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12804.00000000 NS 135078.34000000 0.089854297220 Long EC CORP NL N 2 N N N Italgas SpA 815600F25FF44EF1FA76 N/A 43884.00000000 NS 256078.31000000 0.170343643387 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 214.25000000 0.000142519394 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 194770.64000000 USD 185000.00000000 EUR 2022-09-21 214.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 29.20000000 0.000019423880 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7158.00000000 EUR 7573.53000000 USD 2022-09-21 29.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.39000000 0.000000259428 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 375.00000000 NOK 38.53000000 USD 2022-09-21 0.39000000 N N N Enagas SA 213800OU3FQKGM4M2U23 N/A 988.00000000 NS 21851.15000000 0.014535414979 Long EC CORP ES N 2 N N N Hera SpA 8156009414FD99443B48 N/A 87578.00000000 NS 253778.25000000 0.168813640317 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 146.21000000 0.000097259092 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7152.00000000 EUR 7684.22000000 USD 2022-09-21 146.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.16000000 0.000000106432 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 36.00000000 CAD 28.13000000 USD 2022-09-21 0.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 18.38000000 0.000012226401 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7153.00000000 EUR 7557.44000000 USD 2022-09-21 18.38000000 N N N FinecoBank Banca Fineco SpA 549300L7YCATGO57ZE10 N/A -46348.00000000 NS -556016.68000000 -0.36986305890 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 76.91000000 0.000051160637 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7152.00000000 EUR 7614.92000000 USD 2022-09-21 76.91000000 N N N United States of America 254900HROIFWPRGM1V77 912796V55 605000.00000000 PA USD 601739.96000000 0.400278247534 Long STIV UST US N 2 2022-10-13 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 0.10000000 0.000000066520 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 37.00000000 CAD 28.85000000 USD 2022-09-21 0.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 2.76000000 0.000001835955 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 200000.00000000 HKD 25549.21000000 USD 2022-09-21 2.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 185.92000000 0.000123674239 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7158.00000000 EUR 7730.25000000 USD 2022-09-21 185.92000000 N N N Pirelli & C SpA 815600A0C9AFC1F2A709 N/A 1420.00000000 NS 5779.44000000 0.003844491422 Long EC CORP IT Y 2 N N N United States of America 254900HROIFWPRGM1V77 912796S42 2709000.00000000 PA USD 2707472.42000000 1.801014370935 Long STIV UST US N 2 2022-07-21 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 38.01000000 0.000025284304 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7158.00000000 EUR 7582.34000000 USD 2022-09-21 38.01000000 N N N Leonardo SpA 529900X4EEX1U9LN3U39 N/A 89174.00000000 NS 904741.88000000 0.601835540716 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -0.52000000 -0.00000034590 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 23.86000000 USD 238.00000000 SEK 2022-09-21 -0.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 82.77000000 0.000055058717 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7158.00000000 EUR 7627.10000000 USD 2022-09-21 82.77000000 N N N Infrastrutture Wireless Italiane SpA 81560066183FE361C071 N/A -25932.00000000 NS -263632.36000000 -0.17536860781 Short EC CORP IT Y 2 N N N N/A N/A N/A 1.00000000 NC N/A 0.39000000 0.000000259428 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 374.00000000 NOK 38.43000000 USD 2022-09-21 0.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 185.08000000 0.000123115470 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7180.00000000 EUR 7752.60000000 USD 2022-09-21 185.08000000 N N N United States of America 254900HROIFWPRGM1V77 912796W62 13072000.00000000 PA USD 12968468.45000000 8.626643017648 Long STIV UST US N 2 2022-11-17 None 0.00000000 N N N N N N N/A N/A 000000000 14899317.04999999 PA -26302.54999999 -0.01749649237 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus SARON +/- spread (-1.60% to 0.23%). CHF Currency. Maturity 34-61 Months 04/23/25 to 07/01/27 ABB Ltd. (Registered) 202557.78000000 USD -1438.18000000 USD Alcon, Inc. 279785.02000000 USD -9899.58000000 USD Adecco Group AG (Registered) 15781.28000000 USD 151.96000000 USD Logitech International SA (Registered) 699736.84000000 USD 14962.52000000 USD Stadler Rail AG 37177.27000000 USD -1977.56000000 USD Sika AG (Registered) 513382.11000000 USD -2912.97000000 USD Temenos AG (Registered) 671375.61000000 USD 