. Ltd., Class A 134274.12000000 USD 131.85000000 USD Alamos Gold, Inc., Class A 30345.09000000 USD 269.77000000 USD Kinross Gold Corp. 156235.40000000 USD 2764.14000000 USD Boralex, Inc., Class A 86457.60000000 USD -1061.86000000 USD Onex Corp. 181822.90000000 USD -3406.40000000 USD WSP Global, Inc. 80823.07000000 USD 1659.06000000 USD CAE, Inc. 80125.44000000 USD 589.66000000 USD West Fraser Timber Co. Ltd. 108398.20000000 USD -879.33000000 USD Canadian Natural Resources Ltd. 46141.82000000 USD 801.39000000 USD Canadian National Railway Co. 96068.70000000 USD 989.98000000 USD Bank of Montreal 28253.08000000 USD -666.02000000 USD Stantec, Inc. 137217.35000000 USD -3459.15000000 USD Dollarama, Inc. 102323.91000000 USD 3627.77000000 USD BlackBerry Ltd. 1927.48000000 USD 76.34000000 USD iA Financial Corp., Inc. 118631.98000000 USD 280.42000000 USD Canadian Imperial Bank of Commerce 18479.40000000 USD 544.99000000 USD Pan American Silver Corp. 63818.17000000 USD 732.39000000 USD Boyd Group Services, Inc. 33574.89000000 USD 283.28000000 USD CGI, Inc. 73391.57000000 USD -4683.10000000 USD Enbridge, Inc. 31512.60000000 USD 338.17000000 USD Cogeco Communications, Inc. 28970.91000000 USD -228.75000000 USD Canadian Utilities Ltd., Class A 35811.44000000 USD 127.29000000 USD Sun Life Financial, Inc. 32069.79000000 USD -105.70000000 USD TransAlta Renewables, Inc. 14917.93000000 USD 117.49000000 USD Algonquin Power & Utilities Corp. 208146.45000000 USD 6732.55000000 USD Suncor Energy, Inc. 103538.95000000 USD -984.00000000 USD National Bank of Canada 87018.98000000 USD 233.67000000 USD Fairfax Financial Holdings Ltd. 226064.74000000 USD -3555.72000000 USD IGM Financial, Inc. 32760.34000000 USD 860.95000000 USD Shopify, Inc., Class A 55651.36000000 USD 1071.63000000 USD Ballard Power Systems, Inc. 285973.60000000 USD 21358.80000000 USD Toromont Industries Ltd. 84560.63000000 USD -525.03000000 USD Constellation Software, Inc. 34403.46000000 USD -1226.36000000 USD George Weston Ltd. 17797.49000000 USD 893.90000000 USD Canadian Tire Corp. Ltd., Class A 136435.34000000 USD -9726.79000000 USD Capital Power Corp. 2596.46000000 USD 52.24000000 USD Saputo, Inc. 147953.40000000 USD 198.16000000 USD Cameco Corp. 154134.60000000 USD -5950.09000000 USD Hydro One Ltd. 78833.02000000 USD -1157.31000000 USD First Quantum Minerals Ltd. 28382.16000000 USD 168.70000000 USD Loblaw Cos. Ltd. 99368.51000000 USD 2718.06000000 USD Lightspeed Commerce, Inc. 74107.82000000 USD 16555.45000000 USD Atco Ltd., Class I 144575.56000000 USD -540.53000000 USD Canopy Growth Corp. 137576.15000000 USD 8120.10000000 USD Innergex Renewable Energy, Inc. 198993.21000000 USD 208.45000000 USD Canadian Pacific Railway Ltd. 45384.06000000 USD 982.75000000 USD Yamana Gold, Inc. 33313.60000000 USD 74.90000000 USD GFL Environmental, Inc. 57960.93000000 USD 114.68000000 USD Element Fleet Management Corp. 113320.84000000 USD -524.73000000 USD SNC-Lavalin Group, Inc. 33135.75000000 USD -1254.74000000 USD Agnico Eagle Mines Ltd. 1141.34000000 USD 32.74000000 USD Finning International, Inc. 216179.14000000 USD -1727.99000000 USD Brookfield Asset Management, Inc., Class A 289623.68000000 USD 9755.90000000 USD Endeavour Mining plc 38760.63000000 USD -1556.53000000 USD Rogers Communications, Inc., Class B 20034.23000000 USD 166.69000000 USD Manulife Financial Corp. 180472.82000000 USD -4143.42000000 USD Thomson Reuters Corp. 5196.87000000 USD 109.82000000 USD Bausch Health Cos., Inc. 57723.35000000 USD -1551.79000000 USD Toronto-Dominion Bank (The) 67988.28000000 USD -648.66000000 USD Restaurant Brands International, Inc. 183370.28000000 USD 4804.52000000 USD BCE, Inc. 195319.40000000 USD 2456.30000000 USD Nutrien Ltd. 88466.94000000 USD -1516.44000000 USD Open Text Corp. 65695.34000000 USD -3374.02000000 USD Royal Bank of Canada 81293.63000000 USD 1244.92000000 USD SSR Mining, Inc. 43599.53000000 USD 183.04000000 USD Ritchie Bros Auctioneers, Inc. 21906.52000000 USD -103.11000000 USD Air Canada 199817.20000000 USD 10622.00000000 USD CCL Industries, Inc., Class B 16936.05000000 USD 606.55000000 USD Tourmaline Oil Corp. 114729.99000000 USD 898.04000000 USD Y 2021-10-25 0.00000000 USD 0.00000000 USD 9145571.00000000 USD 53671.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 20.34000000 0.000040149730 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1156.00000000 EUR 1361.49000000 USD 2021-12-15 20.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.41000000 -0.00000080931 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 37.00000000 CAD 28.80000000 USD 2021-12-15 -0.41000000 N N N United States of America 254900HROIFWPRGM1V77 912796G60 3460000.00000000 PA USD 3459849.11000000 6.829498968709 Long STIV UST US N 2 2021-10-21 None 0.00000000 N N N N N N Mediobanca Banca di Credito Finanziario SpA PSNL19R2RXX5U3QWHI44 N/A -32070.00000000 NS -385834.77000000 -0.76161071770 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 31.10000000 0.000061389214 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1156.00000000 EUR 1372.25000000 USD 2021-12-15 31.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 1.01000000 0.000001993669 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 100000.00000000 HKD 12849.21000000 USD 2021-12-15 1.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 31.55000000 0.000062277482 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1146.00000000 EUR 1361.09000000 USD 2021-12-15 31.55000000 N N N N/A N/A 000000000 17429286.89999999 PA 319028.37000000 0.629739579569 N/A DE GB N 2 Morgan Stanley International 4PQUHN3JPFGFNF3BB653 N/A N/A Rec/pay the total return of custom basket plus ESTR +/- spread (-4.25% to 0.35%). EUR Currency. Maturity 23-24 Months 08/21/23 Amundi SA 124562.40000000 USD -4600.05000000 USD Eutelsat Communications SA 165810.70000000 USD 26779.72000000 USD HOCHTIEF AG 62984.05000000 USD 932.03000000 USD Freenet AG 136240.58000000 USD 4451.61000000 USD Fraport AG Frankfurt Airport Services Worldwide 213727.98000000 USD -21284.82000000 USD Korian SA 23845.75000000 USD 622.51000000 USD Air Liquide SA 197317.32000000 USD 7619.69000000 USD adidas AG 68193.68000000 USD 2788.47000000 USD Engie SA 278763.72000000 USD 13142.54000000 USD Capgemini SE 6636.06000000 USD -110.24000000 USD Covestro AG 338164.19000000 USD 10621.10000000 USD Sartorius AG 17825.05000000 USD 492.73000000 USD Rubis SCA 235990.92000000 USD 273.88000000 USD BASF SE 56023.80000000 USD 846.98000000 USD Zalando