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16608.17000000 USD 14938.00000000 EUR 2022-06-15 -36.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.54000000 -0.00000049301 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 37.00000000 CAD 29.05000000 USD 2022-06-15 -0.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.06000000 0.000000054779 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1.64000000 USD 16.00000000 SEK 2022-06-15 0.06000000 N N N FinecoBank Banca Fineco SpA 549300L7YCATGO57ZE10 N/A -46035.00000000 NS -698355.02000000 -0.63759025177 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -0.02000000 -0.00000001825 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2.79000000 USD 26.00000000 SEK 2022-06-15 -0.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.40000000 -0.00000036519 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 38.00000000 CAD 29.99000000 USD 2022-06-15 -0.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -235.17000000 -0.00021470755 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16807.14000000 USD 14938.00000000 EUR 2022-06-15 -235.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.54000000 -0.00000049301 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 388.00000000 NOK 43.51000000 USD 2022-06-15 -0.54000000 N N N Pirelli & C SpA 815600A0C9AFC1F2A709 N/A 49587.00000000 NS 269059.41000000 0.245648204782 Long EC CORP IT Y 2 N N N United States of America 254900HROIFWPRGM1V77 912796S42 2709000.00000000 PA USD 2703487.19000000 2.468253293488 Long STIV UST US N 2 2022-07-21 None 0.00000000 N N N N N N Leonardo SpA 529900X4EEX1U9LN3U39 N/A 50074.00000000 NS 497594.12000000 0.454297815818 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -570.71000000 -0.00052105178 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 143336.37000000 USD 193500.00000000 SGD 2022-06-15 -570.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.38000000 -0.00000034693 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 36.00000000 CAD 28.41000000 USD 2022-06-15 -0.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -246.32000000 -0.00022488738 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16818.29000000 USD 14938.00000000 EUR 2022-06-15 -246.32000000 N N N Infrastrutture Wireless Italiane SpA 81560066183FE361C071 N/A -25932.00000000 NS -290289.23000000 -0.26503079084 Short EC CORP IT Y 2 N N N N/A N/A N/A 1.00000000 NC N/A -444.21000000 -0.00040555871 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17013.96000000 USD 14936.00000000 EUR 2022-06-15 -444.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.52000000 -0.00000047475 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 36.00000000 CAD 28.27000000 USD 2022-06-15 -0.52000000 N N N N/A N/A 000000000 13672390.33999999 PA -112444.63000000 -0.10266067816 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 (-0.95% to 0.23%). CHF Currency. Maturity 38-61 Months 04/23/25 to 03/30/27 Logitech International SA (Registered) 204933.68000000 USD -1458.10000000 USD Swatch Group AG (The) 251485.76000000 USD 4550.00000000 USD Sulzer AG (Registered) 2658.10000000 USD 19.68000000 USD SIG Combibloc Group AG 705926.76000000 USD -36322.73000000 USD Helvetia Holding AG (Registered) 16449.54000000 USD 206.73000000 USD Barry Callebaut AG (Registered) 459512.63000000 USD 6357.81000000 USD Temenos AG (Registered) 543568.28000000 USD -5514.06000000 USD Schindler Holding AG 198842.67000000 USD -9936.53000000 USD Swisscom AG (Registered) 21629.02000000 USD -51.26000000 USD Baloise Holding AG (Registered) 225567.65000000 USD 7623.38000000 USD Lonza Group AG (Registered) 300710.64000000 USD 2860.42000000 USD Alcon, Inc. 170811.11000000 USD -3528.31000000 USD Sonova Holding AG (Registered) 269441.25000000 USD -22354.28000000 USD OC Oerlikon Corp. AG (Registered) 163809.69000000 USD -3843.50000000 USD Straumann Holding AG (Registered) 106978.06000000 USD 4650.61000000 USD Tecan Group AG (Registered) 103579.18000000 USD 8489.61000000 USD Sika AG (Registered) 499589.31000000 USD 7471.75000000 USD VAT Group AG 85285.57000000 USD -2383.10000000 USD Chocoladefabriken Lindt & Spruengli AG 23803.84000000 USD 1142.98000000 USD Nestle SA (Registered) 740196.26000000 USD -7529.36000000 USD Zurich Insurance Group AG 107670.19000000 USD -3586.84000000 USD Bachem Holding AG (Registered), Class B 417159.73000000 USD 46046.95000000 USD Belimo Holding AG (Registered) 144056.62000000 USD 5739.62000000 USD Cie Financiere Richemont SA 169978.30000000 USD -1105.60000000 USD EMS-Chemie Holding AG (Registered) 286682.30000000 USD -6880.31000000 USD Credit Suisse Group AG (Registered) 11997.10000000 USD 434.53000000 USD Geberit AG (Registered) 258911.79000000 USD -9157.38000000 USD Flughafen Zurich AG (Registered) 299743.09000000 USD -7034.39000000 USD Kuehne + Nagel International AG (Registered) 327370.33000000 USD -30413.13000000 USD Swiss Re AG 151548.78000000 USD -3651.70000000 USD ams-OSRAM AG 232299.15000000 USD -11176.20000000 USD ABB Ltd. (Registered) 92228.96000000 USD 8664.20000000 USD DKSH