NPORT-P false 0001444822 XXXXXXXX S000042050 C000130629 C000130630 C000145946 AQR Funds 811-22235 0001444822 549300V0TAB4ICSX2404 2 Greenwich Plaza Greenwich 06830 203-742-3600 AQR Style Premia Alternative Fund S000042050 549300H47CIW5R9UN420 2022-12-31 2022-03-31 N 849895824.37 82749149.25 767146675.12 0.00000000 178148159.55000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 8385822.44000000 AUD CAD EUR GBP JPY USD N N/A N/A N/A 1.00000000 NC N/A 60616.34000000 0.007901531997 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4855557.37000000 USD 43302000.00000000 NOK 2022-06-15 60616.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 20733.23000000 0.002702642228 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 240228.07000000 USD 1269000.00000000 BRL 2022-06-15 20733.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -1325.83000000 -0.00017282614 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 182000.00000000 CAD 144229.85000000 USD 2022-06-15 -1325.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -1075.70000000 -0.00014022090 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 46200751.00000000 CLP 56911.28000000 USD 2022-06-15 -1075.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -238681.00000000 -0.03111282467 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14736001.00000000 NZD 9961160.39000000 USD 2022-06-15 -238681.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 42654.10000000 0.005560097095 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1436968.00000000 EUR 1636802.55000000 USD 2022-06-15 42654.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 2352.55000000 0.000306662347 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2433000.00000000 BRL 502682.61000000 USD 2022-06-15 2352.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -7534.12000000 -0.00098209641 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 520064.00000000 BRL 99413.54000000 USD 2022-06-15 -7534.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -3738.00000000 -0.00048726014 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 168784.66000000 USD 4710510.00000000 TWD 2022-06-15 -3738.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 85703.11000000 0.011171671960 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1385865.19000000 USD 21706844.00000000 ZAR 2022-06-15 85703.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -1075.77000000 -0.00014023002 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46200749.00000000 CLP 56911.21000000 USD 2022-06-15 -1075.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 22265.56000000 0.002902386300 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1823343.00000000 EUR 2045052.02000000 USD 2022-06-15 22265.56000000 N N N N/A N/A 000000000 6927875.04000000 PA -374085.26999999 -0.04876320032 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus WIBOR +/- spread (-1.35% to 0.70%). PLN Currency. Maturity 50-60 Months 04/17/26 to 02/25/27 Y 2026-04-17 0.00000000 USD 0.00000000 USD 6927875.00000000 USD -360812.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 114.56000000 0.000014933259 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 598500.00000000 TWD 21084.78000000 USD 2022-06-15 114.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -201084.73000000 -0.02621203174 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13080500.00000000 CAD 10260130.05000000 USD 2022-06-15 -201084.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 20608.53000000 0.002686387188 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12655500.00000000 NOK 1457415.98000000 USD 2022-06-15 20608.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -8212.12000000 -0.00107047586 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4301460.00000000 SEK 450131.90000000 USD 2022-06-15 -8212.12000000 N N N United States of America 254900HROIFWPRGM1V77 912796P37 36476000.00000000 PA USD 36473093.23000000 4.754383276743 Long STIV UST US N 2 2022-04-28 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -54916.14000000 -0.00715849286 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16597941.00000000 ILS 5158072.60000000 USD 2022-06-15 -54916.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -102421.82000000 -0.01335100878 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8305118.73000000 USD 6246000.00000000 GBP 2022-06-15 -102421.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 73755.87000000 0.009614311368 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5140249.83000000 USD 6959000.00000000 AUD 2022-06-15 73755.87000000 N N N N/A N/A 000000000 854602353.34000051 PA USD -7924068.15000000 -1.03292739276 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus OBFR +/- spread (-2.27% to 0.02%). USD Currency. Maturity 35-61 Months 01/13/25 to 04/01/27 Martin Marietta Materials, Inc. 2618791.56000000 USD -78041.88000000 USD Harley-Davidson, Inc. 967939.80000000 USD -7861.44000000 USD Bank OZK 388570.00000000 USD -4277.00000000 USD Syneos Health, Inc. 2645122.20000000 USD 92146.32000000 USD Hawaiian Electric Industries, Inc. 949901.81000000 USD 19532.37000000 USD Waters Corp. 1927832.29000000 USD -66395.59000000 USD Assurant, Inc. 1047340.80000000 USD 75225.60000000 USD Altria Group, Inc. 1552922.25000000 USD 37151.25000000 USD Rocket Cos., Inc., Class A 3079750.72000000 USD 192304.91000000 USD NIKE, Inc., Class B 1187088.32000000 USD -67135.42000000 USD Essent Group Ltd. 1043931.72000000 USD -3344.60000000 USD Entergy Corp. 310671.75000000 USD -23336.97000000 USD Rollins, Inc. 2505338.95000000 USD -166546.07000000 USD Arrow Electronics, Inc. 4103055.81000000 USD 15218.28000000 USD Sempra Energy 1206092.88000000 USD -62881.80000000 USD Mettler-Toledo International, Inc. 870602.46000000 USD -13501.70000000 USD AMC Entertainment Holdings, Inc., Class A 2218708.80000000 USD -804101.85000000 USD Texas Capital Bancshares, Inc. 1302255.13000000 USD 78028.97000000 USD New York Times Co. (The), Class A 2210909.04000000 USD 54501.03000000 USD Nu Skin Enterprises, Inc., Class A 4188925.44000000 USD -1447.32000000 USD First Citizens BancShares, Inc., Class A 378060.80000000 USD 27302.54000000 USD Polaris, Inc. 1902184.52000000 USD -133109.57000000 USD Linde plc 145660.08000000 USD -12156.96000000 USD Cemex SAB de CV 292150.83000000 USD -397.80000000 USD Tesla, Inc. 4441867.20000000 USD -901192.86000000 USD CNO Financial Group, Inc. 1326934.83000000 USD 89907.90000000 USD Colgate-Palmolive Co. 197158.00000000 USD 754.00000000 USD Uber Technologies, Inc. 4290591.36000000 USD -502653.36000000 USD Travelers Cos., Inc. (The) 687795.72000000 USD 42584.92000000 USD BOK Financial Corp. 174653.05000000 USD -13626.47000000 USD AptarGroup, Inc. 3181077.50000000 USD -114518.79000000 USD Constellation Brands, Inc., Class A 1029991.04000000 USD -62739.93000000 USD LendingTree, Inc. 107463.66000000 USD -14879.86000000 USD Skechers USA, Inc., Class A 1563961.20000000 USD 109354.50000000 USD Ingevity Corp. 62532.32000000 USD 741.76000000 USD Insperity, Inc. 1973654.68000000 USD 251570.47000000 USD Assured Guaranty Ltd. 451094.76000000 USD 40106.76000000 USD Louisiana-Pacific Corp. 1396209.12000000 USD -47424.36000000 USD Ciena Corp. 597751.17000000 USD 7650.23000000 USD Ally Financial, Inc. 2043560.00000000 USD 27730.00000000 USD Jack in the Box, Inc. 288730.31000000 USD 34990.12000000 USD Morgan Stanley 98325.00000000 USD 0.00000000 USD AngloGold Ashanti Ltd. 93267.53000000 USD -5551.17000000 USD Chegg, Inc. 1806453.76000000 USD -266885.12000000 USD Air Products and Chemicals, Inc. 1448478.36000000 USD -132786.36000000 USD Philip Morris International, Inc. 682661.98000000 USD 1893.30000000 USD NextEra Energy, Inc. 3394753.25000000 USD -175929.25000000 USD Newell Brands, Inc. 2768612.74000000 USD 149612.38000000 USD IAA, Inc. 924732.00000000 USD -87758.88000000 USD Waste Management, Inc. 527646.50000000 USD -28363.08000000 USD Bank of New York Mellon Corp. (The) 1118957.98000000 USD -57492.30000000 USD Moody's Corp. 1265962.32000000 USD -52903.20000000 USD Intercontinental Exchange, Inc. 1918778.76000000 USD -48506.82000000 USD MGIC Investment Corp. 127044.80000000 USD 4875.52000000 USD Vale SA 2042318.33000000 USD 127419.39000000 USD Itau Unibanco Holding SA 495348.21000000 USD -65930.76000000 USD Hain Celestial Group, Inc. (The) 924431.20000000 USD -19145.94000000 USD Domino's Pizza, Inc. 515681.67000000 USD 7462.85000000 USD NVR, Inc. 799641.33000000 USD 62008.16000000 USD Mohawk Industries, Inc. 1352786.40000000 USD -137892.72000000 USD Corning, Inc. 1737316.79000000 USD -33889.68000000 USD Leggett & Platt, Inc. 1950783.60000000 USD 120723.85000000 USD McDonald's Corp. 637487.84000000 USD 12790.72000000 USD Primerica, Inc. 2726685.78000000 USD -172186.56000000 USD Vontier Corp. 2021831.09000000 USD 158465.69000000 USD Charles Schwab Corp. (The) 1661834.41000000 USD -96978.12000000 USD Stericycle, Inc. 1892746.08000000 USD -71636.52000000 USD United Bankshares, Inc. 372099.84000000 USD -2560.32000000 USD Paramount Global, Class B 1320589.87000000 USD -142152.89000000 USD Valley National Bancorp 368661.30000000 USD 12021.81000000 USD Fulton Financial Corp. 93155.10000000 USD -3194.85000000 USD Cracker Barrel Old Country Store, Inc. 3624351.98000000 USD 90525.77000000 USD W R Berkley Corp. 1169120.63000000 USD -96010.11000000 USD Sysco Corp. 2143965.70000000 USD -49627.62000000 USD Walt Disney Co. (The) 337687.92000000 USD -8641.62000000 USD Equifax, Inc. 477993.60000000 USD -24292.80000000 USD Silgan Holdings, Inc. 1659934.38000000 USD 138238.10000000 USD SVB Financial Group 1208971.45000000 USD -39731.00000000 USD Horizon Therapeutics plc 480914.91000000 USD 18695.39000000 USD TopBuild Corp. 2869771.19000000 USD 540997.64000000 USD American Airlines Group, Inc. 4329465.75000000 USD -937062.45000000 USD Sotera Health Co. 167648.40000000 USD -12098.29000000 USD Motorola Solutions, Inc. 934892.00000000 USD -79130.00000000 USD Kroger Co. (The) 1975880.17000000 USD 69915.23000000 USD Old Dominion Freight Line, Inc. 124250.88000000 USD -5364.42000000 USD Vishay Intertechnology, Inc. 3242486.80000000 USD 172050.32000000 USD FedEx Corp. 778395.96000000 USD -31438.21000000 USD Brown-Forman Corp., Class B 2892382.14000000 USD -119976.46000000 USD Wynn Resorts Ltd. 2716103.88000000 USD -84133.14000000 USD Hormel Foods Corp. 2034747.66000000 USD -64350.77000000 USD Kinsale Capital Group, Inc. 1979441.62000000 USD -142455.21000000 USD Brighthouse Financial, Inc. 3436888.14000000 USD 326657.39000000 USD Hasbro, Inc. 896532.48000000 USD -87661.44000000 USD Lumentum Holdings, Inc. 2025590.40000000 USD 61088.24000000 USD RLI Corp. 2166577.92000000 USD -120833.28000000 USD MGM Resorts International 613078.92000000 USD 21328.93000000 USD Atmos Energy Corp. 3653287.26000000 USD -223495.94000000 USD Lucid Group, Inc. 667080.20000000 USD 39933.95000000 USD Madison Square Garden Sports Corp. 3877763.20000000 USD -227010.00000000 USD Dana, Inc. 358691.55000000 USD 17761.05000000 USD Avis Budget Group, Inc. 1013441.70000000 USD 13857.86000000 USD Commerce Bancshares, Inc. 1141717.32000000 USD -9090.36000000 USD Mondelez International, Inc., Class A 775646.90000000 USD -18408.95000000 USD Walgreens Boots Alliance, Inc. 1361455.70000000 USD -101873.50000000 USD Waste Connections, Inc. 1789696.70000000 USD -96979.27000000 USD Lear Corp. 56750.82000000 USD 533.32000000 USD Synovus Financial Corp. 286209.00000000 USD -5157.54000000 USD Hanover Insurance Group, Inc. (The) 211869.84000000 USD -13674.05000000 USD Jazz Pharmaceuticals plc 476972.88000000 USD 2064.05000000 USD Churchill Downs, Inc. 51231.18000000 USD -1871.10000000 USD VF Corp. 1681805.08000000 USD -99677.86000000 USD Southern Co. (The) 1097656.38000000 USD -81593.82000000 USD PepsiCo, Inc. 2470863.56000000 USD 147324.76000000 USD Avient Corp. 296928.00000000 USD -7794.36000000 USD Minerals Technologies, Inc. 724673.25000000 USD 2848.30000000 USD National Instruments Corp. 631133.91000000 USD -19902.72000000 USD Progressive Corp. (The) 1373921.47000000 USD -119204.17000000 USD Las Vegas Sands Corp. 2535801.06000000 USD -6523.80000000 USD YETI Holdings, Inc. 187497.48000000 USD -1594.26000000 USD OneMain Holdings, Inc. 523738.27000000 USD 40984.37000000 USD Concentrix Corp. 146905.92000000 USD -25436.88000000 USD Agilent Technologies, Inc. 1882923.57000000 USD -13232.97000000 USD Federated Hermes, Inc. 1680213.86000000 USD 153912.72000000 USD New Jersey Resources Corp. 1822705.70000000 USD -73528.25000000 USD Wendy's Co. (The) 889389.54000000 USD 24289.20000000 USD MetLife, Inc. 307545.28000000 USD 25555.84000000 USD International Paper Co. 4541898.40000000 USD 391695.68000000 USD Ingredion, Inc. 1232823.90000000 USD 9336.36000000 USD II-VI, Inc. 91772.34000000 USD 1153.73000000 USD Bruker Corp. 2131159.20000000 USD -69270.96000000 USD Bio-Rad Laboratories, Inc., Class A 4629187.37000000 USD 73642.24000000 USD NorthWestern Corp. 848190.78000000 USD -6730.56000000 USD Evergy, Inc. 306436.56000000 USD 15879.98000000 USD Westrock Co. 4798329.81000000 USD 463202.58000000 USD Cullen/Frost Bankers, Inc. 906170.27000000 USD -1571.28000000 USD RenaissanceRe Holdings Ltd. 1506796.06000000 USD -154662.62000000 USD PROG Holdings, Inc. 761052.81000000 USD 36047.59000000 USD Clorox Co. (The) 908282.99000000 USD -10610.53000000 USD Danaher Corp. 1101160.82000000 USD 107026.54000000 USD Flowers Foods, Inc. 410794.38000000 USD 5752.08000000 USD Cathay General Bancorp 190500.75000000 USD -85.14000000 USD MDU Resources Group, Inc. 2560665.25000000 USD 70142.05000000 USD Hayward Holdings, Inc. 193556.52000000 USD -8652.44000000 USD AES Corp. (The) 287712.86000000 USD -3543.97000000 USD LyondellBasell Industries NV, Class A 1939699.30000000 USD 83949.25000000 USD Lincoln National Corp. 2463026.24000000 USD 116443.56000000 USD Navient Corp. 1526852.16000000 USD 32257.44000000 USD Avnet, Inc. 2046141.90000000 USD 38311.60000000 USD Evercore, Inc., Class A 1565938.44000000 USD -27289.98000000 USD Grocery Outlet Holding Corp. 3159467.52000000 USD -341694.52000000 USD Kimberly-Clark Corp. 1089227.04000000 USD -3537.60000000 USD Bank of Hawaii Corp. 691836.48000000 USD -16982.64000000 USD Post Holdings, Inc. 720373.26000000 USD -7397.92000000 USD Tetra Tech, Inc. 320973.24000000 USD -10703.00000000 USD Wells Fargo & Co. 563783.64000000 USD 12908.84000000 USD Expedia Group, Inc. 1420759.87000000 USD 146889.86000000 USD Texas Roadhouse, Inc. 3504602.88000000 USD 231045.12000000 USD Norfolk Southern Corp. 754977.34000000 USD -56725.21000000 USD Sealed Air Corp. 3079356.48000000 USD -117269.40000000 USD McCormick & Co., Inc. (Non-Voting) 1984822.40000000 USD -29633.12000000 USD Fox Factory Holding Corp. 2015321.25000000 USD 89925.82000000 USD General Motors Co. 836614.98000000 USD -18018.24000000 USD Element Solutions, Inc. 1048725.30000000 USD -12929.49000000 USD Walmart, Inc. 424422.00000000 USD -26961.00000000 USD Reinsurance Group of America, Inc. 552225.70000000 USD 41823.05000000 USD Dolby Laboratories, Inc., Class A 168173.00000000 USD 14641.50000000 USD ONE Gas, Inc. 4269580.64000000 USD -212898.40000000 USD Hyatt Hotels Corp., Class A 1011770.00000000 USD -70066.00000000 USD American International Group, Inc. 1159738.52000000 USD 82957.24000000 USD ASGN, Inc. 1610831.42000000 USD 174871.34000000 USD TransUnion 185701.98000000 USD 970.02000000 USD Lululemon Athletica, Inc. 1325784.90000000 USD -215658.30000000 USD FMC Corp. 1871846.39000000 USD -164606.39000000 USD Washington Federal, Inc. 2694226.62000000 USD 102116.97000000 USD Yum! Brands, Inc. 494151.57000000 USD 10464.19000000 USD Fifth Third Bancorp 320992.32000000 USD 12678.60000000 USD ManpowerGroup, Inc. 3922287.04000000 USD 145331.76000000 USD BlackRock, Inc. 1022459.46000000 USD -94890.96000000 USD United States Steel Corp. 1443064.38000000 USD 256570.27000000 USD Estee Lauder Cos., Inc. (The), Class A 1143199.36000000 USD -24201.15000000 USD Planet Fitness, Inc., Class A 1849267.20000000 USD -88435.60000000 USD Liberty Broadband Corp., Class C 4144851.60000000 USD 64016.70000000 USD Huntsman Corp. 726756.25000000 USD 10656.25000000 USD Northern Trust Corp. 187950.30000000 USD -13589.88000000 USD International Flavors & Fragrances, Inc. 2299062.98000000 USD -183988.06000000 USD Williams-Sonoma, Inc. 1704040.00000000 USD -14102.40000000 USD Arthur J Gallagher & Co. 1531242.00000000 USD -163648.20000000 USD T-Mobile US, Inc. 2508215.70000000 USD -124873.38000000 USD Liberty Media Corp.-Liberty SiriusXM 219686.92000000 USD 4467.72000000 USD Bright Horizons Family Solutions, Inc. 3126309.09000000 USD -42645.41000000 USD Whirlpool Corp. 1458781.54000000 USD -199423.66000000 USD NewMarket Corp. 471972.90000000 USD 523.80000000 USD CoStar Group, Inc. 1678039.12000000 USD -241591.28000000 USD SEI Investments Co. 555557.67000000 USD 28419.16000000 USD Booz Allen Hamilton Holding Corp. 61575.84000000 USD 3042.34000000 USD Pure Storage, Inc., Class A 2679887.76000000 USD -287645.84000000 USD FTI Consulting, Inc. 695541.28000000 USD 48729.77000000 USD SoFi Technologies, Inc. 223709.85000000 USD -9942.66000000 USD Nasdaq, Inc. 2112204.60000000 USD -112959.09000000 USD Maravai LifeSciences Holdings, Inc., Class A 717497.61000000 USD -33805.95000000 USD Carnival Corp. 2011303.62000000 USD -293439.45000000 USD Adaptive Biotechnologies Corp. 2960104.32000000 USD -226059.84000000 USD International Bancshares Corp. 157443.30000000 USD -2648.30000000 USD Starbucks Corp. 961552.90000000 USD 35620.90000000 USD Zoetis, Inc. 497123.24000000 USD -9413.65000000 USD First Hawaiian, Inc. 632740.43000000 USD -1361.22000000 USD Live Nation Entertainment, Inc. 710780.88000000 USD -46765.08000000 USD Citizens Financial Group, Inc. 139979.04000000 USD -7781.76000000 USD Choice Hotels International, Inc. 282527.68000000 USD 10720.83000000 USD General Mills, Inc. 486703.64000000 USD -25945.07000000 USD QuantumScape Corp. 4003057.47000000 USD -797006.94000000 USD Coca-Cola Co. (The) 642878.00000000 USD 9592.21000000 USD United Parcel Service, Inc., Class B 657748.82000000 USD -23554.56000000 USD Medpace Holdings, Inc. 2095915.08000000 USD 153359.64000000 USD Sprouts Farmers Market, Inc. 1214696.34000000 USD 41401.47000000 USD Exact Sciences Corp. 1497826.24000000 USD 50127.48000000 USD Casey's General Stores, Inc. 605013.01000000 USD 35408.05000000 USD PVH Corp. 2055063.25000000 USD 33531.25000000 USD Alliant Energy Corp. 1483462.64000000 USD -64818.39000000 USD Costco Wholesale Corp. 306352.20000000 USD -25642.40000000 USD Eli Lilly & Co. 320161.66000000 USD -3233.13000000 USD Vistra Corp. 1443429.75000000 USD -53771.82000000 USD Belden, Inc. 663692.00000000 USD -9751.75000000 USD Adient plc 702589.41000000 USD -70518.60000000 USD American Electric Power Co., Inc. 390499.78000000 USD 7042.45000000 USD Voya Financial, Inc. 545065.25000000 USD 27355.95000000 USD United Therapeutics Corp. 3172507.03000000 USD 167811.67000000 USD Toll Brothers, Inc. 2446920.80000000 USD -238343.20000000 USD BellRing Brands, Inc. 110045.44000000 USD -3040.03000000 USD Boston Beer Co., Inc. (The), Class A 210550.74000000 USD -402.18000000 USD CommScope Holding Co., Inc. 501806.28000000 USD -1910.43000000 USD Coca-Cola Femsa SAB de CV 94678.85000000 USD -3842.29000000 USD Aon plc, Class A 2568569.44000000 USD -273161.44000000 USD Eversource Energy 1296833.95000000 USD -58820.00000000 USD Willis Towers Watson plc 1160548.86000000 USD -54829.08000000 USD US Bancorp 707213.90000000 USD 18096.16000000 USD Spire, Inc. 2204969.52000000 USD -97097.32000000 USD Reynolds Consumer Products, Inc. 1910826.18000000 USD 33866.04000000 USD F5, Inc. 134981.70000000 USD -6040.10000000 USD Wingstop, Inc. 1410664.35000000 USD 196783.77000000 USD Saia, Inc. 140927.96000000 USD -11089.42000000 USD Principal Financial Group, Inc. 1412041.35000000 USD -139261.40000000 USD Helen of Troy Ltd. 2704550.40000000 USD 132306.41000000 USD Moderna, Inc. 2895001.56000000 USD 500314.62000000 USD Ionis Pharmaceuticals, Inc. 2746478.96000000 USD -275092.79000000 USD First Financial Bankshares, Inc. 1187798.64000000 USD 50882.58000000 USD Kraft Heinz Co. (The) 417730.95000000 USD -9701.09000000 USD Webster Financial Corp. 1663060.08000000 USD -43561.98000000 USD Kirby Corp. 1531655.23000000 USD -6350.87000000 USD Nucor Corp. 1169726.85000000 USD 146678.16000000 USD Trimble, Inc. 227529.56000000 USD 13972.22000000 USD Chemours Co. (The) 1304247.88000000 USD 249000.31000000 USD Corteva, Inc. 440929.08000000 USD 45642.45000000 USD Sociedad Quimica y Minera de Chile SA 716129.60000000 USD -88428.62000000 USD Southwest Airlines Co. 171383.60000000 USD 19233.88000000 USD Juniper Networks, Inc. 1567706.08000000 USD 146392.36000000 USD Seagen, Inc. 2354929.40000000 USD -58689.32000000 USD Upstart Holdings, Inc. 1539805.35000000 USD 120514.66000000 USD Airbnb, Inc., Class A 2350363.84000000 USD -320889.80000000 USD Tempur Sealy International, Inc. 984263.76000000 USD 130655.33000000 USD Robert Half International, Inc. 2566880.58000000 USD 45186.81000000 USD T. Rowe Price Group, Inc. 411085.61000000 USD 33470.89000000 USD Alcoa Corp. 2032697.34000000 USD -237294.78000000 USD Johnson & Johnson 2381793.97000000 USD 105764.93000000 USD Regeneron Pharmaceuticals, Inc. 3686260.76000000 USD 395797.22000000 USD FirstCash Holdings, Inc. 160937.92000000 USD -12561.12000000 USD GoHealth, Inc., Class A 266059.32000000 USD -2254.74000000 USD Expeditors International of Washington, Inc. 805370.12000000 USD 905.99000000 USD Consolidated Edison, Inc. 2257171.20000000 USD 150192.00000000 USD AbbVie, Inc. 2766569.26000000 USD 226465.82000000 USD CACI International, Inc., Class A 1442432.88000000 USD 34377.84000000 USD Catalent, Inc. 786391.90000000 USD -86581.11000000 USD Darling Ingredients, Inc. 1823420.30000000 USD 130438.75000000 USD Royal Gold, Inc. 1970714.72000000 USD -138234.59000000 USD Tapestry, Inc. 2037417.45000000 USD 69650.61000000 USD Ameren Corp. 722702.08000000 USD -54110.16000000 USD JPMorgan Chase & Co. 950832.00000000 USD -20088.00000000 USD Virtu Financial, Inc., Class A 94873.78000000 USD 1582.15000000 USD Cleveland-Cliffs, Inc. 358948.24000000 USD 83580.00000000 USD CenterPoint Energy, Inc. 4069083.92000000 USD -300134.78000000 USD NiSource, Inc. 1977864.60000000 USD -133723.55000000 USD Clarivate plc 1410454.56000000 USD -317268.12000000 USD NRG Energy, Inc. 2830776.20000000 USD 33945.70000000 USD Marriott International, Inc., Class A 1101601.00000000 USD -102043.04000000 USD Conagra Brands, Inc. 207966.15000000 USD 14806.05000000 USD RPM International, Inc. 839646.40000000 USD -21547.90000000 USD Grand Canyon Education, Inc. 1585029.42000000 USD 71816.80000000 USD Synchrony Financial 2116622.05000000 USD -84518.95000000 USD Signature Bank 1254376.26000000 USD 55562.00000000 USD S&P Global, Inc. 1287144.84000000 USD -58586.46000000 USD Crocs, Inc. 1572770.40000000 USD 66492.78000000 USD Garmin Ltd. 2214448.70000000 USD -138286.03000000 USD Huntington Bancshares, Inc. 792140.84000000 USD 4876.38000000 USD Goodyear Tire & Rubber Co. (The) 1843067.04000000 USD 145121.67000000 USD Aflac, Inc. 1474788.56000000 USD -91616.00000000 USD Ecolab, Inc. 1216145.28000000 USD -79487.52000000 USD Eagle Materials, Inc. 614459.32000000 USD 30014.49000000 USD Gilead Sciences, Inc. 2738029.20000000 USD 20725.20000000 USD Olin Corp. 2733616.64000000 USD 265100.16000000 USD Arrowhead Pharmaceuticals, Inc. 822669.12000000 USD -25222.08000000 USD National Fuel Gas Co. 3664389.30000000 USD 138681.40000000 USD State Street Corp. 784602.72000000 USD 31881.24000000 USD PNC Financial Services Group, Inc. (The) 765651.95000000 USD 9547.30000000 USD American Water Works Co., Inc. 1549691.86000000 USD -109909.88000000 USD Netflix, Inc. 1892428.68000000 USD -79821.60000000 USD Nielsen Holdings plc 1929545.40000000 USD 644598.50000000 USD Newmont Corp. 2323435.80000000 USD -101769.12000000 USD Fox Corp., Class A 419116.80000000 USD -15086.08000000 USD DuPont de Nemours, Inc. 549936.92000000 USD -8146.66000000 USD Amcor plc 1040241.29000000 USD -22035.12000000 USD Strategic Education, Inc. 31397.74000000 USD -4379.98000000 USD HP, Inc. 2863089.90000000 USD 19718.25000000 USD Iovance Biotherapeutics, Inc. 1708423.20000000 USD -300641.44000000 USD IPG Photonics Corp. 538811.84000000 USD -22019.16000000 USD Freeport-McMoRan, Inc. 1091842.74000000 USD -60365.25000000 USD Penn National Gaming, Inc. 1397187.54000000 USD -48166.30000000 USD 10X Genomics, Inc., Class A 4390988.61000000 USD -322671.57000000 USD Packaging Corp. of America 1303674.61000000 USD 70649.46000000 USD Alnylam Pharmaceuticals, Inc. 514526.79000000 USD -3340.06000000 USD Dominion Energy, Inc. 4295063.56000000 USD -200675.56000000 USD Valvoline, Inc. 215965.08000000 USD -10401.36000000 USD Public Service Enterprise Group, Inc. 3171210.00000000 USD -189366.54000000 USD Old National Bancorp/IN 76445.46000000 USD 1954.47000000 USD Tradeweb Markets, Inc., Class A 1356273.45000000 USD -52324.65000000 USD Southwest Gas Holdings, Inc. 618177.84000000 USD 59535.84000000 USD Reliance Steel & Aluminum Co. 1055362.60000000 USD -31953.40000000 USD DTE Energy Co. 191836.71000000 USD 8876.09000000 USD LPL Financial Holdings, Inc. 7307.20000000 USD -138.07000000 USD First Republic Bank 1154314.10000000 USD 19226.70000000 USD PerkinElmer, Inc. 2892372.34000000 USD 29213.94000000 USD Travel + Leisure Co. 2349582.88000000 USD 248989.28000000 USD J M Smucker Co. (The) 844822.99000000 USD 37870.73000000 USD Nexstar Media Group, Inc., Class A 2263644.80000000 USD 22634.32000000 USD Caesars Entertainment, Inc. 568828.08000000 USD 14574.58000000 USD Copa Holdings SA, Class A 2351538.60000000 USD 259225.62000000 USD Natera, Inc. 786791.88000000 USD -75043.08000000 USD Gentex Corp. 846950.95000000 USD -2337.66000000 USD Keysight Technologies, Inc. 770735.63000000 USD 24793.20000000 USD Altice USA, Inc., Class A 1052450.88000000 USD -93607.41000000 USD Carter's, Inc. 1756917.01000000 USD -55387.10000000 USD PulteGroup, Inc. 1809367.70000000 USD -249165.91000000 USD Greif, Inc., Class A 3477847.36000000 USD 368311.84000000 USD Albemarle Corp. 2219461.40000000 USD -341424.72000000 USD Exelon Corp. 495590.15000000 USD 42452.40000000 USD Xcel Energy, Inc. 838759.74000000 USD -27079.26000000 USD Viatris, Inc. 2726593.28000000 USD 86832.65000000 USD Pfizer, Inc. 5230737.26000000 USD 305134.76000000 USD Hewlett Packard Enterprise Co. 1528146.21000000 USD 31093.34000000 USD First American Financial Corp. 1741972.68000000 USD -27680.22000000 USD IQVIA Holdings, Inc. 2837871.54000000 USD 147288.00000000 USD Sage Therapeutics, Inc. 560118.20000000 USD 5584.26000000 USD World Wrestling Entertainment, Inc., Class A 1864895.48000000 USD 176513.97000000 USD Regions Financial Corp. 169487.64000000 USD -1446.66000000 USD Associated Banc-Corp. 440838.44000000 USD -3099.04000000 USD Dell Technologies, Inc., Class C 1968150.66000000 USD -70193.06000000 USD Clean Harbors, Inc. 1440602.56000000 USD 98199.44000000 USD UWM Holdings Corp. 652310.94000000 USD 10079.86000000 USD NetApp, Inc. 1265833.00000000 USD -19325.70000000 USD Freshpet, Inc. 3498689.68000000 USD 681.74000000 USD Steel Dynamics, Inc. 1224084.96000000 USD 168434.56000000 USD WEC Energy Group, Inc. 1784702.61000000 USD -128922.01000000 USD Vail Resorts, Inc. 1343253.47000000 USD 119167.49000000 USD Leidos Holdings, Inc. 660110.22000000 USD 31349.43000000 USD Cisco Systems, Inc. 1487565.28000000 USD -4466.27000000 USD Chipotle Mexican Grill, Inc. 438222.31000000 USD -44707.80000000 USD Boyd Gaming Corp. 497362.58000000 USD 9829.30000000 USD Marriott Vacations Worldwide Corp. 2089840.40000000 USD 126424.08000000 USD Ashland Global Holdings, Inc. 1522993.16000000 USD -157700.44000000 USD Lancaster Colony Corp. 649100.80000000 USD 33815.04000000 USD Ameriprise Financial, Inc. 653583.36000000 USD 12764.97000000 USD Jabil, Inc. 4119736.74000000 USD 405099.66000000 USD Iridium Communications, Inc. 3716334.72000000 USD -9217.10000000 USD Umpqua Holdings Corp. 1054179.70000000 USD 87196.20000000 USD New York Community Bancorp, Inc. 1495836.64000000 USD -47899.59000000 USD Celanese Corp. 813930.39000000 USD 24269.22000000 USD Avantor, Inc. 647111.88000000 USD -5370.80000000 USD Tri Pointe Homes, Inc. 3209085.20000000 USD -294059.60000000 USD Incyte Corp. 1458548.30000000 USD 136084.65000000 USD Coty, Inc., Class A 593942.33000000 USD 60781.64000000 USD Copart, Inc. 1019443.75000000 USD -77756.25000000 USD Cadence Bank 1078318.78000000 USD 22111.80000000 USD UMB Financial Corp. 124753.44000000 USD 1082.34000000 USD Monster Beverage Corp. 56968.70000000 USD -2295.86000000 USD Pilgrim's Pride Corp. 598233.40000000 USD 51004.76000000 USD Albertsons Cos., Inc., Class A 2629077.50000000 USD -113070.10000000 USD Darden Restaurants, Inc. 2650225.30000000 USD 87510.26000000 USD Vertex Pharmaceuticals, Inc. 1698392.76000000 USD 141418.84000000 USD XPO Logistics, Inc. 312530.40000000 USD 11848.68000000 USD Xerox Holdings Corp. 343495.10000000 USD 22309.30000000 USD Morningstar, Inc. 187394.62000000 USD 2414.72000000 USD Graham Holdings Co., Class B 2807870.24000000 USD 134591.52000000 USD Axis Capital Holdings Ltd. 209589.02000000 USD 27935.96000000 USD Scientific Games Corp. 486332.50000000 USD -4269.89000000 USD Energizer Holdings, Inc. 855466.36000000 USD 7230.86000000 USD Taylor Morrison Home Corp. 1182736.22000000 USD -157292.62000000 USD Wintrust Financial Corp. 23790.08000000 USD 161.28000000 USD Bio-Techne Corp. 119086.00000000 USD -4053.50000000 USD Allstate Corp. (The) 1897587.00000000 USD 220433.00000000 USD KBR, Inc. 902114.59000000 USD -28300.59000000 USD American Express Co. 2724029.00000000 USD -267304.45000000 USD BJ's Wholesale Club Holdings, Inc. 457246.43000000 USD 46258.92000000 USD Arista Networks, Inc. 1193699.22000000 USD -157779.93000000 USD Prudential Financial, Inc. 1500640.83000000 USD 143244.72000000 USD Everest Re Group Ltd. 1669946.58000000 USD 143511.90000000 USD CDW Corp. 107155.11000000 USD 4726.11000000 USD News Corp., Class A 157619.40000000 USD -7258.32000000 USD Brink's Co. (The) 356116.00000000 USD 11835.62000000 USD Verizon Communications, Inc. 1811324.52000000 USD -76094.12000000 USD Compass Minerals International, Inc. 1326187.59000000 USD -71177.77000000 USD PPG Industries, Inc. 618388.26000000 USD -42650.72000000 USD Sonoco Products Co. 490095.04000000 USD 55699.74000000 USD Schneider National, Inc., Class B 3789198.00000000 USD -26747.28000000 USD East West Bancorp, Inc. 145870.92000000 USD 3138.20000000 USD Amphenol Corp., Class A 810238.55000000 USD -4731.32000000 USD Stifel Financial Corp. 1403832.50000000 USD 57476.50000000 USD Aramark 1615822.40000000 USD 116459.54000000 USD Deckers Outdoor Corp. 438032.00000000 USD 35584.00000000 USD Fidelity National Financial, Inc. 1939045.68000000 USD 95284.80000000 USD Norwegian Cruise Line Holdings Ltd. 3780317.00000000 USD -789581.75000000 USD BioMarin Pharmaceutical, Inc. 341707.20000000 USD 7844.64000000 USD Procter & Gamble Co. (The) 1175796.00000000 USD 21181.43000000 USD Old Republic International Corp. 2187334.37000000 USD 17980.46000000 USD Lennar Corp., Class A 1600510.06000000 USD -124814.94000000 USD Liberty Global plc, Class C 4380785.07000000 USD 158932.38000000 USD Repligen Corp. 2687618.01000000 USD -205761.60000000 USD TD SYNNEX Corp. (Non-Voting) 1592427.09000000 USD -50607.12000000 USD United Airlines Holdings, Inc. 1957087.40000000 USD -483783.90000000 USD Comerica, Inc. 198493.85000000 USD -4829.00000000 USD Hartford Financial Services Group, Inc. (The) 395816.72000000 USD 21607.04000000 USD CMS Energy Corp. 1876769.96000000 USD -126656.48000000 USD Six Flags Entertainment Corp. 575896.50000000 USD -393.79000000 USD DISH Network Corp., Class A 342041.55000000 USD -7672.97000000 USD Thermo Fisher Scientific, Inc. 1642597.65000000 USD 136129.95000000 USD Neurocrine Biosciences, Inc. 262500.00000000 USD -1592.48000000 USD Markel Corp. 383562.40000000 USD 54605.20000000 USD Harmony Gold Mining Co. Ltd. 15693.60000000 USD -436.80000000 USD Sylvamo Corp. 76277.76000000 USD -3257.51000000 USD Sherwin-Williams Co. (The) 1099326.48000000 USD -34835.64000000 USD Capital One Financial Corp. 1388654.33000000 USD -6557.74000000 USD Elanco Animal Health, Inc. 412169.82000000 USD 8372.94000000 USD Popular, Inc. 941072.62000000 USD -25558.86000000 USD Commercial Metals Co. 322055.56000000 USD 18648.58000000 USD PPL Corp. 162363.60000000 USD 10630.95000000 USD Performance Food Group Co. 780704.85000000 USD -48918.65000000 USD Avery Dennison Corp. 1245451.23000000 USD -56291.98000000 USD Ryder System, Inc. 3215482.89000000 USD -11349.24000000 USD Brown & Brown, Inc. 1164269.70000000 USD -140640.30000000 USD Raymond James Financial, Inc. 870157.47000000 USD 111075.51000000 USD Howard Hughes Corp. (The) 363774.71000000 USD -38991.05000000 USD Dun & Bradstreet Holdings, Inc. 1586541.12000000 USD -33505.72000000 USD Unum Group 3043739.96000000 USD 383486.12000000 USD Bank of America Corp. 1473656.22000000 USD -6435.18000000 USD Illumina, Inc. 1405286.80000000 USD -99303.18000000 USD Driven Brands Holdings, Inc. 295282.08000000 USD 10515.30000000 USD Cabot Corp. 1983.89000000 USD -75.69000000 USD Church & Dwight Co., Inc. 1376711.14000000 USD -32138.96000000 USD Nektar Therapeutics 1713502.56000000 USD 1768362.56000000 USD PacWest Bancorp 823481.09000000 USD 6873.48000000 USD Zions Bancorp NA, Class A 79917.64000000 USD 993.08000000 USD Viasat, Inc. 252052.00000000 USD -9633.13000000 USD Erie Indemnity Co., Class A 1586050.65000000 USD -49617.55000000 USD Ambev SA 348252.14000000 USD 49596.28000000 USD Zebra Technologies Corp., Class A 431075.40000000 USD 15202.78000000 USD Merck & Co., Inc. 1776628.65000000 USD 92241.78000000 USD Delta Air Lines, Inc. 2975584.86000000 USD -512098.38000000 USD Booking Holdings, Inc. 77498.85000000 USD 5210.42000000 USD Calix, Inc. 378337.47000000 USD -7243.46000000 USD Thor Industries, Inc. 995397.60000000 USD -95908.64000000 USD Biogen, Inc. 1940047.20000000 USD 76735.96000000 USD Graphic Packaging Holding Co. 916569.48000000 USD 44364.89000000 USD Archer-Daniels-Midland Co. 4597934.66000000 USD 431979.68000000 USD Westlake Corp. 1846557.60000000 USD 140661.60000000 USD Jacobs Engineering Group, Inc. 1238360.66000000 USD 109449.48000000 USD Duke Energy Corp. 147949.50000000 USD -8387.25000000 USD Jefferies Financial Group, Inc. 2455701.75000000 USD 95686.40000000 USD Capri Holdings Ltd. 879385.68000000 USD -5423.22000000 USD Prosperity Bancshares, Inc. 225623.76000000 USD 7317.00000000 USD Chubb Ltd. 194435.10000000 USD -9053.64000000 USD US Foods Holding Corp. 28184.87000000 USD 2599.03000000 USD Janus Henderson Group plc 1072067.26000000 USD 95206.43000000 USD Cintas Corp. 1436542.03000000 USD -173003.71000000 USD Bristol-Myers Squibb Co. 2503030.22000000 USD 167942.60000000 USD H&R Block, Inc. 21248.64000000 USD 40.01000000 USD MillerKnoll, Inc. 412335.36000000 USD 8458.86000000 USD Service Corp. International 264793.86000000 USD -17781.66000000 USD Union Pacific Corp. 1026176.76000000 USD -73392.24000000 USD Crown Holdings, Inc. 3616852.26000000 USD -182447.34000000 USD Brunswick Corp. 2552645.73000000 USD -385626.54000000 USD Callaway Golf Co. 1058302.96000000 USD 12200.76000000 USD Science Applications International Corp. 1700167.82000000 USD 76735.36000000 USD Mercury General Corp. 507540.00000000 USD 15226.20000000 USD CF Industries Holdings, Inc. 1940928.98000000 USD 201889.76000000 USD Mosaic Co. (The) 202027.00000000 USD 26673.64000000 USD Eastman Chemical Co. 244178.74000000 USD 7299.65000000 USD Perrigo Co. plc 482796.09000000 USD 19598.28000000 USD Glacier Bancorp, Inc. 1610518.68000000 USD 68546.34000000 USD AMERCO 2467153.02000000 USD 44636.40000000 USD Roku, Inc. 1000531.49000000 USD -21307.79000000 USD CSX Corp. 738214.40000000 USD -55982.08000000 USD Exelixis, Inc. 2344123.34000000 USD 180006.03000000 USD Marsh & McLennan Cos., Inc. 2083895.76000000 USD -221326.80000000 USD Cboe Global Markets, Inc. 835723.68000000 USD 4820.64000000 USD Selective Insurance Group, Inc. 601571.52000000 USD -49210.92000000 USD Bunge Ltd. 2397485.16000000 USD 72047.88000000 USD Hanesbrands, Inc. 130704.42000000 USD 4004.52000000 USD DR Horton, Inc. 236867.29000000 USD -25877.06000000 USD Kellogg Co. 227520.72000000 USD -8114.40000000 USD Landstar System, Inc. 2740882.76000000 USD -62693.40000000 USD UGI Corp. 4776983.36000000 USD 195194.24000000 USD Amgen, Inc. 1513067.74000000 USD 64822.52000000 USD Fomento Economico Mexicano SAB de CV 64043.05000000 USD -4135.55000000 USD ALLETE, Inc. 179975.26000000 USD -6529.41000000 USD Littelfuse, Inc. 681138.71000000 USD 9176.16000000 USD Scotts Miracle-Gro Co. (The) 2445182.56000000 USD -61416.14000000 USD Comcast Corp., Class A 438422.48000000 USD 6554.80000000 USD Ralph Lauren Corp. 1288678.40000000 USD 54528.00000000 USD CME Group, Inc. 2470651.82000000 USD -80706.99000000 USD Lyft, Inc., Class A 3558758.40000000 USD -55605.60000000 USD Seagate Technology Holdings plc 208298.30000000 USD -4672.25000000 USD Werner Enterprises, Inc. 4112628.00000000 USD -197606.76000000 USD Royal Caribbean Cruises Ltd. 3887810.90000000 USD -729486.60000000 USD Pinnacle Financial Partners, Inc. 437840.40000000 USD 15596.40000000 USD Avangrid, Inc. 215564.88000000 USD -7194.72000000 USD Ford Motor Co. 340939.42000000 USD -10887.48000000 USD Gold Fields Ltd. 560749.66000000 USD 32281.19000000 USD Dow, Inc. 268324.92000000 USD 16507.12000000 USD Teledyne Technologies, Inc. 1571494.75000000 USD -103773.25000000 USD FirstEnergy Corp. 985210.38000000 USD -38239.74000000 USD Equitable Holdings, Inc. 2150192.33000000 USD 46607.21000000 USD MSA Safety, Inc. 1475225.90000000 USD 32268.83000000 USD Papa John's International, Inc. 960890.56000000 USD 62337.41000000 USD FNB Corp. 147806.40000000 USD 3487.74000000 USD KB Home 676709.62000000 USD -119542.28000000 USD Grupo Aeroportuario del Pacifico SAB de CV 1080885.92000000 USD -218684.48000000 USD Globe Life, Inc. 2715596.40000000 USD -85031.10000000 USD Ball Corp. 5874210.00000000 USD -234315.71000000 USD Discovery, Inc., Class A 1594082.56000000 USD 28785.60000000 USD Knight-Swift Transportation Holdings, Inc. 3251692.86000000 USD -96661.50000000 USD Frontdoor, Inc. 360677.55000000 USD 8997.58000000 USD Campbell Soup Co. 451315.82000000 USD -19644.44000000 USD Under Armour, Inc., Class A 430180.50000000 USD 44373.25000000 USD Kemper Corp. 2088474.52000000 USD -145300.86000000 USD Columbia Sportswear Co. 1889813.75000000 USD 57823.75000000 USD Axalta Coating Systems Ltd. 469428.84000000 USD -14896.44000000 USD M&T Bank Corp. 269674.50000000 USD -5902.61000000 USD West Pharmaceutical Services, Inc. 79267.03000000 USD -693.74000000 USD Grupo Televisa SAB 47490.30000000 USD 6372.63000000 USD Invesco Ltd. 1370340.50000000 USD 177680.75000000 USD Hancock Whitney Corp. 667780.75000000 USD 9219.60000000 USD Discover Financial Services 887580.45000000 USD -25695.45000000 USD Truist Financial Corp. 1233281.70000000 USD 39586.82000000 USD Lamb Weston Holdings, Inc. 1142064.33000000 USD -125625.17000000 USD TE Connectivity Ltd. 761255.76000000 USD -50.50000000 USD Charter Communications, Inc., Class A 3179290.56000000 USD 71276.44000000 USD Ubiquiti, Inc. 1299155.92000000 USD -147067.52000000 USD Verisk Analytics, Inc. 1216522.84000000 USD -155076.48000000 USD Cia Cervecerias Unidas SA 283207.76000000 USD 8897.57000000 USD Black Hills Corp. 3440714.46000000 USD -298862.37000000 USD CVS Health Corp. 419717.87000000 USD -9911.33000000 USD BorgWarner, Inc. 92698.70000000 USD 3431.52000000 USD Hershey Co. (The) 1234574.37000000 USD -66963.25000000 USD Organon & Co. 3761821.28000000 USD -164774.88000000 USD Visteon Corp. 3216606.75000000 USD -57398.70000000 USD Essential Utilities, Inc. 3945957.75000000 USD 331080.75000000 USD Home BancShares, Inc. 352627.80000000 USD -4212.81000000 USD Grupo Aeroportuario del Sureste SAB de CV 373617.60000000 USD -47899.26000000 USD Mirati Therapeutics, Inc. 1552889.14000000 USD 90279.86000000 USD JetBlue Airways Corp. 2242918.60000000 USD 325624.70000000 USD DraftKings, Inc., Class A 1969643.61000000 USD -168792.10000000 USD FactSet Research Systems, Inc. 1588989.00000000 USD -70235.40000000 USD PG&E Corp. 2051865.12000000 USD -144642.65000000 USD Cognex Corp. 1393483.30000000 USD -192721.54000000 USD Credit Acceptance Corp. 1445271.62000000 USD -97463.99000000 USD Royalty Pharma plc, Class A 28752.48000000 USD -428.04000000 USD Cable One, Inc. 3566888.64000000 USD -3093.72000000 USD Republic Services, Inc. 270035.00000000 USD -13715.74000000 USD MarketAxess Holdings, Inc. 2283082.20000000 USD 55298.64000000 USD Molson Coors Beverage Co., Class B 5371362.50000000 USD 90562.50000000 USD OGE Energy Corp. 1887665.42000000 USD -92115.11000000 USD Cia Energetica de Minas Gerais 1001033.60000000 USD 180310.40000000 USD IDACORP, Inc. 516005.28000000 USD 28671.93000000 USD Aptiv plc 3406348.05000000 USD -429670.50000000 USD America Movil SAB de CV, Class L 648903.15000000 USD 66270.96000000 USD Peloton Interactive, Inc., Class A 2873756.24000000 USD -324140.56000000 USD JB Hunt Transport Services, Inc. 1243090.89000000 USD -3183.72000000 USD Edison International 1885269.40000000 USD -124519.22000000 USD MSCI, Inc. 1815396.80000000 USD -53247.50000000 USD Tyson Foods, Inc., Class A 3499782.61000000 USD -39437.47000000 USD Hilton Worldwide Holdings, Inc. 2175951.60000000 USD -189574.80000000 USD ADT, Inc. 10367.94000000 USD 27.32000000 USD Alaska Air Group, Inc. 3878664.62000000 USD 627165.56000000 USD Loews Corp. 415690.66000000 USD 24305.27000000 USD Berry Global Group, Inc. 2494076.76000000 USD 51637.20000000 USD Pinnacle West Capital Corp. 1083871.80000000 USD 67308.30000000 USD Mattel, Inc. 1599653.04000000 USD -116678.88000000 USD Keurig Dr Pepper, Inc. 1375353.10000000 USD 9798.03000000 USD Worthington Industries, Inc. 809656.09000000 USD 104242.38000000 USD Charles River Laboratories International, Inc. 2126083.39000000 USD 115898.76000000 USD Apple, Inc. 647977.71000000 USD -43270.26000000 USD White Mountains Insurance Group Ltd. 1170327.20000000 USD -70490.72000000 USD Cincinnati Financial Corp. 785576.88000000 USD 84358.80000000 USD SLM Corp. 583260.48000000 USD 21602.24000000 USD Sensient Technologies Corp. 364510.90000000 USD -27441.44000000 USD Western Alliance Bancorp 357533.94000000 USD 13514.98000000 USD Arch Capital Group Ltd. 166855.32000000 USD -9855.56000000 USD American Financial Group, Inc. 425501.64000000 USD -23726.64000000 USD Franklin Resources, Inc. 1633850.48000000 USD -36281.78000000 USD CH Robinson Worldwide, Inc. 442257.26000000 USD -25128.72000000 USD Citigroup, Inc. 989395.20000000 USD 53983.33000000 USD Western Digital Corp. 1766944.20000000 USD 66905.44000000 USD Vulcan Materials Co. 3030498.90000000 USD -114324.21000000 USD Ultragenyx Pharmaceutical, Inc. 2417882.90000000 USD -165143.20000000 USD Y 2025-01-13 0.00000000 USD 0.00000000 USD 854602353.00000000 USD -5901654.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 661.15000000 0.000086182997 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 918500.00000000 TWD 32843.52000000 USD 2022-06-15 661.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -55286.90000000 -0.00720682260 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7020000.00000000 GBP 9163882.54000000 USD 2022-06-15 -55286.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -2498.74000000 -0.00032571867 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2103769.93000000 USD 19719978.00000000 SEK 2022-06-15 -2498.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 11553.06000000 0.001505977979 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 344513.98000000 USD 5252282.00000000 ZAR 2022-06-15 11553.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -20408.44000000 -0.00266030482 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4448525.49000000 USD 4078878.00000000 CHF 2022-06-15 -20408.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 1328.06000000 0.000173116829 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3735000.00000000 CNY 586564.50000000 USD 2022-06-15 1328.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 661.19000000 0.000086188211 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 918500.00000000 TWD 32843.56000000 USD 2022-06-15 661.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -3640.38000000 -0.00047453506 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2115667.33000000 USD 13479032.00000000 CNY 2022-06-15 -3640.38000000 N N N N/A N/A 000000000 18404071.96000000 PA -396120.02000000 -0.05163549981 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus SAFEX +/- spread (-0.10% to 0.06%). ZAR Currency. Maturity 50-60 Months 04/20/26 to 02/11/27 Sasol Ltd. 683723.23000000 USD -1888.22000000 USD Rand Merchant Investment Holdings Ltd. 70846.25000000 USD -7855.65000000 USD Woolworths Holdings Ltd. 121693.81000000 USD 4262.78000000 USD Mr Price Group Ltd. 34712.25000000 USD 2745.60000000 USD Pepkor Holdings Ltd. 93787.54000000 USD 12210.99000000 USD FirstRand Ltd. 489085.33000000 USD -75734.24000000 USD Discovery Ltd. 1792792.17000000 USD -280569.81000000 USD Bidvest Group Ltd. (The) 492882.48000000 USD -16613.04000000 USD Naspers Ltd., Class N 474809.43000000 USD 44524.01000000 USD Standard Bank Group Ltd. 12573.01000000 USD 1680.19000000 USD Clicks Group Ltd. 679222.63000000 USD -22703.51000000 USD Exxaro Resources Ltd. 1258752.29000000 USD 94915.75000000 USD Old Mutual Ltd. 188279.33000000 USD -14762.14000000 USD Northam Platinum Holdings Ltd. 442622.18000000 USD 61284.72000000 USD MultiChoice Group 1218929.58000000 USD 95289.31000000 USD Vodacom Group Ltd. 105049.79000000 USD -5459.01000000 USD Absa Group Ltd. 231436.55000000 USD 27484.69000000 USD Nedbank Group Ltd. 238287.47000000 USD -15079.12000000 USD Anglo American Platinum Ltd. 2471.68000000 USD 221.46000000 USD Tiger Brands Ltd. 55353.46000000 USD 3031.24000000 USD Shoprite Holdings Ltd. 1097125.38000000 USD 13289.62000000 USD Reinet Investments SCA 782496.86000000 USD 108701.37000000 USD Impala Platinum Holdings Ltd. 935267.21000000 USD -123498.33000000 USD Kumba Iron Ore Ltd. 835505.20000000 USD 63313.26000000 USD SPAR Group Ltd. (The) 199424.49000000 USD 14600.75000000 USD Aspen Pharmacare Holdings Ltd. 1116772.96000000 USD 83116.23000000 USD African Rainbow Minerals Ltd. 776683.07000000 USD 38414.88000000 USD MTN Group Ltd. 38571.54000000 USD -624.24000000 USD Capitec Bank Holdings Ltd. 1924501.48000000 USD -252506.56000000 USD Sibanye Stillwater Ltd. 1319357.87000000 USD -186913.56000000 USD Sanlam Ltd. 691055.44000000 USD -105689.32000000 USD Y 2026-04-20 0.00000000 USD 0.00000000 USD 18404072.00000000 USD -440809.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 3814.10000000 0.000497180020 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3312500.00000000 PLN 786430.46000000 USD 2022-06-15 3814.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 11018.95000000 0.001436355048 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 141369500.00000000 INR 1855060.66000000 USD 2022-06-15 11018.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 42863.24000000 0.005587359157 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1419457.00000000 EUR 1617585.27000000 USD 2022-06-15 42863.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -65567.77000000 -0.00854696658 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18560790.00000000 SEK 1912185.62000000 USD 2022-06-15 -65567.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 20049.14000000 0.002613468929 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1329926.69000000 USD 11890681.00000000 NOK 2022-06-15 20049.14000000 N N N United States of America 254900HROIFWPRGM1V77 912796N47 42682000.00000000 PA USD 42680968.38000000 5.563599473767 Long STIV UST US N 2 2022-04-07 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -24.04000000 -0.00000313369 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5682.00000000 SEK 581.41000000 USD 2022-06-15 -24.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 2663.58000000 0.000347206093 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 360034.34000000 USD 524000.00000000 NZD 2022-06-15 2663.58000000 N N N N/A N/A N/A 4.00000000 NC 4920.92000000 0.000641457515 N/A DE MX N 1 Asigna Compensacion y Liquidacion 549300T5G56HZH1I6F15 Long MEX BOLSA Index MEXBOL Index 2022-06-17 2269160.00000000 MXN 4920.