SE 139903.22000000 USD 29857.25000000 USD Vinci SA 18617.59000000 USD 688.69000000 USD Puma SE 80372.42000000 USD 3563.11000000 USD Rational AG 198207.99000000 USD 14327.33000000 USD Continental AG 8211.54000000 USD 1753.96000000 USD Bollore SA 105719.20000000 USD -3490.17000000 USD Rheinmetall AG 199263.82000000 USD 14939.05000000 USD Dassault Systemes SE 103251.28000000 USD 10494.37000000 USD Arkema SA 119603.29000000 USD 786.18000000 USD Ubisoft Entertainment SA 7664.93000000 USD -630.83000000 USD Iliad SA 119575.06000000 USD -6575.01000000 USD Imerys SA 33475.81000000 USD -1093.32000000 USD TeamViewer AG 167283.51000000 USD 19963.64000000 USD SEB SA 164742.45000000 USD -8656.16000000 USD Evonik Industries AG 93758.10000000 USD -264.14000000 USD Brenntag SE 267815.35000000 USD -10643.55000000 USD Hannover Rueck SE 271486.10000000 USD 14032.20000000 USD Cie de Saint-Gobain 232780.46000000 USD -7243.33000000 USD Alstom SA 505377.81000000 USD -8671.06000000 USD Danone SA 198056.95000000 USD 1575.70000000 USD United Internet AG (Registered), Class G 30327.84000000 USD 1684.57000000 USD Aurubis AG 164914.66000000 USD -501.24000000 USD LVMH Moet Hennessy Louis Vuitton SE 156861.87000000 USD 3226.75000000 USD Volkswagen AG 142657.66000000 USD 1901.79000000 USD Cie Generale des Etablissements Michelin SCA 82343.83000000 USD -113.82000000 USD Siemens AG (Registered) 78013.85000000 USD -4639.74000000 USD Orpea SA 116271.12000000 USD 4583.54000000 USD Aeroports de Paris 299680.31000000 USD -23577.53000000 USD CompuGroup Medical SE & Co. KgaA 78899.62000000 USD 5752.09000000 USD Valeo 123213.18000000 USD 13133.08000000 USD Schneider Electric SE 241836.46000000 USD 15284.19000000 USD Renault SA 15042.21000000 USD -344.25000000 USD TotalEnergies SE 92250.05000000 USD -4839.73000000 USD Bayer AG (Registered) 13460.33000000 USD -154.73000000 USD Sartorius Stedim Biotech 33528.29000000 USD -2852.39000000 USD Bouygues SA 98578.48000000 USD -263.87000000 USD Carrefour SA 215254.43000000 USD 10792.95000000 USD HelloFresh SE 27650.13000000 USD -2400.69000000 USD Delivery Hero SE 375905.16000000 USD 44150.76000000 USD Knorr-Bremse AG 5135.59000000 USD -612.97000000 USD Worldline SA 186372.69000000 USD 6303.50000000 USD FUCHS PETROLUB SE 48178.30000000 USD 958.54000000 USD HeidelbergCement AG 37003.29000000 USD 645.44000000 USD Vivendi SE 21956.87000000 USD 259.42000000 USD thyssenkrupp AG 8457.18000000 USD -38.92000000 USD Safran SA 185420.62000000 USD -6768.49000000 USD MTU Aero Engines AG 131745.62000000 USD -3012.48000000 USD LANXESS AG 118069.96000000 USD -8842.29000000 USD Daimler AG (Registered) 96172.55000000 USD 6134.69000000 USD QIAGEN NV 79743.40000000 USD -1749.49000000 USD Siemens Healthineers AG 175434.07000000 USD 8267.06000000 USD Nemetschek SE 144663.10000000 USD -6083.42000000 USD Infineon Technologies AG 53331.27000000 USD -1966.81000000 USD MorphoSys AG 13538.09000000 USD 277.36000000 USD Deutsche Telekom AG (Registered) 35636.31000000 USD 80.74000000 USD Getlink SE 189709.32000000 USD -958.86000000 USD Deutsche Post AG (Registered) 288778.70000000 USD -25417.95000000 USD CTS Eventim AG & Co. KGaA 170117.39000000 USD -17796.23000000 USD HUGO BOSS AG 127467.78000000 USD -4971.79000000 