Holding AG 293851.00000000 USD -5993.58000000 USD Galenica AG 405794.68000000 USD 16431.30000000 USD Novartis AG (Registered) 671166.44000000 USD 4190.06000000 USD Clariant AG (Registered) 58948.22000000 USD -340.52000000 USD Julius Baer Group Ltd. 395014.26000000 USD 7917.31000000 USD Idorsia Ltd. 444536.04000000 USD -29470.74000000 USD Holcim Ltd. 160452.71000000 USD 4989.76000000 USD Georg Fischer AG (Registered) 106343.11000000 USD -3666.07000000 USD UBS Group AG (Registered) 200884.65000000 USD 10806.11000000 USD Swiss Life Holding AG (Registered) 105092.17000000 USD 1627.50000000 USD BKW AG 156565.40000000 USD 4198.71000000 USD Roche Holding AG 265884.77000000 USD -4224.14000000 USD Adecco Group AG (Registered) 357494.46000000 USD -7688.69000000 USD dormakaba Holding AG 224144.83000000 USD -10548.50000000 USD SGS SA (Registered) 127886.63000000 USD 4851.67000000 USD Stadler Rail AG 14048.29000000 USD -126.07000000 USD Bucher Industries AG (Registered) 279308.62000000 USD -3812.39000000 USD Dufry AG (Registered) 642400.90000000 USD -23305.74000000 USD Givaudan SA (Registered) 996037.66000000 USD -6062.23000000 USD Partners Group Holding AG 172110.16000000 USD -7578.21000000 USD Y 2025-04-23 0.00000000 USD 0.00000000 USD 13672390.00000000 USD -109472.97000000 N N N N/A N/A 000000000 2803473.74000000 PA 49375.64000000 0.045079402077 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 03/25/24 Yangzijiang Shipbuilding Holdings Ltd. 629249.18000000 USD 25608.56000000 USD Keppel Corp. Ltd. 138156.70000000 USD 2361.32000000 USD United Overseas Bank Ltd. 63174.60000000 USD 876.55000000 USD Oversea-Chinese Banking Corp. Ltd. 336565.89000000 USD -1507.60000000 USD City Developments Ltd. 223355.49000000 USD -2124.77000000 USD Wilmar International Ltd. 158962.02000000 USD 4277.89000000 USD Singapore Telecommunications Ltd. 169126.37000000 USD 1174.87000000 USD Genting Singapore Ltd. 255403.51000000 USD -3152.02000000 USD UOL Group Ltd. 113392.44000000 USD 848.75000000 USD Singapore Technologies Engineering Ltd. 303795.55000000 USD -3305.71000000 USD DBS Group Holdings Ltd. 412291.99000000 USD 1055.40000000 USD Y 2023-08-25 0.00000000 USD 0.00000000 USD 2803474.00000000 USD 26113.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.46000000 0.000000419974 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11.15000000 USD 109.00000000 SEK 2022-06-15 0.46000000 N N N Banca Generali SpA 815600903231FA2E7698 N/A -11684.00000000 NS -432309.40000000 -0.39469360324 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 0.01000000 0.000000009129 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1.69000000 USD 16.00000000 SEK 2022-06-15 0.01000000 N N N Stellantis NV 549300LKT9PW7ZIBDF31 N/A 36945.00000000 NS 598120.40000000 0.546077174940 Long EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A 0.14000000 0.000000127818 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11.37000000 USD 108.00000000 SEK 2022-06-15 0.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.03000000 -0.00000002738 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11.75000000 USD 110.00000000 SEK 2022-06-15 -0.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -451.86000000 -0.00041254308 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17021.61000000 USD 14936.00000000 EUR 2022-06-15 -451.86000000 N N N Reply SpA 815600DAEFB0388F3521 N/A -54.00000000 NS -8871.96000000 -0.00809999935 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2.50000000 -0.00000228247 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 545.31000000 USD 500.00000000 CHF 2022-06-15 -2.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -235.15000000 -0.00021468929 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16807.12000000 USD 14938.00000000 EUR 2022-06-15 -235.15000000 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 90262Y729 54180900.02060000 NS USD 54153809.57000000 49.44181696903 Long STIV RF US N 1 N N N N/A N/A 000000000 11326355.15000000 PA 38253.86999999 0.034925351584 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 (-0.75% to 0.23%). SEK Currency. Maturity 38-61 Months 04/23/25 to 03/17/27 Assa Abloy AB, Class B 260678.22000000 USD 13001.37000000 USD Epiroc AB, Class A 369663.72000000 USD 19260.23000000 USD Telefonaktiebolaget LM Ericsson, Class B 634733.56000000 USD 9799.68000000 USD Boliden AB 173531.54000000 USD 11068.71000000 USD Nibe Industrier AB, Class B 7371.23000000 USD 194.52000000 USD AAK AB 197058.85000000 USD -4006.86000000 USD Swedbank AB, Class A 150879.84000000 USD -11411.18000000 USD Evolution AB 56259.07000000 USD 4601.21000000 USD Electrolux AB, Series B 89932.50000000 USD -8172.92000000 USD Atlas Copco AB, Class A 34206.04000000 USD -2089.93000000 USD Nordea Bank Abp 330321.47000000 USD 27561.50000000 USD Hexpol AB 54904.26000000 USD 4546.48000000 USD SSAB AB, Class B 437481.06000000 USD 36493.85000000 USD SSAB AB, Class A 289495.46000000 USD 3511.47000000 USD Essity AB, Class B 261807.67000000 USD 10222.93000000 USD Indutrade AB 68782.98000000 USD 4408.12000000 USD Swedish Match