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -3756.18000000 -0.00048962996 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 168802.84000000 USD 4710510.00000000 TWD 2022-06-15 -3756.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -1828.60000000 -0.00023836380 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2113855.55000000 USD 13479032.00000000 CNY 2022-06-15 -1828.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -17233.81000000 -0.00224648174 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6585500.00000000 ILS 2051103.30000000 USD 2022-06-15 -17233.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 163.32000000 0.000021289279 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 64589.00000000 CHF 70282.52000000 USD 2022-06-15 163.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -9020.57000000 -0.00117585988 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10272500.00000000 CNY 1600575.49000000 USD 2022-06-15 -9020.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 269288.61000000 0.035102623622 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4004890.63000000 USD 20784436.00000000 BRL 2022-06-15 269288.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 100809.92000000 0.013140892513 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6310740998.00000000 KRW 5292006.53000000 USD 2022-06-15 100809.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 285002.16000000 0.037150934657 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3989177.08000000 USD 20784436.00000000 BRL 2022-06-15 285002.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 13671.51000000 0.001782124650 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11071287.43000000 USD 9992000.00000000 EUR 2022-06-15 13671.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 267.99000000 0.000034933345 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 65167.00000000 CHF 71014.68000000 USD 2022-06-15 267.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 77364.79000000 0.010084745526 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4834588.00000000 GBP 6426493.84000000 USD 2022-06-15 77364.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -6708.24000000 -0.00087444034 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2118735.19000000 USD 13479032.00000000 CNY 2022-06-15 -6708.24000000 N N N N/A N/A N/A -374.00000000 NC 56394.72000000 0.007351230452 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Short N/A 3 Month Canadian Bankers Acceptance 2022-09-19 -91129775.00000000 CAD 56394.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -3737.79000000 -0.00048723277 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 168784.45000000 USD 4710510.00000000 TWD 2022-06-15 -3737.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 8819.82000000 0.001149691484 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 645397.20000000 USD 2083000.00000000 ILS 2022-06-15 8819.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -2496.11000000 -0.00032537584 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2103767.30000000 USD 19719978.00000000 SEK 2022-06-15 -2496.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 17130.76000000 0.002233048849 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1338342.00000000 EUR 1501865.16000000 USD 2022-06-15 17130.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -65570.16000000 -0.00854727813 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18560790.00000000 SEK 1912183.23000000 USD 2022-06-15 -65570.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -641617.53000000 -0.08363687816 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11879304.35000000 USD 1365409918.00000000 JPY 2022-06-15 -641617.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -212305.13000000 -0.02767464643 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6330399.43000000 USD 4658665.00000000 GBP 2022-06-15 -212305.13000000 N N N N/A N/A 000000000 243349200.00000000 PA 270472.29000000 0.035256920061 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2022-04-20 0.00000000 USD 0.00000000 USD 243349200.00000000 TWD 270472.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 4109.44000000 0.000535678525 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5274436.00000000 TWD 188914.92000000 USD 2022-06-15 4109.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 7722.06000000 0.001006594990 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 866563.78000000 USD 3700500.00000000 PLN 2022-06-15 7722.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 1665.43000000 0.000217094077 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17253.75000000 USD 92000.00000000 BRL 2022-06-15 1665.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 226479.56000000 0.029522328303 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4696457.00000000 GBP 6394205.04000000 USD 2022-06-15 226479.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -914.09000000 -0.00011915452 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 490624.00000000 ZAR 32346.70000000 USD 2022-06-15 -914.09000000 N N N N/A N/A N/A 1192273.94000000 PA 62539.36000000 0.008152203747 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI Spain Net Return Index M7ES Index Y 2022-06-15 0.00000000 USD 0.00000000 USD 1192273.94000000 EUR 62539.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -127706.53000000 -0.01664695085 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18442156.00000000 ILS 5664502.97000000 USD 2022-06-15 -127706.53000000 N N N N/A N/A 000000000 327992400.00000000 PA 403441.39000000 0.052589863592 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2022-04-20 0.00000000 USD 0.00000000 USD 327992400.00000000 TWD 403441.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 21880.18000000 0.002852150795 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1328095.31000000 USD 11890678.00000000 NOK 2022-06-15 21880.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 550452.94000000 0.071753284978 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13197522.77000000 USD 129021794.00000000 SEK 2022-06-15 550452.94000000 N N N N/A N/A N/A 350.00000000 NC -311820.29000000 -0.04064676288 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euro Euribor 2023-03-13 86891875.00000000 EUR -311820.29000000 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 500.00000000 KRW 0.41000000 USD 2022-06-15 0.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -7600.41000000 -0.00099073752 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8363000.00000000 MXN 407336.78000000 USD 2022-06-15 -7600.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 5091.56000000 0.000663700979 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 197927.23000000 USD 68123500.00000000 HUF 2022-06-15 5091.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -197973.09000000 -0.02580641960 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10953014.14000000 USD 8189500.00000000 GBP 2022-06-15 -197973.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 16909.34000000 0.002204186050 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 339157.70000000 USD 5252282.00000000 ZAR 2022-06-15 16909.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 5675.19000000 0.000739778999 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5274437.00000000 TWD 190480.70000000 USD 2022-06-15 5675.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 20870.07000000 0.002720479756 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1329105.42000000 USD 11890678.00000000 NOK 2022-06-15 20870.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 10952.02000000 0.001427630511 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 36450000.00000000 NOK 4149202.71000000 USD 2022-06-15 10952.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -9755.53000000 -0.00127166424 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2128624.35000000 USD 2828000.00000000 AUD 2022-06-15 -9755.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -42946.62000000 -0.00559822800 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2363501.00000000 CHF 2522920.53000000 USD 2022-06-15 -42946.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 2774.52000000 0.000361667473 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4153500.00000000 CNY 653585.64000000 USD 2022-06-15 2774.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -7300.91000000 -0.00095169675 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 516500.00000000 BRL 98913.84000000 USD 2022-06-15 -7300.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -123.66000000 -0.00001611947 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 171000.00000000 ZAR 11468.91000000 USD 2022-06-15 -123.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 15326.27000000 0.001997827859 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 503838.75000000 USD 1653000.00000000 ILS 2022-06-15 15326.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 22441.48000000 0.002925318029 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6490193.77000000 USD 5870500.00000000 EUR 2022-06-15 22441.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -6908.12000000 -0.00090049533 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4917000.00000000 BRL 1004239.80000000 USD 2022-06-15 -6908.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 20732.93000000 0.002702603123 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 240228.37000000 USD 1269000.00000000 BRL 2022-06-15 20732.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -9965.27000000 -0.00129900452 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27589000.00000000 CNY 4312949.87000000 USD 2022-06-15 -9965.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -129146.19000000 -0.01683461509 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10442000.00000000 BRL 2018180.76000000 USD 2022-06-15 -129146.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -7240.79000000 -0.00094385992 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 337334.08000000 USD 9421019.00000000 TWD 2022-06-15 -7240.79000000 N N N Snam SpA 8156002278562044AF79 N/A -531665.00000000 NS -3065873.82000000 -0.39964636743 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -925.36000000 -0.00012062360 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19236.85000000 USD 6144468.00000000 HUF 2022-06-15 -925.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -8207.92000000 -0.00106992838 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4320739.00000000 SEK 452190.38000000 USD 2022-06-15 -8207.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 11182.33000000 0.001457652149 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 463230.85000000 USD 2008000.00000000 PLN 2022-06-15 11182.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 10648.64000000 0.001388083966 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 783488.54000000 USD 2528500.00000000 ILS 2022-06-15 10648.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 4684.72000000 0.000610668096 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 291587.25000000 USD 1254000.00000000 PLN 2022-06-15 4684.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 1618.45000000 0.000210970085 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 564346.08000000 USD 2395500.00000000 PLN 2022-06-15 1618.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -127836.03000000 -0.01666383159 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 73854500.00000000 MXN 3536516.29000000 USD 2022-06-15 -127836.03000000 N N N N/A N/A N/A 239.00000000 NC 591633.36000000 0.077121283215 N/A DE GB N 1 LCH Clearnet F226TOH6YD6XJB17KS62 Long CAC 40 10 Euro Index FR0003500008 2022-04-14 15911425.00000000 EUR 591633.36000000 N N N N/A N/A N/A 23.00000000 NC USD 503675.76000000 0.065655731339 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-04-06 5961542.50000000 USD 503675.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -14927.96000000 -0.00194590688 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24224500.00000000 MXN 1186990.71000000 USD 2022-06-15 -14927.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 4058.93000000 0.000529094387 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5274440.00000000 TWD 188864.55000000 USD 2022-06-15 4058.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 34484.43000000 0.004495154723 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10586402.00000000 EUR 11778863.08000000 USD 2022-06-15 34484.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -16141.16000000 -0.00210405135 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3943000.00000000 CAD 3137298.68000000 USD 2022-06-15 -16141.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 49632.96000000 0.006469813610 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6310740998.00000000 KRW 5240829.57000000 USD 2022-06-15 49632.96000000 N N N N/A N/A N/A 29.00000000 NC USD 514717.23000000 0.067095021942 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-04-28 7518293.50000000 USD 514717.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 547.57000000 0.000071377484 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2111479.38000000 USD 13479032.00000000 CNY 2022-06-15 547.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -2620.81000000 -0.00034163088 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 703729.36000000 USD 4474500.00000000 CNY 2022-06-15 -2620.81000000 N N N United States of America 254900HROIFWPRGM1V77 912796U56 15372000.00000000 PA USD 15301540.75000000 1.994604323561 Long STIV UST US N 2 2022-09-22 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796S67 16508000.00000000 PA USD 16462278.12000000 2.145910117830 Long STIV UST US N 2 2022-08-04 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 16103.85000000 0.002099187876 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1346454.00000000 EUR 1509837.57000000 USD 2022-06-15 16103.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -10250.85000000 -0.00133623077 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 340344.14000000 USD 9421019.00000000 TWD 2022-06-15 -10250.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 37225.21000000 0.004852424080 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1257230.00000000 EUR 1431975.30000000 USD 2022-06-15 37225.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -1326.01000000 -0.00017284960 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 182000.00000000 CAD 144229.67000000 USD 2022-06-15 -1326.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 437.92000000 0.000057084259 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 26730.69000000 USD 9116500.00000000 HUF 2022-06-15 437.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 16383.96000000 0.002135701102 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3722250.00000000 SGD 2762686.09000000 USD 2022-06-15 16383.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 71061.61000000 0.009263106040 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1400506.69000000 USD 21706844.00000000 ZAR 2022-06-15 71061.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -393.08000000 -0.00005123922 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 381500.00000000 MXN 18535.36000000 USD 2022-06-15 -393.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 71799.81000000 0.009359332749 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4558326.00000000 GBP 6058121.71000000 USD 2022-06-15 71799.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 64.05000000 0.000008349120 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 413500.00000000 TWD 14552.25000000 USD 2022-06-15 64.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -31850.99000000 -0.00415187747 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 29483000.00000000 MXN 1430972.53000000 USD 2022-06-15 -31850.99000000 N N N United States of America 254900HROIFWPRGM1V77 912796J42 6797000.00000000 PA USD 6791045.08000000 0.885234245320 Long STIV UST US N 2 2022-06-16 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -179.08000000 -0.00002334364 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 41000.00000000 BRL 8252.29000000 USD 2022-06-15 -179.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 43101.16000000 0.005618372782 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1428467.07000000 USD 21706843.00000000 ZAR 2022-06-15 43101.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -356.74000000 -0.00004650218 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 102733500.00000000 CLP 128585.00000000 USD 2022-06-15 -356.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -5018.31000000 -0.00065415261 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 170064.97000000 USD 4710510.00000000 TWD 2022-06-15 -5018.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 84008.78000000 0.010950810676 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4684694.00000000 GBP 6236286.24000000 USD 2022-06-15 84008.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 71807.39000000 0.009360320826 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4558326.00000000 GBP 6058129.29000000 USD 2022-06-15 71807.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 55831.47000000 0.007277809030 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 809823.85000000 USD 4209500.00000000 BRL 2022-06-15 55831.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 21054.30000000 0.002744494720 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2373898.20000000 USD 2911453000.00000000 KRW 2022-06-15 21054.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 17595.60000000 0.002293642216 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7618000.00000000 EUR 8468878.35000000 USD 2022-06-15 17595.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -33892.36000000 -0.00441797652 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3312501.00000000 PLN 748724.24000000 USD 2022-06-15 -33892.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -2301.02000000 -0.00029994524 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 404500.00000000 SEK 40800.66000000 USD 2022-06-15 -2301.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 36889.68000000 0.004808686682 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5585395.27000000 USD 49521477.00000000 NOK 2022-06-15 36889.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -4978.41000000 -0.00064895151 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 170025.07000000 USD 4710510.00000000 TWD 2022-06-15 -4978.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 29934.63000000 0.003902073875 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5533262.01000000 USD 49001023.00000000 NOK 2022-06-15 29934.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 22433.37000000 0.002924260865 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6490201.88000000 USD 5870500.00000000 EUR 2022-06-15 22433.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 22666.72000000 0.002954678777 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1339635.00000000 EUR 1508835.55000000 USD 2022-06-15 22666.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -4487.94000000 -0.00058501720 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2116514.58000000 USD 13479030.00000000 CNY 2022-06-15 -4487.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 6514.86000000 0.000849232644 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 486080.75000000 USD 615932.00000000 CAD 2022-06-15 6514.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -73438.50000000 -0.00957294118 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 60987529.00000000 SEK 6425115.28000000 USD 2022-06-15 -73438.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 21295.49000000 0.002775934601 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4248312.97000000 USD 3848632.00000000 EUR 2022-06-15 21295.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -3564.15000000 -0.00046459824 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3725500.00000000 BRL 762559.83000000 USD 2022-06-15 -3564.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -42871.46000000 -0.00558843066 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7248871.34000000 USD 6495500.00000000 EUR 2022-06-15 -42871.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 31704.56000000 0.004132789859 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10586403.00000000 EUR 11776084.32000000 USD 2022-06-15 31704.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -73446.53000000 -0.00957398791 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 60987529.00000000 SEK 6425107.25000000 USD 2022-06-15 -73446.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -1119.24000000 -0.00014589648 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1844000.00000000 CNY 287816.77000000 USD 2022-06-15 -1119.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 18154.01000000 0.002366432729 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4190552.63000000 USD 3793735.00000000 EUR 2022-06-15 18154.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -8765.40000000 -0.00114259766 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4269301.00000000 SEK 446151.90000000 USD 2022-06-15 -8765.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 4099.65000000 0.000534402368 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1338342.00000000 EUR 1488834.05000000 USD 2022-06-15 4099.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 62851.53000000 0.008192896096 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4219000.00000000 GBP 5603546.10000000 USD 2022-06-15 62851.53000000 N N N N/A N/A N/A 275.00000000 NC USD 2087581.47000000 0.272122859643 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Natural Gas 2022-04-27 15515500.00000000 USD 2087581.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -1475.16000000 -0.00019229178 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 490626.00000000 ZAR 31785.76000000 USD 2022-06-15 -1475.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 352572.84000000 0.045958986910 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3921606.40000000 USD 20784436.00000000 BRL 2022-06-15 352572.84000000 N N N N/A N/A N/A 2.00000000 NC USD 27319.74000000 0.003561214678 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-05-25 518575.00000000 USD 27319.74000000 N N N N/A N/A N/A -2.00000000 NC USD -36856.92000000 -0.00480441631 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-04-04 -518375.50000000 USD -36856.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -11806.88000000 -0.00153906422 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1835129.12000000 USD 139781086.00000000 INR 2022-06-15 -11806.88000000 N N N Prysmian SpA 529900X0H1IO3RS1A464 N/A 49424.00000000 NS 1677263.05000000 0.218636553399 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 22014.89000000 0.002869710671 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1338342.00000000 EUR 1506749.29000000 USD 2022-06-15 22014.89000000 N N N N/A N/A N/A 21281500000.00000000 PA -1275916.33000000 -0.16631973667 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-09-23 4965053.48000000 USD 0.00000000 USD 21281500000.00000000 JPY -1275916.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -138474.17000000 -0.01805054684 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34678000.00000000 ZAR 2212445.45000000 USD 2022-06-15 -138474.17000000 N N N N/A N/A 000000000 3952208.45000000 PA 40728.68000000 0.005309112497 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus TIIE +/- spread (-0.50% to 0.50%). MXN Currency. Maturity 50-58 Months 04/17/26 to 12/18/26 Y 2026-04-17 0.00000000 USD 0.00000000 USD 3952208.00000000 USD 39903.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 592.44000000 0.000077226431 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1822729.80000000 USD 139781086.00000000 INR 2022-06-15 592.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 50017.06000000 0.006519882262 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6310740997.00000000 KRW 5241213.67000000 USD 2022-06-15 50017.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 214764.61000000 0.027995247449 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4558326.00000000 GBP 6201086.51000000 USD 2022-06-15 214764.61000000 N N N N/A N/A N/A 12500000.00000000 PA 139872.36000000 0.018232805346 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-09-19 69015.12000000 USD 0.00000000 USD 12500000.00000000 CAD 139872.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 5018.11000000 0.000654126539 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 475680.33000000 USD 601056.00000000 CAD 2022-06-15 5018.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 27349.80000000 0.003565133094 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5024924.47000000 USD 47414507.00000000 SEK 2022-06-15 27349.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -4978.63000000 -0.00064898019 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 170025.29000000 USD 4710510.00000000 TWD 2022-06-15 -4978.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -632908.28000000 -0.08250159982 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11870595.10000000 USD 1365409918.00000000 JPY 2022-06-15 -632908.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 21605.92000000 0.002816400135 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1378898.00000000 EUR 1551332.47000000 USD 2022-06-15 21605.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 12790.61000000 0.001667296543 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1983544.82000000 USD 1799500.00000000 EUR 2022-06-15 12790.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -513.18000000 -0.00006689463 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 88979.57000000 USD 6782086.00000000 INR 2022-06-15 -513.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -85361.87000000 -0.01112719024 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21430000.00000000 ZAR 1367438.39000000 USD 2022-06-15 -85361.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -3296.86000000 -0.00042975614 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1885780.00000000 BRL 384501.09000000 USD 2022-06-15 -3296.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 3842.32000000 0.000500858587 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 154571.04000000 USD 670500.00000000 PLN 2022-06-15 3842.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -3297.34000000 -0.00042981871 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1885780.00000000 BRL 384500.61000000 USD 2022-06-15 -3297.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -14233.28000000 -0.00185535314 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 144696000.00000000 HUF 416983.66000000 USD 2022-06-15 -14233.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 3842.51000000 0.000500883354 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 154570.85000000 USD 670500.00000000 PLN 2022-06-15 3842.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -151259.87000000 -0.01971720335 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 42010000.00000000 ZAR 2696716.75000000 USD 2022-06-15 -151259.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -33840.75000000 -0.00441124899 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3421000.00000000 BRL 669664.85000000 USD 2022-06-15 -33840.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 17132.64000000 0.002233293913 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1338342.00000000 EUR 1501867.04000000 USD 2022-06-15 17132.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -1852.37000000 -0.00024146229 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 100558.66000000 USD 119993500.00000000 KRW 2022-06-15 -1852.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -7066.42000000 -0.00092113023 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 520061.00000000 BRL 99880.62000000 USD 2022-06-15 -7066.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 79288.76000000 0.010335541112 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4834588.00000000 GBP 6428417.81000000 USD 2022-06-15 79288.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -54909.69000000 -0.00715765208 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16597941.00000000 ILS 5158079.05000000 USD 2022-06-15 -54909.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 15203.30000000 0.001981798330 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1599000.00000000 EUR 1789107.36000000 USD 2022-06-15 15203.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 377643.83000000 0.049227069900 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3896535.00000000 USD 20784434.00000000 BRL 2022-06-15 377643.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 42861.19000000 0.005587091933 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1419456.00000000 EUR 1617582.11000000 USD 2022-06-15 42861.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 587628.27000000 0.076599207043 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15961798.76000000 USD 23909428.00000000 NZD 2022-06-15 587628.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 44.26000000 0.000005769431 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 83000.00000000 CNY 13049.51000000 USD 2022-06-15 44.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 5675.43000000 0.000739810284 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5274438.00000000 TWD 190480.98000000 USD 2022-06-15 5675.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -49368.87000000 -0.00643538864 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4111500.00000000 CHF 4414163.32000000 USD 2022-06-15 -49368.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -123.67000000 -0.00001612077 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 171000.00000000 ZAR 11468.90000000 USD 2022-06-15 -123.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 41075.32000000 0.005354298119 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1338342.00000000 EUR 1525809.72000000 USD 2022-06-15 41075.32000000 N N N N/A N/A N/A -29.00000000 NC USD -559953.87000000 -0.07299176130 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-04-28 -7518293.50000000 USD -559953.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -5067.05000000 -0.00066050602 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 170113.71000000 USD 4710510.00000000 TWD 2022-06-15 -5067.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 62650.21000000 0.008166653396 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 887010.38000000 USD 4618000.00000000 BRL 2022-06-15 62650.21000000 N N N N/A N/A N/A -57.00000000 NC 7871.29000000 0.001026047593 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Short N/A 3 Month Canadian Bankers Acceptance 2022-06-13 -13986375.00000000 CAD 7871.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 81751.78000000 0.010656603574 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6310740998.00000000 KRW 5272948.39000000 USD 2022-06-15 81751.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -7544.45000000 -0.00098344296 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35981500.00000000 INR 461802.81000000 USD 2022-06-15 -7544.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 9449.13000000 0.001231724037 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5582862.00000000 GBP 7341265.48000000 USD 2022-06-15 9449.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 62649.10000000 0.008166508704 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 887011.49000000 USD 4618000.00000000 BRL 2022-06-15 62649.10000000 N N N N/A N/A N/A 78.00000000 NC 463016.57000000 0.060355677084 N/A DE GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long FTSE 100 Index GB0001383545 2022-06-17 5839080.00000000 GBP 463016.57000000 N N N N/A N/A N/A -4.00000000 NC USD -54120.84000000 -0.00705482298 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-04-27 -1037063.00000000 USD -54120.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 4309.49000000 0.000561755677 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5274439.00000000 TWD 189115.07000000 USD 2022-06-15 4309.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -2097.90000000 -0.00027346791 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 274079.32000000 USD 330637500.00000000 KRW 2022-06-15 -2097.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 912.76000000 0.000118981158 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2960000.00000000 CNY 464714.59000000 USD 2022-06-15 912.76000000 N N N N/A N/A N/A 404.00000000 NC 3013389.97000000 0.392804931277 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SPI 200 Index XC0006013624 2022-06-16 75537900.00000000 AUD 3013389.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 20356.06000000 0.002653476924 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10379695.00000000 EUR 11535417.40000000 USD 2022-06-15 20356.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 3813.12000000 0.000497052274 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3312500.00000000 PLN 786429.48000000 USD 2022-06-15 3813.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -72.09000000 -0.00000939715 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26315.52000000 USD 749000.00000000 TWD 2022-06-15 -72.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 153695.19000000 0.020034655038 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7858883.94000000 USD 11576001.00000000 NZD 2022-06-15 153695.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 7289.01000000 0.000950145550 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 140058.70000000 USD 2173500.00000000 ZAR 2022-06-15 7289.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -711.16000000 -0.00009270195 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8850000.00000000 JPY 72126.69000000 USD 2022-06-15 -711.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -8665.21000000 -0.00112953758 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 520062.00000000 BRL 98282.04000000 USD 2022-06-15 -8665.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 2076.34000000 0.000270657498 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 29964500.00000000 TWD 1051971.29000000 USD 2022-06-15 2076.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 73749.44000000 0.009613473197 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5140256.26000000 USD 6959000.00000000 AUD 2022-06-15 73749.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -3470.35000000 -0.00045237111 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5508000.00000000 CNY 859577.12000000 USD 2022-06-15 -3470.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -5020.77000000 -0.00065447327 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 170067.43000000 USD 4710510.00000000 TWD 2022-06-15 -5020.77000000 N N N N/A N/A 000000000 173500301.94999993 PA 2319589.04000000 0.302365781568 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus HONIX +/- spread (-1.03% to 0.02%). HKD Currency. Maturity 35-61 Months 01/13/25 to 03/24/27 Genscript Biotech Corp. 363890.94000000 USD 23215.67000000 USD Minth Group Ltd. 248539.51000000 USD 50978.07000000 USD Sino Biopharmaceutical Ltd. 532134.22000000 USD 58614.05000000 USD China Youzan Ltd. 167577.06000000 USD 69823.66000000 USD China Merchants Port Holdings Co. Ltd. 929307.99000000 USD 19058.42000000 USD Lenovo Group Ltd. 448468.26000000 USD 48473.73000000 USD Kingboard Laminates Holdings Ltd. 444888.41000000 USD 48386.63000000 USD China Petroleum & Chemical Corp., Class H 789113.28000000 USD 81769.35000000 USD China Coal Energy Co. Ltd., Class H 2274552.23000000 USD 248265.69000000 USD Yankuang Energy Group Co. Ltd., Class H 1056642.79000000 USD -84095.71000000 USD Kunlun Energy Co. Ltd. 1016341.17000000 USD -64341.62000000 USD China Merchants Bank Co. Ltd., Class H 2529938.74000000 USD -95065.88000000 USD New World Development Co. Ltd. 527429.44000000 USD 32963.30000000 USD Haitian International Holdings Ltd. 920568.02000000 USD 80394.90000000 USD China Tower Corp. Ltd., Class H 250750.99000000 USD -10596.36000000 USD China Life Insurance Co. Ltd., Class H 431157.97000000 USD 2736.22000000 USD China Resources Gas Group Ltd. 168355.05000000 USD -22866.55000000 USD BYD Electronic International Co. Ltd. 23779.77000000 USD -4558.95000000 USD Zhejiang Expressway Co. Ltd., Class H 82320.35000000 USD -5251.78000000 USD Flat Glass Group Co. Ltd., Class H 920110.49000000 USD 115626.56000000 USD China International Capital Corp. Ltd., Class H 825039.38000000 USD -42027.76000000 USD China Molybdenum Co. Ltd., Class H 573725.69000000 USD -53927.23000000 USD Pharmaron Beijing Co. Ltd., Class H 177990.47000000 USD -28815.98000000 USD New China Life Insurance Co. Ltd., Class H 2245826.87000000 USD 49689.79000000 USD China Lesso Group Holdings Ltd. 68413.99000000 USD -7789.24000000 USD Hengan International Group Co. Ltd. 744155.78000000 USD -73406.73000000 USD China Resources Beer Holdings Co. Ltd. 498887.14000000 USD 71036.16000000 USD PetroChina Co. Ltd., Class H 935398.61000000 USD -45069.46000000 USD Akeso, Inc. 611366.61000000 USD 6646.31000000 USD TravelSky Technology Ltd., Class H 222354.35000000 USD -32460.92000000 USD Hygeia Healthcare Holdings Co. Ltd. 197947.16000000 USD 42454.66000000 USD China Medical System Holdings Ltd. 1442626.94000000 USD -42440.72000000 USD ENN Energy Holdings Ltd. 1026098.46000000 USD -168283.27000000 USD Tingyi Cayman Islands Holding Corp. 60366.39000000 USD -5172.99000000 USD Shandong Gold Mining Co. Ltd., Class H 1112355.92000000 USD 13821.29000000 USD Venus MedTech Hangzhou, Inc., Class H 312170.93000000 USD 35396.85000000 USD Alibaba Health Information Technology Ltd. 817678.71000000 USD -65263.41000000 USD Jinxin Fertility Group Ltd. 100145.87000000 USD 29747.60000000 USD China Resources Cement Holdings Ltd. 648243.17000000 USD 12462.64000000 USD Shanghai Fosun Pharmaceutical Group Co. Ltd., Class H 159922.44000000 USD -46680.62000000 USD Great Wall Motor Co. Ltd., Class H 825549.27000000 USD 4100.77000000 USD Haidilao International Holding Ltd. 1475750.38000000 USD -85954.45000000 USD Fuyao Glass Industry Group Co. Ltd., Class H 479098.98000000 USD -29595.66000000 USD Shenzhen International Holdings Ltd. 603746.82000000 USD 52073.28000000 USD Agricultural Bank of China Ltd., Class H 1227128.76000000 USD 75759.97000000 USD Kingboard Holdings Ltd. 1157553.96000000 USD 140646.91000000 USD Weimob, Inc. 963020.00000000 USD -198268.12000000 USD Chow Tai Fook Jewellery Group Ltd. 789992.88000000 USD 60922.26000000 USD Xinyi Solar Holdings Ltd. 734705.80000000 USD 6219.41000000 USD Tsingtao Brewery Co. Ltd. 125779.72000000 USD 12179.24000000 USD Wuxi Biologics Cayman, Inc. 758327.55000000 USD -110451.86000000 USD Yue Yuen Industrial Holdings Ltd. 133930.78000000 USD 15715.71000000 USD China Conch Environment Protection Holdings Ltd. 462270.05000000 USD -279240.25000000 USD Jiumaojiu International Holdings Ltd. 676904.24000000 USD -58427.20000000 USD Xinyi Glass Holdings Ltd. 1740705.49000000 USD 20026.05000000 USD China Southern Airlines Co. Ltd., Class H 1000907.73000000 USD -61506.74000000 USD China Everbright Bank Co. Ltd., Class H 788546.36000000 USD 32958.72000000 USD 3SBio, Inc. 783540.41000000 USD 102444.27000000 USD Zijin Mining Group Co. Ltd., Class H 1255631.98000000 USD -23417.06000000 USD Zoomlion Heavy Industry Science and Technology Co. Ltd., Class H 1163304.52000000 USD 114598.15000000 USD HKT Trust & HKT Ltd. 828178.21000000 USD -21704.56000000 USD China Minsheng Banking Corp. Ltd., Class H 1336118.66000000 USD 26697.37000000 USD Wharf Real Estate Investment Co. Ltd. 3276719.89000000 USD -433647.62000000 USD Swire Pacific Ltd., Class A 1444266.44000000 USD 142231.73000000 USD China Shenhua Energy Co. Ltd., Class H 471113.49000000 USD 60271.98000000 USD Sinotruk Hong Kong Ltd. 1082099.52000000 USD 60121.84000000 USD China Galaxy Securities Co. Ltd., Class H 676612.57000000 USD 27902.12000000 USD China Conch Venture Holdings Ltd. 1077163.43000000 USD 490145.88000000 USD Bosideng International Holdings Ltd. 112128.69000000 USD -13597.50000000 USD Kingdee International Software Group Co. Ltd. 889516.04000000 USD -38987.24000000 USD Chongqing Rural Commercial Bank Co. Ltd., Class H 536060.26000000 USD 44004.03000000 USD Jiangsu Expressway Co. Ltd., Class H 125321.93000000 USD -5539.70000000 USD Uni-President China Holdings Ltd. 605716.55000000 USD 44468.06000000 USD Alibaba Group Holding Ltd. 912965.09000000 USD 91281.85000000 USD BOC Aviation Ltd. 46345.32000000 USD -5275.17000000 USD Man Wah Holdings Ltd. 1430913.12000000 USD -17998.37000000 USD China Gas Holdings Ltd. 545521.56000000 USD 111182.84000000 USD China Construction Bank Corp., Class H 857679.61000000 USD 50873.48000000 USD China Power International Development Ltd. 724444.92000000 USD 47106.50000000 USD Guangdong Investment Ltd. 520452.64000000 USD -21187.94000000 USD Sun Hung Kai Properties Ltd. 1885751.29000000 USD 82117.68000000 USD Microport Scientific Corp. 1270661.57000000 USD -31625.14000000 USD CLP Holdings Ltd. 1138397.98000000 USD -18420.67000000 USD NetEase, Inc. 43302.64000000 USD 2714.70000000 USD SJM Holdings Ltd. 555330.78000000 USD 27071.16000000 USD Geely Automobile Holdings Ltd. 221509.59000000 USD -7454.34000000 USD China Longyuan Power Group Corp. Ltd., Class H 177571.88000000 USD -5343.23000000 USD WuXi AppTec Co. Ltd., Class H 490592.27000000 USD -98462.37000000 USD AviChina Industry & Technology Co. Ltd., Class H 36982.70000000 USD 1495.62000000 USD GF Securities Co. Ltd., Class H 390788.41000000 USD -16656.89000000 USD Wynn Macau Ltd. 396836.03000000 USD 16317.34000000 USD Sun Art Retail Group Ltd. 376820.68000000 USD 37531.62000000 USD Aluminum Corp. of China Ltd., Class H 119235.51000000 USD -12496.55000000 USD China Hongqiao Group Ltd. 2424521.66000000 USD 55054.53000000 USD GOME Retail Holdings Ltd. 211639.34000000 USD 6217.69000000 USD MMG Ltd. 381403.10000000 USD 21213.86000000 USD Hang Lung Properties Ltd. 820339.75000000 USD 5686.88000000 USD Nongfu Spring Co. Ltd., Class H 1035338.76000000 USD -67726.58000000 USD ZTE Corp., Class H 46590.02000000 USD -622.38000000 USD WH Group Ltd. 5144523.55000000 USD -127440.24000000 USD Huatai Securities Co. Ltd., Class H 549989.53000000 USD -9592.56000000 USD Xinjiang Goldwind Science & Technology Co. Ltd., Class H 267771.71000000 USD -4347.26000000 USD Hua Hong Semiconductor Ltd. 396694.81000000 USD -254.96000000 USD China Meidong Auto Holdings Ltd. 494062.98000000 USD 26987.48000000 USD COSCO SHIPPING Holdings Co. Ltd., Class H 808093.30000000 USD -77405.09000000 USD Tongcheng Travel Holdings Ltd. 279109.22000000 USD 28092.68000000 USD China Communications Services Corp. Ltd., Class H 455419.06000000 USD -50214.16000000 USD China Oilfield Services Ltd., Class H 58930.11000000 USD -5482.72000000 USD Yihai International Holding Ltd. 1079269.16000000 USD 49384.76000000 USD Galaxy Entertainment Group Ltd. 1254485.45000000 USD -149367.32000000 USD China Resources Pharmaceutical Group Ltd. 582554.60000000 USD 77858.95000000 USD China Mengniu Dairy Co. Ltd. 1077641.78000000 USD 42200.83000000 USD Ganfeng Lithium Co. Ltd., Class H 2090634.34000000 USD -124003.67000000 USD CITIC Securities Co. Ltd., Class H 1479552.08000000 USD -31156.45000000 USD China Education Group Holdings Ltd. 47324.67000000 USD -3968.59000000 USD Ping An Healthcare and Technology Co. Ltd. 117854.45000000 USD 2026.96000000 USD Shandong Weigao Group Medical Polymer Co. Ltd., Class H 322033.50000000 USD -48704.17000000 USD Beijing Enterprises Holdings Ltd. 1077743.49000000 USD -29375.21000000 USD Budweiser Brewing Co. APAC Ltd. 2341194.61000000 USD 188374.98000000 USD China Feihe Ltd. 552325.47000000 USD -19112.19000000 USD Huabao International Holdings Ltd. 307861.63000000 USD 22139.74000000 USD Anhui Conch Cement Co. Ltd., Class H 923163.49000000 USD 30406.36000000 USD Jiangxi Copper Co. Ltd., Class H 23156.96000000 USD -107.76000000 USD Kerry Properties Ltd. 659199.17000000 USD 30528.01000000 USD Fosun International Ltd. 39990.78000000 USD 4484.41000000 USD ASM Pacific Technology Ltd. 1518170.17000000 USD 57675.64000000 USD ESR Cayman Ltd. 2323550.47000000 USD -129608.37000000 USD ZhongAn Online P&C Insurance Co. Ltd., Class H 2280184.37000000 USD -259668.00000000 USD China CITIC Bank Corp. Ltd., Class H 2192585.47000000 USD 223760.41000000 USD Postal Savings Bank of China Co. Ltd., Class H 1174856.09000000 USD -18361.67000000 USD China Resources Power Holdings Co. Ltd. 964015.36000000 USD -132069.97000000 USD BOC Hong Kong Holdings Ltd. 1954767.32000000 USD 184339.60000000 USD Sunny Optical Technology Group Co. Ltd. 574904.45000000 USD 93545.15000000 USD Bank of China Ltd., Class H 1323667.87000000 USD 100038.76000000 USD CanSino Biologics, Inc., Class H 171896.19000000 USD 15484.37000000 USD AAC Technologies Holdings, Inc. 371915.56000000 USD 9632.10000000 USD Beijing Capital International Airport Co. Ltd., Class H 645260.73000000 USD 3653.03000000 USD China State Construction International Holdings Ltd. 389867.35000000 USD -4834.90000000 USD China Traditional Chinese Medicine Holdings Co. Ltd. 910779.20000000 USD 37758.50000000 USD Sands China Ltd. 1155232.71000000 USD 8615.31000000 USD CGN Power Co. Ltd., Class H 50254.83000000 USD 1481.77000000 USD Dongyue Group Ltd. 711243.01000000 USD 62479.27000000 USD Zhongsheng Group Holdings Ltd. 854294.85000000 USD 104316.06000000 USD Meituan 1718215.45000000 USD 561.80000000 USD Smoore International Holdings Ltd. 180394.06000000 USD 33350.31000000 USD SITC International Holdings Co. Ltd. 674864.43000000 USD -58727.42000000 USD CK Asset Holdings Ltd. 2610259.63000000 USD 187752.41000000 USD Topsports International Holdings Ltd. 1181049.71000000 USD -66708.90000000 USD COSCO SHIPPING Ports Ltd. 347175.56000000 USD 8685.09000000 USD Beijing Enterprises Water Group Ltd. 672467.17000000 USD 141168.28000000 USD Guangzhou Automobile Group Co. Ltd., Class H 263865.20000000 USD -3948.43000000 USD PICC Property & Casualty Co. Ltd., Class H 1154747.22000000 USD 73582.36000000 USD MTR Corp. Ltd. 1172345.69000000 USD -60802.15000000 USD Bank of Communications Co. Ltd., Class H 1438993.08000000 USD 133106.83000000 USD CITIC Ltd. 1137163.33000000 USD 15163.76000000 USD Bank of East Asia Ltd. (The) 150628.69000000 USD -1712.91000000 USD China Cinda Asset Management Co. Ltd., Class H 1162069.97000000 USD 4157.52000000 USD Sino Land Co. Ltd. 716912.68000000 USD 19994.41000000 USD Hangzhou Tigermed Consulting Co. Ltd., Class H 74775.39000000 USD -14549.46000000 USD Nine Dragons Paper Holdings Ltd. 248346.86000000 USD -4628.84000000 USD Techtronic Industries Co. Ltd. 1802415.70000000 USD 9611.96000000 USD Sany Heavy Equipment International Holdings Co. Ltd. 650357.15000000 USD -33990.15000000 USD Hong Kong & China Gas Co. Ltd. 4956961.63000000 USD 1005342.17000000 USD Li Ning Co. Ltd. 1214264.13000000 USD -87767.32000000 USD Lee & Man Paper Manufacturing Ltd. 44101.84000000 USD -3479.39000000 USD ANTA Sports Products Ltd. 555744.11000000 USD -1973.43000000 USD Kuaishou Technology 722937.86000000 USD 6320.56000000 USD China Taiping Insurance Holdings Co. Ltd. 1442954.10000000 USD 109969.42000000 USD BYD Co. Ltd., Class H 1362949.35000000 USD -167741.12000000 USD Zhuzhou CRRC Times Electric Co. Ltd. 426281.68000000 USD 36031.73000000 USD Vinda International Holdings Ltd. 90485.49000000 USD 2231.41000000 USD China National Building Material Co. Ltd., Class H 1456371.96000000 USD 49536.01000000 USD China Yuhua Education Corp. Ltd. 571997.90000000 USD 12244.52000000 USD Want Want China Holdings Ltd. 39677.83000000 USD 855.84000000 USD Dongfeng Motor Group Co. Ltd., Class H 770468.50000000 USD 22480.97000000 USD Huaneng Power International, Inc., Class H 364771.13000000 USD -96048.50000000 USD Ping An Insurance Group Co. of China Ltd., Class H 870387.54000000 USD -21337.04000000 USD China Railway Group Ltd., Class H 837128.30000000 USD -15792.03000000 USD Henderson Land Development Co. Ltd. 849216.62000000 USD 29295.38000000 USD China Suntien Green Energy Corp. Ltd., Class H 651925.50000000 USD 20906.07000000 USD JD Health International, Inc. 147893.75000000 USD -4641.21000000 USD Shenzhou International Group Holdings Ltd. 1358487.99000000 USD 17034.94000000 USD Shanghai Pharmaceuticals Holding Co. Ltd., Class H 685283.53000000 USD 76933.74000000 USD China Literature Ltd. 102385.55000000 USD 13597.10000000 USD Sinopharm Group Co. Ltd., Class H 1441029.99000000 USD -15839.03000000 USD Power Assets Holdings Ltd. 1257790.46000000 USD -12377.59000000 USD Alibaba Pictures Group Ltd. 161301.46000000 USD 6287.92000000 USD Swire Properties Ltd. 692430.77000000 USD -2162.13000000 USD AIA Group Ltd. 5016281.91000000 USD -629277.86000000 USD Chinasoft International Ltd. 536057.91000000 USD 22868.94000000 USD Kingsoft Corp. Ltd. 520539.59000000 USD 14066.71000000 USD CK Hutchison Holdings Ltd. 7685343.20000000 USD 582226.83000000 USD Haitong Securities Co. Ltd., Class H 433452.46000000 USD -20868.24000000 USD CSPC Pharmaceutical Group Ltd. 1265014.39000000 USD 56146.14000000 USD Tencent Holdings Ltd. 165939.64000000 USD 10882.62000000 USD People's Insurance Co. Group of China Ltd. (The), Class H 1348163.57000000 USD 103505.86000000 USD Innovent Biologics, Inc. 523278.30000000 USD 14619.35000000 USD Y 2025-01-13 0.00000000 USD 0.00000000 USD 173500302.00000000 USD 2365527.96000000 N N N Amplifon SpA ZYXJDNVM2JI3VBM8G556 N/A -57441.00000000 NS -2556404.30000000 -0.33323540111 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 36882.70000000 0.004807776817 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5585402.25000000 USD 49521477.00000000 NOK 2022-06-15 36882.