USD Publicis Groupe SA 373575.81000000 USD 12256.94000000 USD Sodexo SA 281851.20000000 USD 16752.63000000 USD Software AG 5298.49000000 USD 161.01000000 USD METRO AG 69854.01000000 USD 3006.22000000 USD Cie Plastic Omnium SA 638.03000000 USD 11.69000000 USD SOITEC 136401.99000000 USD 9071.51000000 USD Scout24 AG 28268.05000000 USD 2597.70000000 USD Remy Cointreau SA 309855.73000000 USD -5243.27000000 USD SES SA 109802.86000000 USD 5773.27000000 USD La Francaise des Jeux SAEM 221813.83000000 USD -1737.07000000 USD E.ON SE 65007.58000000 USD 1943.38000000 USD EssilorLuxottica SA 78539.29000000 USD 2494.76000000 USD AXA SA 151591.47000000 USD -5292.59000000 USD Societe BIC SA 67568.18000000 USD -2999.76000000 USD Stroeer SE & Co. KGaA 57895.50000000 USD -2787.10000000 USD Legrand SA 99113.45000000 USD -5242.10000000 USD GEA Group AG 97138.73000000 USD -1730.20000000 USD Duerr AG 12267.84000000 USD 1216.34000000 USD SCOR SE 131568.38000000 USD 6324.72000000 USD Sanofi 54389.19000000 USD -1020.83000000 USD Kering SA 70315.85000000 USD 2784.65000000 USD Deutsche Bank AG (Registered) 305545.08000000 USD -1190.16000000 USD Merck KGaA 87008.79000000 USD 4516.74000000 USD KION Group AG 40817.17000000 USD -819.76000000 USD Bayerische Motoren Werke AG 118723.79000000 USD 2395.99000000 USD Casino Guichard Perrachon SA 89711.51000000 USD -2760.31000000 USD Varta AG 103057.29000000 USD 1869.25000000 USD Edenred 131405.02000000 USD 388.99000000 USD Siemens Energy AG 8078.34000000 USD -70.61000000 USD BioMerieux 63151.75000000 USD -10632.04000000 USD Fresenius Medical Care AG & Co. KGaA 43559.62000000 USD -273.50000000 USD Eiffage SA 144930.01000000 USD 3567.85000000 USD L'Oreal SA 255317.09000000 USD 17801.67000000 USD Muenchener Rueckversicherungs-Gesellschaft AG (Registered) 85135.23000000 USD 1565.78000000 USD Evotec SE 218260.35000000 USD 17447.80000000 USD Carl Zeiss Meditec AG 262234.98000000 USD 47142.74000000 USD Henkel AG & Co. KGaA 79834.92000000 USD 1367.50000000 USD Continental AG 71105.92000000 USD 1660.04000000 USD CNP Assurances 79815.32000000 USD -678.04000000 USD Uniper SE 155611.42000000 USD 3447.55000000 USD Universal Music Group NV 153341.92000000 USD -4079.38000000 USD Hermes International 24835.22000000 USD 1478.61000000 USD Bureau Veritas SA 74375.65000000 USD 5130.33000000 USD Allianz SE (Registered) 71022.49000000 USD 1226.93000000 USD Atos SE 195541.50000000 USD 1464.49000000 USD Accor SA 205278.69000000 USD -15411.13000000 USD Orange SA 139684.80000000 USD -224.44000000 USD STMicroelectronics NV 191020.13000000 USD -5782.22000000 USD Airbus SE 77026.61000000 USD -959.06000000 USD Symrise AG 13500.33000000 USD -385.17000000 USD Wacker Chemie AG 169832.76000000 USD 8136.37000000 USD ProSiebenSat.1 Media SE 100450.02000000 USD -1323.30000000 USD Rexel SA 263318.21000000 USD -6616.50000000 USD SAP SE 6761.46000000 USD 125.80000000 USD Eurofins Scientific SE 215826.14000000 USD -28842.20000000 USD Thales SA 152414.15000000 USD 5467.28000000 USD Pernod Ricard SA 332899.42000000 USD -9361.75000000 USD Electricite de France SA 267646.45000000 USD 4786.64000000 USD RWE AG 76144.44000000 USD -3849.23000000 USD Bechtle AG 106149.04000000 USD -9994.08000000 USD Ipsen SA 