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PLN Currency. 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USD Currency. 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HKD Currency. Maturity 19-61 Months 01/13/25 to 07/03/28 Bosideng International Holdings Ltd. 271195.67000000 USD -25489.64000000 USD COSCO SHIPPING Energy Transportation Co. Ltd., Class H 193219.72000000 USD -10160.25000000 USD Chow Tai Fook Jewellery Group Ltd. 383724.68000000 USD 881.01000000 USD Yihai International Holding Ltd. 124926.77000000 USD -7564.30000000 USD China Resources Power Holdings Co. Ltd. 838036.82000000 USD -8031.19000000 USD Anhui Conch Cement Co. Ltd., Class H 348536.59000000 USD -3615.66000000 USD WuXi AppTec Co. Ltd., Class H 331798.07000000 USD 10558.20000000 USD CLP Holdings Ltd. 681502.52000000 USD 45575.38000000 USD Flat Glass Group Co. Ltd., Class H 2064107.21000000 USD -358594.20000000 USD China Feihe Ltd. 1023128.72000000 USD -30387.42000000 USD Jiangxi Copper Co. Ltd., Class H 899649.00000000 USD -31583.74000000 USD New World Development Co. Ltd. 2795322.05000000 USD -91354.83000000 USD China Merchants Port Holdings Co. Ltd. 379133.33000000 USD 4289.02000000 USD Wuxi Biologics Cayman, Inc. 790595.88000000 USD 40370.20000000 USD China Power International Development Ltd. 195877.97000000 USD 2671.03000000 USD Hangzhou Tigermed Consulting Co. Ltd., Class H 325704.69000000 USD 30346.41000000 USD Akeso, Inc. 127007.05000000 USD -3109.18000000 USD Vinda International Holdings Ltd. 29914.29000000 USD -125.79000000 USD Hang Seng Bank Ltd. 72703.68000000 USD -711.33000000 USD China Galaxy Securities Co. Ltd., Class H 787677.07000000 USD -27319.10000000 USD Li Ning Co. Ltd. 702023.67000000 USD 54245.07000000 USD China Life Insurance Co. Ltd., Class H 445279.78000000 USD 12282.93000000 USD Tongcheng Travel Holdings Ltd. 141150.82000000 USD 11100.02000000 USD Xinjiang Goldwind Science & Technology Co. Ltd., Class H 5773.50000000 USD 368.92000000 USD SITC International Holdings Co. Ltd. 1977664.31000000 USD 12273.81000000 USD NetEase, Inc. 67791.20000000 USD 2445.36000000 USD Hengan International Group Co. Ltd. 655658.55000000 USD -26508.26000000 USD Kingboard Laminates Holdings Ltd. 370982.40000000 USD 1887.84000000 USD Xiaomi Corp., Class B 844759.61000000 USD 5059.12000000 USD GF Securities Co. Ltd., Class H 498533.97000000 USD 7668.18000000 USD Aluminum Corp. of China Ltd., Class H 183518.45000000 USD -12898.09000000 USD Sino Land Co. Ltd. 150195.13000000 USD -7987.61000000 USD China Mengniu Dairy Co. Ltd. 1609977.51000000 USD 19560.53000000 USD China Ruyi Holdings Ltd. 977635.61000000 USD -1292.63000000 USD China Everbright Bank Co. Ltd., Class H 59821.82000000 USD 541.08000000 USD Kingdee International Software Group Co. Ltd. 1137385.26000000 USD 47242.78000000 USD Hygeia Healthcare Holdings Co. Ltd. 227041.79000000 USD 22893.53000000 USD Kingboard Holdings Ltd. 696100.04000000 USD -10303.10000000 USD Zai Lab Ltd. 80890.29000000 USD -2974.21000000 USD COSCO SHIPPING Holdings Co. Ltd., Class H 507576.68000000 USD -14473.37000000 USD Want Want China Holdings Ltd. 120382.55000000 USD -3482.17000000 USD China Cinda Asset Management Co. Ltd., Class H 708800.16000000 USD -70517.49000000 USD Kunlun Energy Co. Ltd. 1759852.85000000 USD 819.02000000 USD China Resources Cement Holdings Ltd. 358215.31000000 