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 21928.54000000 0.002858454675 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1769716.00000000 EUR 1985222.09000000 USD 2022-06-15 21928.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -3643.02000000 -0.00047487920 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2115669.66000000 USD 13479030.00000000 CNY 2022-06-15 -3643.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 10946.84000000 0.001426955281 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 36450000.00000000 NOK 4149197.53000000 USD 2022-06-15 10946.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 15991.89000000 0.002084593535 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5599276.00000000 GBP 7369364.28000000 USD 2022-06-15 15991.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -1060.05000000 -0.00013818087 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2376545.76000000 USD 3170500.00000000 AUD 2022-06-15 -1060.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 284997.15000000 0.037150281587 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3989181.68000000 USD 20784434.00000000 BRL 2022-06-15 284997.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 44215.47000000 0.005763626622 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4455998.29000000 USD 4056500.00000000 EUR 2022-06-15 44215.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 17232.13000000 0.002246262749 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 338834.91000000 USD 5252282.00000000 ZAR 2022-06-15 17232.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 11181.75000000 0.001457576544 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 463231.43000000 USD 2008000.00000000 PLN 2022-06-15 11181.75000000 N N N N/A N/A N/A 33600000.00000000 PA -303999.37000000 -0.03962728117 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-06-13 0.00000000 USD 573739.85000000 USD 33600000.00000000 CAD -303999.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 11163.80000000 0.001455236705 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 949275.79000000 USD 3058000.00000000 ILS 2022-06-15 11163.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 8287.66000000 0.001080322742 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7153000.00000000 GBP 9402122.28000000 USD 2022-06-15 8287.66000000 N N N N/A N/A N/A -5.00000000 NC USD -46587.86000000 -0.00607287517 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-05-16 -1296729.98000000 USD -46587.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 15326.90000000 0.001997909982 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 503838.12000000 USD 1653000.00000000 ILS 2022-06-15 15326.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 130423.04000000 0.017001056542 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4613578.00000000 GBP 6189305.85000000 USD 2022-06-15 130423.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 68525.60000000 0.008932529100 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4132168.00000000 GBP 5495186.14000000 USD 2022-06-15 68525.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 259165.67000000 0.033783066316 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2033785000.00000000 JPY 16997757.21000000 USD 2022-06-15 259165.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -276.85000000 -0.00003608827 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 80500.00000000 ILS 25006.14000000 USD 2022-06-15 -276.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 76759.46000000 0.010005838842 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6310740996.00000000 KRW 5267956.07000000 USD 2022-06-15 76759.46000000 N N N United States of America 254900HROIFWPRGM1V77 912796R35 27072000.00000000 PA USD 27052542.00000000 3.526384572515 Long STIV UST US N 2 2022-06-09 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1064.52000000 -0.00013876355 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 490625.00000000 ZAR 32196.34000000 USD 2022-06-15 -1064.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 2585.01000000 0.000336964244 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1949000.00000000 GBP 2562152.14000000 USD 2022-06-15 2585.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 20610.36000000 0.002686625735 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12655500.00000000 NOK 1457417.81000000 USD 2022-06-15 20610.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 46.41000000 0.000006049690 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12041.69000000 USD 345000.00000000 TWD 2022-06-15 46.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -34661.63000000 -0.00451825330 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3235770.93000000 USD 30041722.00000000 SEK 2022-06-15 -34661.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 77372.82000000 0.010085792262 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4834588.00000000 GBP 6426501.87000000 USD 2022-06-15 77372.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -34493.30000000 -0.00449631095 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2459500.00000000 BRL 471286.31000000 USD 2022-06-15 -34493.30000000 N N N N/A N/A 000000000 81507499.43000000 PA 151665.05000000 0.019770019856 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus AOISR +/- spread (-0.13% to 0.04%). AUD Currency. Maturity 35-61 Months 01/13/25 to 04/01/27 Atlas Arteria Ltd. 1977267.92000000 USD 27499.96000000 USD Treasury Wine Estates Ltd. 787935.93000000 USD 9363.07000000 USD SEEK Ltd. 1569328.57000000 USD -105990.51000000 USD Australia & New Zealand Banking Group Ltd. 362096.59000000 USD 29351.41000000 USD WiseTech Global Ltd. 423022.31000000 USD -16832.65000000 USD APA Group 5041508.03000000 USD -358778.37000000 USD Boral Ltd. 566458.29000000 USD -30302.45000000 USD Washington H Soul Pattinson & Co. Ltd. 650308.81000000 USD -78896.67000000 USD Medibank Pvt Ltd. 2726857.00000000 USD -13279.14000000 USD CIMIC Group Ltd. 103151.84000000 USD 404.33000000 USD Seven Group Holdings Ltd. 350486.80000000 USD -16754.17000000 USD Cochlear Ltd. 1238016.23000000 USD -45900.82000000 USD Woolworths Group Ltd. 785744.56000000 USD -27303.56000000 USD CSL Ltd. 762834.10000000 USD -26938.92000000 USD Santos Ltd. 620109.81000000 USD 1780.77000000 USD Cleanaway Waste Management Ltd. 978519.71000000 USD 90117.57000000 USD Coles Group Ltd. 65276.86000000 USD 1971.48000000 USD Incitec Pivot Ltd. 1412498.20000000 USD 81339.93000000 USD Transurban Group 68383.57000000 USD -1041.40000000 USD Ramsay Health Care Ltd. 504985.38000000 USD -33928.27000000 USD South32 Ltd. 1473512.93000000 USD 44220.98000000 USD Computershare Ltd. 370614.34000000 USD 55074.74000000 USD Insurance Australia Group Ltd. 2071067.95000000 USD -48244.11000000 USD carsales.com Ltd. 535343.77000000 USD 18333.97000000 USD Northern Star Resources Ltd. 904896.84000000 USD 12818.49000000 USD BHP Group Ltd. 312658.64000000 USD 20698.69000000 USD AMP Ltd. 160394.60000000 USD -8739.78000000 USD Mineral Resources Ltd. 275153.36000000 USD 27979.37000000 USD Qube Holdings Ltd. 3186325.20000000 USD 164535.28000000 USD Newcrest Mining Ltd. 49952.68000000 USD -288.74000000 USD Suncorp Group Ltd. 182414.71000000 USD 13147.08000000 USD Origin Energy Ltd. 385662.47000000 USD 3820.56000000 USD AGL Energy Ltd. 596811.95000000 USD 28934.40000000 USD Brambles Ltd. 2442610.28000000 USD 46472.84000000 USD Commonwealth Bank of Australia 152149.58000000 USD -10930.77000000 USD OZ Minerals Ltd. 327981.39000000 USD -7528.55000000 USD Lendlease Corp. Ltd. 95688.15000000 USD -686.26000000 USD IGO Ltd. 1121225.66000000 USD -74932.09000000 USD Tabcorp Holdings Ltd. 3095370.90000000 USD 188982.62000000 USD Magellan Financial Group Ltd. 1590940.33000000 USD 51090.64000000 USD Evolution Mining Ltd. 1109046.82000000 USD 22113.41000000 USD Domino's Pizza Enterprises Ltd. 713884.24000000 USD 55883.25000000 USD Telstra Corp. Ltd. 1564267.75000000 USD 8676.09000000 USD James Hardie Industries plc 1123699.08000000 USD 70148.17000000 USD Qantas Airways Ltd. 1654792.80000000 USD -153794.38000000 USD Ampol Ltd. 295445.50000000 USD 19161.62000000 USD IDP Education Ltd. 3976963.30000000 USD -337906.48000000 USD Orica Ltd. 251582.17000000 USD -18384.15000000 USD NEXTDC Ltd. 719480.90000000 USD -33935.19000000 USD Lynas Rare Earths Ltd. 1673815.59000000 USD -119471.23000000 USD Macquarie Group Ltd. 191613.65000000 USD -21969.88000000 USD Fortescue Metals Group Ltd. 1390091.44000000 USD 117666.47000000 USD REA Group Ltd. 987155.77000000 USD -39552.12000000 USD Wesfarmers Ltd. 1004420.69000000 USD -14911.37000000 USD Harvey Norman Holdings Ltd. 1801316.96000000 USD 13583.42000000 USD Pro Medicus Ltd. 2644.56000000 USD -12.28000000 USD Pilbara Minerals Ltd. 2427809.69000000 USD -247304.32000000 USD Xero Ltd. 1795334.25000000 USD -74711.08000000 USD QBE Insurance Group Ltd. 1350123.52000000 USD -127273.36000000 USD BlueScope Steel Ltd. 2462389.44000000 USD 197208.26000000 USD Aristocrat Leisure Ltd. 1646516.01000000 USD 45400.75000000 USD Sonic Healthcare Ltd. 671356.16000000 USD 41167.17000000 USD JB Hi-Fi Ltd. 3929125.11000000 USD 317228.62000000 USD Worley Ltd. 1891607.36000000 USD 49789.51000000 USD Alumina Ltd. 1249088.98000000 USD -22775.20000000 USD Reece Ltd. 1496839.09000000 USD -9396.00000000 USD Aurizon Holdings Ltd. 3801522.36000000 USD 196619.49000000 USD Y 2025-01-13 0.00000000 USD 0.00000000 USD 81507499.00000000 USD -56109.85999999 N N N N/A N/A N/A -1805.00000000 NC 1968544.37000000 0.256605996459 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A Long Gilt 2022-06-28 -219199200.00000000 GBP 1968544.37000000 N N N N/A N/A N/A -1.00000000 NC USD -10946.85000000 -0.00142695658 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-05-23 -259262.50000000 USD -10946.85000000 N N N N/A N/A N/A -396.00000000 NC 37500.75000000 0.004888341593 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Short N/A 3 Month Canadian Bankers Acceptance 2022-12-19 -96109200.00000000 CAD 37500.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -84867.74000000 -0.01106277883 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1752326.57000000 USD 559520278.00000000 HUF 2022-06-15 -84867.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 15694.91000000 0.002045881251 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 340372.13000000 USD 5252282.00000000 ZAR 2022-06-15 15694.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 1079860.46000000 0.140763232771 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 28157604.94000000 USD 39022497.00000000 AUD 2022-06-15 1079860.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 778.29000000 0.000101452567 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 210500.00000000 CAD 169127.03000000 USD 2022-06-15 778.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -11804.58000000 -0.00153876440 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1835126.82000000 USD 139781086.00000000 INR 2022-06-15 -11804.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -179.31000000 -0.00002337362 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15718.65000000 USD 443500.00000000 TWD 2022-06-15 -179.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 8299.41000000 0.001081854392 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7153000.00000000 GBP 9402134.03000000 USD 2022-06-15 8299.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -372884.94000000 -0.04860673350 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15139500.00000000 NZD 10106247.00000000 USD 2022-06-15 -372884.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 1523.54000000 0.000198598266 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 264173.78000000 USD 239500.00000000 EUR 2022-06-15 1523.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -8455.31000000 -0.00110217645 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2120482.10000000 USD 13479031.00000000 CNY 2022-06-15 -8455.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -3059.65000000 -0.00039883507 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3315103.36000000 USD 4420500.00000000 AUD 2022-06-15 -3059.65000000 N N N N/A N/A N/A 73900000.00000000 PA -429820.93000000 -0.05602852022 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-09-23 0.00000000 USD 1883286.94000000 USD 73900000.00000000 GBP -429820.93000000 N N N N/A N/A N/A -14.00000000 NC USD -145588.33000000 -0.01897790014 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-04-13 -3629713.50000000 USD -145588.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 15205.53000000 0.001982089018 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1599000.00000000 EUR 1789109.59000000 USD 2022-06-15 15205.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -6191.79000000 -0.00080711944 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 520062.00000000 BRL 100755.46000000 USD 2022-06-15 -6191.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 41297.62000000 0.005383275628 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1338342.00000000 EUR 1526032.02000000 USD 2022-06-15 41297.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 37729.06000000 0.004918102525 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1298016.00000000 EUR 1477726.46000000 USD 2022-06-15 37729.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -1266.99000000 -0.00016515616 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 131225.84000000 USD 1917000.00000000 ZAR 2022-06-15 -1266.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -49374.39000000 -0.00643610819 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4111500.00000000 CHF 4414157.80000000 USD 2022-06-15 -49374.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -1883.01000000 -0.00024545632 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34329000.00000000 INR 445908.83000000 USD 2022-06-15 -1883.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -217186.60000000 -0.02831096152 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6445162.37000000 USD 4742335.00000000 GBP 2022-06-15 -217186.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -316618.66000000 -0.04127224561 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10750000.00000000 AUD 7737780.14000000 USD 2022-06-15 -316618.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -1778.55000000 -0.00023183962 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46200749.00000000 CLP 56208.43000000 USD 2022-06-15 -1778.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -1803.09000000 -0.00023503849 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 46200750.00000000 CLP 56183.89000000 USD 2022-06-15 -1803.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -13374.48000000 -0.00174340584 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3269599.33000000 USD 4346000.00000000 AUD 2022-06-15 -13374.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -946958.64000000 -0.12343905940 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16760941.52000000 USD 1921442500.00000000 JPY 2022-06-15 -946958.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -15185.94000000 -0.00197953539 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1048500.00000000 BRL 200431.02000000 USD 2022-06-15 -15185.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 806.33000000 0.000105107670 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2037000.00000000 CNY 319983.47000000 USD 2022-06-15 806.33000000 N N N N/A N/A 000000000 7496850000.00000000 PA 141970.45000000 0.018506298026 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2022-06-09 0.00000000 USD 0.00000000 USD 7496850000.00000000 KRW 141970.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 22319.61000000 0.002909431888 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1769714.00000000 EUR 1985610.95000000 USD 2022-06-15 22319.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 4469.84000000 0.000582657807 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1307190.00000000 EUR 1454644.73000000 USD 2022-06-15 4469.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 130621.63000000 0.017026943378 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4585952.00000000 GBP 6153223.99000000 USD 2022-06-15 130621.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 40699.01000000 0.005305244918 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20987000.00000000 NOK 2423400.45000000 USD 2022-06-15 40699.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -18.68000000 -0.00000243499 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21500.00000000 MXN 1048.06000000 USD 2022-06-15 -18.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 7150.70000000 0.000932116403 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 493092.90000000 USD 7379005.00000000 ZAR 2022-06-15 7150.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 20669.48000000 0.002694332214 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 335397.56000000 USD 5252282.00000000 ZAR 2022-06-15 20669.48000000 N N N United States of America 254900HROIFWPRGM1V77 912796U49 53349000.00000000 PA USD 53118472.03000000 6.924161148412 Long STIV UST US N 2 2022-09-15 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 21607.86000000 0.002816653020 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1378898.00000000 EUR 1551334.41000000 USD 2022-06-15 21607.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 2653.45000000 0.000345885615 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2921334.74000000 USD 27441000.00000000 SEK 2022-06-15 2653.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -3695.32000000 -0.00048169667 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 168741.98000000 USD 4710510.00000000 TWD 2022-06-15 -3695.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -4948.95000000 -0.00064511131 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4133500.00000000 MXN 200138.08000000 USD 2022-06-15 -4948.95000000 N N N N/A N/A N/A 3400000.00000000 PA USD -47325.61000000 -0.00616904322 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-09-21 0.00000000 USD 157643.00000000 USD 3400000.00000000 USD -47325.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 46937.25000000 0.006118419270 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3123554.76000000 USD 4580500.00000000 NZD 2022-06-15 46937.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 2664.03000000 0.000347264752 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 360033.89000000 USD 524000.00000000 NZD 2022-06-15 2664.03000000 N N N DiaSorin SpA 8156002878BDF0EE4348 N/A -1320.00000000 NS -206175.06000000 -0.02687557238 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 29941.55000000 0.003902975919 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5533255.09000000 USD 49001023.00000000 NOK 2022-06-15 29941.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -6824.84000000 -0.00088963952 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9089000.00000000 MXN 444133.44000000 USD 2022-06-15 -6824.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 86855.89000000 0.011321940486 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6976593.44000000 USD 8832000.00000000 CAD 2022-06-15 86855.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -609115.41000000 -0.07940012382 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11846802.25000000 USD 1365409920.00000000 JPY 2022-06-15 -609115.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 22322.09000000 0.002909755164 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1769714.00000000 EUR 1985613.43000000 USD 2022-06-15 22322.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 216.31000000 0.000028196693 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4993.35000000 USD 105000.00000000 MXN 2022-06-15 216.31000000 N N N United States of America 254900HROIFWPRGM1V77 912796K57 38610000.00000000 PA USD 38542239.45000000 5.024103043133 Long STIV UST US N 2 2022-07-14 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -48979.62000000 -0.00638464867 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18833261.00000000 ILS 5866065.96000000 USD 2022-06-15 -48979.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 40718.31000000 0.005307760734 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 743784500.00000000 JPY 6162262.59000000 USD 2022-06-15 40718.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 78155.59000000 0.010187828812 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1393412.71000000 USD 21706844.00000000 ZAR 2022-06-15 78155.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -3716.87000000 -0.00048450578 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 168763.53000000 USD 4710510.00000000 TWD 2022-06-15 -3716.87000000 N N N N/A N/A N/A 171900000.00000000 PA -2451799.26000000 -0.31959980268 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-06-13 0.00000000 USD 88647.20000000 USD 171900000.00000000 AUD -2451799.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -34657.58000000 -0.00451772537 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3235766.88000000 USD 30041722.00000000 SEK 2022-06-15 -34657.58000000 N N N N/A N/A N/A 54693100000.00000000 PA 344539.55000000 0.044911822103 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-09-24 101472.79000000 USD 0.00000000 USD 54693100000.00000000 JPY 344539.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 243.12000000 0.000031691462 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1148000.00000000 TWD 40466.70000000 USD 2022-06-15 243.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 134456.66000000 0.017526851690 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4601814.00000000 GBP 6177890.14000000 USD 2022-06-15 134456.66000000 N N N Ferrari NV 549300RIVY5EX8RCON76 N/A -13822.00000000 NS -3011256.52000000 -0.39252682930 Short EC CORP NL N 2 N N N N/A N/A N/A -75.00000000 NC -9773.74000000 -0.00127403797 N/A DE HK N 1 HKCC & SEOCH 213800NM8ZN1F16ARD34 Short HSCEI HK0000004330 2022-04-28 -28203750.00000000 HKD -9773.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 4241.46000000 0.000552887751 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5274436.00000000 TWD 189046.94000000 USD 2022-06-15 4241.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -120.22000000 -0.00001567105 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18431.71000000 USD 6144468.00000000 HUF 2022-06-15 -120.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 7848.00000000 0.001023011668 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 487417.20000000 USD 619270.00000000 CAD 2022-06-15 7848.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -3275.42000000 -0.00042696137 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2235321.00000000 ILS 698781.73000000 USD 2022-06-15 -3275.42000000 N N N N/A N/A N/A -21.00000000 NC USD -130159.67000000 -0.01696672542 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-06-10 -5447662.50000000 USD -130159.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 53.85000000 0.000007019518 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4971.34000000 USD 16000.00000000 ILS 2022-06-15 53.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -32010.90000000 -0.00417272224 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13779986.71000000 USD 129021795.00000000 SEK 2022-06-15 -32010.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 70611.74000000 0.009204464060 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1227962.31000000 USD 435740000.00000000 HUF 2022-06-15 70611.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 53565.28000000 0.006982403983 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2252550.48000000 USD 20312428.00000000 NOK 2022-06-15 53565.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -3041.09000000 -0.00039641571 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 391104.00000000 ILS 119794.67000000 USD 2022-06-15 -3041.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -416796.66000000 -0.05433076535 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13943000.00000000 AUD 10029945.90000000 USD 2022-06-15 -416796.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -17784.06000000 -0.00231820857 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1085923500.00000000 JPY 8919655.20000000 USD 2022-06-15 -17784.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 3076.92000000 0.000401086271 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1292881000.00000000 KRW 1066596.95000000 USD 2022-06-15 3076.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 8377.83000000 0.001092076687 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1751538.20000000 USD 5603500.00000000 ILS 2022-06-15 8377.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 43244.12000000 0.005637008071 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3312500.00000000 PLN 825860.48000000 USD 2022-06-15 43244.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 377648.73000000 0.049227708630 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3896530.51000000 USD 20784436.00000000 BRL 2022-06-15 377648.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 23454.55000000 0.003057374914 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2077816.85000000 USD 19719980.00000000 SEK 2022-06-15 23454.55000000 N N N Eni SpA BUCRF72VH5RBN7X3VL35 N/A 308738.00000000 NS 4502396.19000000 0.586901610346 Long EC CORP IT N 2 N N N N/A N/A 000000000 93504180.00000000 PA 5191776.44000000 0.676764510409 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2022-06-17 0.00000000 USD 0.00000000 USD 93504180.00000000 CHF 5191776.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 153685.34000000 0.020033371059 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7858892.41000000 USD 11575999.00000000 NZD 2022-06-15 153685.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -1216.57000000 -0.00015858375 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 316000.00000000 EUR 349348.58000000 USD 2022-06-15 -1216.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 6449.23000000 0.000840677566 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 474250.81000000 USD 601058.00000000 CAD 2022-06-15 6449.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -1980.40000000 -0.00025815141 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6131000.00000000 MXN 302214.25000000 USD 2022-06-15 -1980.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -102432.21000000 -0.01335236315 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8305129.12000000 USD 6246000.00000000 GBP 2022-06-15 -102432.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -333338.02000000 -0.04345166717 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6357221.97000000 USD 731918500.00000000 JPY 2022-06-15 -333338.02000000 N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A -36006.00000000 NS -388423.75000000 -0.05063226663 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 34162.11000000 0.004453139289 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4650209.30000000 USD 4222500.00000000 EUR 2022-06-15 34162.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -54536.75000000 -0.00710903817 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4103500.00000000 BRL 789320.38000000 USD 2022-06-15 -54536.75000000 N N N N/A N/A N/A 354.00000000 NC USD -188984.12000000 -0.02463467888 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Notes 2022-06-21 43453500.00000000 USD -188984.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 41.38000000 0.000005394014 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4041.59000000 USD 13000.00000000 ILS 2022-06-15 41.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -8937.49000000 -0.00116503014 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 520062.00000000 BRL 98009.76000000 USD 2022-06-15 -8937.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -7534.23000000 -0.00098211075 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 520063.00000000 BRL 99413.22000000 USD 2022-06-15 -7534.23000000 N N N N/A N/A N/A 12084841.38000000 PA 1212440.21000000 0.158045423296 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI Italy Net Return Index M7IT Index Y 2022-06-15 0.00000000 USD 0.00000000 USD 12084841.38000000 EUR 1212440.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -6191.67000000 -0.00080710380 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 520063.00000000 BRL 100755.78000000 USD 2022-06-15 -6191.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 20330.03000000 0.002650083831 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 261187.62000000 USD 94464000.00000000 HUF 2022-06-15 20330.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 39748.57000000 0.005181352052 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1300720.00000000 EUR 1482745.75000000 USD 2022-06-15 39748.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 44.28000000 0.000005772038 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 83000.00000000 CNY 13049.53000000 USD 2022-06-15 44.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 2.18000000 0.000000284169 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3500.00000000 TWD 124.81000000 USD 2022-06-15 2.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -1110.80000000 -0.00014479629 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46200750.00000000 CLP 56876.18000000 USD 2022-06-15 -1110.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -374.49000000 -0.00004881595 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15738.64000000 USD 438500.00000000 TWD 2022-06-15 -374.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -5901.38000000 -0.00076926358 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1482622.10000000 USD 2001500.00000000 SGD 2022-06-15 -5901.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 40798.34000000 0.005318192898 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1338344.00000000 EUR 1525534.96000000 USD 2022-06-15 40798.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 21.34000000 0.000002781736 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 313500.00000000 TWD 11005.74000000 USD 2022-06-15 21.34000000 N N N N/A N/A N/A 6400000.00000000 PA -26254.78000000 -0.00342239376 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-09-09 116263.57000000 USD 0.00000000 USD 6400000.00000000 AUD -26254.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 11021.27000000 0.001436657468 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 141369500.00000000 INR 1855062.98000000 USD 2022-06-15 11021.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 45.07000000 0.000005875017 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 663.71000000 USD 3000.00000000 PLN 2022-06-15 45.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 3502.78000000 0.000456598472 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 109323.62000000 USD 2274000.00000000 MXN 2022-06-15 3502.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 1523.21000000 0.000198555250 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 264174.11000000 USD 239500.00000000 EUR 2022-06-15 1523.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -175382.49000000 -0.02286166331 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9572500.00000000 CHF 10216727.90000000 USD 2022-06-15 -175382.49000000 N N N CNH Industrial NV 549300WGC2HZ5J67V817 N/A -65465.00000000 NS -1031125.16000000 -0.13441043198 Short EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A 777.35000000 0.000101330035 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24034.53000000 USD 79000.00000000 ILS 2022-06-15 777.35000000 N N N N/A N/A 000000000 500490643.08000034 PA -559303.20999999 -0.07290694571 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus TONAR +/- spread (-0.30% to 0.01%). JPY Currency. Maturity 35-61 Months 01/14/25 to 04/01/27 Lawson, Inc. 689038.64000000 USD 9555.38000000 USD Sumitomo Mitsui Trust Holdings, Inc. 689946.33000000 USD 32421.68000000 USD Showa Denko KK 817425.79000000 USD 209124.75000000 USD Haseko Corp. 1428835.48000000 USD 38736.52000000 USD Fast Retailing Co. Ltd. 2050628.84000000 USD -124578.49000000 USD Shin-Etsu Chemical Co. Ltd. 30386.67000000 USD -685.97000000 USD Fancl Corp. 1643893.59000000 USD 124813.70000000 USD GMO Payment Gateway, Inc. 1731894.81000000 USD -220390.70000000 USD Mizuho Financial Group, Inc. 787261.50000000 USD 52033.10000000 USD TIS, Inc. 313594.80000000 USD 32962.38000000 USD Sysmex Corp. 1281966.90000000 USD -71446.72000000 USD Bandai Namco Holdings, Inc. 1327016.21000000 USD -105402.41000000 USD Toshiba Corp. 896646.11000000 USD -86778.76000000 USD Takeda Pharmaceutical Co. Ltd. 706607.16000000 USD 38184.69000000 USD Nippon Yusen KK 2414294.37000000 USD -72059.29000000 USD Tobu Railway Co. Ltd. 889907.77000000 USD -63975.28000000 USD Japan Post Bank Co. Ltd. 26501.58000000 USD 134.06000000 USD West Japan Railway Co. 2900507.84000000 USD -249105.12000000 USD ZOZO, Inc. 253700.31000000 USD 1594.36000000 USD Mitsubishi UFJ Financial Group, Inc. 478420.26000000 USD 51655.55000000 USD Asahi Kasei Corp. 848519.77000000 USD 75835.57000000 USD Marubeni Corp. 3000594.61000000 USD 330525.38000000 USD Nippon Steel Corp. 1282766.32000000 USD 99749.89000000 USD Nidec Corp. 3570035.12000000 USD -325466.82000000 USD Denso Corp. 2373364.40000000 USD -324644.11000000 USD SoftBank Corp. 2981091.73000000 USD 23681.95000000 USD MEIJI Holdings Co. Ltd. 385046.88000000 USD -1924.46000000 USD Osaka Gas Co. Ltd. 5555549.99000000 USD -186636.43000000 USD Yamada Holdings Co. Ltd. 1610402.46000000 USD 23174.93000000 USD Hisamitsu Pharmaceutical Co., Inc. 920087.78000000 USD 15005.77000000 USD Sumitomo Forestry Co. Ltd. 1858951.40000000 USD 120458.52000000 USD Kinden Corp. 1172837.79000000 USD 9265.45000000 USD Honda Motor Co. Ltd. 445029.71000000 USD -14734.23000000 USD Konami Holdings Corp. 1198423.29000000 USD 143580.15000000 USD Yamazaki Baking Co. Ltd. 2087108.87000000 USD 37529.34000000 USD Shimizu Corp. 1383266.33000000 USD -3866.86000000 USD Taiyo Yuden Co. Ltd. 362618.06000000 USD 52470.09000000 USD NTT Data Corp. 632803.23000000 USD 103148.27000000 USD Koito Manufacturing Co. Ltd. 639418.94000000 USD -23564.87000000 USD MS&AD Insurance Group Holdings, Inc. 2467563.19000000 USD 210489.46000000 USD Skylark Holdings Co. Ltd. 534937.17000000 USD 20938.34000000 USD Nikon Corp. 899090.39000000 USD 149377.17000000 USD Keisei Electric Railway Co. Ltd. 1730671.87000000 USD -134841.30000000 USD Zenkoku Hosho Co. Ltd. 1341032.62000000 USD -22546.71000000 USD Sony Group Corp. 4629407.23000000 USD -604950.72000000 USD Isuzu Motors Ltd. 435337.14000000 USD 52102.80000000 USD Sojitz Corp. 3057358.34000000 USD 145925.35000000 USD Bridgestone Corp. 846184.07000000 USD -71108.86000000 USD MatsukiyoCocokara & Co. 1022258.76000000 USD 20463.80000000 USD Taiheiyo Cement Corp. 18126.15000000 USD 1187.06000000 USD Rakus Co. Ltd. 2665668.74000000 USD -90296.11000000 USD Nissan Chemical Corp. 1249410.43000000 USD -167653.83000000 USD IHI Corp. 207856.04000000 USD 32666.96000000 USD USS Co. Ltd. 1398064.01000000 USD -111351.13000000 USD Capcom Co. Ltd. 722480.96000000 USD -68524.60000000 USD East Japan Railway Co. 2853362.03000000 USD -281394.39000000 USD Harmonic Drive Systems, Inc. 3011838.29000000 USD 112522.48000000 USD Sekisui Chemical Co. Ltd. 981529.95000000 USD -54038.31000000 USD Sumitomo Corp. 741238.64000000 USD 78237.89000000 USD Murata Manufacturing Co. Ltd. 362300.41000000 USD -35145.08000000 USD Advantest Corp. 1233567.11000000 USD -169709.22000000 USD TDK Corp. 938006.48000000 USD 135974.95000000 USD ANA Holdings, Inc. 2520928.21000000 USD -353637.22000000 USD Sega Sammy Holdings, Inc. 529402.30000000 USD -36489.33000000 USD Hitachi Construction Machinery Co. Ltd. 699592.00000000 USD 102491.28000000 USD Sharp Corp. 154018.41000000 USD -15206.76000000 USD Shimamura Co. Ltd. 3297405.62000000 USD 196299.77000000 USD NGK Spark Plug Co. Ltd. 750302.69000000 USD 86903.82000000 USD NOF Corp. 175694.45000000 USD -18604.28000000 USD Unicharm Corp. 5643954.58000000 USD -545599.01000000 USD Komatsu Ltd. 360382.72000000 USD 38421.22000000 USD Casio Computer Co. Ltd. 1406894.80000000 USD -168738.21000000 USD CyberAgent, Inc. 519733.47000000 USD 36942.79000000 USD Sumitomo Mitsui Financial Group, Inc. 701262.12000000 USD 30382.01000000 USD Shiseido Co. Ltd. 1484949.19000000 USD -148020.80000000 USD Recruit Holdings Co. Ltd. 1972495.96000000 USD -322131.23000000 USD Canon, Inc. 689784.05000000 USD 82318.37000000 USD Dai-ichi Life Holdings, Inc. 2034111.15000000 USD 218252.90000000 USD NIPPON EXPRESS HOLDINGS, Inc. 4602952.83000000 USD 394008.16000000 USD McDonald's Holdings Co. Japan Ltd. 740226.84000000 USD -27324.52000000 USD Sumitomo Heavy Industries Ltd. 3187602.99000000 USD 192628.89000000 USD Sugi Holdings Co. Ltd. 153438.98000000 USD -4067.40000000 USD Kawasaki Heavy Industries Ltd. 340619.39000000 USD -41690.60000000 USD Omron Corp. 1330971.49000000 USD -125307.70000000 USD Trend Micro, Inc. 344548.92000000 USD -30425.32000000 USD Toyo Suisan Kaisha Ltd. 454433.28000000 USD -10489.38000000 USD Isetan Mitsukoshi Holdings Ltd. 133788.67000000 USD -16863.99000000 USD Nippon Telegraph & Telephone Corp. 3021606.37000000 USD 144393.47000000 USD Alfresa Holdings Corp. 2032114.87000000 USD -25405.16000000 USD Kobe Bussan Co. Ltd. 4179206.35000000 USD 41738.86000000 USD Air Water, Inc. 849594.94000000 USD 103687.52000000 USD Kamigumi Co. Ltd. 3590.12000000 USD 107.87000000 USD FUJIFILM Holdings Corp. 2337829.32000000 USD -296467.01000000 USD Kawasaki Kisen Kaisha Ltd. 787595.55000000 USD 57577.77000000 USD MonotaRO Co. Ltd. 4569331.27000000 USD -527647.86000000 USD ITOCHU Corp. 1826601.84000000 USD 143188.65000000 USD Ricoh Co. Ltd. 2128572.52000000 USD 299154.26000000 USD Nomura Holdings, Inc. 514365.21000000 USD -23927.29000000 USD Fujitsu Ltd. 2022647.42000000 USD 254902.60000000 USD Astellas Pharma, Inc. 710932.76000000 USD -40214.01000000 USD Asahi Group Holdings Ltd. 2239859.82000000 USD 200538.47000000 USD Kakaku.com, Inc. 3081921.17000000 USD -451181.59000000 USD Nissan Motor Co. Ltd. 1379653.07000000 USD -256354.30000000 USD Chubu Electric Power Co., Inc. 1905404.96000000 USD 192313.33000000 USD Iida Group Holdings Co. Ltd. 3524048.86000000 USD 83583.64000000 USD Tokyo Electric Power Co. Holdings, Inc. 4880178.35000000 USD 859615.17000000 USD Seino Holdings Co. Ltd. 63685.36000000 USD 1200.79000000 USD Tokyo Gas Co. Ltd. 3044488.56000000 USD -103789.12000000 USD Taisei Corp. 3510483.60000000 USD -8741.15000000 USD Open House Group Co. Ltd. 637240.64000000 USD -54812.46000000 USD Yamaha Corp. 1112475.66000000 USD -89840.54000000 USD COMSYS Holdings Corp. 1143243.08000000 USD 32344.68000000 USD Ono Pharmaceutical Co. Ltd. 784547.06000000 USD -57614.74000000 USD Daikin Industries Ltd. 4322173.93000000 USD -357467.08000000 USD BIPROGY, Inc. 824543.68000000 USD 28240.80000000 USD SCSK Corp. 1056817.01000000 USD 87695.13000000 USD SCREEN Holdings Co. Ltd. 1166199.92000000 USD 200180.09000000 USD Nexon Co. Ltd. 878000.82000000 USD -45912.91000000 USD T&D Holdings, Inc. 548550.56000000 USD 76355.14000000 USD Hoya Corp. 934454.66000000 USD -70000.49000000 USD Persol Holdings Co. Ltd. 430201.13000000 USD -74419.52000000 USD Toray Industries, Inc. 993117.30000000 USD 117848.14000000 USD Shimano, Inc. 1854967.73000000 USD -188120.95000000 USD Idemitsu Kosan Co. Ltd. 2938485.22000000 USD 15739.20000000 USD Mitsubishi Chemical Holdings Corp. 824025.89000000 USD 94750.86000000 USD Toyota Motor Corp. 1861522.08000000 USD -301997.44000000 USD Square Enix Holdings Co. Ltd. 1714357.86000000 USD -8895.31000000 USD Ito En Ltd. 1659111.18000000 USD 65554.66000000 USD Dai Nippon Printing Co. Ltd. 2848588.22000000 USD 63181.29000000 USD Japan Tobacco, Inc. 1697511.75000000 USD 53911.02000000 USD Yokogawa Electric Corp. 138011.94000000 USD 4350.88000000 USD Hamamatsu Photonics KK 2416632.68000000 USD -352569.28000000 USD FP Corp. 572083.85000000 USD 30433.11000000 USD Keihan Holdings Co. Ltd. 44126.85000000 USD -3862.18000000 USD Suzuken Co. Ltd. 1555444.73000000 USD -26499.33000000 USD Pola Orbis Holdings, Inc. 1774768.14000000 USD -33416.89000000 USD Kirin Holdings Co. Ltd. 2303232.13000000 USD 79308.31000000 USD Yamaha Motor Co. Ltd. 1409821.93000000 USD 266600.05000000 USD Keio Corp. 2479161.49000000 USD -74572.70000000 USD Otsuka Corp. 1648719.08000000 USD 64181.97000000 USD Rinnai Corp. 688194.93000000 USD -8978.72000000 USD Kewpie Corp. 810496.70000000 USD -28356.91000000 USD Yakult Honsha Co. Ltd. 1536304.29000000 USD -67140.41000000 USD Mercari, Inc. 3015078.65000000 USD -127672.54000000 USD Ibiden Co. Ltd. 390015.50000000 USD 9090.33000000 USD Bank of Kyoto Ltd. (The) 1156689.69000000 USD -145006.89000000 USD Z Holdings Corp. 2434333.28000000 USD -135582.48000000 USD Toyota Boshoku Corp. 2548066.36000000 USD 305373.73000000 USD Toho Co. Ltd. 525278.66000000 USD -4275.66000000 USD Calbee, Inc. 57842.22000000 USD 613.62000000 USD Asics Corp. 708193.63000000 USD -109882.21000000 USD Japan Airport Terminal Co. Ltd. 5488508.94000000 USD -552800.64000000 USD NSK Ltd. 1340456.93000000 USD 179160.77000000 USD JFE Holdings, Inc. 874637.36000000 USD 58581.30000000 USD Coca-Cola Bottlers Japan Holdings, Inc. 150835.46000000 USD 7426.31000000 USD Otsuka Holdings Co. Ltd. 2812189.81000000 USD 222812.86000000 USD Mitsubishi Electric Corp. 4506112.58000000 USD 407311.17000000 USD Terumo Corp. 1077203.15000000 USD -58564.30000000 USD Tokio Marine Holdings, Inc. 29096.63000000 USD -3583.34000000 USD Dentsu Group, Inc. 167552.00000000 USD -32483.63000000 USD Nippon Shinyaku Co. Ltd. 1869730.51000000 USD -145068.91000000 USD Nitori Holdings Co. Ltd. 1736216.59000000 USD 86038.87000000 USD AEON Financial Service Co. Ltd. 178380.63000000 USD 18769.57000000 USD SUMCO Corp. 1490845.85000000 USD 180552.38000000 USD Oji Holdings Corp. 2727163.07000000 USD 377654.83000000 USD Central Japan Railway Co. 1277855.16000000 USD -94887.87000000 USD Ryohin Keikaku Co. Ltd. 940696.93000000 USD -47454.69000000 USD Amada Co. Ltd. 2313088.86000000 USD 320574.32000000 USD Tohoku Electric Power Co., Inc. 885511.56000000 USD 15115.84000000 USD Cosmos Pharmaceutical Corp. 1757381.57000000 USD 184639.16000000 USD Shionogi & Co. Ltd. 1222722.72000000 USD -62314.13000000 USD Taisho Pharmaceutical Holdings Co. Ltd. 1485491.61000000 USD -23780.83000000 USD Shinko Electric Industries Co. Ltd. 969029.19000000 USD -194173.07000000 USD Kobayashi Pharmaceutical Co. Ltd. 1642521.76000000 USD -17000.92000000 USD Nagoya Railroad Co. Ltd. 844075.17000000 USD -61522.94000000 USD Kansai Electric Power Co., Inc. (The) 518054.38000000 USD 14040.68000000 USD Marui Group Co. Ltd. 2964141.31000000 USD -292335.43000000 USD Kurita Water Industries Ltd. 1081487.60000000 USD -82729.49000000 USD Kubota Corp. 1253991.09000000 USD -160035.44000000 USD Shinsei Bank Ltd. 229814.66000000 USD 18679.08000000 USD Nisshin Seifun Group, Inc. 161835.35000000 USD 13033.87000000 USD Mitsui & Co. Ltd. 2263912.25000000 USD 235481.63000000 USD Sundrug Co. Ltd. 421348.58000000 USD -11958.96000000 USD Olympus Corp. 1063240.41000000 USD -127795.78000000 USD Aeon Co. Ltd. 3656808.78000000 USD -1187.96000000 USD Nitto Denko Corp. 1899734.17000000 USD 268638.49000000 USD Koei Tecmo Holdings Co. Ltd. 1057568.05000000 USD -44539.71000000 USD TOPPAN, Inc. 4695754.47000000 USD 143694.88000000 USD Daiichi Sankyo Co. Ltd. 3871699.81000000 USD -383710.39000000 USD SMC Corp. 1676982.27000000 USD -158017.47000000 USD Odakyu Electric Railway Co. Ltd. 3048095.25000000 USD -174253.88000000 USD Justsystems Corp. 306175.63000000 USD -22870.98000000 USD Nintendo Co. Ltd. 656190.68000000 USD -42237.07000000 USD JSR Corp. 1180861.36000000 USD -142540.63000000 USD Rohm Co. Ltd. 2360255.48000000 USD 303883.45000000 USD Japan Airlines Co. Ltd. 1409434.28000000 USD -255215.66000000 USD Tsuruha Holdings, Inc. 507985.94000000 USD 102397.46000000 USD Medipal Holdings Corp. 2056768.96000000 USD -21194.73000000 USD Nippon Sanso Holdings Corp. 492451.64000000 USD -57196.36000000 USD Fuji Electric Co. Ltd. 1151323.20000000 USD 151761.33000000 USD Kuraray Co. Ltd. 1341985.84000000 USD 124347.17000000 USD Resona Holdings, Inc. 1322951.04000000 USD 98646.90000000 USD Hitachi Ltd. 140123.77000000 USD 25818.41000000 USD Mitsubishi Corp. 893136.52000000 USD 109301.28000000 USD Kyowa Kirin Co. Ltd. 1239967.24000000 USD -54511.09000000 USD Daiwa Securities Group, Inc. 165175.91000000 USD 8238.57000000 USD DeNA Co. Ltd. 65322.10000000 USD 4740.23000000 USD Sumitomo Chemical Co. Ltd. 1392876.20000000 USD 166967.97000000 USD Sumitomo Metal Mining Co. Ltd. 1732695.85000000 USD -35560.03000000 USD Asahi Intecc Co. Ltd. 2239592.34000000 USD -74263.97000000 USD Kikkoman Corp. 2702443.49000000 USD -81933.21000000 USD SoftBank Group Corp. 1573779.76000000 USD -191263.27000000 USD Mitsubishi Motors Corp. 1808300.93000000 USD -392571.27000000 USD Hitachi Transport System Ltd. 658360.22000000 USD -42944.07000000 USD Sohgo Security Services Co. Ltd. 2204536.06000000 USD -76319.63000000 USD Hino Motors Ltd. 1601172.96000000 USD 127064.65000000 USD Eisai Co. Ltd. 1463983.89000000 USD -52515.65000000 USD Toyota Tsusho Corp. 2955018.55000000 USD 417639.49000000 USD Japan Post Holdings Co. Ltd. 1128076.27000000 USD 4421.32000000 USD Shimadzu Corp. 2067110.08000000 USD -189677.52000000 USD Secom Co. Ltd. 441285.68000000 USD -24858.45000000 USD Nifco, Inc. 1009882.86000000 USD -35213.69000000 USD Kyocera Corp. 2299933.18000000 USD 255233.14000000 USD Renesas Electronics Corp. 366148.22000000 USD -59082.80000000 USD Subaru Corp. 2264914.74000000 USD 293106.09000000 USD Obic Co. Ltd. 1512746.87000000 USD -79832.61000000 USD FANUC Corp. 1860405.20000000 USD -227814.67000000 USD ORIX Corp. 173413.27000000 USD -28745.65000000 USD Benefit One, Inc. 1922434.08000000 USD -166181.24000000 USD Lasertec Corp. 3959465.24000000 USD -568250.09000000 USD Kose Corp. 1349669.71000000 USD -78247.89000000 USD Kajima Corp. 2961378.86000000 USD 31296.09000000 USD Yamato Holdings Co. Ltd. 457664.19000000 USD 23805.81000000 USD Tokyo Century Corp. 480258.50000000 USD -9938.18000000 USD THK Co. Ltd. 996851.72000000 USD 158179.59000000 USD Nippo Corp. 118284.87000000 USD 437.83000000 USD Hirose Electric Co. Ltd. 405872.72000000 USD -21877.41000000 USD Hitachi Metals Ltd. 1835310.45000000 USD -86626.43000000 USD Toyota Industries Corp. 675939.59000000 USD 81047.93000000 USD Mitsui OSK Lines Ltd. 150005.43000000 USD -19001.74000000 USD Makita Corp. 627133.28000000 USD -62619.38000000 USD Park24 Co. Ltd. 508915.16000000 USD -97419.65000000 USD Nippon Paint Holdings Co. Ltd. 2745803.93000000 USD -348929.74000000 USD Nissin Foods Holdings Co. Ltd. 1416327.77000000 USD -15856.52000000 USD Toho Gas Co. Ltd. 910360.85000000 USD 22807.45000000 USD Keyence Corp. 3477769.62000000 USD -234574.33000000 USD Santen Pharmaceutical Co. Ltd. 159974.95000000 USD -6187.70000000 USD TOTO Ltd. 1779114.09000000 USD -154324.33000000 USD Tokyo Electron Ltd. 1951532.43000000 USD -343614.27000000 USD Nichirei Corp. 319987.60000000 USD -5008.40000000 USD Kyushu Railway Co. 341115.19000000 USD -8798.04000000 USD Kao Corp. 1649558.64000000 USD 59822.53000000 USD M3, Inc. 5919411.07000000 USD -224550.90000000 USD Azbil Corp. 1802208.28000000 USD 21097.10000000 USD Tokyu Corp. 1455675.13000000 USD -64543.09000000 USD Tosoh Corp. 3066747.83000000 USD 360495.18000000 USD Welcia Holdings Co. Ltd. 1488614.97000000 USD 42272.77000000 USD Sumitomo Electric Industries Ltd. 337598.69000000 USD 39206.98000000 USD AGC, Inc. 5493865.16000000 USD 714487.74000000 USD Daifuku Co. Ltd. 2133409.20000000 USD -250695.97000000 USD Kyushu Electric Power Co., Inc. 1329038.54000000 USD -25859.25000000 USD Ajinomoto Co., Inc. 1490095.52000000 USD -79584.37000000 USD Seven & i Holdings Co. Ltd. 2774813.34000000 USD -177050.53000000 USD Disco Corp. 1090586.02000000 USD -145331.78000000 USD Sekisui House Ltd. 1417854.13000000 USD 74719.49000000 USD Lixil Corp. 1729403.46000000 USD 85574.08000000 USD Suntory Beverage & Food Ltd. 4234594.67000000 USD 156379.94000000 USD Mitsubishi HC Capital, Inc. 3259066.66000000 USD 262612.08000000 USD Obayashi Corp. 3217739.54000000 USD 101109.40000000 USD Pan Pacific International Holdings Corp. 2568084.69000000 USD -277979.88000000 USD Hikari Tsushin, Inc. 898120.48000000 USD -32018.46000000 USD Rakuten Group, Inc. 2008140.00000000 USD -167640.05000000 USD Mitsui Chemicals, Inc. 2689934.69000000 USD 373233.63000000 USD Chugai Pharmaceutical Co. Ltd. 2606074.08000000 USD -277651.00000000 USD JTEKT Corp. 1882374.45000000 USD 261462.33000000 USD Kintetsu Group Holdings Co. Ltd. 2418805.09000000 USD -150102.68000000 USD KDDI Corp. 22950.65000000 USD -48.44000000 USD Nihon M&A Center Holdings, Inc. 2489855.78000000 USD -415727.53000000 USD Hankyu Hanshin Holdings, Inc. 552023.36000000 USD -33578.36000000 USD Oracle Corp. Japan 914720.87000000 USD -58282.14000000 USD Keikyu Corp. 47048.62000000 USD -3324.31000000 USD Fukuoka Financial Group, Inc. 972514.48000000 USD 91478.80000000 USD NGK Insulators Ltd. 2222496.54000000 USD 244669.72000000 USD Seibu Holdings, Inc. 2344457.85000000 USD -190407.54000000 USD Zensho Holdings Co. Ltd. 231285.23000000 USD 10929.75000000 USD MISUMI Group, Inc. 934803.89000000 USD -65284.56000000 USD Nomura Research Institute Ltd. 988606.87000000 USD -16684.84000000 USD Chugoku Electric Power Co., Inc. (The) 1672367.92000000 USD 38329.77000000 USD Yaskawa Electric Corp. 2806196.90000000 USD -287447.75000000 USD Brother Industries Ltd. 2773276.12000000 USD 279559.54000000 USD Sompo Holdings, Inc. 1915803.75000000 USD 245302.93000000 USD Kansai Paint Co. Ltd. 1252212.12000000 USD -87438.11000000 USD Lion Corp. 2778489.13000000 USD -104205.60000000 USD Aisin Corp. 2542815.97000000 USD 363403.59000000 USD SG Holdings Co. Ltd. 1715483.23000000 USD -106577.96000000 USD Hoshizaki Corp. 802618.69000000 USD -42147.91000000 USD Oriental Land Co. Ltd. 6354657.62000000 USD -655790.33000000 USD BayCurrent Consulting, Inc. 2171869.99000000 USD -276419.86000000 USD Nabtesco Corp. 1190755.29000000 USD 160331.63000000 USD Seiko Epson Corp. 2230902.71000000 USD 203811.83000000 USD Ebara Corp. 1142704.47000000 USD 169058.24000000 USD Mitsubishi Heavy Industries Ltd. 666370.77000000 USD 103569.53000000 USD Food & Life Cos. Ltd. 875809.14000000 USD -30539.36000000 USD Hakuhodo DY Holdings, Inc. 2174176.64000000 USD 198936.61000000 USD PeptiDream, Inc. 1745129.33000000 USD -344916.56000000 USD MINEBEA MITSUMI, Inc. 402929.24000000 USD 67916.56000000 USD Miura Co. Ltd. 1052105.83000000 USD -58690.16000000 USD Mazda Motor Corp. 2919656.86000000 USD 560708.92000000 USD Rohto Pharmaceutical Co. Ltd. 1141045.76000000 USD 17431.40000000 USD Mitsubishi Gas Chemical Co., Inc. 1789289.24000000 USD 112435.50000000 USD Sumitomo Pharma Co. Ltd. 2212890.19000000 USD 125202.03000000 USD NH Foods Ltd. 1640561.48000000 USD 37769.44000000 USD Inpex Corp. 1136934.87000000 USD 75129.00000000 USD ENEOS Holdings, Inc. 3470284.92000000 USD 127268.20000000 USD Japan Post Insurance Co. Ltd. 2981476.35000000 USD 291986.05000000 USD Y 2025-01-14 0.00000000 USD 0.00000000 USD 500490643.00000000 USD -2165596.25000000 N N N N/A N/A N/A -17.00000000 NC USD -187626.75000000 -0.02445774140 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-06-14 -4410352.50000000 USD -187626.75000000 N N N N/A N/A N/A 25.00000000 NC USD 257344.45000000 0.033545664518 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-04-21 6482187.50000000 USD 257344.