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549300L7YCATGO57ZE10 N/A -18372.00000000 NS -321740.32000000 -0.58743907212 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -53.92000000 -0.00009844807 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3644.00000000 EUR 4100.81000000 USD 2022-03-16 -53.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -20.66000000 -0.00003772138 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2000.00000000 EUR 2259.65000000 USD 2022-03-16 -20.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 1.05000000 0.000001917108 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 67.12000000 USD 62.00000000 CHF 2022-03-16 1.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -2.50000000 -0.00000456454 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2000.00000000 DKK 304.14000000 USD 2022-03-16 -2.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.00000000 0.000000 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1.44000000 USD 13.00000000 SEK 2022-03-16 0.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -57.28000000 -0.00010458282 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3642.00000000 EUR 4095.17000000 USD 2022-03-16 -57.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.06000000 -0.00000010954 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8.36000000 USD 75.00000000 SEK 2022-03-16 -0.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.14000000 -0.00000025561 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13.98000000 USD 125.00000000 SEK 2022-03-16 -0.14000000 N N N Leonardo SpA 529900X4EEX1U9LN3U39 N/A 4771.00000000 NS 34103.05000000 0.062265941827 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -28.73000000 -0.00005245573 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3660.00000000 EUR 4144.24000000 USD 2022-03-16 -28.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.00000000 0.000000 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1.33000000 USD 12.00000000 SEK 2022-03-16 0.00000000 N N N Infrastrutture Wireless Italiane SpA 81560066183FE361C071 N/A -26340.00000000 NS -319400.15000000 -0.58316634903 Short EC CORP IT Y 2 N N N N/A N/A N/A 1.00000000 NC N/A 3.66000000 0.000006682491 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 566.42000000 USD 500.00000000 EUR 2022-03-16 3.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 1.21000000 0.000002209239 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 68.06000000 USD 63.00000000 CHF 2022-03-16 1.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -29.25000000 -0.00005340515 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3658.00000000 EUR 4141.44000000 USD 2022-03-16 -29.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -21.40000000 -0.00003907249 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3660.00000000 EUR 4151.57000000 USD 2022-03-16 -21.40000000 N N N N/A N/A 000000000 7298589.22999999 PA -54863.70000000 -0.10017109767 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus SARON +/- spread (-0.70% to 0.23%). CHF Currency. Maturity 41-60 Months 04/23/25 to 12/02/26 DKSH Holding AG 105339.50000000 USD 3063.20000000 USD Geberit AG (Registered) 110858.21000000 USD 3806.91000000 USD Chocoladefabriken Lindt & Spruengli AG 374242.76000000 USD -19422.36000000 USD Cie Financiere Richemont SA 4931.35000000 USD -174.29000000 USD UBS Group AG (Registered) 317289.74000000 USD 4011.90000000 USD Adecco Group AG (Registered) 342688.39000000 USD 13511.31000000 USD BKW AG 101019.26000000 USD 936.51000000 USD Julius Baer Group Ltd. 19927.95000000 USD -708.45000000 USD Kuehne + Nagel International AG (Registered) 107245.09000000 USD 5702.01000000 USD Temenos AG (Registered) 167752.97000000 USD -1631.33000000 USD Lonza Group AG (Registered) 91584.72000000 USD -1273.00000000 USD Tecan Group AG (Registered) 127546.89000000 USD 1929.57000000 USD Logitech International SA (Registered) 79777.18000000 USD 182.96000000 USD Swiss Re AG 55674.43000000 USD 173.81000000 USD Alcon, Inc. 39692.43000000 USD -1132.44000000 USD Nestle SA (Registered) 329496.87000000 USD 190.45000000 USD SGS SA (Registered) 33336.98000000 USD 757.83000000 USD Credit Suisse Group AG (Registered) 20826.20000000 USD -330.09000000 USD Novartis AG (Registered) 454386.26000000 USD 1497.64000000 USD Swiss Life Holding AG (Registered) 56209.89000000 USD 190.13000000 USD Holcim Ltd. 219863.77000000 USD 6354.77000000 USD Barry Callebaut AG (Registered) 58263.65000000 USD 866.27000000 USD dormakaba Holding AG 81896.51000000 USD 1307.04000000 USD Baloise Holding AG (Registered) 155378.69000000 USD 4984.15000000 USD ams AG 115358.64000000 USD -75.52000000 USD Zurich Insurance Group AG 158146.52000000 USD -2883.00000000 USD Flughafen Zurich AG (Registered) 169527.22000000 USD -5501.21000000 USD ABB Ltd. (Registered) 68298.15000000 USD 1142.55000000 USD Bucher Industries AG (Registered) 110380.20000000 USD 5790.97000000 USD Sonova Holding AG (Registered) 34780.95000000 USD 1483.39000000 USD Swatch Group AG (The) 157445.12000000 USD 3884.80000000 USD Idorsia Ltd. 198305.93000000 USD -11756.66000000 USD Dufry AG (Registered) 352308.18000000 USD -27200.91000000 USD Swisscom AG (Registered) 27077.95000000 USD -208.91000000 USD EMS-Chemie Holding AG (Registered) 194459.06000000 USD -1765.72000000 USD SIG Combibloc Group AG 255478.71000000 USD -7534.88000000 USD Georg Fischer AG (Registered) 74137.83000000 USD 1838.10000000 USD Sulzer AG (Registered) 53047.84000000 USD -1238.99000000 USD OC Oerlikon Corp. AG (Registered) 105083.25000000 USD 2550.01000000 USD VAT Group AG 48065.80000000 USD -1887.38000000 USD Helvetia Holding AG (Registered) 68723.01000000 USD -790.56000000 USD Straumann Holding AG (Registered) 126875.49000000 USD -6871.45000000 USD Galenica AG 181063.76000000 USD 5980.37000000 USD Bachem Holding AG (Registered), Class B 106494.41000000 USD -11611.56000000 USD Schindler Holding AG 56907.14000000 USD -735.99000000 USD Belimo Holding AG (Registered) 1904.96000000 USD -148.90000000 USD Roche Holding AG 146031.16000000 USD -350.12000000 USD Givaudan SA (Registered) 346276.05000000 USD -2347.96000000 USD Sika AG (Registered) 593086.07000000 USD -14291.44000000 USD Partners Group Holding AG 94096.14000000 USD -2366.49000000 USD Y 2025-04-23 0.00000000 USD 0.00000000 USD 7298589.00000000 USD -52102.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 1.19000000 0.000002172722 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 66.98000000 USD 62.00000000 CHF 2022-03-16 1.19000000 N N N N/A N/A 000000000 1059801.28000000 PA 7622.02999999 0.013916434940 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Rec/pay the total return of custom basket plus SORA +/- spread (-1.50% to 0.23%). SGD Currency. Maturity 24 Months 08/25/23 to 12/26/23 Yangzijiang Shipbuilding Holdings Ltd. 384732.91000000 USD 5421.75000000 USD Wilmar International Ltd. 28498.33000000 USD 529.15000000 USD UOL Group Ltd. 23160.73000000 USD -173.99000000 USD Keppel Corp. Ltd. 114470.41000000 USD -554.28000000 USD Venture Corp. Ltd. 19024.38000000 USD 84.44000000 USD Singapore Telecommunications Ltd. 70752.92000000 USD 6.17000000 USD Oversea-Chinese Banking Corp. Ltd. 35547.74000000 USD 265.99000000 USD United Overseas Bank Ltd. 61912.33000000 USD 420.20000000 USD City Developments Ltd. 80636.52000000 USD -1154.85000000 USD Singapore Technologies Engineering Ltd. 27053.24000000 USD 292.15000000 USD SATS Ltd. 9521.82000000 USD 68.92000000 USD Genting Singapore Ltd. 84969.37000000 USD 562.26000000 USD DBS Group Holdings Ltd. 119520.58000000 USD -499.31000000 USD Y 2023-08-25 0.00000000 USD 0.00000000 USD 1059801.00000000 USD 5268.