25652.39000000 USD dormakaba Holding AG 186354.62000000 USD 5651.75000000 USD ams-OSRAM AG 40051.06000000 USD 961.24000000 USD Kuehne + Nagel International AG (Registered) 268015.62000000 USD 5585.62000000 USD Idorsia Ltd. 366146.07000000 USD 5659.06000000 USD Holcim AG 176104.52000000 USD 14303.08000000 USD Julius Baer Group Ltd. 287664.91000000 USD -5935.04000000 USD Swiss Life Holding AG (Registered) 151331.96000000 USD 8888.01000000 USD Georg Fischer AG (Registered) 84800.45000000 USD -2120.27000000 USD Swiss Re AG 73892.33000000 USD -257.30000000 USD Nestle SA (Registered) 588454.34000000 USD -26226.30000000 USD Baloise Holding AG (Registered) 52054.47000000 USD 256.43000000 USD UBS Group AG (Registered) 41241.32000000 USD 704.30000000 USD Novartis AG (Registered) 1143012.47000000 USD 27380.83000000 USD Chocoladefabriken Lindt & Spruengli AG 91638.38000000 USD -5659.23000000 USD Bachem Holding AG (Registered), Class B 440922.85000000 USD 28565.55000000 USD Flughafen Zurich AG (Registered) 116674.03000000 USD 6651.80000000 USD Zurich Insurance Group AG 171376.86000000 USD -3209.99000000 USD Swisscom AG (Registered) 297025.75000000 USD 5033.89000000 USD SGS SA (Registered) 27524.16000000 USD -1617.28000000 USD Dufry AG (Registered) 286630.72000000 USD 3993.62000000 USD Bucher Industries AG (Registered) 351141.52000000 USD -10308.23000000 USD Galenica AG 376170.82000000 USD 36306.47000000 USD Cie Financiere Richemont SA 123052.28000000 USD -4387.67000000 USD EMS-Chemie Holding AG (Registered) 273892.66000000 USD -9816.87000000 USD Schindler Holding AG 60160.66000000 USD 212.45000000 USD Clariant AG (Registered) 349807.74000000 USD -5897.58000000 USD DKSH Holding AG 429108.42000000 USD 13403.86000000 USD SIG Group AG 687634.25000000 USD -59440.21000000 USD BKW AG 41430.51000000 USD 294.77000000 USD Barry Callebaut AG (Registered) 416160.14000000 USD 8173.97000000 USD Swatch Group AG (The) 488379.27000000 USD 10264.78000000 USD Sonova Holding AG (Registered) 134863.43000000 USD -10383.04000000 USD Partners Group Holding AG 83988.02000000 USD -695.71000000 USD Straumann Holding AG (Registered) 189975.08000000 USD -24040.29000000 USD Belimo Holding AG (Registered) 83090.67000000 USD 2994.30000000 USD Geberit AG (Registered) 127492.45000000 USD -1780.58000000 USD Tecan Group AG (Registered) 287111.62000000 USD 1097.61000000 USD Credit Suisse Group AG (Registered) 403379.32000000 USD 18205.33000000 USD Helvetia Holding AG (Registered) 249331.99000000 USD 810.90000000 USD Sulzer AG (Registered) 101039.60000000 USD -7547.79000000 USD Lonza Group AG (Registered) 27775.14000000 USD -692.55000000 USD VAT Group AG 288422.73000000 USD 2015.61000000 USD Roche Holding AG 681971.69000000 USD 32954.29000000 USD Givaudan SA (Registered) 1152581.10000000 USD -87469.72000000 USD OC Oerlikon Corp. AG (Registered) 180643.14000000 USD -7859.11000000 USD Y 2025-04-23 0.00000000 USD 0.00000000 USD 14899317.00000000 USD -10436.69000000 N N N N/A N/A 000000000 2741836.18000000 PA 66716.87000000 0.044380153521 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Rec/pay the total return of custom basket plus SORA +/- spread (-1.50% to 0.23%). SGD Currency. Maturity 24 Months 08/25/23 to 06/28/24 Yangzijiang Shipbuilding Holdings Ltd. 877826.73000000 USD 9732.92000000 USD Singapore Airlines Ltd. 95168.64000000 USD -1021.30000000 USD Wilmar International Ltd. 37837.59000000 USD -994.91000000 USD Singapore Technologies Engineering Ltd. 270224.72000000 USD 1405.39000000 USD Singapore Telecommunications Ltd. 34945.27000000 USD -761.84000000 USD DBS Group Holdings Ltd. 189046.12000000 USD 3068.86000000 USD UOL Group Ltd. 95940.72000000 USD -1226.11000000 USD Genting Singapore Ltd. 134183.09000000 USD -4552.72000000 USD Keppel Corp. Ltd. 251800.22000000 USD 3092.90000000 USD United Overseas Bank Ltd. 49119.55000000 USD -672.50000000 USD City Developments Ltd. 266880.50000000 USD 1306.07000000 USD Oversea-Chinese Banking Corp. Ltd. 438863.03000000 USD -594.12000000 USD Y 2023-08-25 0.00000000 USD 0.00000000 USD 2741836.00000000 USD 8782.68000000 N N N Banca Generali SpA 815600903231FA2E7698 N/A -10858.00000000 NS -307423.33000000 -0.20449842118 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 47.53000000 0.000031617021 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7157.00000000 EUR 7590.81000000 USD 2022-09-21 47.53000000 N N N Stellantis NV 549300LKT9PW7ZIBDF31 N/A 72127.00000000 NS 895438.23000000 0.595646739963 Long EC CORP NL N 2 N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 N/A 4794.00000000 NS 76573.48000000 0.050936784025 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 0.61000000 0.000000405772 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 374.00000000 NOK 38.65000000 USD 2022-09-21 0.