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 13657.67000000 0.001780320562 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11071301.27000000 USD 9992000.00000000 EUR 2022-06-15 13657.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 39489.77000000 0.005147616652 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2418927.78000000 USD 7827500.00000000 ILS 2022-06-15 39489.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 2351.92000000 0.000306580224 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2433000.00000000 BRL 502681.98000000 USD 2022-06-15 2351.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -126458.86000000 -0.01648431311 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 36547631.00000000 SEK 3767890.52000000 USD 2022-06-15 -126458.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 31071.47000000 0.004050264572 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6310740998.00000000 KRW 5222268.08000000 USD 2022-06-15 31071.47000000 N N N Nexi SpA 5493000P70CQRQG8SN85 N/A -285860.00000000 NS -3298744.13000000 -0.43000175024 Short EC CORP IT Y 2 N N N N/A N/A N/A 1.00000000 NC N/A 69620.70000000 0.009075278855 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5330281.93000000 USD 47562718.00000000 NOK 2022-06-15 69620.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 778.89000000 0.000101530779 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1822543.35000000 USD 139781086.00000000 INR 2022-06-15 778.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -9202.81000000 -0.00119961544 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1655592.28000000 USD 126216915.00000000 INR 2022-06-15 -9202.81000000 N N N United States of America 254900HROIFWPRGM1V77 912796U64 1670000.00000000 PA USD 1661546.25000000 0.216587818716 Long STIV UST US N 2 2022-09-29 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -946979.59000000 -0.12344179030 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16760962.47000000 USD 1921442500.00000000 JPY 2022-06-15 -946979.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -1400.98000000 -0.00018262218 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 490624.00000000 ZAR 31859.81000000 USD 2022-06-15 -1400.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 12900.21000000 0.001681583251 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 346689.86000000 USD 1522000.00000000 PLN 2022-06-15 12900.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 34469.71000000 0.004493235924 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10586402.00000000 EUR 11778848.36000000 USD 2022-06-15 34469.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 46.42000000 0.000006050994 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12041.68000000 USD 345000.00000000 TWD 2022-06-15 46.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -3565.11000000 -0.00046472338 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3725500.00000000 BRL 762558.87000000 USD 2022-06-15 -3565.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -1553.32000000 -0.00020248018 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 403149.30000000 USD 2563000.00000000 CNY 2022-06-15 -1553.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -8764.84000000 -0.00114252466 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4269301.00000000 SEK 446152.46000000 USD 2022-06-15 -8764.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -42949.74000000 -0.00559863470 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2363499.00000000 CHF 2522915.24000000 USD 2022-06-15 -42949.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 1079895.66000000 0.140767821203 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 28157569.74000000 USD 39022497.00000000 AUD 2022-06-15 1079895.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 7817.87000000 0.001019084127 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 470210.18000000 USD 597717.00000000 CAD 2022-06-15 7817.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -1923.09000000 -0.00025068087 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 490624.00000000 ZAR 31337.70000000 USD 2022-06-15 -1923.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -3738.05000000 -0.00048726666 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 168784.71000000 USD 4710510.00000000 TWD 2022-06-15 -3738.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 72396.48000000 0.009437110574 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3983876.00000000 EUR 4492042.38000000 USD 2022-06-15 72396.48000000 N N N N/A N/A N/A 56600000.00000000 PA -939494.57000000 -0.12246609422 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-06-17 0.00000000 USD 1432421.35000000 USD 56600000.00000000 GBP -939494.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -2466.58000000 -0.00032152651 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 109000.00000000 CAD 84706.88000000 USD 2022-06-15 -2466.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -61435.01000000 -0.00800824822 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18609500.00000000 ZAR 1200155.59000000 USD 2022-06-15 -61435.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -711.25000000 -0.00009271369 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8850000.00000000 JPY 72126.60000000 USD 2022-06-15 -711.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 17794.54000000 0.002319574675 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 338272.50000000 USD 5252282.00000000 ZAR 2022-06-15 17794.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 216.32000000 0.000028197997 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4993.34000000 USD 105000.00000000 MXN 2022-06-15 216.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 3193.67000000 0.000416305004 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 88662500.00000000 JPY 732909.63000000 USD 2022-06-15 3193.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 71059.85000000 0.009262876618 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1400508.31000000 USD 21706842.00000000 ZAR 2022-06-15 71059.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -126463.57000000 -0.01648492708 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 36547631.00000000 SEK 3767885.81000000 USD 2022-06-15 -126463.57000000 N N N N/A N/A N/A -24.00000000 NC USD -379085.81000000 -0.04941503656 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-05-03 -6223500.00000000 USD -379085.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -914.06000000 -0.00011915061 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 490625.00000000 ZAR 32346.80000000 USD 2022-06-15 -914.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -31092.15000000 -0.00405296027 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3330606.26000000 USD 30965230.00000000 SEK 2022-06-15 -31092.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -409685.11000000 -0.05340375227 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15531690.24000000 USD 13631000.00000000 EUR 2022-06-15 -409685.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 35428.01000000 0.004618153366 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3312498.00000000 PLN 818043.90000000 USD 2022-06-15 35428.01000000 N N N N/A N/A N/A 6.00000000 NC USD 65005.74000000 0.008473704196 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-04-20 1555875.00000000 USD 65005.74000000 N N N N/A N/A N/A -10.00000000 NC USD 18723.70000000 0.002440693625 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-06-24 -2593750.00000000 USD 18723.70000000 N N N N/A N/A N/A 15800000.00000000 PA USD 172261.93000000 0.022454888430 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-09-23 335506.00000000 USD 0.00000000 USD 15800000.00000000 USD 172261.93000000 N N N Poste Italiane SpA 815600354DEDBD0BA991 N/A -25205.00000000 NS -285839.99000000 -0.03726014845 Short EC CORP IT Y 2 N N N N/A N/A N/A 1.00000000 NC N/A 86847.17000000 0.011320803806 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6976602.16000000 USD 8832000.00000000 CAD 2022-06-15 86847.17000000 N N N A2A SpA 81560076E3944316DB24 N/A 2223238.00000000 NS 3807898.63000000 0.496371652709 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -660847.86000000 -0.08614361261 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11898534.70000000 USD 1365409920.00000000 JPY 2022-06-15 -660847.86000000 N N N N/A N/A N/A 5.00000000 NC USD 39216.83000000 0.005112038058 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-05-16 1296729.98000000 USD 39216.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 36406.68000000 0.004745726101 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1249118.00000000 EUR 1422157.45000000 USD 2022-06-15 36406.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 8845.60000000 0.001153051989 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 385317.80000000 USD 1255000.00000000 ILS 2022-06-15 8845.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 94390.09000000 0.012304047330 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3740842.16000000 USD 4795500.00000000 CAD 2022-06-15 94390.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 31719.28000000 0.004134708658 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10586403.00000000 EUR 11776099.04000000 USD 2022-06-15 31719.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 777.38000000 0.000101333946 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24034.50000000 USD 79000.00000000 ILS 2022-06-15 777.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -7600.92000000 -0.00099080400 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8363000.00000000 MXN 407336.27000000 USD 2022-06-15 -7600.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -30142.66000000 -0.00392919124 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3054697.24000000 USD 28384794.00000000 SEK 2022-06-15 -30142.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -3768.49000000 -0.00049123461 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 168815.15000000 USD 4710510.00000000 TWD 2022-06-15 -3768.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -189.60000000 -0.00002471496 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 29000.00000000 ILS 8918.56000000 USD 2022-06-15 -189.60000000 N N N N/A N/A N/A 503.00000000 NC -510913.02000000 -0.06659913111 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euro Euribor 2022-12-19 125410475.00000000 EUR -510913.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 11657.81000000 0.001519632474 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 625506.08000000 USD 774576000.00000000 KRW 2022-06-15 11657.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -3737.84000000 -0.00048723928 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 168784.50000000 USD 4710510.00000000 TWD 2022-06-15 -3737.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 41659.37000000 0.005430430887 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1338342.00000000 EUR 1526393.77000000 USD 2022-06-15 41659.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 69612.67000000 0.009074232119 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 815887.22000000 USD 4306000.00000000 BRL 2022-06-15 69612.67000000 N N N N/A N/A N/A 20.00000000 NC USD 8597.40000000 0.001120698333 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-06-15 5188750.00000000 USD 8597.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 160853.49000000 0.020967762126 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13587122.11000000 USD 129021793.00000000 SEK 2022-06-15 160853.49000000 N N N N/A N/A N/A 344.00000000 NC 2495086.46000000 0.325242426372 N/A DE IT N 1 Cassa di Compensazione e Garanzia 8156006407E264D2C725 Long FTSE/MIB Index IT0003465736 2022-06-17 41978320.00000000 EUR 2495086.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 70613.28000000 0.009204664804 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1227960.77000000 USD 435740000.00000000 HUF 2022-06-15 70613.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -18417.66000000 -0.00240080034 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3312500.00000000 PLN 764198.70000000 USD 2022-06-15 -18417.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 18148.77000000 0.002365749678 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4190557.87000000 USD 3793735.00000000 EUR 2022-06-15 18148.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 4309.25000000 0.000561724392 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5274437.00000000 TWD 189114.76000000 USD 2022-06-15 4309.25000000 N N N United States of America 254900HROIFWPRGM1V77 912796Q28 20916000.00000000 PA USD 20911438.22000000 2.725872235153 Long STIV UST US N 2 2022-05-12 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -179.33000000 -0.00002337623 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15718.67000000 USD 443500.00000000 TWD 2022-06-15 -179.33000000 N N N Mediobanca Banca di Credito Finanziario SpA PSNL19R2RXX5U3QWHI44 N/A 39108.00000000 NS 395205.89000000 0.051516340071 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -192714.91000000 -0.02512099918 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9188000.00000000 AUD 6691361.01000000 USD 2022-06-15 -192714.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -1633.28000000 -0.00021290322 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 490624.00000000 ZAR 31627.51000000 USD 2022-06-15 -1633.28000000 N N N N/A N/A N/A 20.00000000 NC USD 260057.40000000 0.033899306147 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-04-12 5185110.00000000 USD 260057.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 913.34000000 0.000119056763 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2960000.00000000 CNY 464715.17000000 USD 2022-06-15 913.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 60622.41000000 0.007902323240 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4855551.30000000 USD 43302000.00000000 NOK 2022-06-15 60622.41000000 N N N N/A N/A N/A 657.00000000 NC -3418954.59000000 -0.44567156462 N/A DIR JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Long Japan Japan 10 Year Bond 2022-06-13 98490870000.00000000 JPY -3418954.59000000 N N N N/A N/A N/A -221.00000000 NC USD -1387514.19000000 -0.18086687135 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-06-15 -57335687.50000000 USD -1387514.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 352567.90000000 0.045958342965 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3921610.93000000 USD 20784434.00000000 BRL 2022-06-15 352567.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -12833.18000000 -0.00167284567 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1701135.25000000 USD 566514282.00000000 HUF 2022-06-15 -12833.18000000 N N N N/A N/A 000000000 171985187.25000012 PA -7146978.11000000 -0.93163124364 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus SONIA +/- spread (-2.05% to 0.35%). GBP Currency. Maturity 34-61 Months 01/22/25 to 03/22/27 BP plc 2929957.60000000 USD 41472.17000000 USD Diageo plc 2970938.54000000 USD -130306.44000000 USD Barratt Developments plc 1114458.81000000 USD -91265.85000000 USD Taylor Wimpey plc 875388.29000000 USD -88874.44000000 USD Coca-Cola HBC AG 4493199.81000000 USD -340108.26000000 USD Entain plc 419787.94000000 USD -8402.39000000 USD AVEVA Group plc 1262741.80000000 USD 64359.43000000 USD Ferguson plc 1690247.12000000 USD 105363.98000000 USD Marks & Spencer Group plc 1715529.89000000 USD -100945.30000000 USD Howden Joinery Group plc 509261.64000000 USD -24101.01000000 USD WPP plc 406215.23000000 USD 26271.17000000 USD AstraZeneca plc 3216927.30000000 USD -170308.89000000 USD Bunzl plc 395218.21000000 USD 9190.14000000 USD Travis Perkins plc 2561191.52000000 USD -249663.86000000 USD Tate & Lyle plc 1612932.00000000 USD 5432.82000000 USD Ashtead Group plc 972548.34000000 USD 105332.00000000 USD J Sainsbury plc 1175970.67000000 USD -54205.66000000 USD Burberry Group plc 700470.98000000 USD -16631.52000000 USD M&G plc 1133755.48000000 USD 15432.70000000 USD Croda International plc 2038917.73000000 USD -109691.78000000 USD Shell plc 2718424.14000000 USD 149739.90000000 USD Aviva plc 1440673.69000000 USD 78674.10000000 USD DCC plc 3973528.06000000 USD 8335.73000000 USD B&M European Value Retail SA 68116.01000000 USD 4509.81000000 USD Royal Mail plc 4317054.32000000 USD -481864.52000000 USD Severn Trent plc 1532690.72000000 USD -68876.52000000 USD Schroders plc 300745.72000000 USD 3782.45000000 USD HSBC Holdings plc 609662.21000000 USD 22844.55000000 USD Hays plc 944826.77000000 USD -59229.88000000 USD Abcam plc 690974.29000000 USD -21019.48000000 USD Auto Trader Group plc 1560.25000000 USD 122.32000000 USD Imperial Brands plc 2038098.38000000 USD 17821.82000000 USD abrdn plc 944943.12000000 USD 13748.69000000 USD Halma plc 2717745.18000000 USD 10655.49000000 USD Whitbread plc 1751991.58000000 USD -23448.42000000 USD Tesco plc 1116368.37000000 USD -7735.27000000 USD Beazley plc 728625.69000000 USD -10802.04000000 USD Investec plc 1140009.94000000 USD 100160.08000000 USD Old Mutual Ltd. 732796.82000000 USD -12760.59000000 USD Pennon Group plc 186934.60000000 USD 4032.58000000 USD Centrica plc 4408593.41000000 USD 68902.18000000 USD Prudential plc 4963309.39000000 USD -229892.39000000 USD Intertek Group plc 16167.62000000 USD 157.21000000 USD Spirax-Sarco Engineering plc 1450728.42000000 USD 49881.11000000 USD NatWest Group plc 403086.92000000 USD 4435.47000000 USD Rotork plc 571107.88000000 USD -10235.66000000 USD Rio Tinto plc 2779901.91000000 USD 224638.49000000 USD Anglo American plc 2692898.48000000 USD 206437.90000000 USD Ocado Group plc 2090672.13000000 USD -102821.75000000 USD Reckitt Benckiser Group plc 6083423.96000000 USD 7282.46000000 USD Electrocomponents plc 1552924.10000000 USD -75428.78000000 USD Next plc 921392.19000000 USD -75347.77000000 USD Standard Chartered plc 341140.61000000 USD -725.54000000 USD Barclays plc 1257607.93000000 USD -205403.42000000 USD SSE plc 111937.47000000 USD -3758.11000000 USD National Grid plc 4529736.30000000 USD -119853.14000000 USD HomeServe plc 1124959.35000000 USD -219482.54000000 USD Rolls-Royce Holdings plc 3488623.95000000 USD -208578.07000000 USD Johnson Matthey plc 1154551.82000000 USD -20398.67000000 USD Berkeley Group Holdings plc 278172.52000000 USD 22056.08000000 USD Sage Group plc (The) 527459.37000000 USD 2172.61000000 USD Evraz plc 265933.48000000 USD -544674.65000000 USD JD Sports Fashion plc 1200871.52000000 USD -18905.41000000 USD Smiths Group plc 1273983.62000000 USD 37327.78000000 USD easyJet plc 1248900.11000000 USD -49598.48000000 USD Lloyds Banking Group plc 1486122.13000000 USD -52369.35000000 USD Britvic plc 1424085.02000000 USD 3396.84000000 USD Hiscox Ltd. 1131011.37000000 USD -43154.85000000 USD RELX plc 2068926.25000000 USD -67889.03000000 USD Quilter plc 770210.24000000 USD -13389.22000000 USD Hargreaves Lansdown plc 1987193.49000000 USD 108342.28000000 USD Airtel Africa plc 375900.29000000 USD -3452.91000000 USD Antofagasta plc 307029.86000000 USD -1705.45000000 USD Ashmore Group plc 29233.26000000 USD 2461.94000000 USD Legal & General Group plc 1216338.64000000 USD 29446.44000000 USD Admiral Group plc 483873.68000000 USD 8087.40000000 USD Rentokil Initial plc 3818057.25000000 USD -121513.57000000 USD Compass Group plc 42932.59000000 USD -1529.75000000 USD Persimmon plc 1402377.36000000 USD -93390.82000000 USD Hikma Pharmaceuticals plc 739493.77000000 USD -469.49000000 USD Inchcape plc 1859229.76000000 USD -124988.67000000 USD Weir Group plc (The) 1819012.55000000 USD 256065.01000000 USD Experian plc 1843566.79000000 USD 65834.26000000 USD Dunelm Group plc 328329.12000000 USD 12851.96000000 USD Renishaw plc 687484.40000000 USD 37532.90000000 USD BT Group plc 3451839.51000000 USD 27503.80000000 USD Rightmove plc 896465.72000000 USD 51858.71000000 USD IMI plc 206615.90000000 USD -19241.61000000 USD British American Tobacco plc 2747710.02000000 USD 58995.24000000 USD Unilever plc 940019.41000000 USD 4417.51000000 USD Direct Line Insurance Group plc 423562.06000000 USD -9633.89000000 USD ConvaTec Group plc 658411.60000000 USD 55665.33000000 USD boohoo Group plc 1215855.33000000 USD -80874.72000000 USD Smith & Nephew plc 640266.74000000 USD -24826.13000000 USD Mondi plc 738638.36000000 USD -28001.89000000 USD Kingfisher plc 2773805.20000000 USD -341143.97000000 USD ITV plc 660025.96000000 USD -14637.51000000 USD InterContinental Hotels Group plc 1768442.85000000 USD 16924.84000000 USD BAE Systems plc 2431053.37000000 USD -27892.93000000 USD Dechra Pharmaceuticals plc 1538662.45000000 USD 68418.09000000 USD GlaxoSmithKline plc 732129.62000000 USD 13019.97000000 USD Intermediate Capital Group plc 770760.62000000 USD -13778.07000000 USD Man Group plc 916496.23000000 USD 35446.88000000 USD Glencore plc 253000.39000000 USD -10429.49000000 USD Pearson plc 541629.84000000 USD 22016.68000000 USD Associated British Foods plc 1168118.74000000 USD -58953.37000000 USD WH Smith plc 696906.27000000 USD 25255.56000000 USD Melrose Industries plc 1455519.29000000 USD -106678.32000000 USD Spectris plc 774100.93000000 USD -26445.10000000 USD TUI AG 748405.86000000 USD 136.21000000 USD ASOS plc 1470621.42000000 USD -98291.79000000 USD St James's Place plc 1644318.50000000 USD 26294.61000000 USD DS Smith plc 3503475.45000000 USD -177230.55000000 USD United Utilities Group plc 411033.36000000 USD 15598.51000000 USD Informa plc 3552358.31000000 USD 5893.21000000 USD Raspadskaya OJSC 0.01000000 USD -275739.45000000 USD Bellway plc 667966.45000000 USD -129451.58000000 USD Vodafone Group plc 2877050.44000000 USD -32414.05000000 USD Y 2025-01-22 0.00000000 USD 0.00000000 USD 171985187.00000000 USD -3592826.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 19606.72000000 0.002555798080 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9109500.00000000 NOK 1053828.80000000 USD 2022-06-15 19606.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -1264.36000000 -0.00016481333 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 46200751.00000000 CLP 56722.62000000 USD 2022-06-15 -1264.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 7847.39000000 0.001022932152 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 487417.81000000 USD 619270.00000000 CAD 2022-06-15 7847.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 1489.93000000 0.000194217096 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 71170000.00000000 HUF 213587.77000000 USD 2022-06-15 1489.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -421662.15000000 -0.05496499739 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15006725.72000000 USD 13147000.00000000 EUR 2022-06-15 -421662.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 130629.32000000 0.017027945794 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4585952.00000000 GBP 6153231.68000000 USD 2022-06-15 130629.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 79280.73000000 0.010334494376 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4834588.00000000 GBP 6428409.78000000 USD 2022-06-15 79280.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 62858.54000000 0.008193809872 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4219000.00000000 GBP 5603553.11000000 USD 2022-06-15 62858.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 6.89000000 0.000000898133 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5682.00000000 SEK 612.34000000 USD 2022-06-15 6.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 28617.15000000 0.003730336183 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 137203500.00000000 JPY 1157838.45000000 USD 2022-06-15 28617.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -6.70000000 -0.00000087336 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3500.00000000 EUR 3876.14000000 USD 2022-06-15 -6.70000000 N N N N/A N/A N/A 19200000.00000000 PA 117459.98000000 0.015311280594 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-09-21 0.00000000 USD 505717.78000000 USD 19200000.00000000 GBP 117459.98000000 N N N Italgas SpA 815600F25FF44EF1FA76 N/A 140730.00000000 NS 902848.14000000 0.117689115951 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1553.83000000 -0.00020254666 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 403149.81000000 USD 2563000.00000000 CNY 2022-06-15 -1553.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -6539.87000000 -0.00085249277 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 520062.00000000 BRL 100407.38000000 USD 2022-06-15 -6539.87000000 N N N N/A N/A 000000000 68911386.71999999 PA -3467383.04000000 -0.45198436654 N/A DE GB N 2 Morgan Stanley International 4PQUHN3JPFGFNF3BB653 N/A N/A Rec/pay the total return of custom basket plus STIBOR +/- spread (-0.35% to 0.35%). SEK Currency. Maturity 23-24 Months 02/21/24 Husqvarna AB, Class B 748914.80000000 USD -90050.90000000 USD Hexagon AB, Class B 1886049.93000000 USD -113133.84000000 USD Sinch AB 105501.26000000 USD 21688.45000000 USD Holmen AB, Class B 2395563.79000000 USD -55052.27000000 USD Lifco AB, Class B 2743624.71000000 USD -244531.41000000 USD H & M Hennes & Mauritz AB, Class B 1088189.53000000 USD -139341.07000000 USD Swedbank AB, Class A 465275.08000000 USD -13879.49000000 USD Skanska AB, Class B 379342.97000000 USD -29176.70000000 USD Volvo AB, Class B 537441.95000000 USD 4247.55000000 USD Epiroc AB, Class A 1221796.01000000 USD 40601.25000000 USD EQT AB 3813293.87000000 USD -766682.47000000 USD Svenska Cellulosa AB SCA, Class B 3283161.13000000 USD -133961.41000000 USD Trelleborg AB, Class B 833162.43000000 USD 129580.06000000 USD Millicom International Cellular SA 1304178.68000000 USD 88210.55000000 USD SSAB AB, Class A 969063.54000000 USD 42567.78000000 USD Telefonaktiebolaget LM Ericsson, Class B 2469008.90000000 USD 68535.27000000 USD Indutrade AB 717983.68000000 USD -100294.87000000 USD Axfood AB 42075.47000000 USD 3849.41000000 USD SKF AB, Class B 1244275.31000000 USD -83382.90000000 USD Elekta AB, Class B 972416.61000000 USD 9.20000000 USD Embracer Group AB 322934.61000000 USD -28491.54000000 USD Electrolux AB, Series B 2111272.44000000 USD -272718.95000000 USD Swedish Match AB 3177357.46000000 USD -44065.31000000 USD BillerudKorsnas AB 2480399.64000000 USD 187309.54000000 USD Swedish Orphan Biovitrum AB 608224.26000000 USD 76844.97000000 USD Sweco AB, Class B 1046376.14000000 USD -27077.79000000 USD SSAB AB, Class B 1871376.48000000 USD 148323.42000000 USD Sandvik AB 115093.67000000 USD 7175.04000000 USD Saab AB, Class B 2747009.04000000 USD -147938.12000000 USD Evolution AB 843886.12000000 USD 7694.00000000 USD Assa Abloy AB, Class B 1769375.57000000 USD -27819.53000000 USD Getinge AB, Class B 2002744.81000000 USD 143763.60000000 USD Nordea Bank Abp 76531.25000000 USD -6480.43000000 USD Atlas Copco AB, Class A 959637.63000000 USD 12335.66000000 USD Alfa Laval AB 700607.36000000 USD -24778.31000000 USD Essity AB, Class B 3411830.11000000 USD -124009.35000000 USD Boliden AB 2128636.72000000 USD 224521.53000000 USD Telia Co. AB 1856312.41000000 USD 55836.83000000 USD Tele2 AB, Class B 2059300.84000000 USD -176219.48000000 USD Svenska Handelsbanken AB, Class A 378420.07000000 USD -24371.27000000 USD Nibe Industrier AB, Class B 4276699.22000000 USD -380061.01000000 USD Beijer Ref AB 1785881.82000000 USD -207958.11000000 USD AAK AB 719923.65000000 USD -42490.34000000 USD Securitas AB, Class B 4241235.75000000 USD -248260.85000000 USD Y 2024-02-21 0.00000000 USD 0.00000000 USD 68911387.00000000 USD -2289133.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -1604.24000000 -0.00020911776 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 490626.00000000 ZAR 31656.68000000 USD 2022-06-15 -1604.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -26955.03000000 -0.00351367357 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3326469.25000000 USD 30965231.00000000 SEK 2022-06-15 -26955.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -151.00000000 -0.00001968332 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 284699.69000000 USD 1816000.00000000 CNY 2022-06-15 -151.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -82031.47000000 -0.01069306205 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6849000.00000000 BRL 1326419.24000000 USD 2022-06-15 -82031.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 22668.62000000 0.002954926448 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1339636.00000000 EUR 1508838.56000000 USD 2022-06-15 22668.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -29.02000000 -0.00000378284 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 74456.68000000 USD 475000.00000000 CNY 2022-06-15 -29.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 563.36000000 0.000073435761 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 522000.00000000 TWD 18853.18000000 USD 2022-06-15 563.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 43099.37000000 0.005618139450 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1428468.79000000 USD 21706842.00000000 ZAR 2022-06-15 43099.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -1923.05000000 -0.00025067566 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 490626.00000000 ZAR 31337.87000000 USD 2022-06-15 -1923.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 3465.92000000 0.000451793654 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1378898.00000000 EUR 1533192.47000000 USD 2022-06-15 3465.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -189.61000000 -0.00002471626 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 29000.00000000 ILS 8918.55000000 USD 2022-06-15 -189.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 355899.66000000 0.046392648439 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3918279.37000000 USD 20784435.00000000 BRL 2022-06-15 355899.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 46729.01000000 0.006091274526 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3828085.37000000 USD 4710465000.00000000 KRW 2022-06-15 46729.01000000 N N N N/A N/A N/A -6.00000000 NC USD -70890.78000000 -0.00924083780 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-04-20 -1555875.00000000 USD -70890.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 2162.56000000 0.000281896548 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12059000.00000000 TWD 424685.32000000 USD 2022-06-15 2162.56000000 N N N Hera SpA 8156009414FD99443B48 N/A 794889.00000000 NS 2928492.80000000 0.381738316149 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -13760.78000000 -0.00179376127 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11566000.00000000 GBP 15175543.18000000 USD 2022-06-15 -13760.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -48972.29000000 -0.00638369318 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18833261.00000000 ILS 5866073.29000000 USD 2022-06-15 -48972.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -3358.48000000 -0.00043778851 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 168405.14000000 USD 4710510.00000000 TWD 2022-06-15 -3358.48000000 N N N N/A N/A N/A 115500000.00000000 PA -1505672.42000000 -0.19626917105 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-06-17 0.00000000 USD 1573011.70000000 USD 115500000.00000000 EUR -1505672.42000000 N N N N/A N/A N/A 33.00000000 NC USD 585958.58000000 0.076381557660 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-04-11 8555117.87000000 USD 585958.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 4097.78000000 0.000534158607 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1338342.00000000 EUR 1488832.18000000 USD 2022-06-15 4097.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -42419.92000000 -0.00552957099 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 58937471.00000000 SEK 6237689.00000000 USD 2022-06-15 -42419.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 563.38000000 0.000073438368 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 522000.00000000 TWD 18853.20000000 USD 2022-06-15 563.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 11657.03000000 0.001519530798 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 625506.86000000 USD 774576000.00000000 KRW 2022-06-15 11657.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -2610.95000000 -0.00034034560 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 123053.94000000 USD 3437500.00000000 TWD 2022-06-15 -2610.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -1883.56000000 -0.00024552801 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 34329000.00000000 INR 445908.28000000 USD 2022-06-15 -1883.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 76766.05000000 0.010006697870 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6310740998.00000000 KRW 5267962.66000000 USD 2022-06-15 76766.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -421680.91000000 -0.05496744282 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15006744.48000000 USD 13147000.00000000 EUR 2022-06-15 -421680.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -641602.68000000 -0.08363494241 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11879289.52000000 USD 1365409920.00000000 JPY 2022-06-15 -641602.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -3713.45000000 -0.00048405997 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 168760.11000000 USD 4710510.00000000 TWD 2022-06-15 -3713.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 4134.42000000 0.000538934747 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 64344.79000000 USD 333000.00000000 BRL 2022-06-15 4134.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 53568.10000000 0.006982771579 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2252547.66000000 USD 20312428.00000000 NOK 2022-06-15 53568.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -9022.57000000 -0.00117612058 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10272500.00000000 CNY 1600573.49000000 USD 2022-06-15 -9022.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 1490.19000000 0.000194250988 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 71170000.00000000 HUF 213588.03000000 USD 2022-06-15 1490.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 738502.20000000 0.096266101900 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 28498963.95000000 USD 39022498.00000000 AUD 2022-06-15 738502.20000000 N N N N/A N/A N/A -562.00000000 NC -217141.46000000 -0.02830507737 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Short MSCI Singapore Index SIMSCI Index 2022-04-28 -18818570.00000000 SGD -217141.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -1475.21000000 -0.00019229829 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 490625.00000000 ZAR 31785.65000000 USD 2022-06-15 -1475.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 22264.80000000 0.002902287231 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1431728.49000000 USD 1818045.00000000 CAD 2022-06-15 22264.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 16380.51000000 0.002135251384 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3722249.00000000 SGD 2762681.90000000 USD 2022-06-15 16380.51000000 N N N N/A N/A N/A 1.00000000 NC USD 9834.87000000 0.001282006468 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-05-23 259262.50000000 USD 9834.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 41661.31000000 0.005430683772 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1338343.00000000 EUR 1526396.82000000 USD 2022-06-15 41661.31000000 N N N FinecoBank Banca Fineco SpA 549300L7YCATGO57ZE10 N/A -47953.00000000 NS -727451.25000000 -0.09482557555 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 6514.25000000 0.000849153129 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 486081.36000000 USD 615932.00000000 CAD 2022-06-15 6514.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -1057.08000000 -0.00013779372 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2376542.79000000 USD 3170500.00000000 AUD 2022-06-15 -1057.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 328.45000000 0.000042814498 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 66321.00000000 CHF 72327.94000000 USD 2022-06-15 328.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 4006.30000000 0.000522233899 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 137153.35000000 USD 47366500.00000000 HUF 2022-06-15 4006.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 9458.31000000 0.001232920679 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5582862.00000000 GBP 7341274.66000000 USD 2022-06-15 9458.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 778.50000000 0.000101479941 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 210500.00000000 CAD 169127.24000000 USD 2022-06-15 778.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 1366.25000000 0.000178095016 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 952716.30000000 USD 1159842000.00000000 KRW 2022-06-15 1366.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -30138.84000000 -0.00392869329 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3054693.42000000 USD 28384794.00000000 SEK 2022-06-15 -30138.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 9829.79000000 0.001281344274 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 346237.25000000 USD 5252282.00000000 ZAR 2022-06-15 9829.79000000 N N N N/A N/A N/A 96200000.00000000 PA 4045128.02000000 0.527295255417 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-09-21 6456322.93000000 USD 0.00000000 USD 96200000.00000000 EUR 4045128.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 17231.70000000 0.002246206697 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 338835.34000000 USD 5252282.00000000 ZAR 2022-06-15 17231.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -10.22000000 -0.00000133220 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4249.81000000 USD 121000.00000000 TWD 2022-06-15 -10.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -42862.40000000 -0.00558724966 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7248862.28000000 USD 6495500.00000000 EUR 2022-06-15 -42862.40000000 N N N N/A N/A N/A -34.00000000 NC USD -167463.05000000 -0.02182933921 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-05-10 -8815698.63000000 USD -167463.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 321.62000000 0.000041924186 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 395500.00000000 TWD 14179.13000000 USD 2022-06-15 321.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 255.61000000 0.000033319573 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14000.00000000 EUR 15786.98000000 USD 2022-06-15 255.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 11552.63000000 0.001505921927 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 344514.41000000 USD 5252282.00000000 ZAR 2022-06-15 11552.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 17513.36000000 0.002282921971 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 338553.68000000 USD 5252282.00000000 ZAR 2022-06-15 17513.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 19747.64000000 0.002574167449 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 562626.63000000 USD 8590500.00000000 ZAR 2022-06-15 19747.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 8846.08000000 0.001153114559 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 385317.32000000 USD 1255000.00000000 ILS 2022-06-15 8846.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 4468.02000000 0.000582420565 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1307190.00000000 EUR 1454642.91000000 USD 2022-06-15 4468.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -7300.78000000 -0.00095167980 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 516500.00000000 BRL 98913.97000000 USD 2022-06-15 -7300.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 550436.44000000 0.071751134150 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13197539.16000000 USD 129021793.00000000 SEK 2022-06-15 550436.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 3078.26000000 0.000401260945 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1292881000.00000000 KRW 1066598.29000000 USD 2022-06-15 3078.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -74.23000000 -0.00000967611 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4500.00000000 BRL 851.16000000 USD 2022-06-15 -74.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.43000000 0.000000056051 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5500.00000000 TWD 193.14000000 USD 2022-06-15 0.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 40658.14000000 0.005299917384 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1341370.00000000 EUR 1528751.75000000 USD 2022-06-15 40658.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 784.81000000 0.000102302470 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 54418000.00000000 INR 710620.11000000 USD 2022-06-15 784.81000000 N N N N/A N/A N/A -130.00000000 NC USD -876158.01000000 -0.11420997293 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Silver 2022-05-26 -16336450.00000000 USD -876158.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -334139.63000000 -0.04355615957 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6629284.91000000 USD 764877500.00000000 JPY 2022-06-15 -334139.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -78365.23000000 -0.01021515605 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6405416.00000000 CAD 5044407.79000000 USD 2022-06-15 -78365.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 1619.15000000 0.000211061333 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 564345.38000000 USD 2395500.00000000 PLN 2022-06-15 1619.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 18837.98000000 0.002455590385 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5386212.00000000 DKK 822112.76000000 USD 2022-06-15 18837.98000000 N N N Pirelli & C SpA 815600A0C9AFC1F2A709 N/A 152871.00000000 NS 829479.14000000 0.108125234313 Long EC CORP IT Y 2 N N N N/A N/A N/A 1.00000000 NC N/A -28338.56000000 -0.00369402109 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3052893.46000000 USD 28384797.00000000 SEK 2022-06-15 -28338.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 35429.06000000 0.004618290236 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3312500.00000000 PLN 818045.42000000 USD 2022-06-15 35429.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -12835.31000000 -0.00167312333 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1701137.38000000 USD 566514282.00000000 HUF 2022-06-15 -12835.