263286.39000000 USD -221.46000000 USD Telefonica Deutschland Holding AG 56303.86000000 USD 1256.18000000 USD Teleperformance 41693.50000000 USD -3561.96000000 USD Y 2023-08-21 0.00000000 USD 0.00000000 USD 17429287.00000000 USD 176368.97000000 N N N Proximus SADP 549300CWRXC5EP004533 N/A 803.00000000 NS 15935.12000000 0.031454806884 Long EC CORP BE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 0.14000000 0.000000276350 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14.26000000 USD 126.00000000 SEK 2021-12-15 0.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 31.50000000 0.000062178786 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1144.00000000 EUR 1358.72000000 USD 2021-12-15 31.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 29.06000000 0.000057362397 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1156.00000000 EUR 1370.21000000 USD 2021-12-15 29.06000000 N N N Terna - 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USD Currency. Maturity 60 Months 08/27/26 Y 2026-08-27 0.00000000 USD 0.00000000 USD 65879.00000000 USD 3005.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.99000000 -0.00000195419 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 375.00000000 NOK 41.88000000 USD 2021-12-15 -0.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.13000000 0.000000256610 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 37.00000000 CAD 29.34000000 USD 2021-12-15 0.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 21.49000000 0.000042419749 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1162.00000000 EUR 1369.60000000 USD 2021-12-15 21.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -2.18000000 -0.00000430316 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 136.56000000 USD 125.00000000 CHF 2021-12-15 -2.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 12.36000000 0.000024397771 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1156.00000000 EUR 1353.51000000 USD 2021-12-15 12.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 29.25000000 0.000057737444 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1162.00000000 EUR 1377.36000000 USD 2021-12-15 29.25000000 N N N Unipol Gruppo SpA 8156005CE5E7340CCA86 N/A 23409.00000000 NS 136047.66000000 0.268548518772 Long EC CORP IT N 2 N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 N/A -40679.00000000 NS -115161.71000000 -0.22732112143 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 0.05000000 0.000000098696 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 62.00000000 NOK 7.14000000 USD 2021-12-15 0.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 18.96000000 0.000037425707 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1162.00000000 EUR 1367.07000000 USD 2021-12-15 18.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 21.06000000 0.000041570959 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1162.00000000 EUR 1369.17000000 USD 2021-12-15 21.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 31.48000000 0.000062139307 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1180.00000000 EUR 1400.47000000 USD 2021-12-15 31.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 11.73000000 0.000023154195 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 500.00000000 EUR 591.81000000 USD 2021-12-15 11.