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 14.34000000 0.000009538987 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7152.00000000 EUR 7552.35000000 USD 2022-09-21 14.34000000 N N N Salvatore Ferragamo SpA 5493005GRP0FEE3NRI35 N/A -707.00000000 NS -10921.86000000 -0.00726523626 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3.96000000 0.000002634197 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 259.43000000 USD 250.00000000 CHF 2022-09-21 3.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -43.98000000 -0.00002925555 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7158.00000000 EUR 7500.35000000 USD 2022-09-21 -43.98000000 N N N Recordati Industria Chimica e Farmaceutica SpA 815600FBF92FD3531704 N/A -1686.00000000 NS -73525.19000000 -0.04890905733 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 193.28000000 0.000128570121 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7142.00000000 EUR 7720.75000000 USD 2022-09-21 193.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 146.23000000 0.000097272396 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7153.00000000 EUR 7685.29000000 USD 2022-09-21 146.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 91.66000000 0.000060972357 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7158.00000000 EUR 7635.99000000 USD 2022-09-21 91.66000000 N N N Reply SpA 815600DAEFB0388F3521 N/A -102.00000000 NS -12408.42000000 -0.00825409801 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 193.27000000 0.000128563469 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7142.00000000 EUR 7720.74000000 USD 2022-09-21 193.27000000 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 90262Y729 77345728.04460000 NS USD 77283851.46000000 51.40932409596 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1629.99000000 0.001084271585 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 70000.00000000 EUR 75408.06000000 USD 2022-09-21 1629.99000000 N N N N/A N/A 000000000 11931674.33000000 PA -36193.41000000 -0.02407590602 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus STIBOR +/- spread (-2.75% to 0.23%). SEK Currency. Maturity 34-61 Months 04/23/25 to 07/01/27 Beijer Ref AB 254492.34000000 USD -6502.06000000 USD Elekta AB, Class B 423694.31000000 USD 22213.40000000 USD SSAB AB, Class B 663864.24000000 USD -40806.18000000 USD Lifco AB, Class B 161615.34000000 USD 1486.49000000 USD Holmen AB, Class B 176661.83000000 USD 9498.80000000 USD Electrolux AB, Series B 127207.64000000 USD -2367.75000000 USD Atlas Copco AB, Class A 45274.54000000 USD 467.67000000 USD Assa Abloy AB, Class B 72684.20000000 USD -200.88000000 USD Hexpol AB 21930.90000000 USD -156.25000000 USD Boliden AB 350026.45000000 USD -19479.60000000 USD Trelleborg AB, Class B 30470.22000000 USD -2050.17000000 USD Saab AB, Class B 514010.33000000 USD 48633.37000000 USD AAK AB 311898.20000000 USD -19158.32000000 USD Embracer Group AB 255311.89000000 USD 9306.91000000 USD Sinch AB 48973.90000000 USD 9446.00000000 USD Tele2 AB, Class B 81268.23000000 USD -2402.53000000 USD Essity AB, Class B 198511.44000000 USD 3076.46000000 USD Swedbank AB, Class A 529447.55000000 USD -20486.18000000 USD Nibe Industrier AB, Class B 552636.30000000 USD -48834.81000000 USD H & M Hennes & Mauritz AB, Class B 193830.77000000 USD -2866.65000000 USD Skanska AB, Class B 335912.26000000 USD -2538.39000000 USD Sandvik AB 93463.91000000 USD 7419.61000000 USD BillerudKorsnas AB 34284.68000000 USD 1085.18000000 USD Telia Co. AB 539284.39000000 USD 9952.99000000 USD Sweco AB, Class B 160306.33000000 USD -11679.84000000 USD Epiroc AB, Class A 324924.10000000 USD 18338.98000000 USD EQT AB 498719.93000000 USD 12022.11000000 USD Millicom International Cellular SA 215190.56000000 USD -5627.94000000 USD Nordea Bank Abp 171873.88000000 USD -6267.58000000 USD Svenska Handelsbanken AB, Class A 212039.71000000 USD -4147.82000000 USD Skandinaviska Enskilda Banken AB, Class A 249103.80000000 USD -7212.77000000 USD SKF AB, Class B 332318.07000000 USD 12685.44000000 USD Alfa Laval AB 460430.40000000 USD 6424.42000000 USD Husqvarna AB, Class B 112574.62000000 USD 1759.19000000 USD Telefonaktiebolaget LM Ericsson, Class B 971734.29000000 USD 8472.67000000 USD Svenska Cellulosa AB SCA, Class B 122784.76000000 USD 1675.52000000 USD Axfood AB 354493.67000000 USD -33627.64000000 USD Volvo AB, Class B 309071.72000000 USD -11108.97000000 USD Hexagon AB, Class B 614111.85000000 USD -10290.92000000 USD Indutrade AB 15687.56000000 USD -681.53000000 USD Securitas AB, Class B 392399.28000000 USD 5521.87000000 USD Getinge AB, Class B 283331.03000000 USD 22520.37000000 USD Swedish Orphan Biovitrum AB 60946.86000000 USD 1129.01000000 USD Evolution AB 52876.05000000 USD 