AB 97534.85000000 USD 388.31000000 USD Sweco AB, Class B 220682.26000000 USD 5252.93000000 USD EQT AB 474102.47000000 USD -33466.89000000 USD Telia Co. AB 522910.61000000 USD 5616.76000000 USD SKF AB, Class B 205846.46000000 USD -16609.54000000 USD H & M Hennes & Mauritz AB, Class B 303384.14000000 USD -30424.53000000 USD Elekta AB, Class B 110332.92000000 USD -4678.39000000 USD Millicom International Cellular SA 56181.33000000 USD -1472.80000000 USD Securitas AB, Class B 476444.09000000 USD -35066.22000000 USD Skandinaviska Enskilda Banken AB, Class A 164562.76000000 USD 9154.26000000 USD Trelleborg AB, Class B 297878.84000000 USD 40513.18000000 USD Svenska Handelsbanken AB, Class A 387450.00000000 USD -32650.80000000 USD Svenska Cellulosa AB SCA, Class B 253944.45000000 USD -5152.33000000 USD Tele2 AB, Class B 187405.67000000 USD -13666.31000000 USD Alfa Laval AB 246560.95000000 USD -3162.01000000 USD Sandvik AB 255530.05000000 USD 21040.81000000 USD Lifco AB, Class B 12083.54000000 USD -20.21000000 USD Getinge AB, Class B 301820.03000000 USD 3599.87000000 USD BillerudKorsnas AB 374608.81000000 USD 19117.35000000 USD Sinch AB 125889.35000000 USD 28972.84000000 USD Hexagon AB, Class B 732008.29000000 USD 764.74000000 USD Swedish Orphan Biovitrum AB 139035.54000000 USD 12949.88000000 USD Beijer Ref AB 336112.72000000 USD -13315.82000000 USD Embracer Group AB 277450.98000000 USD -13215.92000000 USD Holmen AB, Class B 572698.10000000 USD 5801.64000000 USD Axfood AB 18790.67000000 USD -2166.53000000 USD Saab AB, Class B 349349.42000000 USD -10792.48000000 USD Skanska AB, Class B 264573.60000000 USD -25625.19000000 USD Volvo AB, Class B 72867.79000000 USD -3705.82000000 USD Husqvarna AB, Class B 71206.99000000 USD -8018.27000000 USD Y 2025-04-23 0.00000000 USD 0.00000000 USD 11326355.00000000 USD 18951.69000000 N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 N/A -18708.00000000 NS -427892.37000000 -0.39066090470 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 48.28000000 0.000044079095 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 100000.00000000 HKD 12827.85000000 USD 2022-06-15 48.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -1.13000000 -0.00000103167 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 750.00000000 NOK 84.02000000 USD 2022-06-15 -1.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.01000000 -0.00000000912 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1.71000000 USD 16.00000000 SEK 2022-06-15 -0.01000000 N N N N/A N/A 000000000 20256903.75999999 PA -369950.10000000 -0.33776026612 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Rec/pay the total return of custom basket plus CDOR +/- spread (-2.24% to 0.23%). CAD Currency. Maturity 13-14 Months 04/25/22 to 04/25/23 CAE, Inc. 374113.04000000 USD -9426.60000000 USD National Bank of Canada 151393.23000000 USD -2525.16000000 USD Toronto-Dominion Bank (The) 12456.77000000 USD 329.11000000 USD Brookfield Renewable Corp. 281265.45000000 USD -15660.96000000 USD BlackBerry Ltd. 89455.89000000 USD -374.32000000 USD Canadian Pacific Railway Ltd. 337564.45000000 USD 453.24000000 USD Agnico Eagle Mines Ltd. 222802.46000000 USD 2313.19000000 USD Alimentation Couche-Tard, Inc. 88209.06000000 USD 3160.91000000 USD Innergex Renewable Energy, Inc. 288416.24000000 USD -5521.96000000 USD TC Energy Corp. 227917.38000000 USD 6017.89000000 USD SNC-Lavalin Group, Inc. 269856.26000000 USD 2057.20000000 USD Canadian National Railway Co. 181094.27000000 USD -2191.37000000 USD Fortis, Inc. 194370.20000000 USD -4717.16000000 USD Quebecor, Inc., Class B 236392.91000000 USD 4366.71000000 USD Emera, Inc. 254740.50000000 USD -6004.05000000 USD Imperial Oil Ltd. 400558.73000000 USD 10539.43000000 USD Bausch Health Cos., Inc. 121308.32000000 USD 510.62000000 USD Suncor Energy, Inc. 514939.73000000 USD -21589.99000000 USD Yamana Gold, Inc. 146975.58000000 USD -1675.59000000 USD Open Text Corp. 136155.75000000 USD -879.37000000 USD Hydro One Ltd. 11503.71000000 USD 341.73000000 USD Canada Goose Holdings, Inc. 24963.00000000 USD -5.95000000 USD TMX Group Ltd. 124861.91000000 USD -158.78000000 USD CI Financial Corp. 181482.73000000 USD -5021.39000000 USD Lundin Mining Corp. 252264.90000000 USD -5972.77000000 USD Cameco Corp. 279770.00000000 USD -4396.92000000 USD Pembina Pipeline Corp. 114179.76000000 USD -1065.16000000 USD Stantec, Inc. 134835.40000000 USD -624.34000000 USD TFI International, Inc. 186707.16000000 USD 2403.56000000 USD Dollarama, Inc. 299502.38000000 USD -14257.65000000 USD CCL Industries, Inc., Class B 43580.69000000 USD -247.98000000 USD Loblaw Cos. Ltd. 328513.36000000 USD 7930.32000000 USD Capital Power Corp. 289527.34000000 USD 1412.34000000 USD IGM Financial, Inc. 51089.73000000 USD -1111.06000000 USD Royal Bank of Canada 308606.90000000 USD 8162.15000000 USD ARC Resources Ltd. 206613.77000000 USD -9125.26000000 USD Wheaton Precious Metals Corp. 332452.07000000 USD 3944.63000000 USD Lightspeed Commerce, Inc. 196056.19000000 USD -10023.43000000 USD iA Financial Corp., Inc. 194379.85000000 USD 