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 18.96000000 0.000037425707 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1162.00000000 EUR 1367.07000000 USD 2021-12-15 18.96000000 N N N N/A N/A 000000000 2137358.59000000 PA 89821.73000000 0.177301781927 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus NIBOR +/- spread (-0.23% to 0.23%). NOK Currency. Maturity 43-58 Months 04/24/25 to 04/09/26 Adevinta ASA 174191.70000000 USD 7215.45000000 USD Equinor ASA 205099.52000000 USD 17626.28000000 USD Orkla ASA 278962.03000000 USD 7196.91000000 USD Bakkafrost P/F 131633.25000000 USD 4601.31000000 USD Leroy Seafood Group ASA 97141.13000000 USD -1834.49000000 USD Telenor ASA 88401.65000000 USD 625.33000000 USD Mowi ASA 206989.30000000 USD 10156.12000000 USD Yara International ASA 371422.97000000 USD 24369.55000000 USD Schibsted ASA, Class A 148621.51000000 USD 7847.31000000 USD TOMRA Systems ASA 159447.53000000 USD 8409.02000000 USD Norsk Hydro ASA 60532.98000000 USD -407.29000000 USD Gjensidige Forsikring ASA 85403.25000000 USD 1803.67000000 USD Salmar ASA 72261.19000000 USD 951.21000000 USD Subsea 7 SA 57250.58000000 USD 10082.11000000 USD Y 2025-04-24 0.00000000 USD 0.00000000 USD 2137359.00000000 USD 98642.49000000 N N N Moncler SpA 815600EBD7FB00525B20 N/A -1967.00000000 NS -119968.53000000 -0.23680944626 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -0.06000000 -0.00000011843 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10.58000000 USD 92.00000000 SEK 2021-12-15 -0.06000000 N N N Brembo SpA 549300BLWVJN2BAT0A44 N/A -601.00000000 NS -7571.94000000 -0.01494647736 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -0.03000000 -0.00000005921 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1.86000000 USD 16.00000000 SEK 2021-12-15 -0.03000000 N N N Tenaris SA 549300Y7C05BKC4HZB40 N/A -4403.00000000 NS -46315.52000000 -0.09142358120 Short EC CORP LU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 11.73000000 0.000023154195 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 500.00000000 EUR 591.81000000 USD 2021-12-15 11.73000000 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 N/A -16005.00000000 NS -122841.87000000 -0.24248121747 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -0.26000000 -0.00000051322 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 63.00000000 NOK 6.94000000 USD 2021-12-15 -0.26000000 N N N N/A N/A 000000000 113843382.24999994 PA USD -345970.62000000 -0.68292168744 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 (-1.58% to 0.33%). USD Currency. Maturity 10-12 Months 07/20/22 Signature Bank 211017.00000000 USD -8788.70000000 USD Las Vegas Sands Corp. 2635.20000000 USD -61.73000000 USD American Homes 4 Rent, Class A 38081.88000000 USD 1397.47000000 USD Hexcel Corp. 173240.63000000 USD -3625.80000000 USD Murphy USA, Inc. 92829.30000000 USD 299.70000000 USD ON Semiconductor Corp. 117445.82000000 USD -8005.92000000 USD Primerica, Inc. 157470.75000000 USD -4717.84000000 USD Mastercard, Inc., Class A 18427.04000000 USD 177.88000000 USD Energizer Holdings, Inc. 123124.65000000 USD -1387.32000000 USD OneMain Holdings, Inc. 149114.35000000 