693.57000000 USD Y 2025-04-23 0.00000000 USD 0.00000000 USD 11931674.00000000 USD -44664.73000000 N N N Telecom Italia SpA 549300W384M3RI3VXU42 N/A -123649.00000000 NS -32421.73000000 -0.02156697930 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 1.03000000 0.000000685157 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 375.00000000 NOK 39.17000000 USD 2022-09-21 1.03000000 N N N N/A N/A 000000000 23965760.59000000 PA -475116.31999999 -0.31604802836 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Rec/pay the total return of custom basket plus CDOR +/- spread (-1.17% to 0.23%). CAD Currency. Maturity 13-14 Months 07/25/22 to 08/25/23 Canadian Pacific Railway Ltd. 465964.58000000 USD 5812.55000000 USD Cogeco Communications, Inc. 158825.64000000 USD -5942.78000000 USD Keyera Corp. 20807.49000000 USD 276.02000000 USD iA Financial Corp., Inc. 324128.60000000 USD 11138.44000000 USD Canadian National Railway Co. 100673.59000000 USD -855.23000000 USD Canadian Tire Corp. Ltd., Class A 438929.15000000 USD -15405.76000000 USD Metro, Inc. 266172.55000000 USD -770.51000000 USD Brookfield Infrastructure Corp., Class A 80128.53000000 USD -792.04000000 USD Empire Co. Ltd., Class A 336556.79000000 USD -1782.52000000 USD GFL Environmental, Inc. 270339.53000000 USD 16060.58000000 USD Lundin Mining Corp. 312111.13000000 USD -20254.31000000 USD Lightspeed Commerce, Inc. 193555.55000000 USD 18321.35000000 USD Saputo, Inc. 232659.13000000 USD 4321.69000000 USD Bank of Montreal 283005.39000000 USD -1206.07000000 USD Restaurant Brands International, Inc. 292501.30000000 USD 996.60000000 USD Franco-Nevada Corp. 496568.52000000 USD 30940.22000000 USD Barrick Gold Corp. 136415.00000000 USD -6115.75000000 USD Suncor Energy, Inc. 595584.34000000 USD -10984.64000000 USD ARC Resources Ltd. 150208.20000000 USD 2128.64000000 USD Kinaxis, Inc. 147035.05000000 USD 1735.30000000 USD National Bank of Canada 20605.64000000 USD -34.15000000 USD Turquoise Hill Resources Ltd. 50305.66000000 USD 308.48000000 USD WSP Global, Inc. 138733.36000000 USD -2058.98000000 USD George Weston Ltd. 195789.40000000 USD 2581.69000000 USD Algonquin Power & Utilities Corp. 286984.85000000 USD 9694.20000000 USD Capital Power Corp. 321455.04000000 USD -6856.18000000 USD AltaGas Ltd. 124680.27000000 USD 826.31000000 USD Quebecor, Inc., Class B 146184.28000000 USD -2710.07000000 USD TFI International, Inc. 230870.94000000 USD 1429.96000000 USD TMX Group Ltd. 374518.33000000 USD -3573.65000000 USD IGM Financial, Inc. 70114.98000000 USD -2093.29000000 USD Boralex, Inc., Class A 404415.16000000 USD -660.19000000 USD CI Financial Corp. 340762.35000000 USD -15197.09000000 USD Pembina Pipeline Corp. 71615.13000000 USD -133.69000000 USD Whitecap Resources, Inc. 400063.61000000 USD -12657.00000000 USD Canadian Natural Resources Ltd. 244663.62000000 USD -251.22000000 USD Royal Bank of Canada 424020.01000000 USD 442.25000000 USD Enbridge, Inc. 234340.93000000 USD -129.33000000 USD Innergex Renewable Energy, Inc. 233466.67000000 USD 6342.74000000 USD BCE, Inc. 277764.74000000 USD 1141.44000000 USD Air Canada 164674.17000000 USD 12452.01000000 USD Agnico Eagle Mines Ltd. 253128.97000000 USD 21712.63000000 USD SNC-Lavalin Group, Inc. 57224.81000000 USD -1395.73000000 USD Toronto-Dominion Bank (The) 358244.12000000 USD 1798.98000000 USD Loblaw Cos. Ltd. 269662.14000000 USD 3520.00000000 USD Canadian Utilities Ltd., Class A 9633.29000000 USD -127.98000000 USD Wheaton Precious Metals Corp. 315457.50000000 USD 24213.64000000 USD CCL Industries, Inc., Class B 40175.58000000 USD -401.85000000 USD Fortis, Inc. 185783.48000000 USD -244.25000000 USD Parkland Corp. 110974.64000000 USD 1999.83000000 USD Emera, Inc. 215490.99000000 USD -107.21000000 USD Stantec, Inc. 72064.60000000 USD 562.31000000 USD Sun Life Financial, Inc. 68959.68000000 USD 81.84000000 USD Bausch Health Cos., Inc. 132886.67000000 USD -5310.53000000 USD Alimentation Couche-Tard, Inc. 79730.61000000 USD -7632.40000000 USD Tourmaline Oil Corp. 26518.26000000 USD -427.91000000 USD West Fraser Timber Co. Ltd. 517330.13000000 USD -366.64000000 USD Open Text Corp. 277228.88000000 USD -10476.51000000 USD BRP, Inc. 249808.87000000 USD 7341.55000000 USD Fairfax Financial Holdings Ltd. 592439.25000000 USD 31832.43000000 USD Canadian Imperial Bank of Commerce 95960.04000000 USD -721.50000000 USD Constellation Software, Inc. 166265.88000000 USD 3066.25000000 USD Atco Ltd., Class I 598837.71000000 USD 10693.00000000 USD Nutrien Ltd. 236922.97000000 USD -12249.46000000 USD MEG Energy Corp. 122284.07000000 USD -5594.83000000 USD Descartes Systems Group, Inc. (The) 36912.73000000 USD 69.11000000 USD Cameco Corp. 342118.11000000 USD 31038.96000000 USD Hydro One Ltd. 11481.10000000 USD 172.50000000 USD