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -5216.90000000 -0.00068003944 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12600500.00000000 CNY 1969153.04000000 USD 2022-06-15 -5216.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -71822.84000000 -0.00936233478 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18833262.00000000 ILS 5843223.06000000 USD 2022-06-15 -71822.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 19746.94000000 0.002574076202 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 562627.33000000 USD 8590500.00000000 ZAR 2022-06-15 19746.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 85701.37000000 0.011171445145 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1385866.79000000 USD 21706842.00000000 ZAR 2022-06-15 85701.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -609130.22000000 -0.07940205436 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11846817.06000000 USD 1365409920.00000000 JPY 2022-06-15 -609130.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -631.15000000 -0.00008227240 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 29712.66000000 USD 830000.00000000 TWD 2022-06-15 -631.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 2946.40000000 0.000384072576 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1338344.00000000 EUR 1487683.02000000 USD 2022-06-15 2946.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 32518.98000000 0.004238952087 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1516547.95000000 USD 2067500.00000000 AUD 2022-06-15 32518.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 303618.56000000 0.039577641388 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3970560.68000000 USD 20784436.00000000 BRL 2022-06-15 303618.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -3276.29000000 -0.00042707478 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2235320.00000000 ILS 698780.55000000 USD 2022-06-15 -3276.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -5903.24000000 -0.00076950603 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1482623.96000000 USD 2001500.00000000 SGD 2022-06-15 -5903.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -192723.27000000 -0.02512208893 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9188000.00000000 AUD 6691352.65000000 USD 2022-06-15 -192723.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 303613.59000000 0.039576993532 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3970565.65000000 USD 20784436.00000000 BRL 2022-06-15 303613.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 2210.94000000 0.000288203034 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 706575.41000000 USD 4523500.00000000 CNY 2022-06-15 2210.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -8208.49000000 -0.00107000268 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4320739.00000000 SEK 452189.81000000 USD 2022-06-15 -8208.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -3358.70000000 -0.00043781718 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 168405.36000000 USD 4710510.00000000 TWD 2022-06-15 -3358.70000000 N N N N/A N/A N/A 151.00000000 NC USD 46215.80000000 0.006024375976 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Long FTSE Taiwan Index Equity Index FTCRTWPR Index 2022-04-28 9325760.00000000 USD 46215.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 38339.76000000 0.004997709205 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1362676.00000000 EUR 1550069.89000000 USD 2022-06-15 38339.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 4072.46000000 0.000530858065 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5274439.00000000 TWD 188878.04000000 USD 2022-06-15 4072.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -212313.04000000 -0.02767567753 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6330407.34000000 USD 4658665.00000000 GBP 2022-06-15 -212313.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -15988.97000000 -0.00208421290 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6183500.00000000 PLN 1444934.28000000 USD 2022-06-15 -15988.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -114983.07000000 -0.01498840752 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2337619.90000000 USD 270056500.00000000 JPY 2022-06-15 -114983.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 20483.42000000 0.002670078703 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4249126.14000000 USD 3848633.00000000 EUR 2022-06-15 20483.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -95272.09000000 -0.01241901882 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15358022.67000000 USD 14059000.00000000 CHF 2022-06-15 -95272.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -1040.37000000 -0.00013561552 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21883.61000000 USD 6994004.00000000 HUF 2022-06-15 -1040.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 356416.68000000 0.046460043634 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3917762.56000000 USD 20784436.00000000 BRL 2022-06-15 356416.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 568.61000000 0.000074120115 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1244500.00000000 CNY 195569.08000000 USD 2022-06-15 568.61000000 N N N Leonardo SpA 529900X4EEX1U9LN3U39 N/A 562185.00000000 NS 5586530.88000000 0.728222002542 Long EC CORP IT N 2 N N N N/A N/A 000000000 2165000.00000000 PA 27010.71000000 0.003520931638 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2022-06-17 0.00000000 USD 0.00000000 USD 2165000.00000000 PLN 27010.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -1119.60000000 -0.00014594340 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1844000.00000000 CNY 287816.41000000 USD 2022-06-15 -1119.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -1110.73000000 -0.00014478717 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 46200750.00000000 CLP 56876.25000000 USD 2022-06-15 -1110.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 805.93000000 0.000105055529 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2037000.00000000 CNY 319983.07000000 USD 2022-06-15 805.93000000 N N N N/A N/A N/A -295.00000000 NC 31729.00000000 0.004135975691 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Short N/A 3 Month Canadian Bankers Acceptance 2023-03-13 -71430562.50000000 CAD 31729.00000000 N N N N/A N/A N/A -2.00000000 NC USD -25554.42000000 -0.00333109962 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-05-25 -518575.00000000 USD -25554.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -13503.06000000 -0.00176016665 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 159209000.00000000 HUF 460964.92000000 USD 2022-06-15 -13503.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -3375.75000000 -0.00044003970 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1917720.00000000 BRL 390990.45000000 USD 2022-06-15 -3375.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 41.38000000 0.000005394014 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4041.59000000 USD 13000.00000000 ILS 2022-06-15 41.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 15982.68000000 0.002083392983 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5599276.00000000 GBP 7369355.07000000 USD 2022-06-15 15982.68000000 N N N N/A N/A N/A 1140.00000000 NC 73786.87000000 0.009618352316 N/A DE TH N 1 Clearing Company (Thailand) 5493006L9QU2265UKZ88 Long SET50 Index SET50 Index 2022-06-29 231807600.00000000 THB 73786.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -270941.45000000 -0.03531807655 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 54434000.00000000 SEK 5529298.08000000 USD 2022-06-15 -270941.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -150367.77000000 -0.01960091529 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4518310.44000000 USD 3326000.00000000 GBP 2022-06-15 -150367.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 20329.70000000 0.002650040814 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 261187.95000000 USD 94464000.00000000 HUF 2022-06-15 20329.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -2097.56000000 -0.00027342359 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 274078.98000000 USD 330637500.00000000 KRW 2022-06-15 -2097.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -20402.89000000 -0.00265958136 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4448521.02000000 USD 4078879.00000000 CHF 2022-06-15 -20402.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -61444.47000000 -0.00800948136 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17605420.00000000 SEK 1814509.03000000 USD 2022-06-15 -61444.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 46294.49000000 0.006034633467 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1425273.67000000 USD 21706842.00000000 ZAR 2022-06-15 46294.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 1015.94000000 0.000132430998 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8416500.00000000 ZAR 571594.26000000 USD 2022-06-15 1015.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 22721.71000000 0.002961846897 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1481047.49000000 USD 1355500.00000000 EUR 2022-06-15 22721.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 1665.45000000 0.000217096684 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17253.73000000 USD 92000.00000000 BRL 2022-06-15 1665.45000000 N N N Infrastrutture Wireless Italiane SpA 81560066183FE361C071 N/A -237695.00000000 NS -2660816.67000000 -0.34684588440 Short EC CORP IT Y 2 N N N N/A N/A N/A 1.00000000 NC N/A 20478.11000000 0.002669386528 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4249131.45000000 USD 3848633.00000000 EUR 2022-06-15 20478.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 100803.30000000 0.013140029575 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6310740997.00000000 KRW 5291999.91000000 USD 2022-06-15 100803.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -125.57000000 -0.00001636844 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32000.00000000 ZAR 2043.80000000 USD 2022-06-15 -125.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 17365.31000000 0.002263623184 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 723550.42000000 USD 3135998.00000000 PLN 2022-06-15 17365.31000000 N N N N/A N/A N/A 2084549.78000000 PA USD 14119.08000000 0.001840466817 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Emerging Markets Taiwan Net Total Return Index NDEUSTW Index Y 2022-06-15 0.00000000 USD 0.00000000 USD 2084549.78000000 USD 14119.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 40660.05000000 0.005300166359 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1341370.00000000 EUR 1528753.66000000 USD 2022-06-15 40660.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 81216.52000000 0.010586830737 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6310740997.00000000 KRW 5272413.13000000 USD 2022-06-15 81216.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 42814.52000000 0.005581008350 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1347745.00000000 EUR 1537980.45000000 USD 2022-06-15 42814.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.20000000 0.000000026070 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5682.00000000 SEK 605.65000000 USD 2022-06-15 0.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -17236.38000000 -0.00224681675 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6585500.00000000 ILS 2051100.73000000 USD 2022-06-15 -17236.38000000 N N N N/A N/A N/A 17.00000000 NC USD 168807.79000000 0.022004630336 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-06-14 4410352.50000000 USD 168807.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 46097.27000000 0.006008925215 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1351553.53000000 USD 20616500.00000000 ZAR 2022-06-15 46097.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 7902.23000000 0.001030080720 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4287630.30000000 USD 3872000.00000000 EUR 2022-06-15 7902.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 2657.10000000 0.000346361404 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2921331.09000000 USD 27441000.00000000 SEK 2022-06-15 2657.10000000 N N N N/A N/A N/A 21.00000000 NC USD 124107.27000000 0.016177775909 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-06-10 5447662.50000000 USD 124107.27000000 N N N N/A N/A N/A -1062.00000000 NC 1687830.47000000 0.220014050081 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month SONIA 2023-06-20 -259340400.00000000 GBP 1687830.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -9959.88000000 -0.00129830191 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27589000.00000000 CNY 4312955.26000000 USD 2022-06-15 -9959.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -660862.73000000 -0.08614555096 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11898549.57000000 USD 1365409920.00000000 JPY 2022-06-15 -660862.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 11162.61000000 0.001455081585 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 949276.98000000 USD 3058000.00000000 ILS 2022-06-15 11162.61000000 N N N N/A N/A 000000000 573434098.12000000 PA USD -20224851.32999999 -2.63637345841 N/A DE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Rec/pay the total return of custom basket plus OBFR +/- spread (-9.34% to 0.25%). USD Currency. Maturity 13-14 Months 09/26/22 to 05/25/23 QUALCOMM, Inc. 1151193.06000000 USD -38794.95000000 USD Novocure Ltd. 2199667.50000000 USD -72481.50000000 USD LHC Group, Inc. 1374258.60000000 USD -125443.89000000 USD ConocoPhillips 1361800.00000000 USD -102135.00000000 USD Paysafe Ltd. 343013.76000000 USD -17592.01000000 USD Halliburton Co. 543775.33000000 USD 14789.77000000 USD Home Depot, Inc. (The) 460668.87000000 USD 17450.57000000 USD salesforce.com, Inc. 618700.48000000 USD 3759.06000000 USD Paychex, Inc. 830692.89000000 USD 41485.08000000 USD Carvana Co. 2787449.43000000 USD 215677.41000000 USD EnerSys 2221365.73000000 USD -27107.99000000 USD CarMax, Inc. 1724869.44000000 USD 14123.62000000 USD Alliance Data Systems Corp. 1396955.85000000 USD -88320.45000000 USD Zscaler, Inc. 1000829.44000000 USD -45462.08000000 USD DaVita, Inc. 192173.89000000 USD -2157.73000000 USD American Eagle Outfitters, Inc. 517440.00000000 USD -20020.00000000 USD TJX Cos., Inc. (The) 598772.72000000 USD 7017.64000000 USD Tyler Technologies, Inc. 262485.10000000 USD 9068.30000000 USD HEICO Corp. 1397674.62000000 USD 9285.06000000 USD Chevron Corp. 964767.75000000 USD -38394.00000000 USD Boston Scientific Corp. 158956.81000000 USD 2835.31000000 USD Hexcel Corp. 772217.95000000 USD 908.95000000 USD New Relic, Inc. 1108536.00000000 USD 11602.50000000 USD VeriSign, Inc. 586404.56000000 USD 14308.55000000 USD Taiwan Semiconductor Manufacturing Co. Ltd. 1094625.74000000 USD 25932.53000000 USD Integra LifeSciences Holdings Corp. 993588.12000000 USD 11441.88000000 USD Zimvie, Inc. 31359.32000000 USD -219.68000000 USD nCino, Inc. 500242.86000000 USD 44994.73000000 USD United Rentals, Inc. 1340207.33000000 USD -31919.58000000 USD Bentley Systems, Inc., Class B 334663.50000000 USD -17649.75000000 USD Ulta Beauty, Inc. 279550.44000000 USD 2211.30000000 USD Murphy Oil Corp. 835749.88000000 USD -57109.92000000 USD Phillips 66 271782.94000000 USD 715.68000000 USD Tenet Healthcare Corp. 695416.40000000 USD -28153.20000000 USD Targa Resources Corp. 2363493.99000000 USD 5637.06000000 USD CNX Resources Corp. 3002245.12000000 USD 134753.28000000 USD Microchip Technology, Inc. 726754.08000000 USD -19537.44000000 USD Cigna Corp. 1426637.94000000 USD -23637.38000000 USD RH 871964.66000000 USD 69176.38000000 USD DXC Technology Co. 1475789.64000000 USD -40683.47000000 USD Cardinal Health, Inc. 890190.00000000 USD -19782.00000000 USD Blackbaud, Inc. 779208.05000000 USD 13665.75000000 USD AGCO Corp. 1163128.95000000 USD -15611.40000000 USD Affirm Holdings, Inc. 1259325.08000000 USD 62035.64000000 USD Hubbell, Inc. 1601371.78000000 USD -22569.26000000 USD NVIDIA Corp. 649679.66000000 USD 9666.86000000 USD Nordstrom, Inc. 498634.23000000 USD -6779.78000000 USD Exxon Mobil Corp. 581185.83000000 USD -12010.05000000 USD EQT Corp. 2957814.78000000 USD -6876.64000000 USD Caterpillar, Inc. 703219.92000000 USD 1704.24000000 USD Intuit, Inc. 1065060.60000000 USD 47565.52000000 USD ITT, Inc. 134174.64000000 USD -4567.04000000 USD Trex Co., Inc. 1528003.37000000 USD 84902.07000000 USD Devon Energy Corp. 328112.37000000 USD -18700.13000000 USD Okta, Inc. 1850920.56000000 USD -157553.85000000 USD Patterson Cos., Inc. 772380.57000000 USD 15271.04000000 USD Baxter International, Inc. 596670.30000000 USD 2539.35000000 USD Masimo Corp. 760883.12000000 USD -44176.60000000 USD Curtiss-Wright Corp. 2007338.88000000 USD -80609.04000000 USD Lockheed Martin Corp. 1830485.80000000 USD -50842.22000000 USD Asana, Inc., Class A 813149.68000000 USD -42112.08000000 USD KLA Corp. 1046565.54000000 USD -1747.46000000 USD Guidewire Software, Inc. 1412581.98000000 USD -41353.33000000 USD Coterra Energy, Inc. 1206637.80000000 USD 61705.69000000 USD Danaher Corp. 1077987.75000000 USD 21315.00000000 USD PACCAR, Inc. 854983.56000000 USD -8737.20000000 USD Western Union Co. (The) 1663943.34000000 USD -7991.19000000 USD Lowe's Cos., Inc. 53175.97000000 USD -2821.99000000 USD Envista Holdings Corp. 1811622.32000000 USD -27894.00000000 USD ChargePoint Holdings, Inc. 2221311.68000000 USD -157547.76000000 USD Envestnet, Inc. 718271.56000000 USD -3473.64000000 USD Global Payments, Inc. 1021784.28000000 USD 4853.55000000 USD Lithia Motors, Inc. 1686974.52000000 USD -121132.55000000 USD Genuine Parts Co. 2431303.86000000 USD -48618.36000000 USD Dexcom, Inc. 2825055.20000000 USD -169138.86000000 USD DT Midstream, Inc. 1449284.60000000 USD 17628.60000000 USD Amkor Technology, Inc. 2661959.76000000 USD -270853.18000000 USD Dollar General Corp. 2308227.84000000 USD -12026.88000000 USD Carlisle Cos., Inc. 26805.28000000 USD 566.23000000 USD Wayfair, Inc., Class A 1119764.24000000 USD 49842.25000000 USD PTC, Inc. 352028.96000000 USD 1307.20000000 USD Roper Technologies, Inc. 2609070.75000000 USD -35194.25000000 USD Fastly, Inc., Class A 2642559.48000000 USD -106432.20000000 USD Tandem Diabetes Care, Inc. 1268956.48000000 USD -54669.12000000 USD Snap-on, Inc. 2364047.40000000 USD -38426.70000000 USD Broadcom, Inc. 994264.72000000 USD 189.68000000 USD Zendesk, Inc. 950531.58000000 USD 1422.36000000 USD Occidental Petroleum Corp. 733421.24000000 USD 25464.22000000 USD Everbridge, Inc. 587481.68000000 USD -7942.58000000 USD SunPower Corp. 2167568.28000000 USD -47428.17000000 USD Datadog, Inc., Class A 540293.49000000 USD -16515.21000000 USD Otis Worldwide Corp. 175369.05000000 USD 660.91000000 USD Textron, Inc. 4270527.70000000 USD -47768.76000000 USD Smartsheet, Inc., Class A 762866.28000000 USD -20053.44000000 USD IDEX Corp. 904582.14000000 USD 16229.92000000 USD Woodward, Inc. 88561.19000000 USD 716.09000000 USD Workday, Inc., Class A 195399.36000000 USD -1988.18000000 USD Cirrus Logic, Inc. 1118888.84000000 USD -38268.40000000 USD Nordson Corp. 22253.84000000 USD -31.36000000 USD CVS Health Corp. 1630189.47000000 USD -118386.45000000 USD Terex Corp. 1230412.64000000 USD -72113.36000000 USD Fluor Corp. 1945956.63000000 USD 111914.55000000 USD Microsoft Corp. 1637434.41000000 USD 24589.93000000 USD Kyndryl Holdings, Inc. 1925911.04000000 USD 41101.76000000 USD EPAM Systems, Inc. 968431.65000000 USD 97492.90000000 USD World Fuel Services Corp. 133658.72000000 USD -1482.90000000 USD R1 RCM, Inc. 3352144.92000000 USD -170363.12000000 USD Snowflake, Inc., Class A 1036813.25000000 USD -42173.00000000 USD AutoNation, Inc. 3127309.90000000 USD -392562.50000000 USD Elastic NV 1084211.55000000 USD -1584.57000000 USD Ziff Davis, Inc. 4350841.68000000 USD -91260.68000000 USD Medtronic plc 2094736.00000000 USD 47011.20000000 USD IDEXX Laboratories, Inc. 222106.36000000 USD -2299.13000000 USD AmerisourceBergen Corp. 821510.10000000 USD 106.20000000 USD Globant SA 650457.74000000 USD -21171.46000000 USD Marathon Petroleum Corp. 1118083.50000000 USD -42761.79000000 USD EOG Resources, Inc. 1965506.55000000 USD -74640.70000000 USD Pentair plc 389065.17000000 USD -9043.02000000 USD Coupa Software, Inc. 1160716.23000000 USD -19872.54000000 USD Quest Diagnostics, Inc. 1969962.84000000 USD -103924.68000000 USD Cadence Design Systems, Inc. 1534247.34000000 USD 52428.98000000 USD ResMed, Inc. 28858.69000000 USD -687.30000000 USD Anthem, Inc. 1609236.72000000 USD 34266.96000000 USD ANSYS, Inc. 777607.20000000 USD 21248.64000000 USD Teradata Corp. 2973419.25000000 USD -64547.75000000 USD Alteryx, Inc., Class A 1974514.12000000 USD -61366.11000000 USD GameStop Corp., Class A 773097.78000000 USD -67897.83000000 USD Air Lease Corp. 803298.15000000 USD -899.55000000 USD EMCOR Group, Inc. 2352390.18000000 USD -60360.54000000 USD Burlington Stores, Inc. 732323.40000000 USD 2653.20000000 USD Cloudflare, Inc., Class A 1295273.70000000 USD -757.47000000 USD Gates Industrial Corp. plc 547732.20000000 USD -5819.20000000 USD NuVasive, Inc. 1432865.70000000 USD 120289.96000000 USD Masco Corp. 546057.00000000 USD -13919.10000000 USD PayPal Holdings, Inc. 668919.60000000 USD -10931.76000000 USD Stanley Black & Decker, Inc. 487587.52000000 USD -5127.36000000 USD Power Integrations, Inc. 1254331.12000000 USD -49263.76000000 USD Cooper Cos., Inc. (The) 893225.01000000 USD 19636.02000000 USD Watts Water Technologies, Inc., Class A 114324.21000000 USD -3512.19000000 USD Regal Rexnord Corp. 1582572.86000000 USD -64672.96000000 USD Yelp, Inc. 3913679.07000000 USD -75726.42000000 USD DoorDash, Inc., Class A 712398.01000000 USD -72340.10000000 USD PDC Energy, Inc. 3073273.80000000 USD -109204.56000000 USD Amedisys, Inc. 1493065.14000000 USD -57368.92000000 USD Huntington Ingalls Industries, Inc. 3298937.04000000 USD -108012.73000000 USD Fastenal Co. 1418769.00000000 USD -43470.70000000 USD Urban Outfitters, Inc. 963370.26000000 USD -13811.76000000 USD Accenture plc, Class A 1291590.90000000 USD 36461.60000000 USD Vimeo, Inc. 997171.56000000 USD 11751.18000000 USD Texas Instruments, Inc. 1446923.28000000 USD -11198.12000000 USD Acadia Healthcare Co., Inc. 208385.40000000 USD 1144.80000000 USD O'Reilly Automotive, Inc. 317821.44000000 USD -8537.60000000 USD Sailpoint Technologies Holdings, Inc. 2537043.78000000 USD -95176.32000000 USD Lam Research Corp. 1581111.01000000 USD -50614.61000000 USD Applied Materials, Inc. 1329730.20000000 USD -53068.14000000 USD Ceridian HCM Holding, Inc. 1789117.92000000 USD -25910.28000000 USD Fortive Corp. 556778.34000000 USD 6872.37000000 USD ONEOK, Inc. 1009797.11000000 USD 23447.08000000 USD Honeywell International, Inc. 3563538.12000000 USD 58787.94000000 USD Enphase Energy, Inc. 2519828.64000000 USD -99529.36000000 USD Northrop Grumman Corp. 1150249.84000000 USD -28189.12000000 USD Zoom Video Communications, Inc., Class A 1014742.88000000 USD 28564.80000000 USD Henry Schein, Inc. 1307675.62000000 USD -9898.68000000 USD MasTec, Inc. 71683.30000000 USD -140.29000000 USD Bath & Body Works, Inc. 1010826.60000000 USD -63089.23000000 USD APA Corp. 2807092.27000000 USD -13583.80000000 USD Amdocs Ltd. 3371925.36000000 USD 12714.96000000 USD NOV, Inc. 3006546.37000000 USD 52127.78000000 USD Dynatrace, Inc. 182653.80000000 USD 1578.15000000 USD Best Buy Co., Inc. 1761187.50000000 USD -104625.00000000 USD Donaldson Co., Inc. 86723.10000000 USD 1035.40000000 USD Cummins, Inc. 1849271.76000000 USD -41022.80000000 USD First Solar, Inc. 597819.86000000 USD -11592.02000000 USD Raytheon Technologies Corp. 1167936.23000000 USD -37482.77000000 USD Crowdstrike Holdings, Inc., Class A 598809.96000000 USD -13527.81000000 USD STERIS plc 1096668.72000000 USD -16102.80000000 USD International Business Machines Corp. 1877748.84000000 USD -19207.86000000 USD DocuSign, Inc. 183817.92000000 USD 11445.72000000 USD Humana, Inc. 580951.95000000 USD -493.95000000 USD Paylocity Holding Corp. 483147.96000000 USD -6926.60000000 USD ABIOMED, Inc. 181850.76000000 USD 6785.64000000 USD Take-Two Interactive Software, Inc. 1185950.36000000 USD -5862.64000000 USD Bill.com Holdings, Inc. 2750509.12000000 USD -87564.16000000 USD GATX Corp. 1048305.00000000 USD 20145.00000000 USD Duck Creek Technologies, Inc. 785702.40000000 USD -7104.00000000 USD Fair Isaac Corp. 1349468.78000000 USD 25921.28000000 USD General Electric Co. 3232603.50000000 USD 89029.08000000 USD Chemed Corp. 387004.20000000 USD -24111.84000000 USD Palo Alto Networks, Inc. 218501.01000000 USD -38.61000000 USD Dolby Laboratories, Inc., Class A 2442106.62000000 USD 47455.92000000 USD Wolfspeed, Inc. 3407374.36000000 USD -34714.16000000 USD Valero Energy Corp. 485564.28000000 USD 19732.02000000 USD Digital Turbine, Inc. 47752.90000000 USD -1831.20000000 USD Johnson Controls International plc 1227535.97000000 USD -12543.07000000 USD Armstrong World Industries, Inc. 916121.78000000 USD -3562.30000000 USD Synopsys, Inc. 2220911.28000000 USD 95695.04000000 USD AMETEK, Inc. 142502.60000000 USD -2634.85000000 USD Leslie's, Inc. 1304864.00000000 USD -22242.00000000 USD Cognizant Technology Solutions Corp., Class A 2678711.91000000 USD -54966.32000000 USD Qorvo, Inc. 1773264.90000000 USD -96879.42000000 USD Penske Automotive Group, Inc. 2447310.36000000 USD -220915.98000000 USD Oak Street Health, Inc. 3761748.48000000 USD -194524.94000000 USD Kennametal, Inc. 493036.13000000 USD -19029.26000000 USD Neogen Corp. 75897.24000000 USD 984.40000000 USD Pinterest, Inc., Class A 860464.04000000 USD -30768.32000000 USD Lincoln Electric Holdings, Inc. 292019.39000000 USD 6547.71000000 USD FleetCor Technologies, Inc. 678190.38000000 USD 8250.69000000 USD NXP Semiconductors NV 1085679.28000000 USD -31559.08000000 USD Skyworks Solutions, Inc. 1741836.32000000 USD -61685.68000000 USD Illinois Tool Works, Inc. 384877.20000000 USD 4319.30000000 USD Sensata Technologies Holding plc 1439410.95000000 USD -9058.24000000 USD nVent Electric plc 1283382.00000000 USD 2214.00000000 USD Parker-Hannifin Corp. 217360.16000000 USD 5109.22000000 USD Euronet Worldwide, Inc. 740163.05000000 USD 22634.26000000 USD General Dynamics Corp. 2129619.40000000 USD -27768.91000000 USD Interpublic Group of Cos., Inc. (The) 2350689.50000000 USD -66310.00000000 USD Dick's Sporting Goods, Inc. 2072614.44000000 USD -172199.82000000 USD Lennox International, Inc. 286224.60000000 USD 3695.69000000 USD Acuity Brands, Inc. 3306881.70000000 USD -102368.34000000 USD Qurate Retail, Inc., Series A 1951600.00000000 USD -105942.20000000 USD Paycom Software, Inc. 164530.50000000 USD -2432.00000000 USD Hess Corp. 5966516.64000000 USD 113711.64000000 USD Manhattan Associates, Inc. 1195264.07000000 USD 13442.52000000 USD Advanced Drainage Systems, Inc. 3450123.59000000 USD 51979.81000000 USD Qualys, Inc. 2000433.27000000 USD 36522.20000000 USD HF Sinclair Corp. 276837.95000000 USD 3890.32000000 USD Playtika Holding Corp. 1495310.81000000 USD -24213.36000000 USD Trade Desk, Inc. (The), Class A 20775.00000000 USD -1140.00000000 USD Jack Henry & Associates, Inc. 857955.70000000 USD 16153.34000000 USD Target Corp. 374568.30000000 USD -11278.35000000 USD Fortinet, Inc. 1549790.90000000 USD 40860.35000000 USD Intuitive Surgical, Inc. 338786.64000000 USD -16631.63000000 USD GoDaddy, Inc., Class A 312870.60000000 USD 3027.78000000 USD Schlumberger NV 865072.71000000 USD 49630.17000000 USD SS&C Technologies Holdings, Inc. 2074978.18000000 USD -55594.59000000 USD Vicor Corp. 163605.45000000 USD -15027.12000000 USD Lattice Semiconductor Corp. 498814.80000000 USD 11212.08000000 USD Encompass Health Corp. 264031.43000000 USD 11918.73000000 USD Rockwell Automation, Inc. 128533.77000000 USD -390.15000000 USD Builders FirstSource, Inc. 4217753.54000000 USD -224039.27000000 USD Insulet Corp. 4065644.18000000 USD -220535.90000000 USD HealthEquity, Inc. 2910845.28000000 USD -134233.82000000 USD Skillz, Inc. 97290.00000000 USD 10057.32000000 USD Centene Corp. 1588833.68000000 USD -26420.80000000 USD Haemonetics Corp. 735944.02000000 USD -44352.21000000 USD Twitter, Inc. 1331129.45000000 USD -1816.14000000 USD ON Semiconductor Corp. 1804608.03000000 USD -34587.60000000 USD Omnicom Group, Inc. 1882298.88000000 USD -17740.80000000 USD Allegro MicroSystems, Inc. 726528.80000000 USD -20459.50000000 USD Foot Locker, Inc. 1344754.74000000 USD -38084.76000000 USD Sabre Corp. 1720409.31000000 USD -102351.56000000 USD Graco, Inc. 144738.72000000 USD -830.40000000 USD Loyalty Ventures, Inc. 102601.71000000 USD -6951.84000000 USD MKS Instruments, Inc. 2005200.00000000 USD -74994.48000000 USD Universal Health Services, Inc., Class B 1881306.05000000 USD -40754.06000000 USD Trinity Industries, Inc. 1867053.68000000 USD 52164.48000000 USD Eaton Corp. plc 716610.72000000 USD -11427.24000000 USD Quanta Services, Inc. 2279485.20000000 USD 45806.51000000 USD Watsco, Inc. 633651.20000000 USD 13395.20000000 USD Dollar Tree, Inc. 2459583.70000000 USD -57438.92000000 USD Black Knight, Inc. 324686.01000000 USD -6102.91000000 USD AZEK Co., Inc. (The) 1714481.64000000 USD 13804.20000000 USD Cheniere Energy, Inc. 4135097.60000000 USD 317625.60000000 USD Twilio, Inc., Class A 2000628.59000000 USD -121268.61000000 USD Oshkosh Corp. 1596711.60000000 USD -109302.96000000 USD Kohl's Corp. 1861744.78000000 USD -36027.81000000 USD 3M Co. 1456641.92000000 USD -15458.72000000 USD HCA Healthcare, Inc. 1828022.28000000 USD -67037.14000000 USD Dropbox, Inc., Class A 1616619.00000000 USD -1390.64000000 USD Shift4 Payments, Inc., Class A 1553142.47000000 USD -26834.53000000 USD Monolithic Power Systems, Inc. 45653.92000000 USD 548.96000000 USD CommVault Systems, Inc. 1698427.30000000 USD 8191.36000000 USD Progyny, Inc. 2721630.00000000 USD -80484.00000000 USD Advanced Micro Devices, Inc. 28647.08000000 USD -3578.08000000 USD Pool Corp. 920121.60000000 USD 21206.97000000 USD Ingersoll Rand, Inc. 850159.75000000 USD -6247.45000000 USD Sea Ltd. 6033582.72000000 USD -184850.56000000 USD Tractor Supply Co. 626131.71000000 USD -3139.11000000 USD Micron Technology, Inc. 3377232.51000000 USD -9105.39000000 USD Jamf Holding Corp. 648823.59000000 USD 6896.43000000 USD RingCentral, Inc., Class A 1387063.14000000 USD 9230.52000000 USD Ollie's Bargain Outlet Holdings, Inc. 1862487.84000000 USD 12148.73000000 USD MSC Industrial Direct Co., Inc., Class A 857723.86000000 USD 29795.36000000 USD MercadoLibre, Inc. 2788141.12000000 USD -54263.60000000 USD Dycom Industries, Inc. 1083487.24000000 USD 27638.82000000 USD Block, Inc. 1121683.20000000 USD -43593.44000000 USD Becton Dickinson and Co. 731766.00000000 USD 907.83000000 USD Univar Solutions, Inc. 1221255.72000000 USD -42142.31000000 USD SiTime Corp. 916190.54000000 USD 14418.30000000 USD Premier, Inc., Class A 1395128.00000000 USD -3653.57000000 USD Qurate Retail, Inc. 1220567.91000000 USD 22137.96000000 USD Synaptics, Inc. 235210.50000000 USD -21245.58000000 USD Flowserve Corp. 453847.80000000 USD -9072.88000000 USD Colfax Corp. 727321.41000000 USD 5118.12000000 USD Axon Enterprise, Inc. 1969263.54000000 USD -72061.92000000 USD Switch, Inc., Class A 2033472.78000000 USD -83793.33000000 USD New Fortress Energy, Inc. 5253855.61000000 USD -552388.48000000 USD Universal Display Corp. 275968.35000000 USD -2892.75000000 USD WW Grainger, Inc. 602958.51000000 USD 4488.02000000 USD Marathon Oil Corp. 2296585.71000000 USD -85058.73000000 USD LiveRamp Holdings, Inc. 852005.93000000 USD 5924.62000000 USD MongoDB, Inc. 1253141.75000000 USD -106078.75000000 USD Williams Cos., Inc. (The) 3118723.27000000 USD 43873.09000000 USD Westinghouse Air Brake Technologies Corp. 1141441.73000000 USD 11394.24000000 USD Autodesk, Inc. 383043.45000000 USD 3949.27000000 USD ICU Medical, Inc. 1685830.08000000 USD -24550.47000000 USD C3.ai, Inc., Class A 1115364.50000000 USD -27688.83000000 USD Plug Power, Inc. 3815486.82000000 USD -88018.92000000 USD SiteOne Landscape Supply, Inc. 1332325.60000000 USD 5603.20000000 USD Adobe, Inc. 1553664.20000000 USD 66868.40000000 USD SolarWinds Corp. 270605.61000000 USD 7522.47000000 USD Howmet Aerospace, Inc. 687640.02000000 USD 20280.98000000 USD TripAdvisor, Inc. 866972.16000000 USD 26853.12000000 USD Intel Corp. 2180788.68000000 USD -99886.81000000 USD Hologic, Inc. 1758179.34000000 USD 17622.99000000 USD NortonLifeLock, Inc. 1544524.80000000 USD -103084.80000000 USD Entegris, Inc. 440114.78000000 USD 18877.39000000 USD Murphy USA, Inc. 2209558.00000000 USD 59559.50000000 USD Fortune Brands Home & Security, Inc. 2093656.08000000 USD -93577.52000000 USD Valmont Industries, Inc. 1950793.60000000 USD 33475.10000000 USD LKQ Corp. 3894634.06000000 USD -33448.74000000 USD Palantir Technologies, Inc., Class A 441364.58000000 USD -24430.96000000 USD BWX Technologies, Inc. 611041.70000000 USD -17130.95000000 USD Splunk, Inc. 1142513.68000000 USD -46896.80000000 USD Laboratory Corp. of America Holdings 2036246.18000000 USD -79546.90000000 USD ChampionX Corp. 578927.52000000 USD -7498.84000000 USD CDK Global, Inc. 1460838.12000000 USD 11103.33000000 USD SolarEdge Technologies, Inc. 1852982.76000000 USD 74149.20000000 USD Teleflex, Inc. 523374.25000000 USD 22759.25000000 USD UnitedHealth Group, Inc. 782803.95000000 USD -7652.25000000 USD Akamai Technologies, Inc. 1794192.92000000 USD 21640.32000000 USD Ross Stores, Inc. 222893.44000000 USD 2709.51000000 USD Zimmer Biomet Holdings, Inc. 1614993.30000000 USD 33082.74000000 USD WEX, Inc. 930259.85000000 USD -2815.02000000 USD Carrier Global Corp. 224029.08000000 USD -2539.68000000 USD Fiserv, Inc. 317483.40000000 USD 2786.59000000 USD Mercury Systems, Inc. 1659265.25000000 USD 51345.86000000 USD Concentrix Corp. 2037361.92000000 USD -352648.56000000 USD Virgin Galactic Holdings, Inc. 1490625.24000000 USD -67892.85000000 USD L3Harris Technologies, Inc. 1066433.24000000 USD -40258.96000000 USD Baker Hughes Co. 1978883.50000000 USD 125548.50000000 USD Certara, Inc. 30694.92000000 USD 114.32000000 USD Match Group, Inc. 944406.90000000 USD -17456.85000000 USD ServiceNow, Inc. 55689.00000000 USD 498.00000000 USD IAC/InterActiveCorp 1265734.16000000 USD -17473.14000000 USD Quidel Corp. 3513475.32000000 USD 101848.92000000 USD Allegion plc 996253.50000000 USD 22869.00000000 USD Equitrans Midstream Corp. 1283850.60000000 USD 2074.57000000 USD Option Care Health, Inc. 1310247.12000000 USD -23856.04000000 USD Vroom, Inc. 702575.16000000 USD 47542.68000000 USD Crane Co. 1096984.68000000 USD -13778.16000000 USD Penumbra, Inc. 1639985.79000000 USD -144632.97000000 USD Citrix Systems, Inc. 420450.30000000 USD -750.06000000 USD Nutanix, Inc., Class A 578882.88000000 USD -5180.16000000 USD Edwards Lifesciences Corp. 265929.48000000 USD 4832.23000000 USD Electronic Arts, Inc. 1953820.44000000 USD -12509.64000000 USD McKesson Corp. 1902904.08000000 USD -27039.60000000 USD Maximus, Inc. 2239580.95000000 USD -12550.02000000 USD Emerson Electric Co. 2616954.50000000 USD -12277.40000000 USD Five Below, Inc. 838252.41000000 USD 21277.86000000 USD Deere & Co. 1500226.06000000 USD 75794.89000000 USD Five9, Inc. 2395238.40000000 USD -88519.68000000 USD ACI Worldwide, Inc. 1200335.82000000 USD -40998.28000000 USD AutoZone, Inc. 797386.20000000 USD 6743.10000000 USD DENTSPLY SIRONA, Inc. 1035687.24000000 USD -9268.94000000 USD STAAR Surgical Co. 266180.21000000 USD -13560.32000000 USD Molina Healthcare, Inc. 2670721.54000000 USD -52199.12000000 USD ZoomInfo Technologies, Inc. 2230213.68000000 USD -124315.56000000 USD Azenta, Inc. 1740480.00000000 USD 50820.00000000 USD Timken Co. (The) 1108382.00000000 USD -17894.80000000 USD Unity Software, Inc. 1479022.68000000 USD -77968.84000000 USD Globus Medical, Inc., Class A 1775368.14000000 USD 67135.77000000 USD Alphabet, Inc., Class A 2867571.85000000 USD -53725.41000000 USD Trane Technologies plc 547276.80000000 USD 12275.42000000 USD AECOM 2194000.84000000 USD 78551.00000000 USD Kinder Morgan, Inc. 2162679.97000000 USD 18298.72000000 USD Simpson Manufacturing Co., Inc. 462111.52000000 USD -13688.74000000 USD Gartner, Inc. 1472129.54000000 USD 10095.96000000 USD LivaNova plc 276994.55000000 USD 12084.45000000 USD Spirit AeroSystems Holdings, Inc., Class A 1938732.95000000 USD -20620.60000000 USD Fidelity National Information Services, Inc. 490451.28000000 USD 14505.48000000 USD Vertiv Holdings Co. 1550024.00000000 USD 127323.40000000 USD Etsy, Inc. 842866.96000000 USD 54527.28000000 USD Petco Health & Wellness Co., Inc. 315057.43000000 USD 5825.36000000 USD Analog Devices, Inc. 324248.34000000 USD -1790.46000000 USD Floor & Decor Holdings, Inc., Class A 980991.00000000 USD 86818.52000000 USD Allison Transmission Holdings, Inc. 773343.48000000 USD -36244.32000000 USD Amazon.com, Inc. 1310499.90000000 USD 14279.04000000 USD Shoals Technologies Group, Inc., Class A 1769484.72000000 USD 139998.02000000 USD TransDigm Group, Inc. 2249116.08000000 USD 82813.48000000 USD Advance Auto Parts, Inc. 1328890.16000000 USD -55349.02000000 USD Sunrun, Inc. 1619389.14000000 USD 50655.90000000 USD Dover Corp. 29654.10000000 USD -785.60000000 USD Meta Platforms, Inc., Class A 4279095.84000000 USD 10391.76000000 USD Teradyne, Inc. 1131224.64000000 USD -55590.08000000 USD HubSpot, Inc. 11873.50000000 USD -923.41000000 USD Stryker Corp. 422947.70000000 USD 2135.70000000 USD Cerence, Inc. 68517.80000000 USD 588.38000000 USD Macy's, Inc. 3006072.72000000 USD -225825.66000000 USD Avalara, Inc. 1375128.69000000 USD -44082.61000000 USD Abbott Laboratories 1971522.52000000 USD -9827.63000000 USD Teladoc Health, Inc. 138273.21000000 USD -10390.14000000 USD Align Technology, Inc. 407660.00000000 USD 5198.60000000 USD Marvell Technology, Inc. 1867830.37000000 USD 69285.02000000 USD Generac Holdings, Inc. 1109077.06000000 USD 57270.85000000 USD Snap, Inc., Class A 2699825.84000000 USD -44259.44000000 USD eBay, Inc. 619266.90000000 USD -1730.40000000 USD Owens Corning 4683153.00000000 USD -116694.96000000 USD Teledyne Technologies, Inc. 296339.01000000 USD -658.35000000 USD Gap, Inc. (The) 777216.00000000 USD -7176.00000000 USD Toro Co. (The) 219965.77000000 USD -2418.62000000 USD Signify Health, Inc., Class A 251323.05000000 USD 310.80000000 USD Silicon Laboratories, Inc. 867555.20000000 USD 10570.08000000 USD Boeing Co. (The) 3602881.00000000 USD -47975.70000000 USD Range Resources Corp. 1440589.22000000 USD 22863.78000000 USD NCR Corp. 2163668.84000000 USD -73216.96000000 USD Guardant Health, Inc. 3929025.60000000 USD -414018.70000000 USD Chewy, Inc., Class A 638614.80000000 USD 77986.80000000 USD Semtech Corp. 419715.02000000 USD -6537.24000000 USD VMware, Inc., Class A 2236292.93000000 USD -88375.50000000 USD Oracle Corp. 1836606.00000000 USD 22200.00000000 USD Veeva Systems, Inc., Class A 1081846.32000000 USD 79285.00000000 USD Middleby Corp. (The) 811830.88000000 USD 10694.29000000 USD Automatic Data Processing, Inc. 20706.14000000 USD 773.50000000 USD A O Smith Corp. 1249241.17000000 USD -59455.16000000 USD Xylem, Inc. 786182.46000000 USD 13186.03000000 USD Y 2022-09-26 0.00000000 USD 0.00000000 USD 573434098.00000000 USD -7479641.83000000 N N N N/A N/A N/A 1900000.00000000 PA -35583.09000000 -0.00463836853 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-09-20 0.00000000 USD 59999.98000000 USD 1900000.00000000 CAD -35583.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 34900.71000000 0.004549418140 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5582862.00000000 GBP 7366717.06000000 USD 2022-06-15 34900.71000000 N N N N/A N/A N/A 205.00000000 NC 553967.44000000 0.072211411189 N/A DE ES N 1 BME Clearing 5299009QA8BBE2OOB349 Long IBEX 35 Index ES0SI0000005 2022-04-14 17252595.00000000 EUR 553967.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 6448.62000000 0.000840598051 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 474249.82000000 USD 601056.00000000 CAD 2022-06-15 6448.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -8452.66000000 -0.00110183101 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2120479.61000000 USD 13479032.00000000 CNY 2022-06-15 -8452.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -31993.67000000 -0.00417047626 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13779969.48000000 USD 129021795.00000000 SEK 2022-06-15 -31993.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 2283.97000000 0.000297722726 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2146000.00000000 TWD 77475.43000000 USD 2022-06-15 2283.97000000 N N N N/A N/A N/A 1481.00000000 NC -4944236.76000000 -0.64449692872 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long Australia Australia 10 Year Bond 2022-06-15 188222911.37000000 AUD -4944236.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 11764.87000000 0.001533588084 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 391331.27000000 USD 5946000.00000000 ZAR 2022-06-15 11764.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -15185.69000000 -0.00197950281 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1048500.00000000 BRL 200431.27000000 USD 2022-06-15 -15185.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 19605.41000000 0.002555627318 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9109500.00000000 NOK 1053827.49000000 USD 2022-06-15 19605.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -158.19000000 -0.00002062056 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12912.01000000 USD 364000.00000000 TWD 2022-06-15 -158.19000000 N N N N/A N/A N/A 289.00000000 NC USD -41965.22000000 -0.00547029940 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month SOFR 2022-12-20 70805000.00000000 USD -41965.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 46296.28000000 0.006034866799 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1425271.95000000 USD 21706843.00000000 ZAR 2022-06-15 46296.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -150362.12000000 -0.01960017880 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4518304.79000000 USD 3326000.00000000 GBP 2022-06-15 -150362.12000000 N N N Davide Campari-Milano NV 213800ED5AN2J56N6Z02 N/A -510139.00000000 NS -5917139.22000000 -0.77131784727 Short EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A -151263.24000000 -0.01971764264 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 42010000.00000000 ZAR 2696713.38000000 USD 2022-06-15 -151263.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 2775.34000000 0.000361774363 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4153500.00000000 CNY 653586.46000000 USD 2022-06-15 2775.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 7723.14000000 0.001006735771 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 866562.70000000 USD 3700500.00000000 PLN 2022-06-15 7723.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 14172.45000000 0.001847423766 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 376653.19000000 USD 5765000.00000000 ZAR 2022-06-15 14172.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -632.25000000 -0.00008241579 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2112659.04000000 USD 13479031.00000000 CNY 2022-06-15 -632.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 310.60000000 0.000040487694 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 64967.00000000 CHF 70840.16000000 USD 2022-06-15 310.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 321.60000000 0.000041921579 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 395500.00000000 TWD 14179.11000000 USD 2022-06-15 321.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 355894.78000000 0.046392012315 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3918284.46000000 USD 20784436.00000000 BRL 2022-06-15 355894.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -1604.29000000 -0.00020912428 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 490625.00000000 ZAR 31656.57000000 USD 2022-06-15 -1604.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 116992.87000000 0.015250391325 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6055101.29000000 USD 8917000.00000000 NZD 2022-06-15 116992.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 1328.80000000 0.000173213290 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3735000.00000000 CNY 586565.24000000 USD 2022-06-15 1328.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 12788.13000000 0.001666973267 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1983547.30000000 USD 1799500.00000000 EUR 2022-06-15 12788.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 76618.55000000 0.009987470777 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1394949.68000000 USD 21706843.00000000 ZAR 2022-06-15 76618.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 7817.27000000 0.001019005915 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 470209.98000000 USD 597716.00000000 CAD 2022-06-15 7817.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 22262.99000000 0.002902051292 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1823342.00000000 EUR 2045048.34000000 USD 2022-06-15 22262.99000000 N N N N/A N/A N/A 123700000.00000000 PA USD -1897425.09000000 -0.24733537295 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-06-17 0.00000000 USD 2901056.98000000 USD 123700000.00000000 USD -1897425.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -2263.10000000 -0.00029500225 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 171225500.00000000 CLP 212643.57000000 USD 2022-06-15 -2263.10000000 N N N United States of America 254900HROIFWPRGM1V77 912796P29 39298000.00000000 PA USD 39295995.41000000 5.122357520985 Long STIV UST US N 2 2022-04-14 None 0.00000000 N N N N N N N/A N/A N/A 108400000.00000000 PA 3934348.54000000 0.512854799166 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-09-09 1078436.73000000 USD 0.00000000 USD 108400000.00000000 AUD 3934348.