1048.72000000 USD Empire Co. Ltd., Class A 235186.61000000 USD 6416.79000000 USD Gildan Activewear, Inc. 161619.81000000 USD -3527.58000000 USD Shopify, Inc., Class A 221148.41000000 USD 345.93000000 USD Northland Power, Inc. 37299.78000000 USD -548.36000000 USD Boralex, Inc., Class A 295112.27000000 USD -22218.84000000 USD Element Fleet Management Corp. 225013.64000000 USD -184.10000000 USD SSR Mining, Inc. 7261.62000000 USD 76.78000000 USD Magna International, Inc. 270154.85000000 USD 3518.99000000 USD Alamos Gold, Inc., Class A 21719.79000000 USD 167.21000000 USD BRP, Inc. 169405.94000000 USD -9141.41000000 USD Pan American Silver Corp. 103657.77000000 USD 3360.89000000 USD Tourmaline Oil Corp. 182132.38000000 USD -502.42000000 USD Brookfield Infrastructure Corp., Class A 67312.95000000 USD -1597.00000000 USD Canadian Natural Resources Ltd. 41672.54000000 USD -1047.90000000 USD George Weston Ltd. 119450.87000000 USD 991.31000000 USD Cogeco Communications, Inc. 74827.76000000 USD 638.73000000 USD Nutrien Ltd. 12920.45000000 USD 589.72000000 USD BCE, Inc. 434542.01000000 USD -8650.77000000 USD Saputo, Inc. 230124.99000000 USD -2330.20000000 USD CGI, Inc. 215964.88000000 USD -1477.80000000 USD Manulife Financial Corp. 474384.43000000 USD 5692.54000000 USD Boyd Group Services, Inc. 88602.43000000 USD -2066.59000000 USD Constellation Software, Inc. 162392.51000000 USD -3551.28000000 USD Ballard Power Systems, Inc. 582081.47000000 USD 4822.23000000 USD First Quantum Minerals Ltd. 206126.56000000 USD -3722.73000000 USD Bank of Montreal 110731.12000000 USD -1537.42000000 USD AltaGas Ltd. 19956.01000000 USD 156.80000000 USD Onex Corp. 294267.07000000 USD -1114.86000000 USD Canadian Utilities Ltd., Class A 9900.70000000 USD -232.67000000 USD Franco-Nevada Corp. 307126.50000000 USD -3049.45000000 USD Algonquin Power & Utilities Corp. 308434.62000000 USD -2379.03000000 USD Canopy Growth Corp. 192345.08000000 USD 27361.11000000 USD Thomson Reuters Corp. 40822.69000000 USD 1112.23000000 USD GFL Environmental, Inc. 221749.29000000 USD -11046.24000000 USD Parkland Corp. 184502.52000000 USD 8142.71000000 USD Metro, Inc. 299260.12000000 USD -6817.53000000 USD Kinross Gold Corp. 297886.05000000 USD 7743.89000000 USD Rogers Communications, Inc., Class B 380303.52000000 USD -14357.45000000 USD Teck Resources Ltd., Class B 155742.40000000 USD 507.21000000 USD Nuvei Corp. 6466.42000000 USD -325.12000000 USD Cenovus Energy, Inc. 101820.36000000 USD -533.23000000 USD Intact Financial Corp. 166228.05000000 USD 197.78000000 USD Toromont Industries Ltd. 250168.29000000 USD 8297.16000000 USD Bank of Nova Scotia (The) 98261.49000000 USD -2600.80000000 USD Canadian Imperial Bank of Commerce 6797.58000000 USD 274.57000000 USD Brookfield Asset Management, Inc., Class A 451053.91000000 USD 1166.96000000 USD Fairfax Financial Holdings Ltd. 645941.30000000 USD 29405.71000000 USD TransAlta Renewables, Inc. 125101.98000000 USD 3114.18000000 USD Sun Life Financial, Inc. 23729.15000000 USD 98.52000000 USD Air Canada 329003.92000000 USD -6097.69000000 USD Barrick Gold Corp. 10521.25000000 USD -24.46000000 USD WSP Global, Inc. 166022.81000000 USD -3507.37000000 USD Ritchie Bros Auctioneers, Inc. 173001.13000000 USD -954.66000000 USD Canadian Tire Corp. Ltd., Class A 334291.60000000 USD 4171.52000000 USD Finning International, Inc. 339502.17000000 USD -4057.03000000 USD Whitecap Resources, Inc. 218974.92000000 USD -10579.27000000 USD Kinaxis, Inc. 170929.66000000 USD 737.01000000 USD Restaurant Brands International, Inc. 204896.44000000 USD -4716.47000000 USD Keyera Corp. 150674.21000000 USD -4288.27000000 USD Descartes Systems Group, Inc. (The) 35216.52000000 USD -260.61000000 USD Atco Ltd., Class I 409159.66000000 USD 6299.04000000 USD Enbridge, Inc. 15329.48000000 USD 63.73000000 USD West Fraser Timber Co. Ltd. 269789.98000000 USD -13057.47000000 USD Y 2022-04-25 0.00000000 USD 0.00000000 USD 20256904.00000000 USD -94218.30000000 N N N United States of America 254900HROIFWPRGM1V77 912796T58 14893000.00000000 PA USD 14838851.88000000 13.54770429831 Long STIV UST US N 2 2022-08-25 None 0.00000000 N N N N N N N/A N/A 000000000 29669178.39000000 PA -338246.76999999 -0.30881548362 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 (-1.00% to 0.35%). EUR Currency. Maturity 17-24 Months 08/21/23 Zalando SE 212967.42000000 USD 15122.49000000 USD SOITEC 285878.80000000 USD -14854.06000000 USD Airbus SE 72039.08000000 USD 1169.17000000 USD Aurubis AG 247963.67000000 USD -8992.98000000 USD Ipsen SA 360878.91000000 USD 20629.94000000 USD Stroeer SE & Co. 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NOK Currency. 