Teck Resources Ltd., Class B 380482.03000000 USD -24314.13000000 USD Onex Corp. 392358.53000000 USD -4810.82000000 USD BlackBerry Ltd. 232009.08000000 USD 17074.15000000 USD Northland Power, Inc. 66000.19000000 USD 327.25000000 USD Toromont Industries Ltd. 260766.01000000 USD 4192.08000000 USD Shopify, Inc., Class A 224347.11000000 USD 43787.29000000 USD Dollarama, Inc. 369505.94000000 USD 8175.79000000 USD Brookfield Renewable Corp. 369378.89000000 USD 8263.09000000 USD Imperial Oil Ltd. 492671.44000000 USD -13396.64000000 USD Thomson Reuters Corp. 162316.53000000 USD -1098.90000000 USD TransAlta Renewables, Inc. 108154.40000000 USD -2695.64000000 USD Bank of Nova Scotia (The) 185656.20000000 USD -1730.32000000 USD Finning International, Inc. 286410.66000000 USD -3094.33000000 USD SSR Mining, Inc. 102956.81000000 USD -7225.69000000 USD Alamos Gold, Inc., Class A 799.74000000 USD 16.83000000 USD CAE, Inc. 543444.03000000 USD 1524.32000000 USD Manulife Financial Corp. 674680.61000000 USD 5743.25000000 USD Pan American Silver Corp. 139436.86000000 USD 12681.09000000 USD Kinross Gold Corp. 46422.67000000 USD 2240.27000000 USD TC Energy Corp. 421464.01000000 USD 7633.45000000 USD Canada Goose Holdings, Inc. 16469.75000000 USD 1517.88000000 USD First Quantum Minerals Ltd. 180759.60000000 USD 18209.20000000 USD CGI, Inc. 189275.20000000 USD -1698.20000000 USD Intact Financial Corp. 433306.65000000 USD 2792.29000000 USD Ballard Power Systems, Inc. 456946.17000000 USD 30912.72000000 USD Ritchie Bros Auctioneers, Inc. 250300.07000000 USD -9772.91000000 USD Rogers Communications, Inc., Class B 187550.90000000 USD 153.18000000 USD Magna International, Inc. 236167.40000000 USD -14133.96000000 USD Gildan Activewear, Inc. 153789.74000000 USD -839.94000000 USD Nuvei Corp. 55150.34000000 USD -5157.01000000 USD Brookfield Asset Management, Inc., Class A 512412.94000000 USD 14676.17000000 USD Cenovus Energy, Inc. 32134.56000000 USD -1230.17000000 USD Element Fleet Management Corp. 300511.25000000 USD -1735.72000000 USD Y 2022-07-25 0.00000000 USD 0.00000000 USD 23965761.00000000 USD 196518.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.41000000 0.000000272732 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2000.00000000 DKK 283.86000000 USD 2022-09-21 0.41000000 N N N United States of America 254900HROIFWPRGM1V77 912796T58 14893000.00000000 PA USD 14860349.18000000 9.885124676650 Long STIV UST US N 2 2022-08-25 None 0.00000000 N N N N N N Mediobanca Banca di Credito Finanziario SpA PSNL19R2RXX5U3QWHI44 N/A -13691.00000000 NS -118737.01000000 -0.07898402206 Short EC CORP IT N 2 N N N N/A N/A 000000000 36234399.37999999 PA -1012603.45000000 -0.67358520516 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 (-2.22% to 0.35%). EUR Currency. Maturity 14-24 Months 08/21/23 HeidelbergCement AG 293550.31000000 USD -22632.26000000 USD thyssenkrupp AG 355789.23000000 USD -74706.70000000 USD CTS Eventim AG & Co. KGaA 83660.36000000 USD 5591.65000000 USD Bouygues SA 309375.94000000 USD -17528.80000000 USD Dassault Aviation SA 423045.09000000 USD -6632.00000000 USD Mercedes-Benz Group AG 41351.79000000 USD -1662.49000000 USD Renault SA 405878.61000000 USD 939.52000000 USD Evotec SE 102530.17000000 USD 45.48000000 USD LVMH Moet Hennessy Louis Vuitton SE 566299.30000000 USD -38863.13000000 USD Vitesco Technologies Group AG 2718.75000000 USD 362.22000000 USD adidas AG 797918.40000000 USD -15660.21000000 USD Faurecia SE 33808.12000000 USD 1946.15000000 USD Siemens AG (Registered) 494348.35000000 USD 20833.70000000 USD Nemetschek SE 81034.45000000 USD -4792.07000000 USD Aurubis AG 322617.71000000 USD -46223.29000000 USD Beiersdorf AG 38173.62000000 USD 58.58000000 USD Evonik Industries AG 135239.59000000 USD -13977.46000000 USD Allianz SE (Registered) 411026.90000000 USD 1126.98000000 USD Telefonica Deutschland Holding AG 22752.48000000 USD -853.59000000 USD Amundi SA 238727.48000000 USD 16893.74000000 USD Puma SE 416656.00000000 USD 11012.37000000 USD QIAGEN NV 230576.97000000 USD 17867.68000000 USD Publicis Groupe SA 276197.92000000 USD 7626.00000000 USD HelloFresh SE 4632.71000000 USD 42.44000000 USD Volkswagen AG 267529.16000000 USD -22857.67000000 USD SCOR SE 54020.04000000 USD -2163.37000000 USD Rexel SA 371234.32000000 USD -60215.75000000 USD Freenet AG 354796.21000000 USD 4536.87000000 USD LANXESS AG 180468.56000000 USD 19375.51000000 USD Electricite de France SA 560439.09000000 USD -15842.36000000 USD L'Oreal SA 561431.36000000 USD -40107.62000000 USD Delivery Hero SE 461122.91000000 USD -11011.39000000 USD Schneider Electric SE 1102903.94000000 USD 20141.82000000 USD TotalEnergies SE 406094.21000000 USD 7183.55000000 USD E.ON SE 49974.11000000 USD 3704.72000000 USD Sartorius Stedim Biotech 