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -1852.24000000 -0.00024144535 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 100558.53000000 USD 119993500.00000000 KRW 2022-06-15 -1852.24000000 N N N N/A N/A 000000000 78363030.56000000 PA USD 132466.30000000 0.017267401957 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Rec/pay the total return of custom basket plus OBFR +/- spread (-3.85% to 0.45%). USD Currency. Maturity 4-24 Months 04/18/22 to 03/22/24 HYBE Co. Ltd. 1051584.91000000 USD -23924.60000000 USD Hanon Systems 615480.99000000 USD 2955.32000000 USD Yuhan Corp. 353495.31000000 USD 2586.90000000 USD Samsung Life Insurance Co. Ltd. 1543918.29000000 USD 56134.92000000 USD Hankook Tire & Technology Co. Ltd. 1238442.78000000 USD -16577.11000000 USD HMM Co. Ltd. 1351898.11000000 USD -54362.56000000 USD Hyundai Heavy Industries Holdings Co. Ltd. 287940.41000000 USD 184.80000000 USD Meritz Securities Co. Ltd. 398084.12000000 USD 18258.49000000 USD Doosan Bobcat, Inc. 669005.95000000 USD -19307.78000000 USD Coway Co. Ltd. 225013.87000000 USD 3918.49000000 USD Hanmi Pharm Co. Ltd. 139447.10000000 USD -2510.23000000 USD SK Telecom Co. Ltd. 1314047.28000000 USD -308.42000000 USD SK Chemicals Co. Ltd. 43835.75000000 USD -2617.29000000 USD Lotte Shopping Co. Ltd. 929641.09000000 USD 6884.17000000 USD LG Household & Health Care Ltd. 1008033.73000000 USD 8534.88000000 USD Kangwon Land, Inc. 355348.75000000 USD -5717.56000000 USD Celltrion Healthcare Co. Ltd. 1648747.98000000 USD -41023.75000000 USD L&F Co. Ltd. 2353284.98000000 USD -249495.03000000 USD LG Innotek Co. Ltd. 197969.53000000 USD 9358.47000000 USD Industrial Bank of Korea 1022053.71000000 USD -6575.41000000 USD Netmarble Corp. 468712.71000000 USD -7891.79000000 USD SKC Co. Ltd. 1849727.08000000 USD -99495.28000000 USD Samsung Engineering Co. Ltd. 122360.76000000 USD 1599.45000000 USD KT&G Corp. 345490.59000000 USD 1208.00000000 USD E-MART, Inc. 1931724.84000000 USD 24103.10000000 USD CJ Logistics Corp. 62050.02000000 USD 954.64000000 USD LG Electronics, Inc. 1213312.21000000 USD -6271.38000000 USD Hyundai Steel Co. 424004.07000000 USD 3687.21000000 USD LG Corp. 892613.30000000 USD 27235.83000000 USD CJ ENM Co. Ltd. 1376905.48000000 USD -3210.62000000 USD Hyundai Engineering & Construction Co. Ltd. 1004685.23000000 USD -1830.80000000 USD DB Insurance Co. Ltd. 711592.80000000 USD 27149.73000000 USD Hyundai Motor Co. 1457852.35000000 USD -47149.58000000 USD S-Oil Corp. 162417.46000000 USD -7559.29000000 USD Samsung Electro-Mechanics Co. Ltd. 107985.33000000 USD -393.95000000 USD Hana Financial Group, Inc. 1220360.13000000 USD -22065.36000000 USD Doosan Heavy Industries & Construction Co. Ltd. 620113.97000000 USD 56971.77000000 USD Cheil Worldwide, Inc. 465868.31000000 USD 15349.67000000 USD GS Holdings Corp. 652063.65000000 USD 47637.81000000 USD LG Chem Ltd. 1844872.98000000 USD -22701.08000000 USD SK Hynix, Inc. 527171.68000000 USD -3404.73000000 USD Seegene, Inc. 493851.94000000 USD -21545.39000000 USD SK, Inc. 1346156.72000000 USD -8458.26000000 USD Hyundai Mobis Co. Ltd. 1000398.50000000 USD 20051.42000000 USD NAVER Corp. 1126168.50000000 USD -19037.42000000 USD Korea Shipbuilding & Offshore Engineering Co. Ltd. 105765.09000000 USD -2203.73000000 USD Pan Ocean Co. Ltd. 18733.62000000 USD 531.56000000 USD Samsung Fire & Marine Insurance Co. Ltd. 5222.46000000 USD -436.85000000 USD HLB, Inc. 21555.51000000 USD -10.46000000 USD GS Engineering & Construction Corp. 7481.01000000 USD -120.63000000 USD Korea Zinc Co. Ltd. 838513.97000000 USD -7651.36000000 USD LG Display Co. Ltd. 995750.95000000 USD -260.10000000 USD NH Investment & Securities Co. Ltd. 906628.86000000 USD 3657.74000000 USD Samsung C&T Corp. 369093.14000000 USD -5822.58000000 USD Samsung Securities Co. Ltd. 726569.95000000 USD 2640.83000000 USD NCSoft Corp. 116969.41000000 USD -975.56000000 USD Samsung Heavy Industries Co. Ltd. 1449405.00000000 USD 3836.19000000 USD SK Innovation Co. Ltd. 2412472.07000000 USD -124371.97000000 USD Pearl Abyss Corp. 1063338.68000000 USD 66600.52000000 USD KB Financial Group, Inc. 817558.32000000 USD -2360.29000000 USD POSCO Chemical Co. Ltd. 3072888.15000000 USD -59489.19000000 USD Lotte Chemical Corp. 1344554.12000000 USD 62188.58000000 USD Woori Financial Group, Inc. 3108409.36000000 USD 35703.29000000 USD Kakao Corp. 1354626.16000000 USD -11918.47000000 USD Samsung Electronics Co. Ltd. 512145.70000000 USD 436.87000000 USD Mirae Asset Securities Co. Ltd. 362735.00000000 USD 7019.63000000 USD Korea Investment Holdings Co. Ltd. 822836.18000000 USD 20989.70000000 USD Korea Aerospace Industries Ltd. 854032.14000000 USD 22478.70000000 USD Iljin Materials Co. Ltd. 1540566.87000000 USD -108249.82000000 USD Shinhan Financial Group Co. Ltd. 830875.35000000 USD 26078.63000000 USD Kakao Games Corp. 281092.29000000 USD -2895.69000000 USD Kia Corp. 1919889.79000000 USD 57672.93000000 USD Samsung Biologics Co. Ltd. 1382735.97000000 USD -15215.97000000 USD Hyundai Glovis Co. Ltd. 1059768.54000000 USD 31283.21000000 USD POSCO Holdings, Inc. 2164860.37000000 USD -52975.53000000 USD Samsung SDI Co. Ltd. 1523338.92000000 USD -133939.95000000 USD Hanwha Solutions Corp. 324751.04000000 USD -7375.04000000 USD Alteogen, Inc. 1078771.08000000 USD 11654.67000000 USD Green Cross Corp/South Korea 165921.71000000 USD -998.63000000 USD BGF retail Co. Ltd. 241305.69000000 USD -8195.85000000 USD Celltrion Pharm, Inc. 550191.62000000 USD 1132.23000000 USD Orion Corp. 77622.18000000 USD -2050.98000000 USD SK Biopharmaceuticals Co. Ltd. 193046.95000000 USD 2654.38000000 USD Kumho Petrochemical Co. Ltd. 2068828.78000000 USD -20643.22000000 USD Amorepacific Corp. 629622.15000000 USD -16808.61000000 USD Ecopro BM Co. Ltd. 1124946.98000000 USD -25022.39000000 USD CJ Corp. 656850.89000000 USD 5473.99000000 USD Samsung SDS Co. Ltd. 762500.72000000 USD 42836.72000000 USD Celltrion, Inc. 322522.57000000 USD -17798.88000000 USD Y 2022-04-18 0.00000000 USD 0.00000000 USD 78363031.00000000 USD -581590.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 36408.46000000 0.004745958130 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1249118.00000000 EUR 1422159.23000000 USD 2022-06-15 36408.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -1789.42000000 -0.00023325656 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 734000.00000000 ZAR 47970.51000000 USD 2022-06-15 -1789.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -127699.47000000 -0.01664603056 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18442158.00000000 ILS 5664510.66000000 USD 2022-06-15 -127699.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 14082.41000000 0.001835686767 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 368516.88000000 USD 1860500.00000000 BRL 2022-06-15 14082.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 269283.61000000 0.035101971856 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4004895.63000000 USD 20784436.00000000 BRL 2022-06-15 269283.61000000 N N N Banca Generali SpA 815600903231FA2E7698 N/A -29313.00000000 NS -1084584.53000000 -0.14137903026 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2610.80000000 -0.00034032605 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 123053.79000000 USD 3437500.00000000 TWD 2022-06-15 -2610.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 325669.20000000 0.042452012185 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 685953500.00000000 JPY 5971248.97000000 USD 2022-06-15 325669.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -18416.71000000 -0.00240067650 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3312500.00000000 PLN 764199.65000000 USD 2022-06-15 -18416.71000000 N N N Stellantis NV 549300LKT9PW7ZIBDF31 N/A 205177.00000000 NS 3321709.28000000 0.432995330323 Long EC CORP NL N 2 N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 N/A 194563.00000000 NS 4450076.07000000 0.580081516915 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 4790.98000000 0.000624519424 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 949838.19000000 USD 1160506500.00000000 KRW 2022-06-15 4790.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 5634.16000000 0.000734430609 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5274438.00000000 TWD 190439.71000000 USD 2022-06-15 5634.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -1627.85000000 -0.00021219540 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 490625.00000000 ZAR 31633.01000000 USD 2022-06-15 -1627.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 51324.73000000 0.006690341190 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2219271.78000000 USD 19999572.00000000 NOK 2022-06-15 51324.73000000 N N N N/A N/A N/A 27100000.00000000 PA USD 1058574.07000000 0.137988484383 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-06-15 1134953.75000000 USD 0.00000000 USD 27100000.00000000 USD 1058574.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 8104.55000000 0.001056453773 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 472594.69000000 USD 601057.00000000 CAD 2022-06-15 8104.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -3872.50000000 -0.00050479264 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35941500.00000000 HUF 103238.85000000 USD 2022-06-15 -3872.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -25966.65000000 -0.00338483510 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3312500.00000000 PLN 756649.71000000 USD 2022-06-15 -25966.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -2301.07000000 -0.00029995176 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 404500.00000000 SEK 40800.61000000 USD 2022-06-15 -2301.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 4072.21000000 0.000530825477 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5274436.00000000 TWD 188877.69000000 USD 2022-06-15 4072.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 35556.78000000 0.004634938943 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1331523.00000000 EUR 1512726.29000000 USD 2022-06-15 35556.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -276.88000000 -0.00003609218 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 80500.00000000 ILS 25006.11000000 USD 2022-06-15 -276.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -3041.24000000 -0.00039643527 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 391104.00000000 ILS 119794.52000000 USD 2022-06-15 -3041.24000000 N N N N/A N/A N/A 10.00000000 NC USD 19289.82000000 0.002514489161 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-06-17 2593750.00000000 USD 19289.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 195653.56000000 0.025504061523 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2570496.59000000 USD 11708000.00000000 PLN 2022-06-15 195653.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -409835.58000000 -0.05342336652 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11287010.92000000 USD 8282500.00000000 GBP 2022-06-15 -409835.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -10054.58000000 -0.00131064636 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1356000.00000000 ILS 415830.34000000 USD 2022-06-15 -10054.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 14172.92000000 0.001847485032 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 376652.72000000 USD 5765000.00000000 ZAR 2022-06-15 14172.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 7480.32000000 0.000975083415 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1012467.73000000 USD 9571993.00000000 SEK 2022-06-15 7480.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -3747.32000000 -0.00048847503 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 168793.98000000 USD 4710510.00000000 TWD 2022-06-15 -3747.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 41299.52000000 0.005383523299 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1338342.00000000 EUR 1526033.92000000 USD 2022-06-15 41299.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 9279.56000000 0.001209620050 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 181896.21000000 USD 2820000.00000000 ZAR 2022-06-15 9279.56000000 N N N Salvatore Ferragamo SpA 5493005GRP0FEE3NRI35 N/A -29918.00000000 NS -563500.56000000 -0.07345408358 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 39715.92000000 0.005177096021 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 464111.82000000 USD 2132500.00000000 PLN 2022-06-15 39715.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 22013.01000000 0.002869465607 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1338342.00000000 EUR 1506747.41000000 USD 2022-06-15 22013.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -1230.21000000 -0.00016036177 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 46200749.00000000 CLP 56756.77000000 USD 2022-06-15 -1230.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -8937.38000000 -0.00116501580 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 520063.00000000 BRL 98010.07000000 USD 2022-06-15 -8937.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -14929.45000000 -0.00194610111 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24224500.00000000 MXN 1186989.22000000 USD 2022-06-15 -14929.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -122118.30000000 -0.01591850736 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 948898500.00000000 JPY 7687568.76000000 USD 2022-06-15 -122118.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 49088.71000000 0.006398868898 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1631557.78000000 USD 7113500.00000000 PLN 2022-06-15 49088.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 21290.18000000 0.002775242426 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4248318.28000000 USD 3848632.00000000 EUR 2022-06-15 21290.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.53000000 0.000000069087 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 500.00000000 TWD 18.05000000 USD 2022-06-15 0.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 15694.49000000 0.002045826503 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 340372.55000000 USD 5252282.00000000 ZAR 2022-06-15 15694.49000000 N N N N/A N/A N/A 75.00000000 NC USD -96372.25000000 -0.01256242816 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-06-06 19453125.00000000 USD -96372.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 7150.07000000 0.000932034281 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 493092.85000000 USD 7378995.00000000 ZAR 2022-06-15 7150.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 23220.18000000 0.003026824042 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5689034.37000000 USD 7624000.00000000 AUD 2022-06-15 23220.18000000 N N N N/A N/A N/A 10662600000.00000000 PA 101883.48000000 0.013280834461 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-09-23 2385832.60000000 USD 0.00000000 USD 10662600000.00000000 JPY 101883.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 6.89000000 0.000000898133 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5680.00000000 SEK 612.12000000 USD 2022-06-15 6.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -756.00000000 -0.00009854699 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 216596.21000000 USD 1377500.00000000 CNY 2022-06-15 -756.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -409849.69000000 -0.05342520580 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11287025.03000000 USD 8282500.00000000 GBP 2022-06-15 -409849.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.53000000 0.000000069087 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 500.00000000 TWD 18.05000000 USD 2022-06-15 0.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -4485.30000000 -0.00058467306 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2116512.25000000 USD 13479032.00000000 CNY 2022-06-15 -4485.30000000 N N N N/A N/A N/A -266.00000000 NC 495257.16000000 0.064558340153 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month SONIA 2022-09-20 -65572325.00000000 GBP 495257.16000000 N N N Recordati Industria Chimica e Farmaceutica SpA 815600FBF92FD3531704 N/A -47060.00000000 NS -2359559.21000000 -0.30757601988 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -24037.87000000 -0.00313341252 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7110000.00000000 SEK 733571.40000000 USD 2022-06-15 -24037.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -27567.70000000 -0.00359353705 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5684000.00000000 CAD 4518248.19000000 USD 2022-06-15 -27567.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -409665.70000000 -0.05340122212 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15531670.83000000 USD 13631000.00000000 EUR 2022-06-15 -409665.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 836.71000000 0.000109067799 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33240.05000000 USD 108499.00000000 ILS 2022-06-15 836.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 10230.58000000 0.001333588521 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 251553.29000000 USD 1273000.00000000 BRL 2022-06-15 10230.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -8.05000000 -0.00000104934 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5682.00000000 SEK 597.40000000 USD 2022-06-15 -8.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -316608.99000000 -0.04127098510 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10750000.00000000 AUD 7737789.81000000 USD 2022-06-15 -316608.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -2619.93000000 -0.00034151617 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 703728.48000000 USD 4474500.00000000 CNY 2022-06-15 -2619.93000000 N N N N/A N/A N/A 7000000.00000000 PA 388354.77000000 0.050623274869 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-06-14 192448.31000000 USD 0.00000000 USD 7000000.00000000 CAD 388354.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 2077.65000000 0.000270828261 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 29964500.00000000 TWD 1051972.60000000 USD 2022-06-15 2077.65000000 N N N N/A N/A 000000000 178290.68000000 PA -1842.45000000 -0.00024016919 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus JIBAR +/- spread (-0.50%). ZAR Currency. Maturity 57 Months 11/09/26 Y 2026-11-09 0.00000000 USD 0.00000000 USD 178291.00000000 USD -1942.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 3295.58000000 0.000429589295 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1355144.39000000 USD 1224500.00000000 EUR 2022-06-15 3295.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 43245.14000000 0.005637141032 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3312499.00000000 PLN 825861.26000000 USD 2022-06-15 43245.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -634.89000000 -0.00008275992 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2112661.68000000 USD 13479031.00000000 CNY 2022-06-15 -634.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -179.09000000 -0.00002334494 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 41000.00000000 BRL 8252.28000000 USD 2022-06-15 -179.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 2163.09000000 0.000281965635 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12059000.00000000 TWD 424685.85000000 USD 2022-06-15 2163.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -270934.54000000 -0.03531717581 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 54434000.00000000 SEK 5529304.99000000 USD 2022-06-15 -270934.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 5844.12000000 0.000761799560 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5274436.00000000 TWD 190649.60000000 USD 2022-06-15 5844.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -1476.53000000 -0.00019247036 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 526665.23000000 USD 638452000.00000000 KRW 2022-06-15 -1476.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 98974.73000000 0.012901669681 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 38795000.00000000 NOK 4503458.56000000 USD 2022-06-15 98974.73000000 N N N N/A N/A N/A -15.00000000 NC USD -213198.47000000 -0.02779109613 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-05-06 -3889500.00000000 USD -213198.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 4006.13000000 0.000522211739 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 137153.52000000 USD 47366500.00000000 HUF 2022-06-15 4006.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -6909.38000000 -0.00090065957 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4917000.00000000 BRL 1004238.54000000 USD 2022-06-15 -6909.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -9032.56000000 -0.00117742281 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1957523.01000000 USD 2368706000.00000000 KRW 2022-06-15 -9032.56000000 N N N N/A N/A N/A 1595.00000000 NC -2162364.55000000 -0.28187107109 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long N/A ASX 90 Day Bank Accepted Bill 2022-12-08 1587017088.80000000 AUD -2162364.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -439.08000000 -0.00005723546 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 36685.85000000 USD 1034500.00000000 TWD 2022-06-15 -439.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 35554.86000000 0.004634688665 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1331522.00000000 EUR 1512723.26000000 USD 2022-06-15 35554.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -3375.26000000 -0.00043997583 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1917720.00000000 BRL 390990.94000000 USD 2022-06-15 -3375.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 94394.76000000 0.012304656079 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3740837.49000000 USD 4795500.00000000 CAD 2022-06-15 94394.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -3296.10000000 -0.00042965707 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 168342.76000000 USD 4710510.00000000 TWD 2022-06-15 -3296.10000000 N N N Reply SpA 815600DAEFB0388F3521 N/A -718.00000000 NS -117964.23000000 -0.01537701117 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -7046.02000000 -0.00091847103 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 337139.34000000 USD 9421020.00000000 TWD 2022-06-15 -7046.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -3872.63000000 -0.00050480959 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35941500.00000000 HUF 103238.72000000 USD 2022-06-15 -3872.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 21881.84000000 0.002852367182 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1328093.76000000 USD 11890679.00000000 NOK 2022-06-15 21881.84000000 N N N SNC-Lavalin Group, Inc. UL01OYG5OMLM5G6CFM03 78460T105 -76793.00000000 NS -1848953.57000000 -0.24101695672 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 39750.48000000 0.005181601027 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1300722.00000000 EUR 1482749.88000000 USD 2022-06-15 39750.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 9.81000000 0.000001278764 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 705.60000000 USD 570000.00000000 CLP 2022-06-15 9.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 78153.84000000 0.010187600694 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1393414.32000000 USD 21706842.00000000 ZAR 2022-06-15 78153.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 16101.96000000 0.002098941509 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1346454.00000000 EUR 1509835.68000000 USD 2022-06-15 16101.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 568.86000000 0.000074152703 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1244500.00000000 CNY 195569.33000000 USD 2022-06-15 568.86000000 N N N United States of America 254900HROIFWPRGM1V77 912796M71 49872000.00000000 PA USD 49668854.88000000 6.474492621926 Long STIV UST US N 2 2022-09-08 None 0.00000000 N N N N N N N/A N/A N/A 474000000.00000000 PA -4593834.07000000 -0.59882082774 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-09-23 0.00000000 USD 7803500.32000000 USD 474000000.00000000 EUR -4593834.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 4792.17000000 0.000624674544 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 949837.00000000 USD 1160506500.00000000 KRW 2022-06-15 4792.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 17794.11000000 0.002319518623 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 338272.93000000 USD 5252282.00000000 ZAR 2022-06-15 17794.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 51321.95000000 0.006689978809 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2219274.56000000 USD 19999572.00000000 NOK 2022-06-15 51321.95000000 N N N N/A N/A N/A 305.00000000 NC -157023.10000000 -0.02046845865 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long N/A ASX 90 Day Bank Accepted Bill 2022-06-09 304534438.85000000 AUD -157023.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -9279.16000000 -0.00120956790 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2508000.00000000 ZAR 160745.25000000 USD 2022-06-15 -9279.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 46941.16000000 0.006118928950 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3123550.85000000 USD 4580500.00000000 NZD 2022-06-15 46941.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -8212.68000000 -0.00107054886 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4301460.00000000 SEK 450131.34000000 USD 2022-06-15 -8212.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 41077.23000000 0.005354547094 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1338342.00000000 EUR 1525811.63000000 USD 2022-06-15 41077.23000000 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 90262Y729 255663899.23480000 NS USD 255536067.29000000 33.30993610185 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -10075.75000000 -0.00131340594 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1698377.82000000 USD 566514282.00000000 HUF 2022-06-15 -10075.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 28618.59000000 0.003730523891 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 137203500.00000000 JPY 1157839.89000000 USD 2022-06-15 28618.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 144.00000000 0.000018770856 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33933.07000000 USD 108500.00000000 ILS 2022-06-15 144.00000000 N N N N/A N/A N/A 2.00000000 NC USD 35745.24000000 0.004659505301 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-04-04 518375.50000000 USD 35745.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 23451.96000000 0.003057037299 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2077819.23000000 USD 19719978.00000000 SEK 2022-06-15 23451.96000000 N N N N/A N/A 000000000 -71073450.00000000 PA -22974.97000000 -0.00299486014 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2022-04-28 0.00000000 USD 0.00000000 USD -71073450.00000000 HKD -22974.97000000 N N N N/A N/A N/A 160.00000000 NC USD -1528015.77000000 -0.19918169752 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A WTI Crude Oil 2022-04-20 16044800.00000000 USD -1528015.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 20871.73000000 0.002720696142 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1329103.76000000 USD 11890678.00000000 NOK 2022-06-15 20871.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -83741.80000000 -0.01091600898 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6257788.00000000 CAD 4920964.77000000 USD 2022-06-15 -83741.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -6540.00000000 -0.00085250972 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 520063.00000000 BRL 100407.45000000 USD 2022-06-15 -6540.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -175395.26000000 -0.02286332792 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9572500.00000000 CHF 10216715.13000000 USD 2022-06-15 -175395.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -9758.19000000 -0.00127201098 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2128627.01000000 USD 2828000.00000000 AUD 2022-06-15 -9758.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -13378.56000000 -0.00174393768 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3269603.41000000 USD 4346000.00000000 AUD 2022-06-15 -13378.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -127831.61000000 -0.01666325543 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 73854500.00000000 MXN 3536520.71000000 USD 2022-06-15 -127831.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -125148.50000000 -0.01631350353 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 37037369.00000000 SEK 3821385.13000000 USD 2022-06-15 -125148.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 46724.22000000 0.006090650134 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3828090.16000000 USD 4710465000.00000000 KRW 2022-06-15 46724.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -1627.81000000 -0.00021219019 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 490626.00000000 ZAR 31633.11000000 USD 2022-06-15 -1627.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 22262.99000000 0.002902051292 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1431728.70000000 USD 1818043.00000000 CAD 2022-06-15 22262.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -1980.03000000 -0.00025810318 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6131000.00000000 MXN 302214.62000000 USD 2022-06-15 -1980.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 129161.26000000 0.016836579521 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6950683.07000000 USD 8852500.00000000 CAD 2022-06-15 129161.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -82029.81000000 -0.01069284566 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6849000.00000000 BRL 1326420.90000000 USD 2022-06-15 -82029.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.05000000 0.000000006517 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4.89000000 USD 6000.00000000 KRW 2022-06-15 0.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 62216.44000000 0.008110110102 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1903194.84000000 USD 39612585.00000000 MXN 2022-06-15 62216.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 69611.65000000 0.009074099159 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 815888.24000000 USD 4306000.00000000 BRL 2022-06-15 69611.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -122108.69000000 -0.01591725467 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 948898500.00000000 JPY 7687578.37000000 USD 2022-06-15 -122108.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 7907.59000000 0.001030779413 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4287624.94000000 USD 3872000.00000000 EUR 2022-06-15 7907.59000000 N N N N/A N/A 000000000 39404448.10999999 PA -3346977.66000000 -0.43628914372 N/A DE GB N 2 Morgan Stanley International 4PQUHN3JPFGFNF3BB653 N/A N/A Rec/pay the total return of custom basket plus CIBOR +/- spread (-0.66% to 0.35%). DKK Currency. Maturity 24 Months 02/21/24 Genmab A/S 1828518.48000000 USD -134421.79000000 USD Royal Unibrew A/S 515896.48000000 USD 12263.17000000 USD GN Store Nord A/S 211407.61000000 USD 7298.53000000 USD Novozymes A/S, Class B 1827784.41000000 USD -225327.04000000 USD Jyske Bank A/S (Registered) 208884.53000000 USD 16911.28000000 USD Novo Nordisk A/S, Class B 801147.30000000 USD 12908.09000000 USD Danske Bank A/S 295173.03000000 USD -2884.74000000 USD Chr Hansen Holding A/S 1980545.83000000 USD -100343.37000000 USD Demant A/S 270624.48000000 USD 37565.18000000 USD AP Moller - Maersk A/S, Class B 6514760.91000000 USD -963232.98000000 USD SimCorp A/S 465575.57000000 USD 24715.39000000 USD ROCKWOOL International A/S, Class B 550623.23000000 USD -7136.54000000 USD Pandora A/S 1116784.28000000 USD 88028.31000000 USD Coloplast A/S, Class B 285461.55000000 USD -24557.16000000 USD Orsted A/S 5163950.51000000 USD -77151.23000000 USD Carlsberg A/S, Class B 2913744.36000000 USD 190920.93000000 USD Vestas Wind Systems A/S 3341089.42000000 USD 2029.00000000 USD H Lundbeck A/S 1575015.91000000 USD -40773.79000000 USD Tryg A/S 3469171.90000000 USD -301534.21000000 USD ISS A/S 2714037.43000000 USD 100589.92000000 USD Ambu A/S, Class B 675288.77000000 USD -36797.01000000 USD DSV A/S 2678962.12000000 USD -30248.47000000 USD Y 2024-02-21 0.00000000 USD 0.00000000 USD 39404448.00000000 USD -1451178.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 20669.06000000 0.002694277466 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 335397.98000000 USD 5252282.00000000 ZAR 2022-06-15 20669.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 69614.03000000 0.009074409400 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5330288.37000000 USD 47562716.00000000 NOK 2022-06-15 69614.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -2263.36000000 -0.00029503614 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 171225500.00000000 CLP 212643.31000000 USD 2022-06-15 -2263.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -125143.72000000 -0.01631288045 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 37037369.00000000 SEK 3821389.91000000 USD 2022-06-15 -125143.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -1778.48000000 -0.00023183050 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 46200751.00000000 CLP 56208.50000000 USD 2022-06-15 -1778.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 2588.21000000 0.000337381374 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1949000.00000000 GBP 2562155.34000000 USD 2022-06-15 2588.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -22956.84000000 -0.00299249683 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2508000.00000000 PLN 569587.11000000 USD 2022-06-15 -22956.84000000 N N N N/A N/A N/A 254734.33000000 PA USD -18346.75000000 -0.00239155699 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Daily TR Net Israel Index NDEUIS Index Y 2022-06-15 0.00000000 USD 0.00000000 USD 254734.33000000 USD -18346.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 4685.08000000 0.000610715023 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 291586.89000000 USD 1254000.00000000 PLN 2022-06-15 4685.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 81752.34000000 0.010656676571 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2019519.06000000 USD 19719980.00000000 SEK 2022-06-15 81752.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -125.57000000 -0.00001636844 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32000.00000000 ZAR 2043.80000000 USD 2022-06-15 -125.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 84000.98000000 0.010949793921 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4684694.00000000 GBP 6236278.44000000 USD 2022-06-15 84000.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 42656.14000000 0.005560363015 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1436968.00000000 EUR 1636804.59000000 USD 2022-06-15 42656.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 45.07000000 0.000005875017 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 663.71000000 USD 3000.00000000 PLN 2022-06-15 45.07000000 N N N United States of America 254900HROIFWPRGM1V77 912796T58 1947000.00000000 PA USD 1939921.08000000 0.252874859908 Long STIV UST US N 2 2022-08-25 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 49626.41000000 0.006468959797 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6310740998.00000000 KRW 5240823.02000000 USD 2022-06-15 49626.41000000 N N N N/A N/A N/A 19705407.82000000 PA 1546936.41000000 0.201648062902 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI Switzerland Net Return Index M7CH Index Y 2022-06-15 0.00000000 USD 0.00000000 USD 19705407.82000000 CHF 1546936.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -16513.00000000 -0.00215252187 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22852000.00000000 CNY 3564162.52000000 USD 2022-06-15 -16513.00000000 N N N N/A N/A N/A 24.00000000 NC USD 363636.88000000 0.047401219583 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-05-03 6223500.00000000 USD 363636.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -513.28000000 -0.00006690767 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 88979.66000000 USD 6782085.00000000 INR 2022-06-15 -513.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 3927.60000000 0.000511975105 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1965430.28000000 USD 18482000.00000000 SEK 2022-06-15 3927.60000000 N N N Atlantia SpA 8156008DEC771409C487 N/A -109189.00000000 NS -2270319.01000000 -0.29594327703 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 8103.95000000 0.001056375561 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 472594.49000000 USD 601056.00000000 CAD 2022-06-15 8103.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.05000000 0.000000006517 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4.89000000 USD 6000.00000000 KRW 2022-06-15 0.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 1431.53000000 0.000186604471 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 160486.36000000 USD 1426184.00000000 NOK 2022-06-15 1431.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 2211.82000000 0.000288317745 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 706574.53000000 USD 4523500.00000000 CNY 2022-06-15 2211.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 31064.94000000 0.004049413366 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6310740997.00000000 KRW 5222261.55000000 USD 2022-06-15 31064.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 27343.52000000 0.003564314476 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5024930.75000000 USD 47414507.00000000 SEK 2022-06-15 27343.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 3467.84000000 0.000452043932 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1378899.00000000 EUR 1533195.50000000 USD 2022-06-15 3467.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 1761.51000000 0.000229618410 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2589000.00000000 BRL 534171.92000000 USD 2022-06-15 1761.51000000 N N N N/A N/A N/A 4.00000000 NC USD 53052.48000000 0.006915558878 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-04-27 1037063.00000000 USD 53052.48000000 N N N N/A N/A N/A 5.00000000 NC USD 56603.06000000 0.007378388232 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-05-27 1296491.21000000 USD 56603.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -310918.88000000 -0.04052926123 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18448500.00000000 BRL 3482890.86000000 USD 2022-06-15 -310918.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 1062.44000000 0.000138492420 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2922925.75000000 USD 27441000.00000000 SEK 2022-06-15 1062.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 49086.67000000 0.006398602978 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1631559.82000000 USD 7113500.00000000 PLN 2022-06-15 49086.67000000 N N N Terna - Rete Elettrica Nazionale 8156009E94ED54DE7C31 N/A -319449.00000000 NS -2743198.19000000 -0.35758457658 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -8665.10000000 -0.00112952324 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 520063.00000000 BRL 98282.35000000 USD 2022-06-15 -8665.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -6690.23000000 -0.00087209268 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 658000.00000000 GBP 857442.75000000 USD 2022-06-15 -6690.23000000 N N N Buzzi Unicem SpA 5299003DX5YLKSVJ6K59 N/A 220176.00000000 NS 4074393.11000000 0.531110052632 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 65269.13000000 0.008508037917 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6310740998.00000000 KRW 5256465.74000000 USD 2022-06-15 65269.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -3755.58000000 -0.00048955175 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 168802.24000000 USD 4710510.00000000 TWD 2022-06-15 -3755.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 1790.35000000 0.000233377795 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2355500.00000000 GBP 3095202.55000000 USD 2022-06-15 1790.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -238693.42000000 -0.03111444365 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14735999.00000000 NZD 9961146.59000000 USD 2022-06-15 -238693.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -95158.89000000 -0.01240426284 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 43347000.00000000 ZAR 2843456.74000000 USD 2022-06-15 -95158.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 3194.59000000 0.000416424929 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 88662500.00000000 JPY 732910.55000000 USD 2022-06-15 3194.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 42927.99000000 0.005595799524 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1422666.00000000 EUR 1621210.03000000 USD 2022-06-15 42927.99000000 N N N N/A N/A N/A -206.00000000 NC -2245055.92000000 -0.29265015319 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short DAX Index DE0008469008 2022-06-17 -74329950.00000000 EUR -2245055.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 2.18000000 0.000000284169 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3500.00000000 TWD 124.81000000 USD 2022-06-15 2.18000000 N N N United States of America 254900HROIFWPRGM1V77 912796R68 38491000.00000000 PA USD 38431360.50000000 5.009649620652 Long STIV UST US N 2 2022-07-07 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -609.29000000 -0.00007942288 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46200750.00000000 CLP 57377.69000000 USD 2022-06-15 -609.29000000 N N N N/A N/A 000000000 160817425.17999995 PA -1237133.80000000 -0.16126431100 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus CDOR +/- spread (-2.07% to 0.20%). CAD Currency. Maturity 35-61 Months 02/25/25 to 03/22/27 Northland Power, Inc. 916703.60000000 USD -8577.53000000 USD CCL Industries, Inc., Class B 721833.38000000 USD 27361.67000000 USD TMX Group Ltd. 297344.14000000 USD 13082.01000000 USD Innergex Renewable Energy, Inc. 2417992.56000000 USD -23416.28000000 USD GFL Environmental, Inc. 3234879.22000000 USD -229586.65000000 USD Pembina Pipeline Corp. 2245648.04000000 USD -59931.06000000 USD Gildan Activewear, Inc. 535832.13000000 USD -7548.28000000 USD Restaurant Brands International, Inc. 391447.42000000 USD 71.41000000 USD Brookfield Asset Management, Inc., Class A 1607070.35000000 USD -15153.09000000 USD Canadian Tire Corp. Ltd., Class A 2873488.43000000 USD -33457.20000000 USD National Bank of Canada 1992718.22000000 USD -86000.45000000 USD Shopify, Inc., Class A 2733583.76000000 USD -53024.39000000 USD WSP Global, Inc. 3405524.55000000 USD 67918.45000000 USD Fortis, Inc. 1441010.18000000 USD -28290.43000000 USD iA Financial Corp., Inc. 1314997.62000000 USD 9030.69000000 USD Royal Bank of Canada 1175744.96000000 USD -35048.10000000 USD Cameco Corp. 3400198.59000000 USD -201215.19000000 USD Open Text Corp. 1489571.88000000 USD -30625.67000000 USD Toronto-Dominion Bank (The) 1462202.54000000 USD -44117.18000000 USD Bank of Nova Scotia (The) 2499755.07000000 USD -86507.20000000 USD Thomson Reuters Corp. 610060.29000000 USD -3259.78000000 USD Algonquin Power & Utilities Corp. 5449363.18000000 USD -89789.20000000 USD Manulife Financial Corp. 2363413.32000000 USD 78758.90000000 USD Brookfield Renewable Corp. 2699886.25000000 USD -2140.81000000 USD Boralex, Inc., Class A 2288619.13000000 USD -87938.26000000 USD Dollarama, Inc. 1506018.88000000 USD -9109.68000000 USD Teck Resources Ltd., Class B 1261888.96000000 USD 21567.32000000 USD Empire Co. Ltd., Class A 1871136.30000000 USD 35505.03000000 USD Nutrien Ltd. 1702915.25000000 USD 68028.95000000 USD Fairfax Financial Holdings Ltd. 3274987.87000000 USD 323654.84000000 USD BCE, Inc. 1665051.47000000 USD -27470.74000000 USD Kinaxis, Inc. 950976.22000000 USD 34071.85000000 USD Quebecor, Inc., Class B 1349062.91000000 USD 33995.59000000 USD Tourmaline Oil Corp. 3124355.96000000 USD 330955.29000000 USD Cenovus Energy, Inc. 257813.86000000 USD 30176.44000000 USD Sun Life Financial, Inc. 630637.12000000 USD -804.85000000 USD Keyera Corp. 1320401.88000000 USD -66153.80000000 USD Kinross Gold Corp. 1196393.87000000 USD 24673.88000000 USD Element Fleet Management Corp. 1733025.08000000 USD 86714.36000000 USD Franco-Nevada Corp. 1827482.27000000 USD -12866.73000000 USD Whitecap Resources, Inc. 1703347.82000000 USD 19423.40000000 USD Pan American Silver Corp. 706908.86000000 USD 14848.88000000 USD Toromont Industries Ltd. 148451.51000000 USD -1990.42000000 USD TFI International, Inc. 2318023.12000000 USD 24348.53000000 USD Intact Financial Corp. 370873.26000000 USD 3555.64000000 USD Boyd Group Services, Inc. 748154.17000000 USD -68550.71000000 USD Canopy Growth Corp. 783151.21000000 USD -73907.91000000 USD Capital Power Corp. 2615026.87000000 USD -47989.39000000 USD Loblaw Cos. Ltd. 1384224.83000000 USD -21054.18000000 USD Emera, Inc. 2157933.06000000 USD -65089.18000000 USD CGI, Inc. 1317935.42000000 USD -65156.37000000 USD Nuvei Corp. 178277.81000000 USD 17750.86000000 USD Canadian Imperial Bank of Commerce 2401125.26000000 USD -164377.46000000 USD Saputo, Inc. 25224.69000000 USD -877.29000000 USD Wheaton Precious Metals Corp. 1648517.14000000 USD 23292.02000000 USD Rogers Communications, Inc., Class B 2810476.37000000 USD -110512.52000000 USD Bank of Montreal 2259220.81000000 USD -71189.38000000 USD Lightspeed Commerce, Inc. 482240.88000000 USD -40025.04000000 USD TC Energy Corp. 2208221.03000000 USD -50063.94000000 USD Cenovus Energy, Inc. 1004367.48000000 USD 65726.62000000 USD TransAlta Renewables, Inc. 379858.86000000 USD -5978.50000000 USD Canada Goose Holdings, Inc. 827825.78000000 USD -64022.91000000 USD Barrick Gold Corp. 764666.75000000 USD -6453.61000000 USD IGM Financial, Inc. 1229403.93000000 USD -47221.74000000 USD Canadian Pacific Railway Ltd. 875604.22000000 USD -19372.94000000 USD Hydro One Ltd. 116599.64000000 USD 3195.23000000 USD Canadian National Railway Co. 455552.69000000 USD -17494.13000000 USD BRP, Inc. 1652137.81000000 USD 218102.42000000 USD Bausch Health Cos., Inc. 676173.97000000 USD -25179.75000000 USD Brookfield Infrastructure Corp., Class A 486132.28000000 USD -12150.93000000 USD Ritchie Bros Auctioneers, Inc. 1674431.19000000 USD 46947.22000000 USD First Quantum Minerals Ltd. 254213.53000000 USD -15768.74000000 USD ARC Resources Ltd. 3753046.00000000 USD 335814.76000000 USD Constellation Software, Inc. 157264.33000000 USD -1758.18000000 USD CI Financial Corp. 1816781.33000000 USD -58101.67000000 USD Enbridge, Inc. 2224523.98000000 USD -41780.24000000 USD Canadian Natural Resources Ltd. 1859908.15000000 USD -6630.48000000 USD West Fraser Timber Co. Ltd. 5208205.41000000 USD -977565.35000000 USD AltaGas Ltd. 925232.97000000 USD -3878.93000000 USD Parkland Corp. 863367.72000000 USD 96810.77000000 USD CAE, Inc. 2484039.80000000 USD -149514.38000000 USD Stantec, Inc. 923883.36000000 USD -9756.93000000 USD Yamana Gold, Inc. 313816.65000000 USD -5655.35000000 USD Cogeco Communications, Inc. 1218682.59000000 USD 4677.35000000 USD Lundin Mining Corp. 2047155.39000000 USD 52719.64000000 USD Finning International, Inc. 1917302.08000000 USD -57633.76000000 USD Canadian Utilities Ltd., Class A 1564433.20000000 USD -61208.65000000 USD Atco Ltd., Class I 2420961.48000000 USD 31813.45000000 USD Suncor Energy, Inc. 2411820.50000000 USD 80220.71000000 USD Alamos Gold, Inc., Class A 196276.05000000 USD 192.98000000 USD BlackBerry Ltd. 831849.31000000 USD -55333.22000000 USD SNC-Lavalin Group, Inc. 1123462.06000000 USD 26710.15000000 USD Agnico Eagle Mines Ltd. 2239896.01000000 USD 18286.42000000 USD Imperial Oil Ltd. 2393238.01000000 USD 231935.86000000 USD Magna International, Inc. 1923826.07000000 USD 68044.90000000 USD Ballard Power Systems, Inc. 3498924.97000000 USD 1512.86000000 USD Air Canada 2923132.22000000 USD -132177.74000000 USD Onex Corp. 2196112.95000000 USD -47538.40000000 USD SSR Mining, Inc. 567363.34000000 USD 3731.43000000 USD George Weston Ltd. 907580.29000000 USD -20645.12000000 USD Y 2025-02-25 0.00000000 USD 0.00000000 USD 160817425.00000000 USD -1290409.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 42812.56000000 0.005580752858 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1347744.00000000 EUR 1537977.38000000 USD 2022-06-15 42812.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -756.27000000 -0.00009858219 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 216596.48000000 USD 1377500.00000000 CNY 2022-06-15 -756.27000000 N N N N/A N/A N/A -531.00000000 NC 146937.00000000 0.019153703557 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Bund 2022-06-08 -84248460.00000000 EUR 146937.00000000 N N N N/A N/A N/A 34.00000000 NC USD 134974.23000000 0.017594318580 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-05-10 8815698.63000000 USD 134974.23000000 N N N Tenaris SA 549300Y7C05BKC4HZB40 N/A 3958.00000000 NS 59453.43000000 0.007749942993 Long EC CORP LU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2749.99000000 -0.00035846991 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1126307.68000000 USD 1365866500.00000000 KRW 2022-06-15 -2749.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -513.28000000 -0.00006690767 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 88979.66000000 USD 6782085.00000000 INR 2022-06-15 -513.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -24.04000000 -0.00000313369 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5682.00000000 SEK 581.41000000 USD 2022-06-15 -24.04000000 N N N N/A N/A N/A 1568.00000000 NC -1761582.50000000 -0.22962786089 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long N/A ASX 90 Day Bank Accepted Bill 2022-09-08 1562337058.24000000 AUD -1761582.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -294.77000000 -0.00003842420 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9200000.00000000 MXN 456170.87000000 USD 2022-06-15 -294.