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -18.62000000 -0.00003399671 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2202.00000000 EUR 2492.00000000 USD 2022-03-16 -18.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.01000000 -0.00000001825 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1.78000000 USD 16.00000000 SEK 2022-03-16 -0.01000000 N N N Banca Generali SpA 815600903231FA2E7698 N/A 2175.00000000 NS 95410.39000000 0.174201949486 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -24.13000000 -0.00004405697 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3660.00000000 EUR 4148.84000000 USD 2022-03-16 -24.13000000 N N N Stellantis NV 549300LKT9PW7ZIBDF31 N/A 18449.00000000 NS 348291.20000000 0.635916130612 Long EC CORP NL N 2 N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 N/A 454.00000000 NS 9595.18000000 0.017519046528 Long EC CORP IT N 2 N N N Pirelli & C SpA 815600A0C9AFC1F2A709 N/A -45.00000000 NS -312.10000000 -0.00056983760 Short EC CORP IT Y 2 N N N N/A N/A N/A 1.00000000 NC N/A -0.05000000 -0.00000009129 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 37.00000000 CAD 29.20000000 USD 2022-03-16 -0.05000000 N N N Salvatore Ferragamo SpA 5493005GRP0FEE3NRI35 N/A -1840.00000000 NS -47176.57000000 -0.08613580202 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -21.30000000 -0.00003888991 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3660.00000000 EUR 4151.67000000 USD 2022-03-16 -21.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 299.79000000 0.000547361796 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 54997.75000000 USD 48500.00000000 EUR 2022-03-16 299.79000000 N N N Recordati Industria Chimica e Farmaceutica SpA 815600FBF92FD3531704 N/A -408.00000000 NS -26199.37000000 -0.04783526541 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -0.16000000 -0.00000029213 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 37.00000000 CAD 29.09000000 USD 2022-03-16 -0.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -20.66000000 -0.00003772138 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2000.00000000 EUR 2259.65000000 USD 2022-03-16 -20.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.43000000 0.000000785101 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 69.94000000 USD 64.00000000 CHF 2022-03-16 0.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 299.72000000 0.000547233988 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 54997.82000000 USD 48500.00000000 EUR 2022-03-16 299.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.28000000 -0.00000051122 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 38.00000000 CAD 29.76000000 USD 2022-03-16 -0.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -21.40000000 -0.00003907249 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3660.00000000 EUR 4151.57000000 USD 2022-03-16 -21.40000000 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 90262Y729 23747616.92060000 NS USD 23738117.87000000 43.34146847208 Long STIV RF US N 1 N N N N/A N/A 000000000 5875054.86000000 PA -45033.29000000 -0.08222256412 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus STIBOR +/- spread (-0.23% to 0.23%). SEK Currency. Maturity 41-62 Months 04/24/25 to 12/29/26 SSAB AB, Class A 124160.49000000 USD 2073.38000000 USD Atlas Copco AB, Class A 202949.17000000 USD -10402.22000000 USD Embracer Group AB 352632.50000000 USD -32528.21000000 USD Alfa Laval AB 76924.66000000 USD -4451.47000000 USD Volvo AB, Class B 3260.84000000 USD 45.23000000 USD Nibe Industrier AB, Class B 82742.03000000 USD -7375.81000000 USD Boliden AB 61772.73000000 USD 827.01000000 USD Sandvik AB 33281.02000000 USD -1895.44000000 USD ICA Gruppen AB 49263.54000000 USD 37.53000000 USD Lifco AB, Class B 17592.63000000 USD 1710.17000000 USD Saab AB, Class B 173479.96000000 USD 4924.52000000 USD Indutrade AB 26775.74000000 USD 3009.92000000 USD H & M Hennes & Mauritz AB, Class B 228577.93000000 USD 10537.83000000 USD Securitas AB, Class B 135845.12000000 USD 3742.42000000 USD Husqvarna AB, Class B 126040.58000000 USD 4539.75000000 USD Millicom International Cellular SA 46391.90000000 USD -1944.59000000 USD Sweco AB, Class B 51729.14000000 USD -4788.47000000 USD Hexagon AB, Class B 112927.28000000 USD -7116.20000000 USD Sinch AB 234208.94000000 USD -22802.65000000 USD Telefonaktiebolaget LM Ericsson, Class B 341369.30000000 USD 7882.23000000 USD Electrolux AB, Series B 87602.59000000 USD 2613.31000000 USD Svenska Cellulosa AB SCA, Class B 166583.51000000 USD -4454.68000000 USD BillerudKorsnas AB 53428.90000000 USD 3590.48000000 USD Telia Co. AB 27392.40000000 USD 245.87000000 USD EQT AB 252130.91000000 USD 5914.81000000 USD Tele2 AB, Class B 65265.45000000 USD -3075.57000000 USD Beijer Ref AB 153059.88000000 USD -14066.19000000 USD SKF AB, Class B 206793.22000000 USD 5110.07000000 USD Skanska AB, Class B 117137.89000000 USD 5636.40000000 USD Holmen AB, Class B 80695.80000000 USD -3220.01000000 USD Swedish Orphan Biovitrum AB 116726.09000000 USD 1069.80000000 USD Assa Abloy AB, Class B 119912.17000000 USD -4081.30000000 USD Elekta AB, Class B 4539.03000000 USD -213.13000000 USD Evolution AB 160280.72000000 USD -12551.39000000 USD Skandinaviska Enskilda Banken AB, Class A 205296.15000000 USD -3842.55000000 USD Swedish Match AB 53617.86000000 USD 1969.15000000 USD Getinge AB, Class B 355761.20000000 USD 17484.90000000 USD Axfood AB 59821.73000000 USD 2085.44000000 USD Epiroc AB, Class A 182765.83000000 USD -7129.87000000 USD Swedbank AB, Class A 135707.22000000 USD -3401.51000000 USD Svenska Handelsbanken AB, Class A 343919.79000000 USD 13610.42000000 USD Hexpol AB 16582.26000000 USD -550.18000000 USD Essity AB, Class B 197510.55000000 USD -3223.71000000 USD Trelleborg AB, Class B 132367.77000000 USD 9250.72000000 USD AAK AB 49180.07000000 USD -472.86000000 USD Nordea Bank Abp 49050.37000000 USD 2194.24000000 USD Y 2025-04-24 0.00000000 USD 0.00000000 USD 5875055.00000000 USD -43482.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -22.72000000 -0.00004148257 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3660.00000000 EUR 4150.25000000 USD 2022-03-16 -22.72000000 N N N N/A N/A 000000000 9189282.66000000 PA 206220.63999999 0.376521231202 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 01/25/22 to 02/27/23 Finning International, Inc. 200990.55000000 USD 565.01000000 USD Cenovus Energy, Inc. 52196.58000000 USD -234.03000000 USD TransAlta Renewables, Inc. 7811.57000000 USD -41.47000000 USD Alimentation Couche-Tard, Inc. 126576.54000000 USD -8.72000000 USD BlackBerry Ltd. 26416.17000000 USD -61.61000000 USD Franco-Nevada Corp. 191957.56000000 USD -1721.59000000 USD Element Fleet Management Corp. 102616.42000000 USD 240.22000000 USD Thomson Reuters Corp. 25591.35000000 USD -97.39000000 USD Tourmaline Oil Corp. 128465.44000000 USD -2991.27000000 USD Boralex, Inc., Class A 107388.88000000 USD -1727.02000000 USD iA Financial Corp., Inc. 120161.27000000 USD -98.85000000 USD First Quantum Minerals Ltd. 66788.07000000 USD 282.13000000 USD BRP, Inc. 76292.98000000 USD -154.11000000 USD Shopify, Inc., Class A 108773.87000000 USD 2484.40000000 USD Lundin Mining Corp. 