354957.58000000 USD -15421.78000000 USD Hermes International 354509.94000000 USD -33054.42000000 USD La Francaise des Jeux SAEM 323282.97000000 USD 6101.93000000 USD Casino Guichard Perrachon SA 138446.17000000 USD -15434.66000000 USD Edenred 118852.98000000 USD 1358.92000000 USD SES SA 256526.19000000 USD -5956.47000000 USD Orange SA 646894.63000000 USD 17627.56000000 USD Fraport AG Frankfurt Airport Services Worldwide 125293.13000000 USD 21523.09000000 USD Sodexo SA 281098.27000000 USD 2572.95000000 USD Eiffage SA 523672.97000000 USD -13947.58000000 USD Muenchener Rueckversicherungs-Gesellschaft AG (Registered) 33116.63000000 USD -301.07000000 USD United Internet AG (Registered), Class G 147992.91000000 USD -4063.50000000 USD SEB SA 27697.31000000 USD -159.15000000 USD Daimler Truck Holding AG 54725.99000000 USD -3689.20000000 USD Eurofins Scientific SE 206291.05000000 USD 4720.30000000 USD Bayer AG (Registered) 423329.54000000 USD -25112.97000000 USD Worldline SA 43528.39000000 USD 759.87000000 USD EssilorLuxottica SA 978205.19000000 USD -35771.91000000 USD Symrise AG 388599.55000000 USD -24043.85000000 USD Carrefour SA 66123.63000000 USD -5253.95000000 USD Ubisoft Entertainment SA 62009.29000000 USD 882.81000000 USD Vinci SA 41021.00000000 USD 473.78000000 USD Teleperformance 22850.03000000 USD 1113.24000000 USD SAP SE 387480.63000000 USD 9088.82000000 USD Rubis SCA 307968.39000000 USD -1185.05000000 USD Sanofi 262401.46000000 USD -5621.92000000 USD Siemens Healthineers AG 181460.44000000 USD -13812.49000000 USD Safran SA 126547.76000000 USD -5154.34000000 USD Bayerische Motoren Werke AG 386827.87000000 USD -16249.82000000 USD Valeo 325318.24000000 USD 4997.28000000 USD Rational AG 72873.76000000 USD 2447.64000000 USD Air France-KLM 32182.44000000 USD -1435.48000000 USD TeamViewer AG 60810.68000000 USD -1473.55000000 USD HUGO BOSS AG 399798.92000000 USD 13928.50000000 USD Atos SE 606011.48000000 USD -7571.50000000 USD Zalando SE 376567.85000000 USD 2827.96000000 USD RWE AG 299550.09000000 USD 17791.81000000 USD Air Liquide SA 893359.05000000 USD 6649.55000000 USD Covestro AG 571338.18000000 USD -44303.79000000 USD Danone SA 1120.05000000 USD -32.28000000 USD Bureau Veritas SA 105227.76000000 USD -2575.30000000 USD Thales SA 309643.73000000 USD 2728.85000000 USD Engie SA 47462.17000000 USD -1421.79000000 USD Deutsche Telekom AG (Registered) 741352.26000000 USD -30361.60000000 USD Bechtle AG 248583.47000000 USD 18425.27000000 USD GEA Group AG 456959.11000000 USD -12366.67000000 USD Pernod Ricard SA 97613.89000000 USD -3743.56000000 USD Getlink SE 121345.20000000 USD 2912.18000000 USD Sartorius AG 325698.81000000 USD -23754.84000000 USD Brenntag SE 98806.65000000 USD 8282.82000000 USD Korian SA 83300.96000000 USD -1991.40000000 USD SOITEC 218907.52000000 USD 11550.52000000 USD Accor SA 186142.06000000 USD 12131.96000000 USD Bollore SE 24245.74000000 USD 1062.73000000 USD Henkel AG & Co. KGaA 305504.57000000 USD 4083.11000000 USD Kering SA 77215.82000000 USD 641.23000000 USD Legrand SA 110853.02000000 USD 1143.28000000 USD ProSiebenSat.1 Media SE 727475.96000000 USD -20700.26000000 USD Remy Cointreau SA 141948.45000000 USD -9947.31000000 USD Capgemini SE 62947.95000000 USD 1503.60000000 USD BioMerieux 266218.01000000 USD 28588.22000000 USD Infineon Technologies AG 145928.82000000 USD 4786.78000000 USD Hannover Rueck SE 224178.72000000 USD -2868.66000000 USD METRO AG 300943.77000000 USD 9467.30000000 USD CompuGroup Medical SE & Co. KgaA 18279.64000000 USD -1119.17000000 USD Dassault Systemes SE 85416.25000000 USD 3173.36000000 USD Stroeer SE & Co. KGaA 64595.40000000 USD -3079.96000000 USD Eutelsat Communications SA 325638.29000000 USD -4567.20000000 USD Fresenius Medical Care AG & Co. KGaA 526712.97000000 USD 12328.38000000 USD Merck KGaA 141124.94000000 USD -3234.84000000 USD STMicroelectronics NV 439145.57000000 USD -22220.31000000 USD Continental AG 527889.67000000 USD 20903.47000000 USD Uniper SE 128818.88000000 USD -28476.08000000 USD Orpea SA 111863.76000000 USD 3544.63000000 USD Vivendi SE 128357.15000000 USD 12219.44000000 USD Deutsche Lufthansa AG (Registered) 348603.34000000 USD 21642.23000000 USD Carl Zeiss Meditec AG 332073.85000000 USD -23405.97000000 USD Cie Plastic Omnium SA 43311.34000000 USD -1221.79000000 USD Scout24 SE 112354.97000000 USD 7683.63000000 USD Arkema SA 111368.37000000 USD -7607.20000000 USD AXA SA 405620.14000000 USD -7201.36000000 USD Alstom SA 421754.04000000 USD 51297.72000000 USD Knorr-Bremse AG 315183.90000000 USD -17994.99000000 USD Cie Generale des Etablissements Michelin SCA 402017.53000000 USD 19917.33000000 USD FUCHS PETROLUB SE 117390.49000000 USD -8076.14000000 USD Veolia Environnement SA 31818.28000000 USD 206.32000000 USD Deutsche Post AG (Registered) 374692.10000000 USD 8357.18000000 USD HOCHTIEF AG 223450.13000000 USD -10464.07000000 USD Cie de Saint-Gobain 555325.23000000 USD -46737.57000000 USD Siemens Energy AG 4450.98000000 USD 394.34000000 USD Aeroports de Paris 427186.60000000 USD 27049.27000000 USD Rheinmetall AG 326532.20000000 USD -5117.98000000 USD Deutsche Bank AG (Registered) 785137.48000000 USD -70027.68000000 USD BASF SE 557184.86000000 USD -37155.06000000 USD MTU Aero Engines AG 115227.49000000 USD -2379.20000000 USD Airbus SE 240612.35000000 USD 2024.96000000 USD Ipsen SA 541587.52000000 USD 43390.78000000 USD KION Group AG 82803.49000000 USD -545.62000000 USD Software AG 63798.97000000 USD 537.57000000 USD Y 2023-08-21 0.00000000 USD 0.00000000 USD 36234399.00000000 USD -489011.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 38.02000000 0.000025290956 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7158.00000000 EUR 7582.35000000 USD 2022-09-21 38.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 143.56000000 0.000095496309 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7157.00000000 EUR 7686.84000000 USD 2022-09-21 143.56000000 N N N Terna - Rete Elettrica Nazionale 8156009E94ED54DE7C31 N/A -64315.00000000 NS -505659.56000000 -0.33636543354 Short EC CORP IT N 2 N N N Buzzi Unicem SpA 5299003DX5YLKSVJ6K59 N/A 25781.00000000 NS 423180.23000000 0.281500069989 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 47.51000000 0.000031603717 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7156.00000000 EUR 7589.74000000 USD 2022-09-21 47.51000000 N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 74608.00000000 NS 712979.69000000 0.474275068654 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 82.76000000 0.000055052065 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7158.00000000 EUR 7627.09000000 USD 2022-09-21 82.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 185.91000000 0.000123667587 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7158.00000000 EUR 7730.24000000 USD 2022-09-21 185.91000000 N N N Azimut Holding SpA 81560025690EF8540635 N/A 18139.00000000 NS 315727.08000000 0.210022087084 Long EC CORP IT N 2 N N N Poste Italiane SpA 815600354DEDBD0BA991 N/A 27417.00000000 NS 256526.59000000 0.170641839859 Long EC CORP IT Y 2 N N N N/A N/A N/A 1.00000000 NC N/A -736.32000000 -0.00048980107 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 140085.95000000 USD 193500.00000000 SGD 2022-09-21 -736.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 76.94000000 0.000051180593 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7153.00000000 EUR 7616.00000000 USD 2022-09-21 76.94000000 N N N United States of America 254900HROIFWPRGM1V77 912796N96 2035000.00000000 PA USD 2020998.77000000 1.344371156479 Long STIV UST US N 2 2022-11-03 None 0.00000000 N N N N N N Goldman Sachs Financial Square Funds - Treasury Instruments Fund 549300DAH6N80PM31E83 38142B500 5604450.20000000 NS USD 5604450.20000000 3.728087967518 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 79.11000000 0.000052624080 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7157.00000000 EUR 7622.39000000 USD 2022-09-21 79.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.72000000 -0.00000047894 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25.24000000 USD 250.00000000 SEK 2022-09-21 -0.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 3.96000000 0.000002634197 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 259.43000000 USD 250.00000000 CHF 2022-09-21 3.96000000 N N N Banco BPM SpA 815600E4E6DCD2D25E30 N/A 81028.00000000 NS 231309.22000000 0.153867210713 Long EC CORP IT N 2 N N N N/A N/A 000000000 24795.56000000 PA USD -2501.23000000 -0.00166382162 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus OBFR +/- spread (-0.20% to 0.00%). USD Currency. Maturity 57 Months 02/25/27 Y 2027-02-25 0.00000000 USD 0.00000000 USD 24796.00000000 USD -1030.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 188.95000000 0.000125689799 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7158.00000000 EUR 7733.28000000 USD 2022-09-21 188.95000000 N N N Interpump Group SpA 815600C79D0F31F4D395 N/A -3461.00000000 NS -132516.12000000 -0.08814990495 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 18.37000000 0.000012219749 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7152.00000000 EUR 7556.38000000 USD 2022-09-21 18.