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Ltd. 16971.03000000 USD -403.32000000 USD Kakaku.com, Inc. 252360.21000000 USD 5731.40000000 USD BayCurrent Consulting, Inc. 217187.00000000 USD -13407.44000000 USD Shimizu Corp. 300657.89000000 USD 13704.51000000 USD Yokogawa Electric Corp. 34077.02000000 USD 988.44000000 USD Hoshizaki Corp. 89179.85000000 USD 1165.06000000 USD Fuji Electric Co. Ltd. 69777.16000000 USD -756.85000000 USD Mitsubishi Motors Corp. 187732.42000000 USD -21153.33000000 USD Nitto Denko Corp. 516154.19000000 USD 22224.91000000 USD Nichirei Corp. 137691.63000000 USD -8101.73000000 USD Nitori Holdings Co. Ltd. 629063.98000000 USD 55883.69000000 USD Sumitomo Electric Industries Ltd. 386336.53000000 USD -8691.12000000 USD Justsystems Corp. 141311.83000000 USD -10065.58000000 USD Nippon Steel Corp. 486992.44000000 USD 2376.56000000 USD Azbil Corp. 302027.54000000 USD 17818.61000000 USD NOF Corp. 175694.45000000 USD -3383.25000000 USD Kawasaki Kisen Kaisha Ltd. 136690.13000000 USD -15012.42000000 USD TIS, Inc. 117012.98000000 USD 3783.74000000 USD Toshiba Corp. 117779.79000000 USD -103.79000000 USD Kyowa Kirin Co. Ltd. 430382.62000000 USD 14263.37000000 USD SCSK Corp. 318071.14000000 USD 192.21000000 USD Nippon Shinyaku Co. Ltd. 156377.46000000 USD -808.53000000 USD Fast Retailing Co. Ltd. 512657.21000000 USD -18519.49000000 USD Rakuten Group, Inc. 614078.83000000 USD -190.73000000 USD Kewpie Corp. 339144.01000000 USD -19251.01000000 USD NGK Spark Plug Co. Ltd. 325238.50000000 USD 72.57000000 USD Koito Manufacturing Co. Ltd. 133549.52000000 USD -5344.31000000 USD ABC-Mart, Inc. 71616.24000000 USD -2933.51000000 USD Casio Computer Co. Ltd. 184304.36000000 USD 2518.80000000 USD Shin-Etsu Chemical Co. Ltd. 75966.67000000 USD 1386.35000000 USD Japan Airport Terminal Co. Ltd. 355272.78000000 USD -9295.94000000 USD Fukuoka Financial Group, Inc. 441876.62000000 USD -10330.53000000 USD Shimano, Inc. 458016.72000000 USD -11187.26000000 USD Itochu Techno-Solutions Corp. 171148.02000000 USD -10161.05000000 USD MEIJI Holdings Co. Ltd. 5423.20000000 USD 113.57000000 USD Hisamitsu Pharmaceutical Co., Inc. 65507.87000000 USD -3135.71000000 USD Alfresa Holdings Corp. 381194.81000000 USD -22872.36000000 USD Sumitomo Heavy Industries Ltd. 522482.73000000 USD -6123.05000000 USD Toyota Tsusho Corp. 377585.70000000 USD 10305.72000000 USD Hitachi Ltd. 65057.46000000 USD -3250.16000000 USD Sojitz Corp. 197355.03000000 USD 990.18000000 USD Keio Corp. 272863.69000000 USD 2829.13000000 USD Harmonic Drive Systems, Inc. 645639.22000000 USD -402.71000000 USD Pola Orbis Holdings, Inc. 377610.25000000 USD -24697.41000000 USD Kyushu Railway Co. 296177.86000000 USD -13026.43000000 USD Hankyu Hanshin Holdings, Inc. 109826.64000000 USD 2373.79000000 USD SoftBank Corp. 450196.17000000 USD 25227.11000000 USD T&D Holdings, Inc. 183302.78000000 USD -2260.10000000 USD Taiyo Yuden Co. Ltd. 4476.77000000 USD -166.23000000 USD Hitachi Transport System Ltd. 159103.72000000 USD 54.51000000 USD Mitsui OSK Lines Ltd. 66669.08000000 USD -8376.10000000 USD Chiba Bank Ltd. (The) 428043.59000000 USD 24027.09000000 USD MonotaRO Co. Ltd. 648162.54000000 USD -8100.43000000 USD Open House Group Co. Ltd. 48678.10000000 USD -912.58000000 USD Nippon Yusen KK 139959.09000000 USD -18742.70000000 USD Yamaha Motor Co. Ltd. 338446.92000000 USD 30355.61000000 USD Subaru Corp. 549551.54000000 USD 19239.30000000 USD Advantest Corp. 124918.19000000 USD 8394.45000000 USD Toray Industries, Inc. 176785.28000000 USD 260.08000000 USD Otsuka Holdings Co. Ltd. 566583.70000000 USD 11115.50000000 USD Resona Holdings, Inc. 161003.06000000 USD -5977.82000000 USD NTT Data Corp. 174905.24000000 USD -8597.19000000 USD Nippon Sanso Holdings Corp. 15210.86000000 USD -274.78000000 USD Nifco, Inc. 56862.77000000 USD 3060.96000000 USD Daikin Industries Ltd. 690095.00000000 USD 1262.37000000 USD Lixil Corp. 93078.77000000 USD -7035.26000000 USD Calbee, Inc. 293067.27000000 USD -18082.91000000 USD Central Japan Railway Co. 130393.38000000 USD 2902.19000000 USD Obayashi Corp. 31560.86000000 USD -815.02000000 USD Nihon M&A Center Holdings, Inc. 114701.22000000 USD 17561.21000000 USD McDonald's Holdings Co. Japan Ltd. 320210.49000000 USD 2130.21000000 USD Yaskawa Electric Corp. 919808.98000000 USD -11351.28000000 USD Japan Airlines Co. Ltd. 371001.88000000 USD -2807.62000000 USD Mitsubishi UFJ Financial Group, Inc. 880812.49000000 USD 7641.27000000 USD Suzuki Motor Corp. 123372.74000000 USD -1873.87000000 USD Tokyo Electron Ltd. 308136.70000000 USD -23089.13000000 USD Panasonic Holdings Corp. 202982.46000000 USD 2652.99000000 USD Taisho Pharmaceutical Holdings Co. Ltd. 4642.16000000 USD 474.97000000 USD NIPPON EXPRESS HOLDINGS, Inc. 776318.91000000 USD -7734.83000000 USD Hitachi Construction Machinery Co. Ltd. 163238.13000000 USD 5157.01000000 USD Tokyu Corp. 136226.28000000 USD 5597.60000000 USD Tohoku Electric Power Co., Inc. 245748.43000000 USD -11511.21000000 USD Mizuho Financial Group, Inc. 1519547.35000000 USD -43346.31000000 USD ANA Holdings, Inc. 411793.41000000 USD -3216.53000000 USD Unicharm Corp. 143703.49000000 USD -994.25000000 USD Nidec Corp. 829322.32000000 USD -2766.87000000 USD NH Foods Ltd. 336264.15000000 USD -6184.42000000 USD Ibiden Co. Ltd. 263260.46000000 USD -11008.06000000 USD Rakus Co. Ltd. 335557.49000000 USD -16944.28000000 USD Nintendo Co. Ltd. 100952.41000000 USD 826.11000000 USD Shimadzu Corp. 44712.86000000 USD 1787.16000000 USD M3, Inc. 