117150.97000000 USD 236.24000000 USD Emera, Inc. 205760.50000000 USD -416.68000000 USD Cogeco Communications, Inc. 39178.75000000 USD 390.76000000 USD Brookfield Asset Management, Inc., Class A 266983.03000000 USD 5569.92000000 USD Endeavour Mining plc 49192.55000000 USD 298.74000000 USD Metro, Inc. 45928.42000000 USD 170.46000000 USD Ritchie Bros Auctioneers, Inc. 3059.80000000 USD 50.40000000 USD George Weston Ltd. 19130.32000000 USD -124.57000000 USD Teck Resources Ltd., Class B 42536.95000000 USD 206.78000000 USD Loblaw Cos. Ltd. 67348.18000000 USD -503.70000000 USD Canopy Growth Corp. 110928.02000000 USD 1422.75000000 USD West Fraser Timber Co. Ltd. 125264.11000000 USD -1274.75000000 USD SSR Mining, Inc. 36958.24000000 USD -327.88000000 USD Bank of Nova Scotia (The) 45803.27000000 USD -854.34000000 USD CGI, Inc. 71799.04000000 USD -857.19000000 USD Canadian Pacific Railway Ltd. 153844.99000000 USD 2084.44000000 USD Capital Power Corp. 23427.38000000 USD -311.85000000 USD Innergex Renewable Energy, Inc. 169568.13000000 USD -1093.30000000 USD Keyera Corp. 134062.47000000 USD 740.03000000 USD Gildan Activewear, Inc. 23445.50000000 USD -217.23000000 USD Canadian Tire Corp. Ltd., Class A 158927.64000000 USD -1196.55000000 USD TFI International, Inc. 88714.31000000 USD -1124.24000000 USD Manulife Financial Corp. 185320.79000000 USD -774.48000000 USD Hydro One Ltd. 79585.51000000 USD 459.48000000 USD Canada Goose Holdings, Inc. 76641.64000000 USD -406.61000000 USD Bank of Montreal 108525.65000000 USD -595.52000000 USD Pembina Pipeline Corp. 56268.11000000 USD 363.15000000 USD Canadian Natural Resources Ltd. 97565.95000000 USD -270.19000000 USD National Bank of Canada 19593.72000000 USD 115.68000000 USD Imperial Oil Ltd. 145232.41000000 USD 1094.27000000 USD Toromont Industries Ltd. 105866.29000000 USD 512.19000000 USD Enbridge, Inc. 1249.95000000 USD -7.32000000 USD Dollarama, Inc. 122520.95000000 USD 574.54000000 USD Agnico Eagle Mines Ltd. 11526.33000000 USD -289.64000000 USD Lightspeed Commerce, Inc. 59925.47000000 USD 511.82000000 USD Barrick Gold Corp. 33671.33000000 USD 681.44000000 USD Kinaxis, Inc. 69532.93000000 USD 493.43000000 USD Constellation Software, Inc. 24119.70000000 USD -265.04000000 USD Parkland Corp. 21357.60000000 USD -79.07000000 USD Canadian Utilities Ltd., Class A 38547.78000000 USD -62.81000000 USD Sun Life Financial, Inc. 24213.09000000 USD 3.10000000 USD Canadian Imperial Bank of Commerce 8742.44000000 USD -26.49000000 USD Wheaton Precious Metals Corp. 212279.66000000 USD 46.25000000 USD Quebecor, Inc., Class B 107433.50000000 USD 1307.61000000 USD WSP Global, Inc. 94504.23000000 USD -528.55000000 USD Magna International, Inc. 238610.34000000 USD 230.65000000 USD Boyd Group Services, Inc. 26038.42000000 USD 73.97000000 USD Royal Bank of Canada 58053.48000000 USD 232.43000000 USD Ballard Power Systems, Inc. 284272.66000000 USD -10264.59000000 USD TMX Group Ltd. 87902.88000000 USD -510.40000000 USD Rogers Communications, Inc., Class B 34758.61000000 USD -80.71000000 USD Descartes Systems Group, Inc. (The) 10669.18000000 USD 87.50000000 USD Empire Co. Ltd., Class A 134240.28000000 USD -835.41000000 USD Northland Power, Inc. 1950.08000000 USD 17.92000000 USD Stantec, Inc. 154393.74000000 USD -1552.07000000 USD Kinross Gold Corp. 156664.42000000 USD 2968.66000000 USD Nutrien Ltd. 74638.87000000 USD -1729.46000000 USD Intact Financial Corp. 20537.06000000 USD 16.00000000 USD TC Energy Corp. 98503.45000000 USD 2625.88000000 USD Pan American Silver Corp. 69684.24000000 USD -257.06000000 USD Atco Ltd., Class I 153456.03000000 USD 77.08000000 USD Restaurant Brands International, Inc. 151768.92000000 USD 1144.21000000 USD Algonquin Power & Utilities Corp. 204285.45000000 USD 2450.56000000 USD Bausch Health Cos., Inc. 55657.61000000 USD -1282.41000000 USD Fortis, Inc. 32856.18000000 USD 69.91000000 USD GFL Environmental, Inc. 58948.55000000 USD 281.12000000 USD CI Financial Corp. 108878.58000000 USD -1602.24000000 USD IGM Financial, Inc. 28995.99000000 USD 719.60000000 USD Alamos Gold, Inc., Class A 1192.26000000 USD -18.28000000 USD BCE, Inc. 218092.04000000 USD 365.04000000 USD Fairfax Financial Holdings Ltd. 285799.00000000 USD -2920.50000000 USD Brookfield Renewable Corp. 43313.45000000 USD -955.84000000 USD Toronto-Dominion Bank (The) 19013.43000000 USD -103.50000000 USD CAE, Inc. 170756.78000000 USD 304.38000000 USD Yamana Gold, Inc. 2779.97000000 USD -31.05000000 USD Canadian National Railway Co. 58100.91000000 USD 300.02000000 USD Open Text Corp. 64361.63000000 USD -985.56000000 USD Air Canada 187905.74000000 USD 1866.14000000 USD Suncor Energy, Inc. 199215.23000000 USD 70.14000000 USD ARC Resources Ltd. 95685.60000000 USD -3046.92000000 USD AltaGas Ltd. 60257.09000000 USD -112.00000000 USD Cameco Corp. 85163.43000000 USD 1904.37000000 USD SNC-Lavalin Group, Inc. 49580.13000000 USD -686.79000000 USD Nuvei Corp. 19447.41000000 USD -83.24000000 USD Onex Corp. 209084.88000000 USD -1617.63000000 USD CCL Industries, Inc., Class B 9812.95000000 USD 36.01000000 USD Saputo, Inc. 118690.86000000 USD 788.41000000 USD Y 2022-01-25 0.00000000 USD 0.00000000 USD 9189283.00000000 USD -9884.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.27000000 -0.00000049297 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 36.00000000 CAD 28.19000000 USD 2022-03-16 -0.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.07000000 0.000000127807 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11.22000000 USD 102.00000000 SEK 2022-03-16 0.07000000 N N N Mediobanca Banca di Credito Finanziario SpA PSNL19R2RXX5U3QWHI44 N/A -17562.00000000 NS -201620.21000000 -0.36812168609 Short EC CORP IT N 2 N N N N/A N/A 000000000 17051840.92000000 PA -38481.39000000 -0.07025999114 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 (-0.35% to 0.35%). EUR Currency. Maturity 20-24 Months 08/21/23 LVMH Moet Hennessy Louis Vuitton SE 120659.35000000 USD -4442.26000000 USD Nemetschek SE 162387.40000000 USD -6407.19000000 USD thyssenkrupp AG 56202.22000000 USD 1417.21000000 USD Amundi SA 130902.83000000 USD 3740.84000000 USD Rubis SCA 201637.57000000 USD 3027.03000000 USD TeamViewer AG 22986.24000000 USD -436.19000000 USD Thales SA 193696.67000000 USD 4800.57000000 USD Sanofi 67230.50000000 USD -940.36000000 USD Hannover Rueck SE 274156.66000000 USD -1526.72000000 USD Capgemini SE 1470.49000000 USD 71.15000000 USD Schneider Electric SE 357017.57000000 USD -11996.83000000 USD Sartorius AG 18937.54000000 USD -677.22000000 USD Getlink SE 230017.19000000 USD -15277.05000000 USD TotalEnergies SE 50696.63000000 USD 1176.42000000 USD Bouygues SA 139031.78000000 USD 3067.52000000 USD Scout24 SE 22763.40000000 USD -186.58000000 USD Renault SA 86274.96000000 USD 3729.06000000 USD Rexel SA 197299.63000000 USD 7317.19000000 USD Ubisoft Entertainment SA 7560.95000000 USD -107.30000000 USD GEA Group AG 103995.33000000 USD 3931.79000000 USD Ipsen SA 199216.89000000 USD -13044.25000000 USD Beiersdorf AG 103222.62000000 USD 372.06000000 USD Wacker Chemie AG 114766.57000000 USD -3421.31000000 USD HeidelbergCement AG 1827.28000000 USD -14.88000000 USD Casino Guichard Perrachon SA 114460.09000000 USD 1586.72000000 USD Dassault Aviation SA 28553.51000000 USD -1003.93000000 USD SOITEC 168567.72000000 USD -6554.65000000 USD Aurubis AG 156740.43000000 USD 3505.43000000 USD E.ON SE 94030.14000000 USD 3292.39000000 USD Carl Zeiss Meditec AG 