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -1216.14000000 -0.00015852770 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 316000.00000000 EUR 349349.01000000 USD 2022-06-15 -1216.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -1400.94000000 -0.00018261696 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 490625.00000000 ZAR 31859.92000000 USD 2022-06-15 -1400.94000000 N N N Saipem SpA 549300PHV8MBDHWB8X12 N/A 362719.00000000 NS 457208.49000000 0.059598575452 Long EC CORP IT N 2 N N N N/A N/A N/A 189.00000000 NC 266197.00000000 0.034699622462 N/A DE KR N 1 Market Operation Department of KOFEX 549300TJ3RRV6Q1UEW14 Long KOSPI 200 Index KRD020020016 2022-06-09 17279325000.00000000 KRW 266197.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -374.47000000 -0.00004881335 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15738.62000000 USD 438500.00000000 TWD 2022-06-15 -374.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 11993.93000000 0.001563446781 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7468000.00000000 NOK 859852.81000000 USD 2022-06-15 11993.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 389.20000000 0.000050733453 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33687.87000000 USD 108500.00000000 ILS 2022-06-15 389.20000000 N N N N/A N/A N/A -5.00000000 NC USD -57620.29000000 -0.00751098738 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-05-27 -1296491.21000000 USD -57620.29000000 N N N N/A N/A N/A -346.00000000 NC USD -5070222.49000000 -0.66091956785 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short S&P 500 E-Mini Index US78378X1072 2022-06-17 -78381975.00000000 USD -5070222.49000000 N N N N/A N/A N/A 13.00000000 NC USD 256553.31000000 0.033442536912 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-04-29 3370087.50000000 USD 256553.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 11995.00000000 0.001563586259 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7468000.00000000 NOK 859853.88000000 USD 2022-06-15 11995.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 310.52000000 0.000040477265 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 64967.00000000 CHF 70840.08000000 USD 2022-06-15 310.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -6824.29000000 -0.00088956782 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9089000.00000000 MXN 444133.99000000 USD 2022-06-15 -6824.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 18217.91000000 0.002374762296 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3312500.00000000 PLN 800834.27000000 USD 2022-06-15 18217.91000000 N N N N/A N/A N/A -33.00000000 NC USD -609054.07000000 -0.07939212796 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-04-11 -8555117.87000000 USD -609054.07000000 N N N Azimut Holding SpA 81560025690EF8540635 N/A 30575.00000000 NS 708837.92000000 0.092399269004 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 1066.01000000 0.000138957781 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 437508.77000000 USD 2799000.00000000 CNY 2022-06-15 1066.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 34167.93000000 0.004453897945 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4650203.48000000 USD 4222500.00000000 EUR 2022-06-15 34167.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 1016.65000000 0.000132523549 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8416500.00000000 ZAR 571594.97000000 USD 2022-06-15 1016.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 27962.79000000 0.003645038283 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 301272.07000000 USD 1601000.00000000 BRL 2022-06-15 27962.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -6689.16000000 -0.00087195320 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 658000.00000000 GBP 857443.82000000 USD 2022-06-15 -6689.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 243296.77000000 0.031714504916 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4030882.06000000 USD 20784434.00000000 BRL 2022-06-15 243296.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 1265.55000000 0.000164968452 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9071826.59000000 USD 8178500.00000000 EUR 2022-06-15 1265.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 195650.34000000 0.025503641786 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2570499.81000000 USD 11708000.00000000 PLN 2022-06-15 195650.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -68.97000000 -0.00000899045 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25666.13000000 USD 31117500.00000000 KRW 2022-06-15 -68.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 387953.46000000 0.050570962839 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25765000.00000000 EUR 28971216.78000000 USD 2022-06-15 387953.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -137668.49000000 -0.01794552390 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2656492.02000000 USD 306044000.00000000 JPY 2022-06-15 -137668.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 1786.48000000 0.000232873328 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2355500.00000000 GBP 3095198.68000000 USD 2022-06-15 1786.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 387917.25000000 0.050566242751 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25765000.00000000 EUR 28971180.57000000 USD 2022-06-15 387917.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -3295.89000000 -0.00042962970 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 168342.55000000 USD 4710510.00000000 TWD 2022-06-15 -3295.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 10647.66000000 0.001387956220 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 783489.52000000 USD 2528500.00000000 ILS 2022-06-15 10647.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -16145.08000000 -0.00210456233 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3943000.00000000 CAD 3137294.76000000 USD 2022-06-15 -16145.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 42925.97000000 0.005595536211 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1422666.00000000 EUR 1621208.01000000 USD 2022-06-15 42925.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -562605.39000000 -0.07333739534 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21883500.00000000 AUD 15833528.21000000 USD 2022-06-15 -562605.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -66428.68000000 -0.00865918893 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6038000.00000000 CAD 4762501.01000000 USD 2022-06-15 -66428.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -9204.88000000 -0.00119988527 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1655594.36000000 USD 126216916.00000000 INR 2022-06-15 -9204.88000000 N N N N/A N/A N/A 561.00000000 NC -292119.10000000 -0.03807865033 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euro Euribor 2022-09-19 140376225.00000000 EUR -292119.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -120.24000000 -0.00001567366 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18431.73000000 USD 6144468.00000000 HUF 2022-06-15 -120.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -61442.20000000 -0.00800918546 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17605420.00000000 SEK 1814511.30000000 USD 2022-06-15 -61442.20000000 N N N N/A N/A N/A 30000000.00000000 PA 2184095.18000000 0.284703727570 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-06-10 44630.76000000 USD 0.00000000 USD 30000000.00000000 AUD 2184095.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 14297.38000000 0.001863708787 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3269500.00000000 GBP 4308040.19000000 USD 2022-06-15 14297.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 21931.03000000 0.002858779254 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1769717.00000000 EUR 1985225.69000000 USD 2022-06-15 21931.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 44221.04000000 0.005764352689 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4455992.72000000 USD 4056500.00000000 EUR 2022-06-15 44221.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -8636.28000000 -0.00112576646 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1034808.16000000 USD 924993.00000000 EUR 2022-06-15 -8636.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -95111.84000000 -0.01239812972 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1801725.40000000 USD 572658750.00000000 HUF 2022-06-15 -95111.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -201071.91000000 -0.02621036061 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13080500.00000000 CAD 10260142.87000000 USD 2022-06-15 -201071.91000000 N N N N/A N/A N/A 60253056.88000000 PA 175599.02000000 0.022889888686 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI Mexico Net Index M7MX Index Y 2022-06-15 0.00000000 USD 0.00000000 USD 60253056.88000000 MXN 175599.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 14292.00000000 0.001863007487 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3269500.00000000 GBP 4308034.81000000 USD 2022-06-15 14292.00000000 N N N Goldman Sachs Financial Square Funds - Treasury Instruments Fund 549300DAH6N80PM31E83 38142B500 23461809.86000000 NS USD 23461809.86000000 3.058321259924 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 590.16000000 0.000076929226 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1822732.09000000 USD 139781087.00000000 INR 2022-06-15 590.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.20000000 0.000000026070 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5681.00000000 SEK 605.54000000 USD 2022-06-15 0.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 240852.93000000 0.031395942628 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14877158.91000000 USD 133160500.00000000 NOK 2022-06-15 240852.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -1.15000000 -0.00000014990 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 500.00000000 MXN 23.66000000 USD 2022-06-15 -1.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -1263.08000000 -0.00016464648 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 74482.38000000 USD 66000.00000000 EUR 2022-06-15 -1263.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -9192.64000000 -0.00119828975 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 520062.00000000 BRL 97754.61000000 USD 2022-06-15 -9192.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 8675.60000000 0.001130891950 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 475179.48000000 USD 605003.00000000 CAD 2022-06-15 8675.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 70471.64000000 0.009186201581 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1401096.66000000 USD 21706844.00000000 ZAR 2022-06-15 70471.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 544.94000000 0.000071034655 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2111481.70000000 USD 13479030.00000000 CNY 2022-06-15 544.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -78358.92000000 -0.01021433352 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6405416.00000000 CAD 5044414.10000000 USD 2022-06-15 -78358.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 17606.19000000 0.002295022656 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7618000.00000000 EUR 8468888.94000000 USD 2022-06-15 17606.19000000 N N N N/A N/A 000000000 22872010.00000000 PA 181184.18000000 0.023617931990 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2022-04-13 0.00000000 USD 0.00000000 USD 22872010.00000000 BRL 181184.18000000 N N N N/A N/A N/A -20.00000000 NC USD -208482.92000000 -0.02717640925 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-04-12 -5185110.00000000 USD -208482.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 7479.05000000 0.000974917866 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1012469.00000000 USD 9571993.00000000 SEK 2022-06-15 7479.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 783.92000000 0.000102186456 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 54418000.00000000 INR 710619.22000000 USD 2022-06-15 783.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -1230.28000000 -0.00016037089 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46200750.00000000 CLP 56756.70000000 USD 2022-06-15 -1230.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 81745.19000000 0.010655744546 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6310740997.00000000 KRW 5272941.80000000 USD 2022-06-15 81745.19000000 N N N N/A N/A N/A 351.00000000 NC USD -88046.11000000 -0.01147708943 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month SOFR 2023-03-14 85626450.00000000 USD -88046.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 4377.45000000 0.000570614478 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2806667.24000000 USD 3810000.00000000 SGD 2022-06-15 4377.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -69.00000000 -0.00000899436 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25666.16000000 USD 31117500.00000000 KRW 2022-06-15 -69.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 4241.70000000 0.000552919035 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5274439.00000000 TWD 189047.28000000 USD 2022-06-15 4241.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -333330.08000000 -0.04345063216 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6357214.03000000 USD 731918500.00000000 JPY 2022-06-15 -333330.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 6583.76000000 0.000858213978 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1266285.90000000 USD 8123500.00000000 CNY 2022-06-15 6583.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -1475.87000000 -0.00019238433 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 526664.57000000 USD 638452000.00000000 KRW 2022-06-15 -1475.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -4948.70000000 -0.00064507872 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4133500.00000000 MXN 200138.33000000 USD 2022-06-15 -4948.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -513.17000000 -0.00006689333 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 88979.55000000 USD 6782085.00000000 INR 2022-06-15 -513.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -7413.80000000 -0.00096641232 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2119440.91000000 USD 13479033.00000000 CNY 2022-06-15 -7413.80000000 N N N N/A N/A N/A -10.00000000 NC USD -28776.30000000 -0.00375108188 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-06-17 -2593750.00000000 USD -28776.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 68532.47000000 0.008933424626 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4132168.00000000 GBP 5495193.01000000 USD 2022-06-15 68532.47000000 N N N N/A N/A N/A -23.00000000 NC USD -480668.79000000 -0.06265669989 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-04-06 -5961542.50000000 USD -480668.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -4.29000000 -0.00000055921 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 110500.00000000 CLP 134.40000000 USD 2022-06-15 -4.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 114.53000000 0.000014929348 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 598500.00000000 TWD 21084.75000000 USD 2022-06-15 114.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 14068.94000000 0.001833930909 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1487291.51000000 USD 1825147000.00000000 KRW 2022-06-15 14068.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -55275.45000000 -0.00720533006 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7020000.00000000 GBP 9163893.99000000 USD 2022-06-15 -55275.45000000 N N N Banco BPM SpA 815600E4E6DCD2D25E30 N/A 182199.00000000 NS 536696.05000000 0.069960030774 Long EC CORP IT N 2 N N N N/A N/A N/A 341.00000000 NC USD -113632.24000000 -0.01481232255 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month SOFR 2023-06-20 82901362.50000000 USD -113632.24000000 N N N N/A N/A N/A 15500000.00000000 PA 466791.46000000 0.060847745957 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-09-21 1224623.48000000 USD 0.00000000 USD 15500000.00000000 GBP 466791.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -7743.70000000 -0.00100941583 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2388500.00000000 CHF 2585262.90000000 USD 2022-06-15 -7743.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -1633.24000000 -0.00021289800 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 490626.00000000 ZAR 31627.68000000 USD 2022-06-15 -1633.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 1065.46000000 0.000138886087 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 437509.32000000 USD 2799000.00000000 CNY 2022-06-15 1065.46000000 N N N Banco Espirito Santo SA 635400JV7IJL16OWIT96 N/A -216618.00000000 NS -2.40000000 -0.00000031284 Short EC CORP PT N 3 N N N N/A N/A N/A -75.00000000 NC USD 134926.82000000 0.017588138536 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-06-06 -19453125.00000000 USD 134926.82000000 N N N N/A N/A 000000000 -596241.00000000 PA USD -4317.73000000 -0.00056282978 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2022-04-28 0.00000000 USD 0.00000000 USD -596241.00000000 USD -4317.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -1064.55000000 -0.00013876746 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 490624.00000000 ZAR 32196.24000000 USD 2022-06-15 -1064.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -95252.89000000 -0.01241651604 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15358003.47000000 USD 14059000.00000000 CHF 2022-06-15 -95252.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -16517.46000000 -0.00215310325 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22852000.00000000 CNY 3564158.06000000 USD 2022-06-15 -16517.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 7289.19000000 0.000950169014 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 140058.52000000 USD 2173500.00000000 ZAR 2022-06-15 7289.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 13493.01000000 0.001758856609 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 444371.72000000 USD 2226500.00000000 BRL 2022-06-15 13493.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 34909.92000000 0.004550618692 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5582862.00000000 GBP 7366726.27000000 USD 2022-06-15 34909.92000000 N N N Interpump Group SpA 815600C79D0F31F4D395 N/A -26282.00000000 NS -1316982.45000000 -0.17167283554 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 63835.21000000 0.008321121901 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1407733.09000000 USD 21706844.00000000 ZAR 2022-06-15 63835.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 8860.93000000 0.001155050303 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 480577.25000000 USD 611984.00000000 CAD 2022-06-15 8860.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 356411.76000000 0.046459402296 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3917767.27000000 USD 20784435.00000000 BRL 2022-06-15 356411.76000000 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 500.00000000 KRW 0.41000000 USD 2022-06-15 0.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -7416.45000000 -0.00096675775 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2119443.40000000 USD 13479032.00000000 CNY 2022-06-15 -7416.45000000 N N N N/A N/A 000000000 70630745.55000002 PA -502858.86999999 -0.06554924713 N/A DE GB N 2 Morgan Stanley International 4PQUHN3JPFGFNF3BB653 N/A N/A Rec/pay the total return of custom basket plus SARON +/- spread (-0.75% to 0.35%). CHF Currency. Maturity 2-52 Months 05/18/22 EMS-Chemie Holding AG (Registered) 1656926.53000000 USD -39765.87000000 USD Flughafen Zurich AG (Registered) 1610176.77000000 USD 35083.45000000 USD Temenos AG (Registered) 310019.57000000 USD 2453.82000000 USD Straumann Holding AG (Registered) 450265.86000000 USD -19817.12000000 USD Galenica AG 92768.46000000 USD 748.10000000 USD Helvetia Holding AG (Registered) 1048201.14000000 USD 13173.28000000 USD Swatch Group AG (The) 3178587.26000000 USD 57508.53000000 USD Sulzer AG (Registered) 733969.46000000 USD -5431.73000000 USD Baloise Holding AG (Registered) 962636.29000000 USD 32533.63000000 USD Barry Callebaut AG (Registered) 656446.62000000 USD -9082.60000000 USD Chocoladefabriken Lindt & Spruengli AG 2070933.80000000 USD -99440.56000000 USD Tecan Group AG (Registered) 1724079.33000000 USD 139972.36000000 USD Sonova Holding AG (Registered) 621594.71000000 USD 51570.83000000 USD Belimo Holding AG (Registered) 1876972.96000000 USD -76767.72000000 USD VAT Group AG 1446427.93000000 USD -40416.54000000 USD Credit Suisse Group AG (Registered) 832263.69000000 USD -23221.68000000 USD Zurich Insurance Group AG 449448.95000000 USD 14972.56000000 USD Swiss Re AG 182772.39000000 USD -4678.43000000 USD Nestle SA (Registered) 1438656.51000000 USD -14634.16000000 USD Banque Cantonale Vaudoise (Registered) 973511.12000000 USD -53779.01000000 USD Givaudan SA (Registered) 2326843.17000000 USD -14162.03000000 USD Novartis AG (Registered) 1541883.08000000 USD 9625.90000000 USD Schindler Holding AG 631025.50000000 USD 32131.63000000 USD OC Oerlikon Corp. AG (Registered) 352442.64000000 USD -8269.44000000 USD Lonza Group AG (Registered) 1420948.36000000 USD -12888.00000000 USD Clariant AG (Registered) 500062.06000000 USD 8632.04000000 USD dormakaba Holding AG 916583.10000000 USD -43135.46000000 USD UBS Group AG (Registered) 1733353.09000000 USD 93241.46000000 USD Roche Holding AG 1315575.69000000 USD 6886.66000000 USD Cie Financiere Richemont SA 870172.28000000 USD -3143.83000000 USD Georg Fischer AG (Registered) 536494.98000000 USD -18495.21000000 USD Adecco Group AG (Registered) 4050560.67000000 USD -87115.85000000 USD BKW AG 1761673.88000000 USD 46330.55000000 USD SGS SA (Registered) 497645.81000000 USD -18879.35000000 USD Swiss Life Holding AG (Registered) 156356.64000000 USD 2421.38000000 USD Logitech International SA (Registered) 2452514.31000000 USD -17449.71000000 USD SIG Combibloc Group AG 5213955.59000000 USD -268278.62000000 USD Idorsia Ltd. 2837275.83000000 USD -177915.41000000 USD Sika AG (Registered) 1438552.54000000 USD 21514.76000000 USD Kuehne + Nagel International AG (Registered) 1801530.52000000 USD -180065.22000000 USD Holcim Ltd. 176648.76000000 USD -6127.01000000 USD Julius Baer Group Ltd. 604708.19000000 USD 12120.26000000 USD Bucher Industries AG (Registered) 872283.66000000 USD -11766.36000000 USD Bachem Holding AG (Registered), Class B 2407749.14000000 USD 265772.27000000 USD DKSH Holding AG 1422259.06000000 USD -28888.98000000 USD Swisscom AG (Registered) 2241007.66000000 USD -5310.68000000 USD Dufry AG (Registered) 3253535.20000000 USD -118933.67000000 USD Partners Group Holding AG 1277825.13000000 USD 60308.97000000 USD Geberit AG (Registered) 1604020.22000000 USD 56732.20000000 USD Alcon, Inc. 492389.17000000 USD -10170.92000000 USD ams-OSRAM AG 1606210.27000000 USD 77015.87000000 USD Y 2022-05-18 0.00000000 USD 0.00000000 USD 70630746.00000000 USD -377280.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -7543.87000000 -0.00098336735 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35981500.00000000 INR 461803.39000000 USD 2022-06-15 -7543.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 587648.26000000 0.076601812803 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15961779.47000000 USD 23909429.00000000 NZD 2022-06-15 587648.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 38337.82000000 0.004997456320 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1362676.00000000 EUR 1550067.95000000 USD 2022-06-15 38337.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -334131.34000000 -0.04355507894 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6629276.62000000 USD 764877500.00000000 JPY 2022-06-15 -334131.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 5843.89000000 0.000761769579 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5274437.00000000 TWD 190649.40000000 USD 2022-06-15 5843.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -1803.16000000 -0.00023504761 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46200751.00000000 CLP 56183.82000000 USD 2022-06-15 -1803.16000000 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 500.00000000 KRW 0.41000000 USD 2022-06-15 0.00000000 N N N N/A N/A N/A 503.00000000 NC 6185708.39000000 0.806326689616 N/A DE JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Long TOPIX Index JP9010100007 2022-06-09 9790895000.00000000 JPY 6185708.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 9.81000000 0.000001278764 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 705.60000000 USD 570000.00000000 CLP 2022-06-15 9.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 4373.94000000 0.000570156938 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2806670.75000000 USD 3810000.00000000 SGD 2022-06-15 4373.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 106244.44000000 0.013849299416 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5031317.16000000 USD 45252000.00000000 NOK 2022-06-15 106244.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -197986.78000000 -0.02580820414 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10953027.83000000 USD 8189500.00000000 GBP 2022-06-15 -197986.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 259186.92000000 0.033785836321 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2033785000.00000000 JPY 16997778.46000000 USD 2022-06-15 259186.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -356.58000000 -0.00004648133 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 102733500.00000000 CLP 128585.16000000 USD 2022-06-15 -356.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 20401.52000000 0.002659402779 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1491491.85000000 USD 13316862.00000000 NOK 2022-06-15 20401.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -9278.96000000 -0.00120954183 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2508000.00000000 ZAR 160745.45000000 USD 2022-06-15 -9278.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 14081.95000000 0.001835626804 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 368517.34000000 USD 1860500.00000000 BRL 2022-06-15 14081.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -72.12000000 -0.00000940107 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 26315.55000000 USD 749000.00000000 TWD 2022-06-15 -72.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -1789.36000000 -0.00023324874 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 734000.00000000 ZAR 47970.57000000 USD 2022-06-15 -1789.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -631.18000000 -0.00008227631 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 29712.69000000 USD 830000.00000000 TWD 2022-06-15 -631.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -310914.53000000 -0.04052869419 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18448500.00000000 BRL 3482895.21000000 USD 2022-06-15 -310914.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 2944.54000000 0.000383830119 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1338344.00000000 EUR 1487681.16000000 USD 2022-06-15 2944.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 42601.59000000 0.005553252250 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3312500.00000000 PLN 825217.95000000 USD 2022-06-15 42601.59000000 N N N N/A N/A N/A 329.00000000 NC -1442250.89000000 -0.18800197364 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long Canada Canada 10 Year Bond 2022-06-21 42898310.00000000 CAD -1442250.89000000 N N N Unipol Gruppo SpA 8156005CE5E7340CCA86 N/A 806152.00000000 NS 4421723.73000000 0.576385699554 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 14070.80000000 0.001834173366 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1487289.65000000 USD 1825147000.00000000 KRW 2022-06-15 14070.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -18.68000000 -0.00000243499 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21500.00000000 MXN 1048.06000000 USD 2022-06-15 -18.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 9829.36000000 0.001281288222 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 346237.68000000 USD 5252282.00000000 ZAR 2022-06-15 9829.36000000 N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 N/A -163922.00000000 NS -375179.08000000 -0.04890578192 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -48463.40000000 -0.00631735775 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25578500.00000000 MXN 1220635.11000000 USD 2022-06-15 -48463.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 226487.60000000 0.029523376343 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4696458.00000000 GBP 6394214.39000000 USD 2022-06-15 226487.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 5017.50000000 0.000654047024 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 475680.14000000 USD 601055.00000000 CAD 2022-06-15 5017.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 17366.23000000 0.002263743109 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 723550.44000000 USD 3136002.00000000 PLN 2022-06-15 17366.23000000 N N N N/A N/A 000000000 5444339.74000000 PA USD 44295.33000000 0.005774036626 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 (-3.50% to 0.70%). USD Currency. Maturity 50-61 Months 04/17/26 to 02/26/27 Y 2026-04-17 0.00000000 USD 0.00000000 USD 5444340.00000000 USD 57981.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -6710.88000000 -0.00087478447 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2118737.52000000 USD 13479030.00000000 CNY 2022-06-15 -6710.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -150.65000000 -0.00001963770 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 284699.34000000 USD 1816000.00000000 CNY 2022-06-15 -150.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 130430.78000000 0.017002065475 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4613578.00000000 GBP 6189313.59000000 USD 2022-06-15 130430.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 53276.17000000 0.006944717578 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1912135.11000000 USD 39612585.00000000 MXN 2022-06-15 53276.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 6585.34000000 0.000858419936 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1266284.32000000 USD 8123500.00000000 CNY 2022-06-15 6585.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 70469.89000000 0.009185973463 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1401098.34000000 USD 21706843.00000000 ZAR 2022-06-15 70469.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -64977.02000000 -0.00846996045 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18560790.00000000 SEK 1912776.37000000 USD 2022-06-15 -64977.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -217194.65000000 -0.02831201086 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6445170.42000000 USD 4742335.00000000 GBP 2022-06-15 -217194.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -10250.43000000 -0.00133617603 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 340343.75000000 USD 9421020.00000000 TWD 2022-06-15 -10250.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 10528.81000000 0.001372463746 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5666000.00000000 PLN 1349186.71000000 USD 2022-06-15 10528.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 149155.57000000 0.019442901186 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1768262.21000000 USD 9324000.00000000 BRL 2022-06-15 149155.57000000 N N N N/A N/A 000000000 -1999161.00000000 PA USD -13607.54000000 -0.00177378595 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2022-04-28 0.00000000 USD 0.00000000 USD -1999161.00000000 USD -13607.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 44.65000000 0.000005820268 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 202085.20000000 USD 1290000.00000000 CNY 2022-06-15 44.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -2466.68000000 -0.00032153955 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 109000.00000000 CAD 84706.78000000 USD 2022-06-15 -2466.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -594.96000000 -0.00007755492 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 46200751.00000000 CLP 57392.02000000 USD 2022-06-15 -594.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -198.19000000 -0.00002583469 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6329.83000000 USD 175000.00000000 TWD 2022-06-15 -198.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 5091.81000000 0.000663733568 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 197926.98000000 USD 68123500.00000000 HUF 2022-06-15 5091.81000000 N N N N/A N/A N/A -6.00000000 NC 514.49000000 0.000067065401 N/A DE MY N 1 Bursa Malaysia Derivatives Clearing 549300RY3Q0YLHMEXM25 Short FTSE Bursa Malaysia KLCI Index MYX020000000 2022-04-29 -474750.00000000 MYR 514.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -14233.80000000 -0.00185542093 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 144696000.00000000 HUF 416983.14000000 USD 2022-06-15 -14233.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -1831.24000000 -0.00023870793 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2113857.88000000 USD 13479030.00000000 CNY 2022-06-15 -1831.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -198.18000000 -0.00002583339 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6329.82000000 USD 175000.00000000 TWD 2022-06-15 -198.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -71830.14000000 -0.00936328636 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18833262.00000000 ILS 5843215.76000000 USD 2022-06-15 -71830.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 23227.29000000 0.003027750853 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5689027.26000000 USD 7624000.00000000 AUD 2022-06-15 23227.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 58176.66000000 0.007583511978 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2283785.95000000 USD 3383500.00000000 NZD 2022-06-15 58176.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 255.60000000 0.000033318269 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14000.00000000 EUR 15786.97000000 USD 2022-06-15 255.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -199.17000000 -0.00002596244 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18510.66000000 USD 6144468.00000000 HUF 2022-06-15 -199.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -9192.53000000 -0.00119827541 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 520063.00000000 BRL 97754.92000000 USD 2022-06-15 -9192.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 8795.72000000 0.001146549973 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 471902.72000000 USD 601056.00000000 CAD 2022-06-15 8795.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -15987.17000000 -0.00208397826 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6183500.00000000 PLN 1444936.08000000 USD 2022-06-15 -15987.17000000 N N N N/A N/A 000000000 58498081.07999999 PA USD -1409921.85999999 -0.18378778214 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 (-6.25% to 0.40%). USD Currency. Maturity 13-24 Months 04/19/23 to 04/20/23 Braskem SA, Class A 1118421.36000000 USD 12720.93000000 USD TOTVS SA 142889.91000000 USD -17006.28000000 USD Suzano SA 1378445.93000000 USD 76662.27000000 USD Cheng Shin Rubber Industry Co. Ltd. 243754.70000000 USD -2181.10000000 USD JBS SA 2084732.99000000 USD 127942.31000000 USD Cathay Financial Holding Co. Ltd. 640623.89000000 USD -2055.21000000 USD Formosa Chemicals & Fibre Corp. 381509.45000000 USD -15085.35000000 USD Catcher Technology Co. Ltd. 1409731.86000000 USD -56160.84000000 USD Wistron Corp. 2069.96000000 USD -11.75000000 USD Hiwin Technologies Corp. 91299.60000000 USD -10389.90000000 USD Novatek Microelectronics Corp. 705778.44000000 USD -88569.43000000 USD Cia Siderurgica Nacional SA 784008.15000000 USD 49484.67000000 USD Zhen Ding Technology Holding Ltd. 126598.57000000 USD 1114.77000000 USD Yageo Corp. 313469.78000000 USD 18531.82000000 USD SinoPac Financial Holdings Co. Ltd. 25582.12000000 USD 882.12000000 USD Compal Electronics, Inc. 397763.98000000 USD -8355.72000000 USD Evergreen Marine Corp. Taiwan Ltd. 325371.24000000 USD -38551.76000000 USD Asia Cement Corp. 33771.94000000 USD -296.06000000 USD Telefonica Brasil SA 195090.79000000 USD 15630.97000000 USD Via S/A 944261.66000000 USD 207220.27000000 USD Uni-President Enterprises Corp. 221369.89000000 USD -4096.91000000 USD B3 SA - Brasil Bolsa Balcao 1296779.07000000 USD -212256.27000000 USD United Microelectronics Corp. 235062.35000000 USD -3862.45000000 USD Nanya Technology Corp. 1894070.17000000 USD -196690.63000000 USD Micro-Star International Co. Ltd. 8979.32000000 USD -1134.68000000 USD Wan Hai Lines Ltd. 115003.87000000 USD -8319.46000000 USD Chang Hwa Commercial Bank Ltd. 117857.39000000 USD 4591.37000000 USD Largan Precision Co. Ltd. 130738.83000000 USD -9081.57000000 USD Equatorial Energia SA 366945.37000000 USD -32457.79000000 USD China Steel Corp. 660637.81000000 USD 14925.19000000 USD Pegatron Corp. 1840702.93000000 USD -50394.07000000 USD Vanguard International Semiconductor Corp. 43060.03000000 USD -589.97000000 USD CTBC Financial Holding Co. Ltd. 230317.91000000 USD 8950.91000000 USD Banco BTG Pactual SA 1248659.85000000 USD -109168.89000000 USD Hon Hai Precision Industry Co. Ltd. 481009.70000000 USD -2472.00000000 USD Shanghai Commercial & Savings Bank Ltd. (The) 207387.63000000 USD 4052.33000000 USD Winbond Electronics Corp. 670507.94000000 USD -104793.06000000 USD Far EasTone Telecommunications Co. Ltd. 361279.57000000 USD -6490.73000000 USD Oneness Biotech Co. Ltd. 805622.14000000 USD 40177.51000000 USD Banco Inter SA 2058974.38000000 USD -364315.64000000 USD ASMedia Technology, Inc. 1336236.15000000 USD -26750.15000000 USD Innolux Corp. 2106416.30000000 USD -171800.50000000 USD Fubon Financial Holding Co. Ltd. 165170.55000000 USD 44.72000000 USD ASE Technology Holding Co. Ltd. 702002.55000000 USD -21558.75000000 USD Formosa Plastics Corp. 384649.53000000 USD -10259.27000000 USD Advantech Co. Ltd. 1447938.78000000 USD 73888.72000000 USD Raia Drogasil SA 128221.72000000 USD -9499.02000000 USD China Development Financial Holding Corp. 907962.59000000 USD -2620.19000000 USD Taishin Financial Holding Co. Ltd. 1646.13000000 USD 63.49000000 USD Alpargatas SA 76659.56000000 USD 4296.53000000 USD Airtac International Group 240070.58000000 USD -2379.54000000 USD Vibra Energia SA 761646.69000000 USD 73126.77000000 USD AU Optronics Corp. 1754249.14000000 USD -185296.06000000 USD Inventec Corp. 190299.90000000 USD 7058.10000000 USD Delta Electronics, Inc. 250336.65000000 USD -735.15000000 USD Hotai Motor Co. Ltd. 331693.97000000 USD -2370.77000000 USD Yang Ming Marine Transport Corp. 964608.77000000 USD -97346.23000000 USD Rumo SA 789759.61000000 USD -122532.02000000 USD Yuanta Financial Holding Co. Ltd. 195136.77000000 USD 1398.33000000 USD MediaTek, Inc. 155602.69000000 USD 16156.31000000 USD Taiwan Cement Corp. 43362.10000000 USD -777.10000000 USD WEG SA 935276.67000000 USD -96096.12000000 USD Silergy Corp. 469003.25000000 USD -20442.45000000 USD Chailease Holding Co. Ltd. 1382361.34000000 USD -34487.34000000 USD Wiwynn Corp. 1834372.98000000 USD 29426.62000000 USD E.Sun Financial Holding Co. Ltd. 2506079.71000000 USD -110756.59000000 USD Pou Chen Corp. 895507.96000000 USD -10181.64000000 USD Taiwan Cooperative Financial Holding Co. Ltd. 313039.51000000 USD -14841.01000000 USD eMemory Technology, Inc. 317729.65000000 USD -19635.15000000 USD Formosa Petrochemical Corp. 617038.29000000 USD 23440.11000000 USD Engie Brasil Energia SA 140771.47000000 USD 14448.02000000 USD Vale SA 78390.78000000 USD 5300.87000000 USD Itausa SA 119668.98000000 USD -11707.98000000 USD Mega Financial Holding Co. Ltd. 824248.54000000 USD -39690.94000000 USD Natura & Co. Holding SA 634144.78000000 USD -62359.05000000 USD momo.com, Inc. 32503.76000000 USD -494.06000000 USD Lojas Renner SA 49829.87000000 USD -10608.08000000 USD Quanta Computer, Inc. 339932.03000000 USD 24036.97000000 USD TIM SA/Brazil 1464429.90000000 USD 111172.02000000 USD Lite-On Technology Corp. 103962.13000000 USD -6900.27000000 USD Centrais Eletricas Brasileiras SA 47863.39000000 USD -7243.39000000 USD Localiza Rent a Car SA 782831.52000000 USD -121591.52000000 USD BB Seguridade Participacoes SA 226553.39000000 USD -31340.41000000 USD Cosan SA 1237874.00000000 USD -151910.24000000 USD Win Semiconductors Corp. 837436.02000000 USD 120065.98000000 USD Ultrapar Participacoes SA 233601.83000000 USD -34012.85000000 USD Unimicron Technology Corp. 758586.77000000 USD -46373.17000000 USD Foxconn Technology Co. Ltd. 298292.52000000 USD -7518.88000000 USD Banco do Brasil SA 1898604.30000000 USD 151040.05000000 USD Energisa SA 96368.24000000 USD -13768.56000000 USD Petroleo Brasileiro SA 1601170.96000000 USD 240630.75000000 USD Shin Kong Financial Holding Co. Ltd. 11303.69000000 USD 211.23000000 USD BRF SA 135489.65000000 USD 13967.13000000 USD Y 2023-04-19 0.00000000 USD 0.00000000 USD 58498081.00000000 USD -1358011.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 5473.80000000 0.000713527175 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 241451.66000000 USD 82856500.00000000 HUF 2022-06-15 5473.80000000 N N N N/A N/A N/A -1295.00000000 NC -2534754.32000000 -0.33041325762 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Euro STOXX 50 Index EU0009658145 2022-06-17 -49507850.00000000 EUR -2534754.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -199.14000000 -0.00002595853 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18510.63000000 USD 6144468.00000000 HUF 2022-06-15 -199.14000000 N N N Moncler SpA 815600EBD7FB00525B20 N/A -58868.00000000 NS -3266108.56000000 -0.42574760028 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 13492.45000000 0.001758783611 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 444372.28000000 USD 2226500.00000000 BRL 2022-06-15 13492.45000000 N N N N/A N/A N/A -383.00000000 NC USD -673838.90000000 -0.08783703584 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Soybean 2022-05-13 -30989487.50000000 USD -673838.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 325661.74000000 0.042451039750 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 685953500.00000000 JPY 5971241.51000000 USD 2022-06-15 325661.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 4058.69000000 0.000529063102 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5274437.00000000 TWD 188864.20000000 USD 2022-06-15 4058.69000000 N N N N/A N/A N/A 14.00000000 NC USD 152689.18000000 0.019903518447 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-04-13 3629713.50000000 USD 152689.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 17513.78000000 0.002282976719 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 338553.26000000 USD 5252282.00000000 ZAR 2022-06-15 17513.78000000 N N N Brembo SpA 549300BLWVJN2BAT0A44 N/A -93321.00000000 NS -1038905.38000000 -0.13542460831 Short EC CORP IT N 2 N N N N/A N/A N/A 119.00000000 NC -35965.04000000 -0.00468815692 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euro Euribor 2022-06-13 29854125.00000000 EUR -35965.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -48461.87000000 -0.00631715831 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25578500.00000000 MXN 1220636.64000000 USD 2022-06-15 -48461.87000000 N N N N/A N/A 000000000 -9297888.00000000 PA -25826.41000000 -0.00336655438 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2022-04-27 0.00000000 USD 0.00000000 USD -9297888.00000000 ILS -25826.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -294.20000000 -0.00003834990 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9200000.00000000 MXN 456171.44000000 USD 2022-06-15 -294.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 1066.09000000 0.000138968209 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2922922.10000000 USD 27441000.00000000 SEK 2022-06-15 1066.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -4978.62000000 -0.00064897889 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 170025.25000000 USD 4710509.00000000 TWD 2022-06-15 -4978.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 45357.37000000 0.005912476905 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 502784.75000000 USD 2665500.00000000 BRL 2022-06-15 45357.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 17249.16000000 0.002248482664 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1076035.88000000 USD 1579500.00000000 NZD 2022-06-15 17249.16000000 N N N N/A N/A N/A -13.00000000 NC USD -267318.33000000 -0.03484579138 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-04-29 -3370087.50000000 USD -267318.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -67658.09000000 -0.00881944642 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25174500.00000000 MXN 1181395.62000000 USD 2022-06-15 -67658.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 78393.19000000 0.010218800725 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4558324.00000000 GBP 6064712.47000000 USD 2022-06-15 78393.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -83747.95000000 -0.01091681065 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6257788.00000000 CAD 4920958.62000000 USD 2022-06-15 -83747.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -13502.48000000 -0.00176009105 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 159209000.00000000 HUF 460965.50000000 USD 2022-06-15 -13502.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -439.03000000 -0.00005722895 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 36685.80000000 USD 1034500.00000000 TWD 2022-06-15 -439.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -66434.64000000 -0.00865996583 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6038000.00000000 CAD 4762495.05000000 USD 2022-06-15 -66434.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 98980.36000000 0.012902403570 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 38795000.00000000 NOK 4503464.19000000 USD 2022-06-15 98980.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 8676.21000000 0.001130971466 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 475179.67000000 USD 605004.00000000 CAD 2022-06-15 8676.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -33839.91000000 -0.00441113949 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3421000.00000000 BRL 669665.69000000 USD 2022-06-15 -33839.91000000 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 N/A -65129.00000000 NS -434850.37000000 -0.05668412366 Short EC CORP IT N 2 N N N N/A N/A N/A 206.00000000 NC USD -21229.43000000 -0.00276732347 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Corn 2022-05-13 7712125.00000000 USD -21229.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 63833.44000000 0.008320891176 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1407734.72000000 USD 21706842.00000000 ZAR 2022-06-15 63833.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 21051.33000000 0.002744107571 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2373901.17000000 USD 2911453000.00000000 KRW 2022-06-15 21051.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -67656.61000000 -0.00881925350 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25174500.00000000 MXN 1181397.10000000 USD 2022-06-15 -67656.61000000 N N N N/A N/A N/A 12900000.00000000 PA 1325994.29000000 0.172847557449 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-06-15 83764.06000000 USD 0.00000000 USD 12900000.00000000 GBP 1325994.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 144.05000000 0.000018777373 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33933.34000000 USD 108501.00000000 ILS 2022-06-15 144.