375606.32000000 USD -15802.73000000 USD TDK Corp. 86585.21000000 USD -7150.78000000 USD Sony Group Corp. 699554.87000000 USD -14426.44000000 USD Kintetsu Group Holdings Co. Ltd. 326324.00000000 USD 10279.65000000 USD Miura Co. Ltd. 51742.91000000 USD -2938.19000000 USD Asahi Intecc Co. Ltd. 415534.12000000 USD -15620.88000000 USD Konami Holdings Corp. 69382.40000000 USD 4945.39000000 USD Sumitomo Mitsui Trust Holdings, Inc. 39053.57000000 USD 685.36000000 USD Japan Post Holdings Co. Ltd. 416418.78000000 USD -25784.21000000 USD FP Corp. 2383.68000000 USD -30.04000000 USD Sumitomo Metal Mining Co. Ltd. 405308.97000000 USD -27915.56000000 USD Shiseido Co. Ltd. 217186.45000000 USD -12019.99000000 USD SoftBank Group Corp. 232490.19000000 USD 28374.48000000 USD MS&AD Insurance Group Holdings, Inc. 136365.33000000 USD 2032.62000000 USD Chugoku Electric Power Co., Inc. (The) 47980.62000000 USD 2961.98000000 USD Ricoh Co. Ltd. 303092.10000000 USD 13808.37000000 USD Sysmex Corp. 246253.53000000 USD -4183.50000000 USD Shinko Electric Industries Co. Ltd. 202273.08000000 USD 14300.77000000 USD Mitsui Chemicals, Inc. 274021.38000000 USD 1033.07000000 USD Bank of Kyoto Ltd. (The) 91321.04000000 USD 4172.91000000 USD SG Holdings Co. Ltd. 96036.93000000 USD -1738.79000000 USD Rohto Pharmaceutical Co. Ltd. 344124.91000000 USD -8652.98000000 USD Pan Pacific International Holdings Corp. 140804.64000000 USD -10929.68000000 USD SUMCO Corp. 111281.58000000 USD 6506.87000000 USD Renesas Electronics Corp. 112393.60000000 USD 7646.97000000 USD Osaka Gas Co. Ltd. 272465.28000000 USD -8360.59000000 USD Benefit One, Inc. 379869.62000000 USD 4771.76000000 USD Mitsubishi Electric Corp. 736300.40000000 USD 8481.45000000 USD Eisai Co. Ltd. 32430.02000000 USD -1056.66000000 USD Oriental Land Co. Ltd. 803902.47000000 USD -8720.88000000 USD Kikkoman Corp. 649116.33000000 USD 41021.91000000 USD Kose Corp. 313876.68000000 USD -10182.71000000 USD Mitsui & Co. Ltd. 244307.08000000 USD 14826.75000000 USD Square Enix Holdings Co. Ltd. 212633.54000000 USD -3491.47000000 USD Aisin Corp. 553677.67000000 USD 25457.96000000 USD JSR Corp. 627240.57000000 USD -24877.28000000 USD Tobu Railway Co. Ltd. 172632.38000000 USD -1782.28000000 USD Persol Holdings Co. Ltd. 80662.71000000 USD -9607.86000000 USD Kawasaki Heavy Industries Ltd. 297136.07000000 USD -11666.21000000 USD Kurita Water Industries Ltd. 391254.90000000 USD 5240.23000000 USD Food & Life Cos. Ltd. 83676.03000000 USD -2161.95000000 USD Skylark Holdings Co. Ltd. 73650.77000000 USD 838.10000000 USD Tokyo Electric Power Co. Holdings, Inc. 652935.12000000 USD 56791.15000000 USD Asahi Kasei Corp. 2594.86000000 USD 38.16000000 USD Koei Tecmo Holdings Co. Ltd. 426962.36000000 USD 11155.49000000 USD Keisei Electric Railway Co. Ltd. 52781.33000000 USD 812.96000000 USD Sumitomo Pharma Co. Ltd. 315704.35000000 USD -12878.22000000 USD MISUMI Group, Inc. 357249.89000000 USD -8123.20000000 USD AGC, Inc. 635290.59000000 USD 346.84000000 USD ZOZO, Inc. 90798.00000000 USD -652.24000000 USD Japan Tobacco, Inc. 877787.76000000 USD 19667.61000000 USD Dai Nippon Printing Co. Ltd. 215695.57000000 USD -9446.48000000 USD Bridgestone Corp. 213486.81000000 USD -10997.07000000 USD Marubeni Corp. 285660.32000000 USD 14151.98000000 USD Murata Manufacturing Co. Ltd. 32936.40000000 USD 744.35000000 USD Showa Denko KK 71080.50000000 USD -3781.07000000 USD Suntory Beverage & Food Ltd. 15246.07000000 USD 82.87000000 USD Sohgo Security Services Co. Ltd. 404382.35000000 USD -34500.58000000 USD Yamada Holdings Co. Ltd. 592864.38000000 USD -28872.16000000 USD Hitachi Metals Ltd. 148899.39000000 USD -2229.57000000 USD Kajima Corp. 21900.10000000 USD 1002.45000000 USD GMO Payment Gateway, Inc. 122251.40000000 USD -12498.88000000 USD Ono Pharmaceutical Co. Ltd. 220575.53000000 USD -120.72000000 USD Nabtesco Corp. 615179.56000000 USD 16857.19000000 USD Denso Corp. 791121.47000000 USD -16331.45000000 USD Keyence Corp. 370962.09000000 USD -14424.18000000 USD Daiichi Sankyo Co. Ltd. 585231.56000000 USD -61009.77000000 USD JFE Holdings, Inc. 100758.22000000 USD -1406.91000000 USD Sompo Holdings, Inc. 166973.72000000 USD 1188.77000000 USD Sugi Holdings Co. Ltd. 44546.80000000 USD 1738.50000000 USD Brother Industries Ltd. 383712.30000000 USD 3709.95000000 USD NGK Insulators Ltd. 574881.97000000 USD 9998.26000000 USD Seven & i Holdings Co. Ltd. 638874.55000000 USD -27025.22000000 USD Nissin Foods Holdings Co. Ltd. 28046.09000000 USD -688.72000000 USD Toho Co. Ltd. 41568.82000000 USD -1482.61000000 USD Aeon Co. Ltd. 554385.00000000 USD 16473.39000000 USD Hamamatsu Photonics KK 53112.81000000 USD -4952.77000000 USD BIPROGY, Inc. 233409.29000000 USD -949.56000000 USD Chubu Electric Power Co., Inc. 171807.29000000 USD 5521.21000000 USD Mitsubishi Corp. 656718.03000000 USD -45971.35000000 USD Zensho Holdings Co. Ltd. 154190.16000000 USD -1683.79000000 USD Mitsubishi Gas Chemical Co., Inc. 81254.38000000 USD 2318.74000000 USD Tokyo Gas Co. Ltd. 23799.37000000 USD -928.97000000 USD Toho Gas Co. Ltd. 111291.06000000 USD 2552.74000000 