259283.66000000 USD 108.38000000 USD Sodexo SA 262916.45000000 USD 9038.07000000 USD Eurofins Scientific SE 228827.84000000 USD 4848.01000000 USD Delivery Hero SE 420070.70000000 USD -20665.75000000 USD Fresenius Medical Care AG & Co. KGaA 197012.95000000 USD -8787.95000000 USD Legrand SA 27054.97000000 USD 636.05000000 USD Air Liquide SA 157487.15000000 USD -405.23000000 USD Danone SA 156393.25000000 USD 51.52000000 USD EssilorLuxottica SA 140711.71000000 USD -2758.06000000 USD Bollore SA 88266.64000000 USD 9108.61000000 USD Valeo 72345.22000000 USD 1333.64000000 USD Arkema SA 111645.50000000 USD 3382.58000000 USD Pernod Ricard SA 303368.66000000 USD -2584.03000000 USD Teleperformance 79132.55000000 USD 3827.89000000 USD Volkswagen AG 118521.16000000 USD 284.76000000 USD Covestro AG 234005.67000000 USD 9050.65000000 USD Daimler AG (Registered) 16808.93000000 USD -768.17000000 USD Bechtle AG 92792.13000000 USD 749.50000000 USD Hermes International 10484.25000000 USD -66.08000000 USD Cie Plastic Omnium SA 29073.28000000 USD 738.09000000 USD QIAGEN NV 99090.22000000 USD -18.73000000 USD Evotec SE 212163.71000000 USD -6557.84000000 USD United Internet AG (Registered), Class G 23946.38000000 USD 256.83000000 USD Alstom SA 401090.72000000 USD -26830.36000000 USD Daimler Truck Holding AG 73.52000000 USD -1.56000000 USD La Francaise des Jeux SAEM 180905.07000000 USD 7510.74000000 USD Sartorius Stedim Biotech 40092.06000000 USD 2178.92000000 USD Infineon Technologies AG 32134.86000000 USD 1207.99000000 USD CNP Assurances 22855.29000000 USD 69.08000000 USD Siemens Energy AG 7705.32000000 USD 6.61000000 USD Siemens Healthineers AG 174766.81000000 USD -4063.61000000 USD ProSiebenSat.1 Media SE 129597.59000000 USD 4144.05000000 USD Henkel AG & Co. KGaA 112160.69000000 USD 400.72000000 USD AXA SA 94587.70000000 USD -2743.15000000 USD Puma SE 80357.85000000 USD -3144.73000000 USD Atos SE 174148.19000000 USD 5666.57000000 USD Bayerische Motoren Werke AG 145261.37000000 USD 1559.35000000 USD Stroeer SE & Co. KGaA 41105.14000000 USD -912.80000000 USD Software AG 13187.21000000 USD -165.80000000 USD HOCHTIEF AG 31811.71000000 USD 1402.27000000 USD Siemens AG (Registered) 189137.56000000 USD -5235.73000000 USD Aeroports de Paris 299675.61000000 USD -13433.77000000 USD Rheinmetall AG 171280.44000000 USD 2888.82000000 USD Symrise AG 121421.56000000 USD 973.65000000 USD Remy Cointreau SA 376757.42000000 USD -6843.68000000 USD Deutsche Bank AG (Registered) 287025.96000000 USD 247.18000000 USD Deutsche Lufthansa AG (Registered) 539.15000000 USD -16.05000000 USD Uniper SE 67516.80000000 USD 1271.78000000 USD SEB SA 134949.66000000 USD -706.96000000 USD Korian SA 24644.13000000 USD -531.95000000 USD Electricite de France SA 311015.76000000 USD 10265.25000000 USD Kering SA 109119.92000000 USD 2383.78000000 USD Brenntag SE 226572.38000000 USD 9666.28000000 USD Allianz SE (Registered) 66040.48000000 USD 784.29000000 USD Faurecia SE 77786.84000000 USD -3443.81000000 USD Vivendi SE 149715.92000000 USD 5843.58000000 USD Merck KGaA 67144.18000000 USD 1812.40000000 USD BioMerieux 53751.09000000 USD 1198.59000000 USD SAP SE 99221.38000000 USD -88.91000000 USD SCOR SE 98369.25000000 USD -1436.03000000 USD HelloFresh SE 9579.77000000 USD -185.78000000 USD Freenet AG 125215.92000000 USD 1464.25000000 USD FUCHS PETROLUB SE 41890.24000000 USD -581.61000000 USD METRO AG 67663.32000000 USD -1014.52000000 USD Deutsche Post AG (Registered) 305716.76000000 USD 15037.33000000 USD MTU Aero Engines AG 89542.42000000 USD -4461.21000000 USD Airbus SE 33777.18000000 USD -2460.82000000 USD Eutelsat Communications SA 113893.01000000 USD -311.79000000 USD HUGO BOSS AG 91830.13000000 USD -2630.44000000 USD CompuGroup Medical SE & Co. KgaA 102076.70000000 USD -5563.80000000 USD Engie SA 122336.95000000 USD -430.51000000 USD Vitesco Technologies Group AG 5198.35000000 USD 183.04000000 USD Bureau Veritas SA 57965.40000000 USD -2039.51000000 USD KION Group AG 39867.41000000 USD 605.48000000 USD Eiffage SA 147541.55000000 USD 8392.87000000 USD L'Oreal SA 240313.69000000 USD -3279.59000000 USD Dassault Systemes SE 89314.77000000 USD -600.88000000 USD Rational AG 213757.88000000 USD -6947.56000000 USD Safran SA 251824.77000000 USD -13286.62000000 USD SES SA 84170.91000000 USD 419.29000000 USD Evonik Industries AG 69069.15000000 USD -886.29000000 USD Muenchener Rueckversicherungs-Gesellschaft AG (Registered) 82953.71000000 USD -417.07000000 USD Fraport AG Frankfurt Airport Services Worldwide 153531.19000000 USD -4385.69000000 USD RWE AG 152990.59000000 USD -2737.98000000 USD Vinci SA 23340.89000000 USD -1539.54000000 USD Worldline SA 69519.62000000 USD 320.68000000 USD Telefonica Deutschland Holding AG 68307.38000000 USD -666.06000000 USD Accor SA 192924.71000000 USD -13794.21000000 USD Carrefour SA 200660.14000000 USD 6360.11000000 USD Continental AG 135114.20000000 USD -1418.47000000 USD Deutsche Telekom AG (Registered) 189837.87000000 USD -2023.13000000 USD Cie Generale des Etablissements Michelin SCA 70427.25000000 USD 2657.30000000 USD LANXESS AG 11069.13000000 USD 310.84000000 USD CTS Eventim AG & Co. KGaA 171037.60000000 USD -9480.96000000 USD Orpea SA 100288.24000000 USD -1642.32000000 USD BASF SE 256527.55000000 USD 6039.81000000 USD Bayer AG (Registered) 1762.34000000 USD -14.45000000 USD Zalando SE 213152.50000000 USD -2747.26000000 USD Orange SA 152050.20000000 USD 1243.97000000 USD Publicis Groupe SA 338622.03000000 USD 13171.98000000 USD STMicroelectronics NV 258119.27000000 USD 10809.14000000 USD Veolia Environnement SA 69995.79000000 USD -1544.86000000 USD Edenred 108426.82000000 USD -2560.29000000 USD Cie de Saint-Gobain 255780.32000000 USD 13294.43000000 USD adidas AG 52406.05000000 USD 50.22000000 USD Knorr-Bremse AG 39209.52000000 USD -213.57000000 USD Y 2023-08-21 0.00000000 USD 0.00000000 USD 17051841.00000000 USD -41821.65000000 N N N N/A N/A N/A 17.00000000 NC USD 107319.11000000 0.195945097584 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long S&P 500 E-Mini Index US78378X1072 2022-03-18 4044725.00000000 USD 107319.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.01000000 0.000000018258 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1.32000000 USD 12.00000000 SEK 2022-03-16 0.01000000 N N N Terna - Rete Elettrica Nazionale 8156009E94ED54DE7C31 N/A -9358.00000000 NS -75702.88000000 -0.13821963496 Short EC CORP IT N 2 N N N Buzzi Unicem SpA 5299003DX5YLKSVJ6K59 N/A 13919.00000000 NS 299897.37000000 0.547557834108 Long EC CORP IT N 2 N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 15584.00000000 NS 239547.22000000 0.437369480599 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 0.42000000 0.000000766843 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 67.75000000 USD 62.00000000 CHF 2022-03-16 0.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 1.12000000 0.000002044915 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 67.05000000 USD 62.00000000 CHF 2022-03-16 1.12000000 N N N Azimut Holding SpA 81560025690EF8540635 N/A 3270.00000000 NS 91416.97000000 0.166910693794 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -21.29000000 -0.00003887165 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3660.00000000 EUR 4151.68000000 USD 2022-03-16 -21.29000000 N N N Poste Italiane SpA 815600354DEDBD0BA991 N/A 2745.00000000 NS 35960.26000000 0.065656868146 Long EC CORP IT Y 2 N N N N/A N/A N/A 1.00000000 NC N/A 1.12000000 0.000002044915 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 67.05000000 USD 62.00000000 CHF 2022-03-16 1.