USD -245.95000000 USD Estee Lauder Cos., Inc. (The), Class A 39290.83000000 USD 2381.45000000 USD Quidel Corp. 31194.15000000 USD 2579.32000000 USD Amdocs Ltd. 176252.88000000 USD -4469.76000000 USD AMERCO 88506.11000000 USD -500.05000000 USD Simpson Manufacturing Co., Inc. 131680.07000000 USD 307.75000000 USD Hartford Financial Services Group, Inc. (The) 97296.25000000 USD 955.65000000 USD Maximus, Inc. 46841.60000000 USD -287.13000000 USD Freeport-McMoRan, Inc. 49250.42000000 USD -787.28000000 USD ManpowerGroup, Inc. 206273.40000000 USD -4478.30000000 USD NiSource, Inc. 24157.31000000 USD -267.73000000 USD Fidelity National Financial, Inc. 133254.26000000 USD -1966.75000000 USD Cognizant Technology Solutions Corp., Class A 163039.37000000 USD -2790.19000000 USD Mondelez International, Inc., Class A 68303.32000000 USD -3240.24000000 USD Equitrans Midstream Corp. 41087.28000000 USD -2008.85000000 USD Monster Beverage Corp. 110415.69000000 USD 7005.13000000 USD United Bankshares, Inc. 59263.02000000 USD -5424.57000000 USD Abbott Laboratories 259767.87000000 USD -18825.15000000 USD Black Hills Corp. 94140.00000000 USD 3960.00000000 USD United Parcel Service, Inc., Class B 80852.40000000 USD -3501.22000000 USD Micron Technology, Inc. 112290.36000000 USD -4996.84000000 USD American Tower Corp. 295666.74000000 USD 26268.09000000 USD Baker Hughes Co. 105572.37000000 USD -3372.51000000 USD Lear Corp. 149438.40000000 USD 4114.77000000 USD SL Green Realty Corp. 26352.48000000 USD 221.43000000 USD Synchrony Financial 1368.64000000 USD 40.65000000 USD MetLife, Inc. 134880.05000000 USD 450.77000000 USD Hershey Co. 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Ltd. 322026.26000000 USD 9812.65000000 USD Ito En Ltd. 225538.95000000 USD 12822.45000000 USD Renesas Electronics Corp. 121842.88000000 USD -5966.36000000 USD Suzuki Motor Corp. 102761.83000000 USD 4586.43000000 USD Toyoda Gosei Co. Ltd. 232013.65000000 USD -12700.67000000 USD Capcom Co. Ltd. 58350.87000000 USD 5630.36000000 USD Yokogawa Electric Corp. 5232.47000000 USD 235.34000000 USD NS Solutions Corp. 108571.09000000 USD -6796.45000000 USD Taiheiyo Cement Corp. 262390.05000000 USD -23788.39000000 USD Yaskawa Electric Corp. 278507.59000000 USD 41707.26000000 USD MISUMI Group, Inc. 127647.21000000 USD -1824.03000000 USD Chugoku Electric Power Co., Inc. (The) 176050.71000000 USD 8784.90000000 USD Yakult Honsha Co. Ltd. 25310.53000000 USD 980.39000000 USD ITOCHU Corp. 198056.70000000 USD 19394.35000000 USD Toho Co. Ltd. 42400.20000000 USD 625.16000000 USD Hitachi Transport System Ltd. 173248.10000000 USD -4388.56000000 USD Mitsubishi Corp. 175853.63000000 USD 7439.54000000 USD Bank of Kyoto Ltd. (The) 73586.68000000 USD 915.46000000 USD Square Enix Holdings Co. Ltd. 69479.48000000 USD -7794.14000000 USD Sharp Corp. 37817.71000000 USD -169.71000000 USD Makita Corp. 104467.02000000 USD 15090.49000000 USD NET One Systems Co. Ltd. 36097.44000000 USD 3148.22000000 USD Haseko Corp. 40055.13000000 USD -1327.31000000 USD THK Co. Ltd. 19749.46000000 USD 1986.22000000 USD Chiba Bank Ltd. (The) 237175.60000000 USD 3612.21000000 USD Sumitomo Heavy Industries Ltd. 226738.90000000 USD -20951.99000000 USD Tosoh Corp. 144973.89000000 USD -7780.81000000 