USD Mercari, Inc. 333000.98000000 USD -7793.02000000 USD Obic Co. Ltd. 404397.68000000 USD -12346.73000000 USD Tsuruha Holdings, Inc. 133346.31000000 USD -17557.40000000 USD Kobayashi Pharmaceutical Co. Ltd. 432664.27000000 USD 7503.34000000 USD Disco Corp. 167782.47000000 USD -12634.08000000 USD Nippon Paint Holdings Co. Ltd. 686889.05000000 USD 867.72000000 USD Idemitsu Kosan Co. Ltd. 35835.19000000 USD 129.43000000 USD Nippo Corp. 6571.38000000 USD -24.49000000 USD Honda Motor Co. Ltd. 552743.91000000 USD -14252.18000000 USD Rohm Co. Ltd. 597827.87000000 USD 26746.59000000 USD USS Co. Ltd. 23525.12000000 USD 178.40000000 USD Yakult Honsha Co. Ltd. 138694.14000000 USD -2943.37000000 USD Hakuhodo DY Holdings, Inc. 207124.22000000 USD -3268.57000000 USD Sumitomo Forestry Co. Ltd. 31716.71000000 USD 1300.36000000 USD Air Water, Inc. 199409.06000000 USD 498.23000000 USD MatsukiyoCocokara & Co. 240531.47000000 USD -3776.23000000 USD Iida Group Holdings Co. Ltd. 531021.06000000 USD -20477.77000000 USD Rinnai Corp. 224411.39000000 USD -7377.91000000 USD Bandai Namco Holdings, Inc. 174407.84000000 USD -6211.20000000 USD Sumitomo Mitsui Financial Group, Inc. 344313.38000000 USD -18024.45000000 USD IHI Corp. 66896.20000000 USD -2831.10000000 USD Nikon Corp. 373731.16000000 USD 17647.45000000 USD Tokio Marine Holdings, Inc. 744873.63000000 USD -13599.49000000 USD Canon, Inc. 397296.12000000 USD 19538.84000000 USD Toyota Boshoku Corp. 427658.87000000 USD 3412.76000000 USD SCREEN Holdings Co. Ltd. 448538.43000000 USD 35483.54000000 USD ORIX Corp. 37871.86000000 USD -807.18000000 USD TOPPAN, Inc. 340451.02000000 USD -16257.73000000 USD Inpex Corp. 241025.49000000 USD 15209.83000000 USD Seiko Epson Corp. 333508.69000000 USD 14085.08000000 USD Takeda Pharmaceutical Co. Ltd. 213691.68000000 USD -3072.13000000 USD Lion Corp. 227361.33000000 USD -14384.77000000 USD Daifuku Co. Ltd. 385297.98000000 USD -19626.02000000 USD Oracle Corp. Japan 367274.29000000 USD -1787.13000000 USD Mitsubishi HC Capital, Inc. 572450.84000000 USD -2940.83000000 USD JTEKT Corp. 402136.52000000 USD 1481.22000000 USD Welcia Holdings Co. Ltd. 2460.52000000 USD 44.74000000 USD Tokyo Century Corp. 51325.34000000 USD 933.83000000 USD Olympus Corp. 96658.22000000 USD -5911.04000000 USD SMC Corp. 335396.45000000 USD -4139.46000000 USD Otsuka Corp. 336835.08000000 USD 7179.50000000 USD Isuzu Motors Ltd. 496051.82000000 USD 12797.22000000 USD Astellas Pharma, Inc. 337497.75000000 USD 1426.11000000 USD Komatsu Ltd. 197009.22000000 USD 6433.40000000 USD Dai-ichi Life Holdings, Inc. 373902.55000000 USD -2728.92000000 USD ITOCHU Corp. 662988.82000000 USD -22889.65000000 USD Yamazaki Baking Co. Ltd. 469814.73000000 USD -1793.15000000 USD Nomura Research Institute Ltd. 231653.76000000 USD 18245.65000000 USD Chugai Pharmaceutical Co. Ltd. 176852.66000000 USD -4209.25000000 USD Amada Co. Ltd. 512554.47000000 USD 21476.52000000 USD Nissan Motor Co. Ltd. 77758.22000000 USD -2726.78000000 USD Kyushu Electric Power Co., Inc. 192827.76000000 USD -12500.47000000 USD KDDI Corp. 554094.26000000 USD -3344.92000000 USD Nexon Co. Ltd. 576561.84000000 USD -16736.16000000 USD Medipal Holdings Corp. 250103.11000000 USD -16703.60000000 USD Z Holdings Corp. 363572.06000000 USD 1514.80000000 USD Shinsei Bank Ltd. 393967.98000000 USD 13688.94000000 USD Sekisui Chemical Co. Ltd. 28657.81000000 USD 666.76000000 USD CyberAgent, Inc. 348963.90000000 USD 9115.84000000 USD Fujitsu Ltd. 359581.76000000 USD 11864.49000000 USD Santen Pharmaceutical Co. Ltd. 104983.56000000 USD -7925.21000000 USD Nisshin Seifun Group, Inc. 103239.79000000 USD 3832.86000000 USD FANUC Corp. 17550.99000000 USD -239.65000000 USD Mitsubishi Chemical Holdings Corp. 177574.59000000 USD 3275.96000000 USD NSK Ltd. 13182.86000000 USD -304.09000000 USD THK Co. Ltd. 24206.11000000 USD -1070.74000000 USD Kubota Corp. 515467.19000000 USD -24379.72000000 USD Dentsu Group, Inc. 474049.57000000 USD 10569.95000000 USD Ajinomoto Co., Inc. 312210.49000000 USD -2539.11000000 USD Japan Post Insurance Co. Ltd. 821995.82000000 USD 1593.43000000 USD Mitsubishi Heavy Industries Ltd. 173978.58000000 USD 15751.25000000 USD Yamato Holdings Co. Ltd. 554801.08000000 USD -881.64000000 USD Kinden Corp. 199769.07000000 USD -6662.12000000 USD Marui Group Co. Ltd. 146377.35000000 USD -2220.86000000 USD Nissan Chemical Corp. 310886.16000000 USD -10546.83000000 USD Ryohin Keikaku Co. Ltd. 179787.95000000 USD -17374.13000000 USD Kirin Holdings Co. Ltd. 132936.23000000 USD 1019.13000000 USD Taisei Corp. 596868.82000000 USD -20454.85000000 USD Hoya Corp. 22791.58000000 USD 118.15000000 USD Sharp Corp. 84010.04000000 USD 1251.13000000 USD Odakyu Electric Railway Co. Ltd. 379561.62000000 USD 6632.78000000 USD Mazda Motor Corp. 788718.98000000 USD 18746.14000000 USD Sumitomo Chemical Co. Ltd. 18315.27000000 USD 120.86000000 USD Kuraray Co. Ltd. 521644.27000000 USD 4866.24000000 USD Lawson, Inc. 375143.26000000 USD -13993.29000000 USD ENEOS Holdings, Inc. 111787.89000000 USD 946.59000000 USD MINEBEA MITSUMI, Inc. 28313.95000000 