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 14.36000000 0.000009552291 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7153.00000000 EUR 7553.42000000 USD 2022-09-21 14.36000000 N N N Unipol Gruppo SpA 8156005CE5E7340CCA86 N/A 160869.00000000 NS 732755.98000000 0.487430283913 Long EC CORP IT N 2 N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 N/A -393136.00000000 NS -735742.63000000 -0.48941700759 Short EC CORP IT N 2 N N N N/A N/A 000000000 2915066.22000000 PA -101519.33000000 -0.06753079769 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus NIBOR +/- spread (-0.23% to 0.23%). NOK Currency. Maturity 34-62 Months 04/24/25 to 07/01/27 Yara International ASA 220273.69000000 USD -15538.03000000 USD Norsk Hydro ASA 221049.07000000 USD -22517.61000000 USD Gjensidige Forsikring ASA 12132.48000000 USD 436.18000000 USD Salmar ASA 367361.55000000 USD 1937.92000000 USD Subsea 7 SA 172863.21000000 USD 2878.91000000 USD Kongsberg Gruppen ASA 153067.96000000 USD -6242.82000000 USD Orkla ASA 95447.47000000 USD 5253.62000000 USD Adevinta ASA 319581.31000000 USD -30466.31000000 USD Equinor ASA 780362.67000000 USD -17036.82000000 USD Leroy Seafood Group ASA 207262.03000000 USD 3174.82000000 USD Bakkafrost P/F 217454.14000000 USD -8499.55000000 USD Schibsted ASA, Class A 31341.00000000 USD -3509.69000000 USD TOMRA Systems ASA 47539.25000000 USD 2678.30000000 USD Telenor ASA 39327.99000000 USD 1052.88000000 USD Mowi ASA 30002.40000000 USD -1939.45000000 USD Y 2025-04-24 0.00000000 USD 0.00000000 USD 2915066.00000000 USD -88337.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.72000000 -0.00000047894 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25.14000000 USD 249.00000000 SEK 2022-09-21 -0.72000000 N N N United States of America 254900HROIFWPRGM1V77 912796V71 1664000.00000000 PA USD 1653512.89000000 1.099919044573 Long STIV UST US N 2 2022-10-27 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 0.61000000 0.000000405772 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 376.00000000 NOK 38.85000000 USD 2022-09-21 0.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -34.29000000 -0.00002280975 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7158.00000000 EUR 7510.04000000 USD 2022-09-21 -34.29000000 N N N Moncler SpA 815600EBD7FB00525B20 N/A -6239.00000000 NS -268813.53000000 -0.17881512921 Short EC CORP IT N 2 N N N Brembo SpA 549300BLWVJN2BAT0A44 N/A -12585.00000000 NS -122710.17000000 -0.08162697355 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 0.10000000 0.000000066520 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 37.00000000 CAD 28.85000000 USD 2022-09-21 0.10000000 N N N Tenaris SA 549300Y7C05BKC4HZB40 N/A -5247.00000000 NS -67393.18000000 -0.04483003586 Short EC CORP LU N 2 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 N/A -39397.00000000 NS -216061.92000000 -0.14372468582 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 0.16000000 0.000000106432 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 37.00000000 CAD 28.91000000 USD 2022-09-21 0.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.12000000 0.000000079824 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 37.00000000 CAD 28.87000000 USD 2022-09-21 0.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 195.59000000 0.000130106736 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7157.00000000 EUR 7738.87000000 USD 2022-09-21 195.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 135.02000000 0.000089815489 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 28624.00000000 EUR 30303.93000000 USD 2022-09-21 135.02000000 N N N N/A N/A 000000000 324367907.07000029 PA USD -5037485.70000000 -3.35094240371 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 (-32.53% to 0.33%). USD Currency. 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Ltd. 661504.26000000 USD -40416.98000000 USD Disco Corp. 261758.03000000 USD -3492.20000000 USD Sekisui Chemical Co. Ltd. 431864.58000000 USD 2713.66000000 USD MEIJI Holdings Co. Ltd. 289913.18000000 USD 7608.86000000 USD Daiwa Securities Group, Inc. 171493.24000000 USD 952.74000000 USD Iida Group Holdings Co. Ltd. 1013256.23000000 USD 40591.08000000 USD Toyota Motor Corp. 1593847.29000000 USD -20063.65000000 USD Brother Industries Ltd. 358925.77000000 USD -419.75000000 USD TDK Corp. 386478.48000000 USD -6374.09000000 USD Y 2023-07-20 0.00000000 USD 0.00000000 USD 129238822.00000000 USD -2040221.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.02000000 -0.00000001330 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1.20000000 USD 12.00000000 SEK 2022-09-21 -0.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.41000000 0.000000272732 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2000.00000000 DKK 283.86000000 USD 2022-09-21 0.41000000 N N N N/A N/A 000000000 27375654.78999999 PA -628567.73000000 -0.41812411697 N/A DE GB N 2 Morgan Stanley International 4PQUHN3JPFGFNF3BB653 N/A N/A Rec/pay the total return of custom basket plus SONIA +/- spread (-0.35% to 0.35%). GBP Currency. 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