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -18.62000000 -0.00003399671 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2202.00000000 EUR 2492.00000000 USD 2022-03-16 -18.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.01000000 -0.00000001825 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12.41000000 USD 112.00000000 SEK 2022-03-16 -0.01000000 N N N Goldman Sachs Financial Square Funds - Treasury Instruments Fund 549300DAH6N80PM31E83 38142B500 1991873.08000000 NS USD 1991873.08000000 3.636796513101 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 0.70000000 0.000001278072 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 69.67000000 USD 64.00000000 CHF 2022-03-16 0.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 212.46000000 0.000387913163 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27721.35000000 USD 24500.00000000 EUR 2022-03-16 212.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.07000000 0.000000127807 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11.11000000 USD 101.00000000 SEK 2022-03-16 0.07000000 N N N Banco BPM SpA 815600E4E6DCD2D25E30 N/A 92815.00000000 NS 277897.68000000 0.507390417477 Long EC CORP IT N 2 N N N N/A N/A 000000000 44662.80000000 PA USD 472.89000000 0.000863410786 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus OBFR +/- spread (0.00% to 0.20%). USD Currency. Maturity 60 Months 11/18/26 Y 2026-11-18 0.00000000 USD 0.00000000 USD 44663.00000000 USD 468.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 1.05000000 0.000001917108 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 67.12000000 USD 62.00000000 CHF 2022-03-16 1.05000000 N N N Interpump Group SpA 815600C79D0F31F4D395 N/A -436.00000000 NS -31937.37000000 -0.05831180561 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 0.01000000 0.000000018258 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1.32000000 USD 12.00000000 SEK 2022-03-16 0.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.93000000 -0.00000169801 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 750.00000000 NOK 84.12000000 USD 2022-03-16 -0.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -2.17000000 -0.00000396202 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 751.00000000 NOK 83.00000000 USD 2022-03-16 -2.17000000 N N N Unipol Gruppo SpA 8156005CE5E7340CCA86 N/A 26461.00000000 NS 143296.11000000 0.261632529914 Long EC CORP IT N 2 N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 N/A -120614.00000000 NS -311536.89000000 -0.56880947216 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 0.01000000 0.000000018258 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1.32000000 USD 12.00000000 SEK 2022-03-16 0.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -29.25000000 -0.00005340515 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3658.00000000 EUR 4141.44000000 USD 2022-03-16 -29.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -56.88000000 -0.00010385249 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3644.00000000 EUR 4097.85000000 USD 2022-03-16 -56.88000000 N N N N/A N/A 000000000 2056009.96000000 PA 5796.29999999 0.010582985352 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 41-60 Months 04/24/25 to 12/02/26 Adevinta ASA 177940.09000000 USD 68.00000000 USD TOMRA Systems ASA 195217.46000000 USD -7968.65000000 USD Yara International ASA 246343.28000000 USD -2370.83000000 USD Bakkafrost P/F 124720.28000000 USD 3859.77000000 USD Schibsted ASA, Class A 107760.35000000 USD 525.28000000 USD Leroy Seafood Group ASA 105125.75000000 USD 4583.45000000 USD Equinor ASA 221843.64000000 USD -2959.57000000 USD Orkla ASA 291775.93000000 USD 8399.05000000 USD Salmar ASA 127249.43000000 USD -2942.32000000 USD Norsk Hydro ASA 133687.36000000 USD 5401.46000000 USD Telenor ASA 85936.13000000 USD 641.80000000 USD Mowi ASA 104772.70000000 USD -1261.22000000 USD Gjensidige Forsikring ASA 100610.07000000 USD -797.10000000 USD Subsea 7 SA 33027.49000000 USD -208.96000000 USD Y 2025-04-24 0.00000000 USD 0.00000000 USD 2056010.00000000 USD 4970.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -137.51000000 -0.00025106814 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20500.00000000 EUR 23235.68000000 USD 2022-03-16 -137.51000000 N N N Moncler SpA 815600EBD7FB00525B20 N/A -1460.00000000 NS -105511.74000000 -0.19264517000 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -13.25000000 -0.00002419208 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1500.00000000 EUR 1696.98000000 USD 2022-03-16 -13.25000000 N N N Tenaris SA 549300Y7C05BKC4HZB40 N/A -12835.00000000 NS -133959.08000000 -0.24458481814 Short EC CORP LU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2.50000000 -0.00000456454 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2000.00000000 DKK 304.14000000 USD 2022-03-16 -2.50000000 N N N N/A N/A 000000000 116371609.75999989 PA USD 466511.52000000 0.851764847014 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 (-5.58% to 0.33%). USD Currency. Maturity 7-12 Months 07/20/22 DENTSPLY SIRONA, Inc. 219477.86000000 USD 8389.20000000 USD Dover Corp. 3450.40000000 USD -214.89000000 USD Silgan Holdings, Inc. 40783.68000000 USD -766.43000000 USD Rayonier, Inc. 175808.16000000 USD -5009.40000000 USD Darling Ingredients, Inc. 98876.83000000 USD 6757.92000000 USD Horizon Therapeutics plc 119721.36000000 USD -4355.12000000 USD Dow, Inc. 158418.96000000 USD 7317.66000000 USD Franklin Resources, Inc. 19022.32000000 USD 86.18000000 USD Booz Allen Hamilton Holding Corp. 124810.88000000 USD 4195.20000000 USD Mirati Therapeutics, Inc. 152264.22000000 USD -1795.74000000 USD YETI Holdings, Inc. 42408.96000000 USD -557.79000000 USD Crane Co. 32960.52000000 USD 1853.28000000 USD Under Armour, Inc., Class A 181640.68000000 USD -2706.60000000 USD Camden Property Trust 93270.96000000 USD 3628.91000000 USD Fair Isaac Corp. 134871.37000000 USD 6661.62000000 USD Medical Properties Trust, Inc. 104255.56000000 USD -6000.32000000 USD Coty, Inc., Class A 49486.50000000 USD 3629.01000000 USD Six Flags Entertainment Corp. 52415.98000000 USD 84.60000000 USD Medtronic plc 217038.10000000 USD 4666.76000000 USD Texas Instruments, Inc. 26008.86000000 USD -299.46000000 USD PVH Corp. 136085.40000000 USD -11369.16000000 USD Plug Power, Inc. 163225.86000000 USD 8074.05000000 USD Zebra Technologies Corp., Class A 74995.20000000 USD 841.68000000 USD Lincoln Electric Holdings, Inc. 43654.11000000 USD -1342.77000000 USD Boston Properties, Inc. 112876.40000000 USD -967.31000000 USD Freeport-McMoRan, Inc. 63262.68000000 USD -5654.68000000 USD Dollar General Corp. 254932.23000000 USD -14409.73000000 USD NXP Semiconductors NV 100450.98000000 USD 3999.87000000 USD Spire, Inc. 87133.92000000 USD -1566.06000000 USD Splunk, Inc. 114331.36000000 USD -4327.44000000 USD SS&C Technologies Holdings, Inc. 300374.72000000 USD 7401.28000000 USD AMERCO 110386.96000000 USD 1661.36000000 USD Tandem Diabetes Care, Inc. 152476.76000000 USD -6675.67000000 USD Hyatt Hotels Corp., Class A 28770.00000000 USD 3690.00000000 USD Williams-Sonoma, Inc. 676.52000000 USD 10.18000000 USD Teledyne Technologies, Inc. 139804.80000000 USD -6246.40000000 USD Tenet Healthcare Corp. 30552.06000000 USD 1900.20000000 USD Federated Hermes, Inc. 32318.80000000 USD -161.57000000 