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 27963.16000000 0.003645086514 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 301271.70000000 USD 1601000.00000000 BRL 2022-06-15 27963.16000000 N N N N/A N/A N/A 10.00000000 NC USD -14714.42000000 -0.00191807127 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-06-24 2593750.00000000 USD -14714.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 1762.17000000 0.000229704443 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2589000.00000000 BRL 534172.58000000 USD 2022-06-15 1762.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 117000.44000000 0.015251378099 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6055093.72000000 USD 8917000.00000000 NZD 2022-06-15 117000.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 78385.61000000 0.010217812648 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4558324.00000000 GBP 6064704.89000000 USD 2022-06-15 78385.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -74.23000000 -0.00000967611 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4500.00000000 BRL 851.16000000 USD 2022-06-15 -74.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -5219.36000000 -0.00068036011 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12600500.00000000 CNY 1969150.58000000 USD 2022-06-15 -5219.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -28342.37000000 -0.00369451773 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3052897.17000000 USD 28384796.00000000 SEK 2022-06-15 -28342.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 919.20000000 0.000119820632 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 42960000.00000000 HUF 128946.79000000 USD 2022-06-15 919.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 129169.95000000 0.016837712290 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6950674.38000000 USD 8852500.00000000 CAD 2022-06-15 129169.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -4978.41000000 -0.00064895151 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 170025.07000000 USD 4710510.00000000 TWD 2022-06-15 -4978.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 214772.36000000 0.027996257686 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4558326.00000000 GBP 6201094.26000000 USD 2022-06-15 214772.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -416784.13000000 -0.05432913203 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13943000.00000000 AUD 10029958.43000000 USD 2022-06-15 -416784.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -595.03000000 -0.00007756404 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46200749.00000000 CLP 57391.95000000 USD 2022-06-15 -595.03000000 N N N N/A N/A N/A 33100000.00000000 PA 3149473.98000000 0.410543913197 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-06-15 1162205.53000000 USD 0.00000000 USD 33100000.00000000 EUR 3149473.98000000 N N N N/A N/A N/A -25.00000000 NC USD -4817.50000000 -0.00062797639 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Short SGX NIFTY 50 Index XC0006013996 2022-04-28 -876825.00000000 USD -4817.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 328.54000000 0.000042826230 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 66321.00000000 CHF 72328.03000000 USD 2022-06-15 328.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 16908.91000000 0.002204129998 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 339158.13000000 USD 5252282.00000000 ZAR 2022-06-15 16908.91000000 N N N N/A N/A N/A -8.00000000 NC USD -87631.69000000 -0.01142306847 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-05-24 -2074300.00000000 USD -87631.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -85360.16000000 -0.01112696734 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21430000.00000000 ZAR 1367440.10000000 USD 2022-06-15 -85360.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 738466.55000000 0.096261454810 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 28498998.85000000 USD 39022497.00000000 AUD 2022-06-15 738466.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -10054.06000000 -0.00131057857 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1356000.00000000 ILS 415830.86000000 USD 2022-06-15 -10054.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 12900.64000000 0.001681639302 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 346689.43000000 USD 1522000.00000000 PLN 2022-06-15 12900.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -26959.19000000 -0.00351421584 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3326473.30000000 USD 30965230.00000000 SEK 2022-06-15 -26959.19000000 N N N N/A N/A N/A 89000000.00000000 PA -54942.39000000 -0.00716191463 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-09-23 583940.04000000 USD 0.00000000 USD 89000000.00000000 GBP -54942.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 42600.55000000 0.005553116683 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3312499.00000000 PLN 825216.67000000 USD 2022-06-15 42600.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 20047.47000000 0.002613251239 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1329928.24000000 USD 11890680.00000000 NOK 2022-06-15 20047.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 214238.44000000 0.027926659522 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4546560.00000000 GBP 6185108.39000000 USD 2022-06-15 214238.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 37730.90000000 0.004918342374 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1298016.00000000 EUR 1477728.30000000 USD 2022-06-15 37730.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -4.29000000 -0.00000055921 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 110500.00000000 CLP 134.40000000 USD 2022-06-15 -4.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.43000000 0.000000056051 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5500.00000000 TWD 193.14000000 USD 2022-06-15 0.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -10.22000000 -0.00000133220 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4249.81000000 USD 121000.00000000 TWD 2022-06-15 -10.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -31087.99000000 -0.00405241800 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3330602.10000000 USD 30965230.00000000 SEK 2022-06-15 -31087.99000000 N N N N/A N/A 000000000 20803776.28999999 PA 1863112.22000000 0.242862581618 N/A DE GB N 2 Morgan Stanley International 4PQUHN3JPFGFNF3BB653 N/A N/A Rec/pay the total return of custom basket plus NIBOR +/- spread (-0.35% to 0.35%). NOK Currency. Maturity 24 Months 02/21/24 Mowi ASA 494193.37000000 USD -28740.96000000 USD Bakkafrost P/F 837613.00000000 USD -30772.06000000 USD Yara International ASA 2982359.20000000 USD 86696.67000000 USD Salmar ASA 1214353.08000000 USD -76048.85000000 USD Leroy Seafood Group ASA 292839.00000000 USD 22985.52000000 USD Adevinta ASA 350634.03000000 USD 23392.62000000 USD Norsk Hydro ASA 2227170.87000000 USD 227790.72000000 USD Telenor ASA 331703.75000000 USD 11786.55000000 USD Equinor ASA 3864941.79000000 USD 525388.81000000 USD Gjensidige Forsikring ASA 848585.47000000 USD -8358.24000000 USD TOMRA Systems ASA 3206534.91000000 USD -193592.77000000 USD Orkla ASA 318002.76000000 USD 2394.49000000 USD Schibsted ASA, Class A 2499059.18000000 USD 237752.00000000 USD Subsea 7 SA 1335785.88000000 USD 140591.13000000 USD Y 2024-02-21 0.00000000 USD 0.00000000 USD 20803776.00000000 USD 941265.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 76620.30000000 0.009987698895 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1394948.00000000 USD 21706844.00000000 ZAR 2022-06-15 76620.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 134464.38000000 0.017527858017 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4601814.00000000 GBP 6177897.86000000 USD 2022-06-15 134464.38000000 N N N United States of America 254900HROIFWPRGM1V77 912796H44 5674000.00000000 PA USD 5672114.98000000 0.739378161172 Long STIV UST US N 2 2022-05-19 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 40726.01000000 0.005308764454 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 743784500.00000000 JPY 6162270.29000000 USD 2022-06-15 40726.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -95109.59000000 -0.01239783643 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1801723.15000000 USD 572658750.00000000 HUF 2022-06-15 -95109.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -129143.67000000 -0.01683428660 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10442000.00000000 BRL 2018183.28000000 USD 2022-06-15 -129143.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -1040.34000000 -0.00013561161 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21883.58000000 USD 6994004.00000000 HUF 2022-06-15 -1040.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -22957.55000000 -0.00299258938 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2508000.00000000 PLN 569586.40000000 USD 2022-06-15 -22957.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -1266.83000000 -0.00016513530 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 131225.68000000 USD 1917000.00000000 ZAR 2022-06-15 -1266.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -10073.62000000 -0.00131312828 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1698375.69000000 USD 566514282.00000000 HUF 2022-06-15 -10073.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 22719.86000000 0.002961605744 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1481049.34000000 USD 1355500.00000000 EUR 2022-06-15 22719.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 32517.08000000 0.004238704416 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1516549.85000000 USD 2067500.00000000 AUD 2022-06-15 32517.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -925.38000000 -0.00012062621 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19236.87000000 USD 6144468.00000000 HUF 2022-06-15 -925.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 9279.33000000 0.001209590069 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 181896.44000000 USD 2820000.00000000 ZAR 2022-06-15 9279.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -27562.06000000 -0.00359280185 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5684000.00000000 CAD 4518253.83000000 USD 2022-06-15 -27562.06000000 N N N N/A N/A N/A -16.00000000 NC USD -119298.03000000 -0.01555087623 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-06-16 -4150200.00000000 USD -119298.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 10230.27000000 0.001333548111 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 251553.60000000 USD 1273000.00000000 BRL 2022-06-15 10230.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 18216.90000000 0.002374630639 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3312499.00000000 PLN 800833.02000000 USD 2022-06-15 18216.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -158.18000000 -0.00002061926 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12912.00000000 USD 364000.00000000 TWD 2022-06-15 -158.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 45358.00000000 0.005912559028 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 502784.12000000 USD 2665500.00000000 BRL 2022-06-15 45358.00000000 N N N N/A N/A N/A -33.00000000 NC -214103.77000000 -0.02790910486 N/A DE GB N 1 LCH Clearnet F226TOH6YD6XJB17KS62 Short Amsterdam Exchange Index NL0000000107 2022-04-14 -4778466.00000000 EUR -214103.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 8375.64000000 0.001091791214 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1751540.39000000 USD 5603500.00000000 ILS 2022-06-15 8375.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -609.21000000 -0.00007941245 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 46200750.00000000 CLP 57377.77000000 USD 2022-06-15 -609.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 2283.87000000 0.000297709691 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2146000.00000000 TWD 77475.33000000 USD 2022-06-15 2283.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 106238.15000000 0.013848479494 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5031323.45000000 USD 45252000.00000000 NOK 2022-06-15 106238.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -1.15000000 -0.00000014990 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 500.00000000 MXN 23.66000000 USD 2022-06-15 -1.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 44.39000000 0.000005786377 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 202085.46000000 USD 1290000.00000000 CNY 2022-06-15 44.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 160836.50000000 0.020965547426 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13587139.31000000 USD 129021795.00000000 SEK 2022-06-15 160836.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -5024.66000000 -0.00065498035 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 170071.29000000 USD 4710509.00000000 TWD 2022-06-15 -5024.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 243301.83000000 0.031715164503 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4030877.41000000 USD 20784436.00000000 BRL 2022-06-15 243301.83000000 N N N N/A N/A N/A 818.00000000 NC -502149.63000000 -0.06545679545 N/A DE US N 1 NASDAQ OMX Commodities Clearing 5493008EIVLUXM0PQX05 Long OMX Stockholm 30 Index SE0000337842 2022-04-13 170553000.00000000 SEK -502149.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 46095.58000000 0.006008704918 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1351555.22000000 USD 20616500.00000000 ZAR 2022-06-15 46095.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 4134.50000000 0.000538945176 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 64344.71000000 USD 333000.00000000 BRL 2022-06-15 4134.50000000 N N N N/A N/A N/A -1226.00000000 NC 3484582.56000000 0.454226378476 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month SONIA 2022-12-20 -300737800.00000000 GBP 3484582.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 40800.25000000 0.005318441873 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1338344.00000000 EUR 1525536.87000000 USD 2022-06-15 40800.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -137671.81000000 -0.01794595668 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2656495.34000000 USD 306044000.00000000 JPY 2022-06-15 -137671.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 64.07000000 0.000008351727 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 413500.00000000 TWD 14552.27000000 USD 2022-06-15 64.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 750.10000000 0.000097777911 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2013000.00000000 TWD 71281.51000000 USD 2022-06-15 750.10000000 N N N N/A N/A N/A 6500000.00000000 PA 389487.27000000 0.050770899833 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-06-10 0.00000000 USD 117342.24000000 USD 6500000.00000000 AUD 389487.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 240871.53000000 0.031398367197 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14877140.31000000 USD 133160500.00000000 NOK 2022-06-15 240871.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -3055.50000000 -0.00039829410 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3315099.21000000 USD 4420500.00000000 AUD 2022-06-15 -3055.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 10530.50000000 0.001372684043 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5666000.00000000 PLN 1349188.40000000 USD 2022-06-15 10530.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -393.10000000 -0.00005124183 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 381500.00000000 MXN 18535.34000000 USD 2022-06-15 -393.10000000 N N N N/A N/A N/A 491900000.00000000 PA -5314635.73000000 -0.69277960817 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-09-12 0.00000000 USD 904056.36000000 USD 491900000.00000000 AUD -5314635.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -64979.41000000 -0.00847027199 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18560790.00000000 SEK 1912773.98000000 USD 2022-06-15 -64979.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 8820.63000000 0.001149797070 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 645396.39000000 USD 2083000.00000000 ILS 2022-06-15 8820.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -61436.51000000 -0.00800844375 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18609500.00000000 ZAR 1200154.09000000 USD 2022-06-15 -61436.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -8635.12000000 -0.00112561525 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1034822.53000000 USD 925007.00000000 EUR 2022-06-15 -8635.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 3925.14000000 0.000511654436 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1965432.74000000 USD 18482000.00000000 SEK 2022-06-15 3925.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -8930.10000000 -0.00116406683 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 520062.00000000 BRL 98017.15000000 USD 2022-06-15 -8930.10000000 N N N N/A N/A N/A 44.00000000 NC 146211.38000000 0.019059116690 N/A DE ZA N 1 JSE Clear 213800PJDCEXAVMM3J32 Long FTSE/JSE Top 40 Index GB0031823254 2022-06-15 30307640.00000000 ZAR 146211.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -138476.94000000 -0.01805090792 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 34678000.00000000 ZAR 2212442.68000000 USD 2022-06-15 -138476.94000000 N N N N/A N/A N/A -323.00000000 NC -650735.88000000 -0.08482548397 N/A DE HK N 1 HKCC & SEOCH 213800NM8ZN1F16ARD34 Short Hang Seng Index HK0000004322 2022-04-28 -355138500.00000000 HKD -650735.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 36629.61000000 0.004774785733 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1330233.00000000 EUR 1512368.02000000 USD 2022-06-15 36629.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 4109.68000000 0.000535709810 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5274439.00000000 TWD 188915.26000000 USD 2022-06-15 4109.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 836.76000000 0.000109074317 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33240.31000000 USD 108500.00000000 ILS 2022-06-15 836.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 267.90000000 0.000034921613 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 65167.00000000 CHF 71014.59000000 USD 2022-06-15 267.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 20403.39000000 0.002659646539 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1491490.21000000 USD 13316864.00000000 NOK 2022-06-15 20403.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 81749.81000000 0.010656346778 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2019521.59000000 USD 19719980.00000000 SEK 2022-06-15 81749.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 214230.71000000 0.027925651892 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4546560.00000000 GBP 6185100.66000000 USD 2022-06-15 214230.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -372872.31000000 -0.04860508714 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15139500.00000000 NZD 10106259.63000000 USD 2022-06-15 -372872.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 8861.53000000 0.001155128515 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 480576.65000000 USD 611984.00000000 CAD 2022-06-15 8861.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 81223.11000000 0.010587689764 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6310740998.00000000 KRW 5272419.72000000 USD 2022-06-15 81223.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 53278.56000000 0.006945029122 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1912132.72000000 USD 39612585.00000000 MXN 2022-06-15 53278.56000000 N N N N/A N/A N/A 289.00000000 NC USD 380664.98000000 0.049620886376 N/A DCO GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A Brent Crude Oil 2022-04-29 30261190.00000000 USD 380664.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 3297.27000000 0.000429809592 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1355142.70000000 USD 1224500.00000000 EUR 2022-06-15 3297.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -34492.72000000 -0.00449623535 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2459500.00000000 BRL 471286.89000000 USD 2022-06-15 -34492.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 1254.21000000 0.000163490247 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9071837.93000000 USD 8178500.00000000 EUR 2022-06-15 1254.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 50023.61000000 0.006520736075 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6310740998.00000000 KRW 5241220.22000000 USD 2022-06-15 50023.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 18836.95000000 0.002455456122 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5386211.00000000 DKK 822111.58000000 USD 2022-06-15 18836.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -1264.43000000 -0.00016482245 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46200749.00000000 CLP 56722.55000000 USD 2022-06-15 -1264.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 58179.52000000 0.007583884788 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2283783.09000000 USD 3383500.00000000 NZD 2022-06-15 58179.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -8.05000000 -0.00000104934 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5682.00000000 SEK 597.40000000 USD 2022-06-15 -8.05000000 N N N N/A N/A N/A 3027673.60000000 PA -294553.58000000 -0.03839599252 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI Netherlands Net Return Index M7NL Index Y 2022-06-15 0.00000000 USD 0.00000000 USD 3027673.60000000 EUR -294553.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 149157.78000000 0.019443189267 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1768260.00000000 USD 9324000.00000000 BRL 2022-06-15 149157.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -13741.81000000 -0.00179128847 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11566000.00000000 GBP 15175562.15000000 USD 2022-06-15 -13741.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -114985.99000000 -0.01498878815 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2337622.82000000 USD 270056500.00000000 JPY 2022-06-15 -114985.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 40702.04000000 0.005305639888 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20987000.00000000 NOK 2423403.48000000 USD 2022-06-15 40702.04000000 N N N N/A N/A 000000000 22658593.70999999 PA 500874.87000000 0.065290626453 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus SORA +/- spread (-1.00% to 0.25%). SGD Currency. Maturity 35-58 Months 02/25/25 to 12/14/26 DBS Group Holdings Ltd. 1145037.18000000 USD 25413.45000000 USD Venture Corp. Ltd. 1315767.56000000 USD 58327.90000000 USD Oversea-Chinese Banking Corp. Ltd. 1193856.36000000 USD 15007.07000000 USD City Developments Ltd. 2726765.96000000 USD -171941.85000000 USD SATS Ltd. 199839.50000000 USD -15669.73000000 USD Wilmar International Ltd. 1215591.95000000 USD 21627.76000000 USD Genting Singapore Ltd. 2278745.91000000 USD 112371.73000000 USD Singapore Airlines Ltd. 675861.55000000 USD 32353.99000000 USD United Overseas Bank Ltd. 1272851.23000000 USD -15636.05000000 USD Keppel Corp. Ltd. 1115627.13000000 USD -35051.53000000 USD Yangzijiang Shipbuilding Holdings Ltd. 5173441.70000000 USD 577028.20000000 USD UOL Group Ltd. 120641.27000000 USD -1503.73000000 USD Singapore Technologies Engineering Ltd. 1065922.72000000 USD -19540.52000000 USD Singapore Telecommunications Ltd. 3158643.69000000 USD -73922.36000000 USD Y 2025-02-25 0.00000000 USD 0.00000000 USD 22658594.00000000 USD 508864.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -9035.01000000 -0.00117774218 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1957525.46000000 USD 2368706000.00000000 KRW 2022-06-15 -9035.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 11764.38000000 0.001533524211 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 391331.76000000 USD 5946000.00000000 ZAR 2022-06-15 11764.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 3502.92000000 0.000456616721 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 109323.48000000 USD 2274000.00000000 MXN 2022-06-15 3502.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 20370.48000000 0.002655356617 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10379695.00000000 EUR 11535431.82000000 USD 2022-06-15 20370.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 310.09000000 0.000040421214 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33766.98000000 USD 108500.00000000 ILS 2022-06-15 310.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -29.12000000 -0.00000379588 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 74456.78000000 USD 475000.00000000 CNY 2022-06-15 -29.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 437.96000000 0.000057089473 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26730.65000000 USD 9116500.00000000 HUF 2022-06-15 437.96000000 N N N United States of America 254900HROIFWPRGM1V77 912796T66 12857000.00000000 PA USD 12807193.53000000 1.669458259464 Long STIV UST US N 2 2022-09-01 None 0.00000000 N N N N N N N/A N/A N/A 16.00000000 NC USD 122157.92000000 0.015923671960 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-06-16 4150200.00000000 USD 122157.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 39715.34000000 0.005177020417 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 464112.40000000 USD 2132500.00000000 PLN 2022-06-15 39715.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 37227.02000000 0.004852660020 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1257231.00000000 EUR 1431978.22000000 USD 2022-06-15 37227.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -632893.44000000 -0.08249966538 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11870580.28000000 USD 1365409920.00000000 JPY 2022-06-15 -632893.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -7746.93000000 -0.00100983687 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2388500.00000000 CHF 2585259.67000000 USD 2022-06-15 -7746.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 5633.92000000 0.000734399324 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5274436.00000000 TWD 190439.40000000 USD 2022-06-15 5633.92000000 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 500.00000000 KRW 0.41000000 USD 2022-06-15 0.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -7066.32000000 -0.00092111720 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 520062.00000000 BRL 99880.93000000 USD 2022-06-15 -7066.32000000 N N N N/A N/A N/A -25.00000000 NC USD -275065.75000000 -0.03585569212 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2022-04-21 -6482187.50000000 USD -275065.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 919.37000000 0.000119842792 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 42960000.00000000 HUF 128946.96000000 USD 2022-06-15 919.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 389.25000000 0.000050739970 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33688.14000000 USD 108501.00000000 ILS 2022-06-15 389.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -31852.78000000 -0.00415211080 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 29483000.00000000 MXN 1430970.74000000 USD 2022-06-15 -31852.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -95162.44000000 -0.01240472560 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 43347000.00000000 ZAR 2843453.19000000 USD 2022-06-15 -95162.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 65262.56000000 0.008507181496 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6310740997.00000000 KRW 5256459.17000000 USD 2022-06-15 65262.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 17247.81000000 0.002248306687 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1076037.23000000 USD 1579500.00000000 NZD 2022-06-15 17247.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -17772.91000000 -0.00231675513 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1085923500.00000000 JPY 8919666.35000000 USD 2022-06-15 -17772.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 5474.10000000 0.000713566281 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 241451.36000000 USD 82856500.00000000 HUF 2022-06-15 5474.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 39486.75000000 0.005147222986 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2418930.80000000 USD 7827500.00000000 ILS 2022-06-15 39486.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 310.05000000 0.000040415999 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33766.71000000 USD 108499.00000000 ILS 2022-06-15 310.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -42412.12000000 -0.00552855423 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 58937471.00000000 SEK 6237696.80000000 USD 2022-06-15 -42412.12000000 N N N N/A N/A N/A 8.00000000 NC USD 86153.96000000 0.011230441686 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-05-24 2074300.00000000 USD 86153.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 1431.33000000 0.000186578401 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 160486.56000000 USD 1426184.00000000 NOK 2022-06-15 1431.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 36627.69000000 0.004774535455 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1330232.00000000 EUR 1512364.99000000 USD 2022-06-15 36627.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -84865.55000000 -0.01106249336 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1752324.38000000 USD 559520278.00000000 HUF 2022-06-15 -84865.55000000 N N N N/A N/A N/A 1272.00000000 NC -1282404.70000000 -0.16716551626 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long N/A ASX 90 Day Bank Accepted Bill 2023-03-09 1263742392.24000000 AUD -1282404.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 8796.31000000 0.001146626881 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 471902.13000000 USD 601056.00000000 CAD 2022-06-15 8796.31000000 N N N N/A N/A N/A 114.00000000 NC USD 3134.12000000 0.000408542473 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month SOFR 2022-09-20 28119525.00000000 USD 3134.12000000 N N N N/A N/A N/A 1270380.24000000 PA 23906.14000000 0.003116241101 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI Poland Net Return Index M7PL Index Y 2022-06-15 0.00000000 USD 0.00000000 USD 1270380.24000000 PLN 23906.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 781.16000000 0.000101826681 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1822541.09000000 USD 139781087.00000000 INR 2022-06-15 781.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 55832.48000000 0.007277940687 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 809822.84000000 USD 4209500.00000000 BRL 2022-06-15 55832.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -2748.59000000 -0.00035828741 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1126306.28000000 USD 1365866500.00000000 KRW 2022-06-15 -2748.59000000 N N N N/A N/A N/A -1264.00000000 NC 3582308.23000000 0.466965229229 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month SONIA 2023-03-14 -309285000.00000000 GBP 3582308.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 1365.06000000 0.000177939896 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 952717.49000000 USD 1159842000.00000000 KRW 2022-06-15 1365.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -72154.41000000 -0.00940555598 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6232296.00000000 CAD 4912164.77000000 USD 2022-06-15 -72154.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -3469.28000000 -0.00045223164 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5508000.00000000 CNY 859578.19000000 USD 2022-06-15 -3469.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 62218.82000000 0.008110420343 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1903192.51000000 USD 39612586.00000000 MXN 2022-06-15 62218.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 243.07000000 0.000031684944 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1148000.00000000 TWD 40466.65000000 USD 2022-06-15 243.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 21.35000000 0.000002783040 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 313500.00000000 TWD 11005.75000000 USD 2022-06-15 21.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 163.40000000 0.000021299707 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 64589.00000000 CHF 70282.60000000 USD 2022-06-15 163.40000000 N N N N/A N/A N/A 15.00000000 NC USD 214460.55000000 0.027955612264 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2022-05-06 3889500.00000000 USD 214460.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -24038.79000000 -0.00313353244 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7110000.00000000 SEK 733570.48000000 USD 2022-06-15 -24038.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -6.69000000 -0.00000087206 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3500.00000000 EUR 3876.15000000 USD 2022-06-15 -6.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 72390.82000000 0.009436372775 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3983874.00000000 EUR 4492034.51000000 USD 2022-06-15 72390.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -72148.27000000 -0.00940475561 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6232296.00000000 CAD 4912170.91000000 USD 2022-06-15 -72148.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -54537.74000000 -0.00710916722 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4103500.00000000 BRL 789319.39000000 USD 2022-06-15 -54537.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -8929.99000000 -0.00116405249 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 520063.00000000 BRL 98017.46000000 USD 2022-06-15 -8929.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 750.19000000 0.000097789643 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2013000.00000000 TWD 71281.60000000 USD 2022-06-15 750.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 53.85000000 0.000007019518 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4971.34000000 USD 16000.00000000 ILS 2022-06-15 53.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -33891.43000000 -0.00441785529 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3312501.00000000 PLN 748725.17000000 USD 2022-06-15 -33891.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -3755.58000000 -0.00048955175 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 168802.24000000 USD 4710510.00000000 TWD 2022-06-15 -3755.58000000 N N N N/A N/A 000000000 352475910.01999998 PA -2795255.77000000 -0.36437044709 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 (-0.75% to 0.35%). EUR Currency. Maturity 7-61 Months 11/11/22 Sanofi 563238.25000000 USD -15896.25000000 USD Kesko OYJ, Class B 1541666.35000000 USD -46378.51000000 USD Hannover Rueck SE 17667.34000000 USD -40.02000000 USD Beiersdorf AG 927521.75000000 USD 60017.52000000 USD METRO AG 677158.55000000 USD 11434.70000000 USD Knorr-Bremse AG 529776.72000000 USD 18470.46000000 USD TotalEnergies SE 3898139.21000000 USD -23138.17000000 USD Imerys SA 951526.55000000 USD 31334.32000000 USD STMicroelectronics NV 188981.44000000 USD -7855.64000000 USD Ipsen SA 1035696.16000000 USD 59206.38000000 USD Rheinmetall AG 2335834.32000000 USD 341478.94000000 USD Air France-KLM 575154.85000000 USD 21570.12000000 USD E.ON SE 724368.45000000 USD -17993.57000000 USD Commerzbank AG 1065770.52000000 USD 13299.11000000 USD Nokia OYJ 3097848.59000000 USD 93364.20000000 USD Bankinter SA 627571.10000000 USD -6600.83000000 USD HelloFresh SE 870026.64000000 USD -47486.50000000 USD Software AG 943453.13000000 USD -43551.36000000 USD Nokian Renkaat OYJ 1512909.09000000 USD -181719.17000000 USD Deutsche Bank AG (Registered) 2735345.66000000 USD 115825.76000000 USD Publicis Groupe SA 954893.38000000 USD -51054.01000000 USD adidas AG 799279.38000000 USD 13282.59000000 USD NN Group NV 3355694.91000000 USD 125137.51000000 USD Ageas SA/NV 2290013.59000000 USD 24268.85000000 USD BE Semiconductor Industries NV 916877.37000000 USD 14374.20000000 USD Valeo 291139.28000000 USD -15084.93000000 USD ABN AMRO Bank NV 657914.54000000 USD -8929.26000000 USD Wartsila OYJ Abp 882845.05000000 USD -222611.70000000 USD United Internet AG (Registered), Class G 98973.52000000 USD -1682.42000000 USD Fortum OYJ 1189270.11000000 USD -87575.94000000 USD Ferrovial SA 6562202.87000000 USD 465558.62000000 USD thyssenkrupp AG 2777.92000000 USD 290.37000000 USD Renault SA 622734.80000000 USD 5893.73000000 USD QIAGEN NV 117915.01000000 USD 2074.72000000 USD Koninklijke Ahold Delhaize NV 4712666.18000000 USD 59184.00000000 USD CaixaBank SA 1154685.29000000 USD -53427.22000000 USD Banco de Sabadell SA 2291641.07000000 USD -24734.68000000 USD Aeroports de Paris 2889377.06000000 USD -172743.84000000 USD TeamViewer AG 896674.27000000 USD -20276.88000000 USD Siemens Healthineers AG 647966.69000000 USD 2962.25000000 USD Allianz SE (Registered) 2156437.73000000 USD 23898.65000000 USD Mapfre SA 2776055.02000000 USD 52547.30000000 USD L'Oreal SA 2315984.22000000 USD -1857.84000000 USD Electricite de France SA 5258438.23000000 USD -507928.64000000 USD Randstad NV 2869208.96000000 USD -230305.70000000 USD SES SA 910802.37000000 USD 59740.32000000 USD KBC Group NV 472468.66000000 USD -20292.76000000 USD Galapagos NV 999329.59000000 USD 15634.88000000 USD Eurofins Scientific SE 1057583.49000000 USD -12675.56000000 USD Argenx SE 3811711.04000000 USD -155496.19000000 USD JDE Peet's NV 428870.37000000 USD -21829.73000000 USD Faurecia SE 186352.87000000 USD -9340.67000000 USD Eiffage SA 1656894.78000000 USD -10397.35000000 USD Uniper SE 132839.46000000 USD 9330.65000000 USD Enagas SA 497087.95000000 USD 1756.00000000 USD Hermes International 1569620.03000000 USD -91838.78000000 USD Endesa SA 1902454.62000000 USD 109352.20000000 USD Scout24 SE 1001703.53000000 USD 34738.48000000 USD Deutsche Telekom AG (Registered) 448711.18000000 USD 2188.16000000 USD Aurubis AG 2091561.04000000 USD -75855.36000000 USD Safran SA 4202333.86000000 USD 15827.77000000 USD Teleperformance 604866.48000000 USD 4094.20000000 USD Engie SA 4532757.81000000 USD -70782.45000000 USD Covestro AG 2509360.88000000 USD -104681.00000000 USD Cie Plastic Omnium SA 481022.07000000 USD -2471.45000000 USD Elisa OYJ 3959740.53000000 USD -170198.43000000 USD Akzo Nobel NV 444476.25000000 USD 12648.27000000 USD UCB SA 700838.48000000 USD -28494.56000000 USD Casino Guichard Perrachon SA 1259435.78000000 USD 65852.98000000 USD La Francaise des Jeux SAEM 14520.18000000 USD -302.68000000 USD Rubis SCA 2936319.07000000 USD -28321.78000000 USD Acerinox SA 3116699.41000000 USD -79412.38000000 USD CNP Assurances 185084.41000000 USD -404.22000000 USD ASM International NV 1684473.55000000 USD -67944.95000000 USD ASML Holding NV 865347.33000000 USD -27305.13000000 USD Wolters Kluwer NV 572263.34000000 USD -6072.99000000 USD Grifols SA 211509.66000000 USD 11468.71000000 USD Metso Outotec OYJ 666679.06000000 USD -20344.36000000 USD Aena SME SA 2495003.85000000 USD -149887.14000000 USD Telefonica Deutschland Holding AG 1186209.12000000 USD -30252.85000000 USD Fluidra SA 1324707.35000000 USD 66406.71000000 USD Naturgy Energy Group SA 3857341.76000000 USD -379209.60000000 USD Mercedes-Benz Group AG 922992.73000000 USD -8167.54000000 USD OCI NV 167131.42000000 USD -578.94000000 USD BNP Paribas SA 1898060.22000000 USD -50830.47000000 USD MTU Aero Engines AG 2900713.87000000 USD 60234.34000000 USD SBM Offshore NV 520741.58000000 USD -5201.97000000 USD Infineon Technologies AG 470237.53000000 USD -10724.91000000 USD Sampo OYJ, Class A 987692.47000000 USD 3678.54000000 USD CTS Eventim AG & Co. KGaA 1787516.66000000 USD -86291.45000000 USD Atos SE 1582358.54000000 USD -212814.70000000 USD Iberdrola SA 183689.27000000 USD 1831.90000000 USD Stroeer SE & Co. KGaA 987175.16000000 USD 88836.22000000 USD Stora Enso OYJ, Class R 647512.91000000 USD 32341.24000000 USD Sartorius Stedim Biotech 6153092.90000000 USD -255269.99000000 USD ACS Actividades de Construccion y Servicios SA 711190.40000000 USD 8028.43000000 USD Air Liquide SA 1443812.23000000 USD -50968.57000000 USD Remy Cointreau SA 3168266.70000000 USD -115964.59000000 USD Elia Group SA/NV 1232773.53000000 USD -59140.72000000 USD Rational AG 1451138.29000000 USD 121591.73000000 USD Aalberts NV 347287.92000000 USD 10916.77000000 USD Symrise AG 1387879.13000000 USD -52704.78000000 USD Siemens Energy AG 89956.40000000 USD 1006.89000000 USD Kone OYJ, Class B 61487.88000000 USD -4277.88000000 USD Koninklijke DSM NV 1383564.50000000 USD -3695.72000000 USD Getlink SE 2673516.09000000 USD -47191.12000000 USD Veolia Environnement SA 672114.77000000 USD -1449.67000000 USD FUCHS PETROLUB SE 560258.13000000 USD 10338.81000000 USD RWE AG 3908464.23000000 USD -198715.27000000 USD BioMerieux 888320.43000000 USD -2956.28000000 USD Alstom SA 2552584.89000000 USD -21316.54000000 USD Siemens Gamesa Renewable Energy SA 3558133.54000000 USD 428103.46000000 USD SOITEC 1219862.07000000 USD -63383.07000000 USD Orpea SA 678027.68000000 USD -22819.45000000 USD Thales SA 958929.26000000 USD -3907.32000000 USD Deutsche Post AG (Registered) 2537917.13000000 USD -192111.48000000 USD SCOR SE 819513.68000000 USD 35325.35000000 USD Wacker Chemie AG 536977.47000000 USD 14296.21000000 USD GEA Group AG 42954.73000000 USD -2251.00000000 USD APERAM SA 757534.88000000 USD -55891.61000000 USD Credit Agricole SA 897599.67000000 USD -389.47000000 USD Schneider Electric SE 2083519.37000000 USD 15669.32000000 USD Cellnex Telecom SA 8005158.47000000 USD -73734.91000000 USD Vinci SA 2224810.03000000 USD 25428.01000000 USD Carl Zeiss Meditec AG 1380108.90000000 USD 55832.47000000 USD D'ieteren Group 1474529.39000000 USD -191012.63000000 USD Orion OYJ, Class B 1199594.51000000 USD 20842.40000000 USD Koninklijke KPN NV 2063713.14000000 USD -65352.97000000 USD Cie de Saint-Gobain 5275661.98000000 USD -412721.67000000 USD Ubisoft Entertainment SA 1666531.86000000 USD 22689.82000000 USD KION Group AG 8502.02000000 USD -314.99000000 USD Adyen NV 2234223.83000000 USD 14582.28000000 USD Sodexo SA 992949.03000000 USD -7372.98000000 USD LANXESS AG 175812.04000000 USD -10363.02000000 USD Delivery Hero SE 2323846.17000000 USD 144292.70000000 USD Nemetschek SE 1312878.85000000 USD -130855.79000000 USD Bollore SE 1058597.85000000 USD 32585.45000000 USD Signify NV 4082226.71000000 USD -242470.65000000 USD Cie Generale des Etablissements Michelin SCA 516449.91000000 USD -2897.21000000 USD UPM-Kymmene OYJ 156417.58000000 USD -2689.14000000 USD Muenchener Rueckversicherungs-Gesellschaft AG (Registered) 1794918.81000000 USD 46971.41000000 USD Umicore SA 202001.52000000 USD 6643.69000000 USD Acciona SA 1162102.47000000 USD 63347.63000000 USD Pernod Ricard SA 3848021.04000000 USD -211030.48000000 USD Industria de Diseno Textil SA 195176.45000000 USD 13274.73000000 USD Sartorius AG 2552733.66000000 USD -46863.03000000 USD Amadeus IT Group SA 4403156.06000000 USD -247658.97000000 USD Rexel SA 2955884.34000000 USD -66596.95000000 USD Banco Bilbao Vizcaya Argentaria SA 2223915.27000000 USD -56079.47000000 USD Fraport AG Frankfurt Airport Services Worldwide 334374.40000000 USD -8681.71000000 USD Puma SE 1488233.92000000 USD -8146.79000000 USD Eutelsat Communications SA 1662066.08000000 USD 38054.79000000 USD Koninklijke Vopak NV 726970.96000000 USD -21043.21000000 USD Bureau Veritas SA 1197884.87000000 USD 36467.43000000 USD Fresenius Medical Care AG & Co. KGaA 2094758.53000000 USD 22582.72000000 USD SEB SA 1495717.02000000 USD -22394.67000000 USD Henkel AG & Co. KGaA 1616201.41000000 USD -109833.00000000 USD BASF SE 1452305.75000000 USD -83860.72000000 USD Koninklijke Philips NV 419257.83000000 USD 10596.83000000 USD Carrefour SA 2599153.05000000 USD 210740.52000000 USD Etablissements Franz Colruyt NV 2361341.39000000 USD 62624.34000000 USD Freenet AG 118711.80000000 USD -49.04000000 USD AXA SA 2394201.12000000 USD 77391.82000000 USD Bechtle AG 1510478.66000000 USD 116744.57000000 USD Evotec SE 1527923.97000000 USD 12685.41000000 USD Brenntag SE 913474.40000000 USD -4132.03000000 USD Societe Generale SA 1840218.04000000 USD -51634.40000000 USD Dassault Aviation SA 307306.57000000 USD -24735.72000000 USD EssilorLuxottica SA 1659732.51000000 USD -5726.86000000 USD Evonik Industries AG 1674007.81000000 USD -23102.85000000 USD Anheuser-Busch InBev SA/NV 2096888.80000000 USD -2714.72000000 USD Repsol SA 6168938.15000000 USD 181164.16000000 USD Siemens AG (Registered) 1725718.46000000 USD 129188.38000000 USD Arkema SA 1131447.19000000 USD -27869.73000000 USD Zalando SE 304311.50000000 USD 21608.72000000 USD Bouygues SA 4245697.21000000 USD -188714.51000000 USD Amundi SA 232905.17000000 USD -4617.43000000 USD ArcelorMittal SA 2200135.50000000 USD 1660.15000000 USD Dassault Systemes SE 2750761.99000000 USD -2407.04000000 USD Daimler Truck Holding AG 315596.48000000 USD 6916.25000000 USD Proximus SADP 3437917.36000000 USD -74573.65000000 USD HeidelbergCement AG 2120408.38000000 USD -312030.91000000 USD LVMH Moet Hennessy Louis Vuitton SE 2200643.16000000 USD -52575.65000000 USD Worldline SA 1349225.39000000 USD 66555.50000000 USD Telefonica SA 3686224.86000000 USD 160365.85000000 USD Kering SA 1805596.47000000 USD 72246.13000000 USD Accor SA 2590010.92000000 USD -73544.43000000 USD HUGO BOSS AG 940379.95000000 USD 45019.33000000 USD Airbus SE 2443174.99000000 USD -40910.96000000 USD Prosus NV 3193013.81000000 USD 157506.98000000 USD Danone SA 908360.64000000 USD 64301.67000000 USD ASR Nederland NV 5061828.25000000 USD 107698.56000000 USD Continental AG 946688.46000000 USD -28970.68000000 USD Korian SA 51831.75000000 USD -2558.80000000 USD Bayer AG (Registered) 1156355.12000000 USD -74118.90000000 USD Red Electrica Corp. SA 1751112.33000000 USD 104561.90000000 USD Orange SA 3769168.68000000 USD 8347.43000000 USD Legrand SA 1741801.88000000 USD 92143.01000000 USD Bayerische Motoren Werke AG 989481.36000000 USD 18103.39000000 USD Valmet OYJ 1707021.80000000 USD -254476.44000000 USD Vivendi SE 526225.81000000 USD 818.32000000 USD Aegon NV 2410032.57000000 USD 243598.01000000 USD CompuGroup Medical SE & Co. KgaA 609651.30000000 USD 67955.82000000 USD Banco Santander SA 1553550.27000000 USD -34126.29000000 USD Deutsche Lufthansa AG (Registered) 3232591.26000000 USD -111964.86000000 USD ProSiebenSat.1 Media SE 3830101.14000000 USD -270603.10000000 USD Neste OYJ 828063.19000000 USD -84585.11000000 USD Edenred 2200839.17000000 USD -36935.53000000 USD HOCHTIEF AG 1295247.42000000 USD -34805.38000000 USD Solvay SA 432560.91000000 USD -27691.11000000 USD IMCD NV 2473761.19000000 USD -31373.40000000 USD Heineken NV 241274.22000000 USD -1919.56000000 USD Huhtamaki OYJ 996198.27000000 USD -4479.89000000 USD Merck KGaA 1596122.72000000 USD -2551.59000000 USD Y 2022-11-11 0.00000000 USD 0.00000000 USD 352475910.00000000 USD -3413324.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -1262.98000000 -0.00016463344 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 74482.28000000 USD 66000.00000000 EUR 2022-06-15 -1262.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -25967.59000000 -0.00338495764 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3312499.00000000 PLN 756648.53000000 USD 2022-06-15 -25967.59000000 N N N N/A N/A N/A -430.00000000 NC USD -414232.89000000 -0.05399656981 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A 100 oz Gold 2022-06-28 -84022000.00000000 USD -414232.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -562625.18000000 -0.07333997503 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21883500.00000000 AUD 15833508.42000000 USD 2022-06-15 -562625.18000000 N N N 2022-05-02 AQR Funds Heather Bonner Heather Bonner Principal Financial Officer XXXX