USD Aeon Co. Ltd. 386462.74000000 USD 15108.97000000 USD MEIJI Holdings Co. Ltd. 19395.73000000 USD -583.45000000 USD Yamaha Motor Co. Ltd. 100223.45000000 USD -456.73000000 USD Ono Pharmaceutical Co. Ltd. 266803.75000000 USD -17435.17000000 USD Olympus Corp. 111628.74000000 USD -1892.41000000 USD Japan Post Bank Co. Ltd. 93494.62000000 USD -1806.55000000 USD TBS Holdings, Inc. 143633.73000000 USD -4186.61000000 USD Sumitomo Mitsui Financial Group, Inc. 7035.87000000 USD 193.02000000 USD Japan Airlines Co. Ltd. 104749.57000000 USD -10273.63000000 USD Shimano, Inc. 87656.16000000 USD 8021.97000000 USD Kansai Electric Power Co., Inc. (The) 284891.34000000 USD 19477.99000000 USD Isuzu Motors Ltd. 39030.66000000 USD -913.87000000 USD SMC Corp. 62391.05000000 USD 8914.63000000 USD Rohto Pharmaceutical Co. Ltd. 187086.19000000 USD -9475.34000000 USD Mitsubishi Electric Corp. 371065.79000000 USD -10425.55000000 USD TIS, Inc. 38211.74000000 USD -2559.54000000 USD Taisei Corp. 239512.40000000 USD -8724.79000000 USD Kakaku.com, Inc. 184070.34000000 USD 7980.84000000 USD Fuji Electric Co. Ltd. 77359.88000000 USD 1766.78000000 USD Nifco, Inc. 9322.81000000 USD 665.20000000 USD Air Water, Inc. 41560.46000000 USD -1860.75000000 USD FANUC Corp. 131557.15000000 USD 12122.58000000 USD Calbee, Inc. 131415.90000000 USD -10900.43000000 USD TOPPAN, Inc. 118687.45000000 USD -9336.05000000 USD Lion Corp. 174682.00000000 USD -6538.33000000 USD Shionogi & Co. Ltd. 136858.75000000 USD -1974.93000000 USD Skylark Holdings Co. Ltd. 23493.48000000 USD 708.24000000 USD TDK Corp. 97369.40000000 USD -5654.09000000 USD Shimadzu Corp. 74657.47000000 USD -8609.17000000 USD Takeda Pharmaceutical Co. Ltd. 95650.06000000 USD -3712.12000000 USD Hamamatsu Photonics KK 49486.99000000 USD 2212.81000000 USD Nidec Corp. 231504.01000000 USD 28786.57000000 USD Kobayashi Pharmaceutical Co. Ltd. 87211.02000000 USD 4137.93000000 USD Komatsu Ltd. 59871.06000000 USD 4611.14000000 USD Shin-Etsu Chemical Co. Ltd. 84384.47000000 USD 11439.55000000 USD Concordia Financial Group Ltd. 178324.45000000 USD 7326.51000000 USD Food & Life Cos. Ltd. 91965.82000000 USD 2331.15000000 USD Nippon Express Co. Ltd. 227271.85000000 USD -17973.13000000 USD Rinnai Corp. 98812.08000000 USD -10664.69000000 USD Bandai Namco Holdings, Inc. 150355.40000000 USD 10397.95000000 USD Idemitsu Kosan Co. Ltd. 105226.67000000 USD -402.55000000 USD Seiko Epson Corp. 72683.93000000 USD -2124.78000000 USD Nippon Yusen KK 22478.52000000 USD -4421.63000000 USD East Japan Railway Co. 346298.58000000 USD -40039.29000000 USD Tokio Marine Holdings, Inc. 536050.07000000 USD 7182.91000000 USD Rakus Co. Ltd. 127549.77000000 USD 19718.95000000 USD Nabtesco Corp. 136115.45000000 USD -16289.28000000 USD Y 2023-07-20 0.00000000 USD 0.00000000 USD 46816400.00000000 USD 41062.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 21.25000000 0.000041946006 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1163.00000000 EUR 1370.52000000 USD 2021-12-15 21.25000000 N N N N/A N/A 000000000 15699676.88999999 PA 256520.80000000 0.506354029714 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 (-0.83% to 0.35%). GBP Currency. 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