USD Landstar System, Inc. 40458.52000000 USD 1917.14000000 USD Encompass Health Corp. 83271.76000000 USD 2843.37000000 USD HEICO Corp. 175083.08000000 USD -10136.90000000 USD Alaska Air Group, Inc. 8440.20000000 USD -335.34000000 USD Laboratory Corp. of America Holdings 144850.81000000 USD 2899.69000000 USD Best Buy Co., Inc. 85344.00000000 USD -1318.80000000 USD Microsoft Corp. 142263.36000000 USD 5130.75000000 USD Zillow Group, Inc., Class C 39331.60000000 USD -856.24000000 USD BWX Technologies, Inc. 34329.96000000 USD -351.33000000 USD Baxter International, Inc. 145155.44000000 USD 3737.11000000 USD Fastly, Inc., Class A 159525.00000000 USD 23332.58000000 USD Chewy, Inc., Class A 31077.19000000 USD -2084.94000000 USD Nucor Corp. 68375.85000000 USD 34.22000000 USD Five9, Inc. 48336.64000000 USD -274.56000000 USD Huntington Ingalls Industries, Inc. 162277.06000000 USD 2285.47000000 USD Howmet Aerospace, Inc. 859.41000000 USD -22.97000000 USD Bank OZK 77844.69000000 USD 2810.64000000 USD Anaplan, Inc. 73360.00000000 USD 1472.00000000 USD First American Financial Corp. 94110.69000000 USD 3897.72000000 USD AMETEK, Inc. 59698.24000000 USD 2927.26000000 USD Old Dominion Freight Line, Inc. 58774.32000000 USD -2816.41000000 USD Marriott Vacations Worldwide Corp. 111188.84000000 USD 10564.52000000 USD NVR, Inc. 35453.22000000 USD 1632.54000000 USD Popular, Inc. 194762.96000000 USD 11252.76000000 USD Tri Pointe Homes, Inc. 150773.34000000 USD 10140.93000000 USD Hubbell, Inc. 28949.53000000 USD 455.92000000 USD Alexandria Real Estate Equities, Inc. 185056.80000000 USD -6299.70000000 USD Dana, Inc. 18780.86000000 USD -748.93000000 USD Hanover Insurance Group, Inc. 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Ltd. 4710.27000000 USD -115.84000000 USD Ono Pharmaceutical Co. Ltd. 213756.43000000 USD 1239.69000000 USD Trend Micro, Inc. 11103.21000000 USD 431.98000000 USD Suzuki Motor Corp. 219808.15000000 USD 3769.09000000 USD JCR Pharmaceuticals Co. Ltd. 100722.93000000 USD -1312.99000000 USD Toray Industries, Inc. 18958.84000000 USD -422.01000000 USD Kao Corp. 47136.91000000 USD -82.06000000 USD Mazda Motor Corp. 186451.34000000 USD -6707.28000000 USD Z Holdings Corp. 241762.68000000 USD 2474.30000000 USD Rohto Pharmaceutical Co. Ltd. 181408.21000000 USD 1995.63000000 USD ABC-Mart, Inc. 47091.51000000 USD -559.37000000 USD Oracle Corp. Japan 121557.61000000 USD -20858.24000000 USD NGK Spark Plug Co. Ltd. 142780.63000000 USD 1710.76000000 USD Daikin Industries Ltd. 294475.13000000 USD 833.02000000 USD Pola Orbis Holdings, Inc. 183323.76000000 USD -7675.15000000 USD Kansai Paint Co. Ltd. 147872.84000000 USD 3417.90000000 USD T&D Holdings, Inc. 71544.29000000 USD 14.68000000 USD Marubeni Corp. 218243.15000000 USD 7726.68000000 USD Recruit Holdings Co. Ltd. 115625.87000000 USD -6431.67000000 USD Electric Power Development Co. Ltd. 18605.46000000 USD -357.88000000 USD Takara Bio, Inc. 98679.06000000 USD -309.69000000 USD FP Corp. 6824.48000000 USD 78.84000000 USD Miura Co. Ltd. 48195.64000000 USD 180.10000000 USD Keio Corp. 207374.18000000 USD 3048.47000000 USD Yamada Holdings Co. Ltd. 295376.18000000 USD 5465.73000000 USD FANUC Corp. 42512.40000000 USD 337.25000000 USD Keihan Holdings Co. Ltd. 89733.18000000 USD -1831.49000000 USD Ricoh Co. Ltd. 163119.42000000 USD 1248.71000000 USD Chugai Pharmaceutical Co. Ltd. 250989.38000000 USD -9289.34000000 USD Nissan Motor Co. Ltd. 80436.34000000 USD 1034.65000000 USD Asahi Group Holdings Ltd. 112893.50000000 USD 1862.06000000 USD Japan Post Holdings Co. Ltd. 263311.34000000 USD 1828.72000000 USD Kinden Corp. 99237.43000000 USD -2509.05000000 USD Nomura Holdings, Inc. 111940.23000000 USD 2660.42000000 USD NTT Data Corp. 10725.61000000 USD -315.49000000 USD Eisai Co. Ltd. 22707.13000000 USD 1191.32000000 USD Nomura Research Institute Ltd. 47025.88000000 USD 156.23000000 USD Rakuten Group, Inc. 326081.01000000 USD -11219.82000000 USD GMO Payment Gateway, Inc. 62263.37000000 USD -1586.48000000 USD Yokohama Rubber Co. Ltd. (The) 147554.98000000 USD -29.01000000 USD Hoshizaki Corp. 82761.65000000 USD -528.67000000 USD TIS, Inc. 32709.66000000 USD -909.62000000 USD Welcia Holdings Co. Ltd. 74959.15000000 USD 6350.29000000 USD West Japan Railway Co. 154744.78000000 USD 5207.45000000 USD Nidec Corp. 508665.94000000 USD 2014.91000000 USD Japan Post Bank Co. Ltd. 176916.33000000 USD 5976.10000000 USD Oriental Land Co. Ltd. 489018.71000000 USD 3968.95000000 USD Astellas Pharma, Inc. 78122.55000000 USD -1623.50000000 USD McDonald's Holdings Co. Japan Ltd. 150470.50000000 USD -2336.64000000 USD Ajinomoto Co., Inc. 124812.73000000 USD -452.53000000 USD Sumitomo Metal Mining Co. Ltd. 18937.23000000 USD 585.13000000 USD Resona Holdings, Inc. 399887.59000000 USD -2066.70000000 USD AGC, Inc. 100323.51000000 USD -2299.12000000 USD NS Solutions Corp. 86339.01000000 USD -323.09000000 USD Sumitomo Mitsui Trust Holdings, Inc. 137097.25000000 USD 3410.66000000 USD Mizuho Financial Group, Inc. 686248.89000000 USD -5561.99000000 USD Kyowa Kirin Co. Ltd. 201766.28000000 USD 4410.58000000 USD Hankyu Hanshin Holdings, Inc. 90940.04000000 USD 3233.43000000 USD Kikkoman Corp. 454739.66000000 USD -22998.46000000 USD SCSK Corp. 161207.78000000 USD 942.08000000 USD Kintetsu Group Holdings Co. Ltd. 139773.15000000 USD 2803.95000000 USD Asics Corp. 6650.85000000 USD 136.37000000 USD Rakus Co. Ltd. 161014.89000000 USD -710.50000000 USD Square Enix Holdings Co. Ltd. 66689.41000000 USD -1665.36000000 USD MEIJI Holdings Co. Ltd. 41785.64000000 USD -1671.50000000 USD Asahi Intecc Co. Ltd. 180462.27000000 USD 2903.96000000 USD Mitsubishi Motors Corp. 58516.49000000 USD 1006.02000000 USD Iida Group Holdings Co. Ltd. 344210.47000000 USD 15089.86000000 USD Bandai Namco Holdings, Inc. 156376.88000000 USD 1739.66000000 USD Sekisui Chemical Co. Ltd. 43482.80000000 USD 298.55000000 USD Subaru Corp. 201906.30000000 USD -2062.46000000 USD Nichirei Corp. 48747.67000000 USD -601.05000000 USD Sharp Corp. 40195.98000000 USD 1653.48000000 USD Panasonic Corp. 202267.39000000 USD 5666.91000000 USD TDK Corp. 15610.36000000 USD 180.08000000 USD Mabuchi Motor Co. Ltd. 201763.87000000 USD 2936.32000000 USD ENEOS Holdings, Inc. 128885.49000000 USD -1932.27000000 USD Renesas Electronics Corp. 134143.61000000 USD 3039.88000000 USD Park24 Co. Ltd. 86358.96000000 USD -2486.98000000 USD Shimadzu Corp. 42238.01000000 USD -666.12000000 USD Benefit One, Inc. 150375.94000000 USD -3982.85000000 USD Suntory Beverage & Food Ltd. 137609.36000000 USD -4584.00000000 USD Kose Corp. 124786.19000000 USD 169.91000000 USD NH Foods Ltd. 144223.87000000 USD 4131.54000000 USD Sumitomo Chemical Co. Ltd. 62248.70000000 USD 742.50000000 USD Oji Holdings Corp. 63470.28000000 USD 380.31000000 USD Kurita Water Industries Ltd. 165929.89000000 USD -6157.10000000 USD Hino Motors Ltd. 89881.02000000 USD -1149.98000000 USD Tokyo Century Corp. 72815.25000000 USD 79.92000000 USD Itochu Techno-Solutions Corp. 73985.85000000 USD -586.91000000 USD Sankyu, Inc. 141086.63000000 USD -941.57000000 USD Dai-ichi Life Holdings, Inc. 183546.75000000 USD -5198.86000000 USD Kobe Bussan Co. Ltd. 383303.14000000 USD -27543.18000000 USD Shin-Etsu Chemical Co. Ltd. 34715.08000000 USD -481.09000000 USD Fujitsu General Ltd. 7129.24000000 USD -46.25000000 USD Tokio Marine Holdings, Inc. 417522.31000000 USD -2798.01000000 USD M3, Inc. 297486.14000000 USD -12701.50000000 USD Mitsui & Co. Ltd. 154036.20000000 USD 3742.14000000 USD Toshiba Corp. 135789.86000000 USD 2461.32000000 USD Hitachi Transport System Ltd. 126934.57000000 USD 631.26000000 USD Nitori Holdings Co. Ltd. 254271.66000000 USD 21736.98000000 USD Fast Retailing Co. Ltd. 284222.33000000 USD 11525.38000000 USD TOTO Ltd. 106116.31000000 USD -547.52000000 USD Sumitomo Dainippon Pharma Co. Ltd. 56533.34000000 USD -405.77000000 USD TOPPAN, Inc. 148249.22000000 USD 8404.57000000 USD Rohm Co. Ltd. 191035.80000000 USD -3019.53000000 USD Air Water, Inc. 57185.58000000 USD -1311.96000000 USD Open House Group Co. Ltd. 10451.31000000 USD 138.51000000 USD Shinsei Bank Ltd. 52055.82000000 USD 1662.78000000 USD Japan Post Insurance Co. Ltd. 302000.70000000 USD 2406.59000000 USD Yamaha Motor Co. Ltd. 16813.38000000 USD -621.18000000 USD Nikon Corp. 202517.18000000 USD 4206.02000000 USD Yokogawa Electric Corp. 45123.56000000 USD 300.54000000 USD Tokyu Corp. 154206.68000000 USD 4432.74000000 USD Osaka Gas Co. Ltd. 170354.42000000 USD -2649.07000000 USD Takeda Pharmaceutical Co. Ltd. 286737.27000000 USD -43.78000000 USD Nippon Yusen KK 61002.36000000 USD 2250.62000000 USD Toyota Motor Corp. 463913.08000000 USD -5404.16000000 USD Lawson, Inc. 128113.31000000 USD -9474.89000000 USD Sumitomo Corp. 127274.83000000 USD 2970.76000000 USD Kaneka Corp. 144466.35000000 USD 1034.81000000 USD Mitsubishi Gas Chemical Co., Inc. 35598.10000000 USD 346.86000000 USD Hirose Electric Co. Ltd. 50417.85000000 USD 413.85000000 USD Honda Motor Co. Ltd. 25605.67000000 USD -600.38000000 USD Shionogi & Co. Ltd. 196969.83000000 USD -8695.57000000 USD SCREEN Holdings Co. Ltd. 268632.84000000 USD 11769.97000000 USD Hakuhodo DY Holdings, Inc. 93183.79000000 USD 1927.13000000 USD Nippon Sanso Holdings Corp. 28434.46000000 USD 807.34000000 USD MISUMI Group, Inc. 78055.78000000 USD -578.34000000 USD Sompo Holdings, Inc. 130738.48000000 USD 5520.51000000 USD Sysmex Corp. 283461.29000000 USD -14975.87000000 USD Shimamura Co. Ltd. 402818.65000000 USD -4240.90000000 USD AEON Financial Service Co. Ltd. 176899.32000000 USD -1314.91000000 USD DeNA Co. Ltd. 267940.00000000 USD 6591.04000000 USD Justsystems Corp. 65348.38000000 USD 114.83000000 USD Tobu Railway Co. Ltd. 100407.84000000 USD 794.49000000 USD Persol Holdings Co. Ltd. 2907.33000000 USD -60.67000000 USD Nippo Corp. 41659.16000000 USD -17.46000000 USD Seiko Epson Corp. 187308.42000000 USD 1458.30000000 USD ANA Holdings, Inc. 265492.02000000 USD -6103.25000000 USD Sekisui House Ltd. 290462.65000000 USD 11784.84000000 USD NET One Systems Co. Ltd. 13453.91000000 USD -39.27000000 USD Inpex Corp. 31304.17000000 USD 659.79000000 USD Haseko Corp. 40933.97000000 USD -60.45000000 USD Harmonic Drive Systems, Inc. 261454.52000000 USD 23934.36000000 USD Taiyo Yuden Co. Ltd. 11502.47000000 USD -272.39000000 USD Nintendo Co. Ltd. 46785.75000000 USD 791.33000000 USD Chubu Electric Power Co., Inc. 134143.97000000 USD -854.63000000 USD Sugi Holdings Co. Ltd. 12117.52000000 USD 242.39000000 USD Tsuruha Holdings, Inc. 105620.65000000 USD -8517.66000000 USD Aeon Co. Ltd. 304003.97000000 USD 9655.91000000 USD Sohgo Security Services Co. Ltd. 95365.94000000 USD -1551.20000000 USD Seven & i Holdings Co. Ltd. 57184.43000000 USD -419.25000000 USD NSK Ltd. 30837.97000000 USD 1269.91000000 USD Nissin Foods Holdings Co. Ltd. 72983.40000000 USD 2680.52000000 USD Keisei Electric Railway Co. Ltd. 156904.60000000 USD -2391.38000000 USD Central Japan Railway Co. 199608.07000000 USD 8299.42000000 USD Koito Manufacturing Co. Ltd. 84742.48000000 USD 2651.51000000 USD Yakult Honsha Co. Ltd. 5216.92000000 USD 121.47000000 USD Tosoh Corp. 212448.27000000 USD -265.64000000 USD Komatsu Ltd. 100559.79000000 USD 116.61000000 USD Taisei Corp. 312463.63000000 USD -7373.86000000 USD KDDI Corp. 8773.12000000 USD 158.01000000 USD Shinko Electric Industries Co. Ltd. 38113.07000000 USD 555.06000000 USD Hitachi Metals Ltd. 12970.34000000 USD -39.06000000 USD Hamamatsu Photonics KK 19160.96000000 USD -305.95000000 USD Keyence Corp. 251503.28000000 USD 172.10000000 USD Aisin Corp. 276246.51000000 USD -6817.67000000 USD Hikari Tsushin, Inc. 30801.52000000 USD 549.79000000 USD SUMCO Corp. 87560.06000000 USD -3528.41000000 USD Kobayashi Pharmaceutical Co. Ltd. 125852.04000000 USD 1854.01000000 USD Coca-Cola Bottlers Japan Holdings, Inc. 34462.65000000 USD -661.48000000 USD Ryohin Keikaku Co. Ltd. 123508.96000000 USD -1542.70000000 USD Kamigumi Co. Ltd. 134443.89000000 USD 336.37000000 USD Toyo Suisan Kaisha Ltd. 250150.59000000 USD -380.96000000 USD Obic Co. Ltd. 131004.45000000 USD -542.27000000 USD Kajima Corp. 110328.19000000 USD -3623.48000000 USD Hoya Corp. 14839.18000000 USD -55.34000000 USD SoftBank Group Corp. 9588.04000000 USD 163.66000000 USD Suzuken Co. Ltd. 167375.23000000 USD -5.41000000 USD THK Co. Ltd. 48528.52000000 USD -1814.16000000 USD ITOCHU Corp. 177444.65000000 USD -2343.46000000 USD Sony Group Corp. 391462.61000000 USD -16870.11000000 USD Showa Denko KK 193450.06000000 USD 8922.44000000 USD SMC Corp. 202757.44000000 USD -2577.91000000 USD Nexon Co. Ltd. 216565.94000000 USD 4067.79000000 USD Nagoya Railroad Co. Ltd. 39582.69000000 USD 461.79000000 USD Kakaku.com, Inc. 165746.33000000 USD 2404.14000000 USD Otsuka Holdings Co. Ltd. 134609.46000000 USD -916.70000000 USD Kawasaki Heavy Industries Ltd. 159030.56000000 USD -1034.36000000 USD Marui Group Co. Ltd. 128051.48000000 USD 60.13000000 USD Azbil Corp. 132264.88000000 USD -5418.70000000 USD Omron Corp. 189330.05000000 USD 3022.60000000 USD Tokyo Electron Ltd. 172671.84000000 USD -11432.39000000 USD East Japan Railway Co. 264344.73000000 USD 3340.21000000 USD Kubota Corp. 195677.26000000 USD 1380.81000000 USD Zensho Holdings Co. Ltd. 16453.69000000 USD 250.36000000 USD Lixil Corp. 42683.11000000 USD -540.63000000 USD Pigeon Corp. 65067.40000000 USD 4039.73000000 USD Nippon Steel Corp. 160093.33000000 USD -1372.83000000 USD Mitsubishi Heavy Industries Ltd. 161842.93000000 USD 408.14000000 USD Taiheiyo Cement Corp. 225122.03000000 USD -7810.39000000 USD Mitsubishi Corp. 161940.88000000 USD 116.21000000 USD Japan Tobacco, Inc. 121151.70000000 USD -4149.30000000 USD Nitto Denko Corp. 177680.73000000 USD 2533.44000000 USD Lasertec Corp. 306301.58000000 USD -33955.84000000 USD Daifuku Co. Ltd. 220792.28000000 USD 9191.34000000 USD Shimano, Inc. 133159.69000000 USD 6720.90000000 USD Unicharm Corp. 113118.69000000 USD -3451.08000000 USD Nippon Express Co. Ltd. 227410.28000000 USD 2894.21000000 USD Taisho Pharmaceutical Holdings Co. Ltd. 55391.98000000 USD -1579.80000000 USD PeptiDream, Inc. 2220.39000000 USD 53.60000000 USD Nihon Kohden Corp. 120625.36000000 USD -4396.39000000 USD Toyota Boshoku Corp. 257027.25000000 USD -1740.77000000 USD Daiichi Sankyo Co. Ltd. 267240.03000000 USD -10704.88000000 USD Shizuoka Bank Ltd. (The) 139211.04000000 USD 3887.14000000 USD Kyushu Railway Co. 172594.11000000 USD -1672.58000000 USD GMO internet, Inc. 14138.79000000 USD -179.27000000 USD Fukuoka Financial Group, Inc. 191797.41000000 USD 1252.10000000 USD Mitsubishi Chemical Holdings Corp. 32636.44000000 USD 159.20000000 USD NGK Insulators Ltd. 167557.63000000 USD 1034.07000000 USD Teijin Ltd. 171085.91000000 USD 2151.88000000 USD Mitsui Chemicals, Inc. 69888.59000000 USD -1549.51000000 USD Mitsui OSK Lines Ltd. 66891.96000000 USD 3113.52000000 USD Food & Life Cos. Ltd. 26431.09000000 USD 437.52000000 USD Zenkoku Hosho