USD -1500.56000000 USD Kansai Paint Co. Ltd. 264891.02000000 USD 22908.90000000 USD Nomura Holdings, Inc. 263701.54000000 USD 3702.86000000 USD Cosmos Pharmaceutical Corp. 218157.71000000 USD 17059.29000000 USD Recruit Holdings Co. Ltd. 351921.09000000 USD 3645.72000000 USD COMSYS Holdings Corp. 283088.76000000 USD -6421.92000000 USD Seibu Holdings, Inc. 161330.14000000 USD 5605.22000000 USD Trend Micro, Inc. 105116.62000000 USD 2997.45000000 USD Yamaha Corp. 156441.89000000 USD -2710.09000000 USD Terumo Corp. 45387.78000000 USD -641.28000000 USD Nippon Telegraph & Telephone Corp. 496821.82000000 USD 7698.10000000 USD Hirose Electric Co. Ltd. 130459.09000000 USD 1706.97000000 USD Concordia Financial Group Ltd. 80015.58000000 USD 2783.02000000 USD Makita Corp. 124786.72000000 USD 3768.66000000 USD Toyo Suisan Kaisha Ltd. 368556.12000000 USD -25920.34000000 USD Asics Corp. 142796.54000000 USD 7277.31000000 USD Fancl Corp. 485594.58000000 USD 48208.41000000 USD Nagoya Railroad Co. Ltd. 171646.31000000 USD -153.48000000 USD Shizuoka Bank Ltd. (The) 324957.12000000 USD 9237.45000000 USD Sumitomo Corp. 180114.06000000 USD 7701.64000000 USD TOTO Ltd. 104417.53000000 USD -707.57000000 USD Lasertec Corp. 715365.57000000 USD -41216.88000000 USD Toyota Motor Corp. 1471901.18000000 USD -106977.15000000 USD Suzuken Co. Ltd. 248823.76000000 USD -8546.04000000 USD Kao Corp. 273565.42000000 USD 2208.22000000 USD Y 2023-07-20 0.00000000 USD 0.00000000 USD 89237642.00000000 USD -440283.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -444.25000000 -0.00040559523 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17016.22000000 USD 14938.00000000 EUR 2022-06-15 -444.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.14000000 0.000000127818 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11.58000000 USD 110.00000000 SEK 2022-06-15 0.14000000 N N N N/A N/A 000000000 24348797.83000000 PA -454802.54999999 -0.41522959534 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 (-4.50% to 0.35%). GBP Currency. Maturity 16-24 Months 07/19/23 Vodafone Group plc 203533.52000000 USD -1874.81000000 USD Diageo plc 172869.36000000 USD 7582.11000000 USD BAE Systems plc 2347.86000000 USD 106.44000000 USD Bunzl plc 171373.68000000 USD -4782.35000000 USD BT Group plc 399121.58000000 USD -3695.95000000 USD Coca-Cola HBC AG 227183.55000000 USD -18769.70000000 USD Barclays plc 264950.96000000 USD -43274.09000000 USD Travis Perkins plc 147002.52000000 USD -14046.78000000 USD Hiscox Ltd. 93507.29000000 USD -3567.86000000 USD Spectris plc 336941.63000000 USD -12411.65000000 USD Pennon Group plc 102024.47000000 USD 2200.90000000 USD Smiths Group plc 148119.57000000 USD 4339.91000000 USD Entain plc 169418.93000000 USD -1981.87000000 USD Rentokil Initial plc 369132.98000000 USD -11748.02000000 USD Johnson Matthey plc 255083.36000000 USD -4506.84000000 USD Tesco plc 125649.95000000 USD -829.48000000 USD Howden Joinery Group plc 326455.17000000 USD -19581.00000000 USD M&G plc 245832.44000000 USD 3346.28000000 USD RELX plc 72940.02000000 USD -2393.41000000 USD Raspadskaya OJSC 0.00000000 USD -107732.98000000 USD Tate & Lyle plc 62980.82000000 USD 212.17000000 USD WPP plc 28139.41000000 USD 1819.82000000 USD Standard Chartered plc 254640.70000000 USD -2210.17000000 USD WH Smith plc 67240.09000000 USD 2436.75000000 USD Abcam plc 172436.29000000 USD -5245.53000000 USD Intermediate Capital Group plc 111488.41000000 USD -1992.96000000 USD Taylor Wimpey plc 178198.42000000 USD 18091.74000000 USD ASOS plc 35597.37000000 USD 2336.83000000 USD Quilter plc 89884.40000000 USD -1574.37000000 USD Centrica plc 399771.02000000 USD 6248.02000000 USD Intertek Group plc 234600.92000000 USD 2281.12000000 USD Burberry Group plc 88934.14000000 USD -1991.72000000 USD Sage Group plc (The) 263024.15000000 USD 1236.01000000 USD Croda International plc 325486.16000000 USD -17510.85000000 USD DCC plc 435101.90000000 USD 1097.75000000 USD United Utilities Group plc 311194.36000000 USD -12439.24000000 USD HSBC Holdings plc 340210.02000000 USD -12747.95000000 USD Evraz plc 39366.11000000 USD -80628.12000000 USD Lloyds Banking Group plc 336539.25000000 USD -11859.28000000 USD Rightmove plc 38314.87000000 USD 2216.45000000 USD HomeServe plc 180130.81000000 USD -35144.01000000 USD Anglo American plc 217566.49000000 USD 16678.68000000 USD Halma plc 286503.77000000 USD 1123.29000000 USD DS Smith plc 152545.54000000 USD -7969.06000000 USD BP plc 389067.74000000 USD 5507.05000000 USD Airtel Africa plc 92511.41000000 USD -6571.70000000 USD Inchcape plc 223383.37000000 USD -15086.59000000 USD Pearson plc 9118.68000000 USD 196.71000000 USD Schroders plc 14275.11000000 USD -179.53000000 USD Persimmon plc 254251.18000000 USD -16931.74000000 USD Severn Trent plc 643739.77000000 USD -28928.58000000 USD Ashmore Group plc 100954.21000000 USD -8502.06000000 USD TUI AG 60242.73000000 USD -1503.00000000 USD Man Group plc 248628.56000000 USD 9616.10000000 USD Beazley plc 53962.09000000 USD -681.50000000 USD Britvic plc 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