Co. Ltd. 113329.05000000 USD -887.78000000 USD Nifco, Inc. 22011.31000000 USD -926.59000000 USD Shimizu Corp. 31001.73000000 USD 297.36000000 USD Sega Sammy Holdings, Inc. 10979.93000000 USD -199.29000000 USD Fancl Corp. 235431.05000000 USD 124.94000000 USD Nissan Chemical Corp. 221008.11000000 USD -666.41000000 USD Japan Airlines Co. Ltd. 153764.81000000 USD -3989.40000000 USD Yaskawa Electric Corp. 421964.69000000 USD 629.50000000 USD Fuji Electric Co. Ltd. 10925.63000000 USD -267.90000000 USD Pan Pacific International Holdings Corp. 107513.98000000 USD 2265.24000000 USD Odakyu Electric Railway Co. Ltd. 262139.92000000 USD 8380.77000000 USD Isuzu Motors Ltd. 124464.89000000 USD 4169.04000000 USD NOF Corp. 91016.21000000 USD 551.29000000 USD JTEKT Corp. 153048.57000000 USD -5939.35000000 USD Hisamitsu Pharmaceutical Co., Inc. 3454.46000000 USD -57.89000000 USD Makita Corp. 114614.17000000 USD 2085.25000000 USD Nabtesco Corp. 82964.08000000 USD 3873.69000000 USD Nippon Telegraph & Telephone Corp. 276217.48000000 USD -7165.13000000 USD Goldwin, Inc. 28923.42000000 USD -1246.51000000 USD USS Co. Ltd. 57807.79000000 USD 7.07000000 USD Disco Corp. 183391.53000000 USD 11070.51000000 USD Nippon Paint Holdings Co. Ltd. 401885.14000000 USD 10464.90000000 USD Isetan Mitsukoshi Holdings Ltd. 28082.94000000 USD -1697.15000000 USD Mercari, Inc. 239124.03000000 USD 7782.03000000 USD Ito En Ltd. 178643.87000000 USD 728.42000000 USD Kewpie Corp. 73341.06000000 USD -58.62000000 USD Idemitsu Kosan Co. Ltd. 5103.95000000 USD 113.59000000 USD Kirin Holdings Co. Ltd. 32213.75000000 USD 733.07000000 USD Mitsubishi HC Capital, Inc. 141004.81000000 USD 949.33000000 USD TBS Holdings, Inc. 140603.17000000 USD -2414.83000000 USD Ibiden Co. Ltd. 130648.15000000 USD -976.93000000 USD Yamaha Corp. 167740.52000000 USD 4002.68000000 USD Ebara Corp. 144435.60000000 USD 581.68000000 USD Asahi Kasei Corp. 14130.53000000 USD 84.78000000 USD ORIX Corp. 100000.08000000 USD -2259.23000000 USD Hitachi Ltd. 70425.34000000 USD 1290.30000000 USD Chugoku Electric Power Co., Inc. (The) 97309.18000000 USD 1806.18000000 USD Skylark Holdings Co. Ltd. 42043.17000000 USD -264.03000000 USD Kansai Electric Power Co., Inc. (The) 227131.80000000 USD 1688.29000000 USD Stanley Electric Co. Ltd. 82853.35000000 USD 1755.01000000 USD MatsukiyoCocokara & Co. 55466.43000000 USD 2190.16000000 USD Obayashi Corp. 79715.28000000 USD -63.40000000 USD Medipal Holdings Corp. 176202.30000000 USD 2263.93000000 USD Nippon Shinyaku Co. Ltd. 90525.79000000 USD -1849.83000000 USD Sundrug Co. Ltd. 222219.06000000 USD -6156.29000000 USD Seria Co. Ltd. 101378.50000000 USD 1421.41000000 USD Mitsubishi Logistics Corp. 155713.12000000 USD 1114.61000000 USD Seino Holdings Co. Ltd. 115535.28000000 USD -3320.42000000 USD EXEO Group, Inc. 69582.49000000 USD -1925.97000000 USD Nihon M&A Center Holdings, Inc. 12264.58000000 USD 368.30000000 USD Mitsubishi Electric Corp. 347789.27000000 USD -7488.86000000 USD Denso Corp. 546947.74000000 USD -12346.89000000 USD Japan Airport Terminal Co. Ltd. 137634.00000000 USD -1735.49000000 USD Toyota Tsusho Corp. 142899.94000000 USD 1147.74000000 USD Y 2023-07-20 0.00000000 USD 0.00000000 USD 46492314.00000000 USD -6097.02999999 N N N N/A N/A 000000000 15454886.16999999 PA 3247.10000000 0.005928611655 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 (-6.25% to 0.35%). GBP Currency. Maturity 20-24 Months 07/19/23 Intermediate Capital Group plc 116800.04000000 USD -3486.02000000 USD HSBC Holdings plc 98741.96000000 USD -27.80000000 USD Schroders plc 965.35000000 USD 33.94000000 USD B&M European Value Retail SA 93974.25000000 USD -2872.81000000 USD Barclays plc 278222.35000000 USD 10701.93000000 USD Legal & General Group plc 137899.70000000 USD -5047.38000000 USD St James's Place plc 184166.21000000 USD -7907.32000000 USD Associated British Foods plc 84914.00000000 USD 2887.95000000 USD Weir Group plc (The) 54881.27000000 USD 2298.85000000 USD Rolls-Royce Holdings plc 214469.16000000 USD -15544.15000000 USD Standard Chartered plc 62480.10000000 USD 2126.07000000 USD Hiscox Ltd. 85156.27000000 USD -922.05000000 USD Marks & Spencer Group plc 92905.02000000 USD 3068.40000000 USD Kingfisher plc 241555.62000000 USD 1650.57000000 USD Rentokil Initial plc 169404.94000000 USD -14134.04000000 USD Smith & Nephew plc 77436.22000000 USD 2932.84000000 USD Unilever plc 208631.15000000 USD -469.40000000 USD easyJet plc 144574.06000000 USD -13399.31000000 USD InterContinental Hotels Group plc 46418.03000000 USD -2887.99000000 USD ConvaTec Group plc 35273.65000000 USD 773.86000000 USD TUI AG 12482.06000000 USD -931.02000000 USD Auto Trader Group plc 160558.51000000 USD -4599.22000000 USD HomeServe plc 38031.63000000 USD -810.46000000 USD Pennon Group plc 96829.61000000 USD -935.95000000 USD Mondi plc 67193.84000000 USD 597.57000000 USD Taylor Wimpey plc 102717.86000000 USD -3116.91000000 USD Electrocomponents plc 14709.99000000 USD -414.85000000 USD WPP plc 53449.33000000 USD 1591.77000000 USD Reckitt Benckiser Group plc 281149.20000000 USD -5656.68000000 USD Intertek Group plc 141284.39000000 USD 2214.93000000 USD Ashtead Group plc 52560.69000000 USD -664.76000000 USD Spectris plc 180038.34000000 USD 5042.63000000 USD Tate & Lyle plc 206639.75000000 USD 2901.59000000 USD Sage Group plc (The) 304454.73000000 USD 14602.50000000 USD Barratt Developments plc 201769.60000000 USD 7887.92000000 USD Royal Dutch Shell plc, Class A 216930.72000000 USD 3274.85000000 USD Quilter plc 22387.42000000 USD -772.30000000 USD GlaxoSmithKline plc 210411.96000000 USD -617.18000000 USD Antofagasta plc 20315.11000000 USD -372.85000000 USD IMI plc 105444.01000000 USD 2239.43000000 USD Dechra Pharmaceuticals plc 132407.25000000 USD -8238.78000000 USD Inchcape plc 194875.80000000 USD 10996.66000000 USD abrdn plc 89709.48000000 USD 1418.65000000 USD DCC plc 267201.44000000 USD -1263.07000000 USD Spirax-Sarco Engineering plc 54407.62000000 USD -2334.30000000 USD Anglo American plc 136065.46000000 USD 4236.16000000 USD Renishaw plc 6480.36000000 USD 116.54000000 USD Coca-Cola HBC AG 7859.96000000 USD 115.33000000 USD Experian plc 160524.95000000 USD -5484.65000000 USD Severn Trent plc 394727.10000000 USD -2771.25000000 USD NatWest Group plc 59862.14000000 USD -324.46000000 USD Dunelm Group plc 33141.85000000 USD 545.15000000 USD Prudential plc 159180.77000000 USD -363.92000000 USD Burberry Group plc 31223.04000000 USD -1331.39000000 USD Berkeley Group Holdings plc 46105.68000000 USD -554.41000000 USD Beazley plc 59282.46000000 USD -6131.16000000 USD Bunzl plc 79068.21000000 USD -505.75000000 USD Hargreaves Lansdown plc 189274.50000000 USD -1197.58000000 USD Entain plc 75975.61000000 USD 3882.79000000 USD Admiral Group plc 299588.45000000 USD -5048.17000000 USD Royal Mail plc 365601.19000000 USD 7105.13000000 USD RELX plc 158337.62000000 USD -4665.12000000 USD Howden Joinery Group plc 41584.76000000 USD 1522.33000000 USD Centrica plc 265047.34000000 USD 18461.49000000 USD BAE Systems plc 83587.75000000 USD 2648.71000000 USD BT Group plc 206081.26000000 USD -3069.16000000 USD Rio Tinto plc 429442.27000000 USD -317.35000000 USD Rotork plc 49291.09000000 USD 1381.78000000 USD Persimmon plc 110075.71000000 USD 4431.41000000 USD Evraz plc 264299.68000000 USD 1701.94000000 USD ITV plc 863.08000000 USD -25.14000000 USD British American Tobacco plc 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