USD 6775.80000000 USD Innovent Biologics, Inc. 476692.42000000 USD 84438.70000000 USD Zijin Mining Group Co. Ltd., Class H 1320945.68000000 USD 570.47000000 USD China Taiping Insurance Holdings Co. Ltd. 1246373.63000000 USD -42245.06000000 USD MTR Corp. Ltd. 850256.58000000 USD 23014.18000000 USD PetroChina Co. Ltd., Class H 690191.67000000 USD -30317.27000000 USD Bank of Communications Co. Ltd., Class H 655528.42000000 USD -13981.54000000 USD China Conch Venture Holdings Ltd. 94073.05000000 USD 6447.62000000 USD China Railway Group Ltd., Class H 657711.27000000 USD -10613.99000000 USD Shenzhen International Holdings Ltd. 97041.97000000 USD 2103.93000000 USD Chinasoft International Ltd. 353168.68000000 USD 5117.55000000 USD Zhaojin Mining Industry Co. Ltd., Class H 561500.82000000 USD 84760.03000000 USD Meituan 1859443.15000000 USD 63619.34000000 USD China Coal Energy Co. Ltd., Class H 879389.53000000 USD -92048.86000000 USD HKT Trust & HKT Ltd. 676500.03000000 USD 34550.26000000 USD China Lesso Group Holdings Ltd. 668902.39000000 USD -16924.12000000 USD Baidu, Inc., Class A 1367873.60000000 USD 9713.83000000 USD Techtronic Industries Co. Ltd. 1263063.13000000 USD -165695.21000000 USD Shandong Gold Mining Co. Ltd., Class H 716385.15000000 USD 67491.83000000 USD Galaxy Entertainment Group Ltd. 1407928.68000000 USD 19151.46000000 USD CK Asset Holdings Ltd. 3277777.91000000 USD -120986.87000000 USD BOC Hong Kong Holdings Ltd. 1706273.28000000 USD -31686.14000000 USD Minth Group Ltd. 357439.27000000 USD 2565.84000000 USD Huaneng Power International, Inc., Class H 1132299.93000000 USD 8549.99000000 USD Lenovo Group Ltd. 557470.42000000 USD 36342.56000000 USD Orient Overseas International Ltd. 1054465.79000000 USD 21984.80000000 USD Shanghai Pharmaceuticals Holding Co. Ltd., Class H 86550.86000000 USD -230.34000000 USD Guangdong Investment Ltd. 754905.01000000 USD 38119.49000000 USD Alibaba Group Holding Ltd. 389327.67000000 USD -11113.88000000 USD China Resources Beer Holdings Co. Ltd. 92515.12000000 USD -2176.05000000 USD Swire Properties Ltd. 497208.01000000 USD 15790.46000000 USD China Longyuan Power Group Corp. Ltd., Class H 770524.62000000 USD 43449.34000000 USD Jiangsu Expressway Co. Ltd., Class H 40576.92000000 USD 230.95000000 USD New China Life Insurance Co. Ltd., Class H 1528981.19000000 USD -50845.56000000 USD China Literature Ltd. 396453.25000000 USD -611.57000000 USD Ping An Insurance Group Co. of China Ltd., Class H 740882.41000000 USD 46021.27000000 USD Xinyi Solar Holdings Ltd. 643372.34000000 USD -49331.76000000 USD Agricultural Bank of China Ltd., Class H 372956.04000000 USD -401.24000000 USD Xinyi Glass Holdings Ltd. 1910376.57000000 USD -10889.38000000 USD Swire Pacific Ltd., Class A 1390564.70000000 USD 143244.64000000 USD Dongyue Group Ltd. 1173975.80000000 USD -207724.00000000 USD TravelSky Technology Ltd., Class H 35774.47000000 USD -4103.02000000 USD Shanghai Fudan Microelectronics Group Co. Ltd., Class H 424345.48000000 USD -13441.96000000 USD AviChina Industry & Technology Co. Ltd., Class H 161026.34000000 USD -1191.80000000 USD Far East Horizon Ltd. 138818.59000000 USD -4344.74000000 USD CMOC Group Ltd., Class H 360118.64000000 USD 16098.82000000 USD Uni-President China Holdings Ltd. 34575.77000000 USD -1631.48000000 USD Sany Heavy Equipment International Holdings Co. Ltd. 294184.40000000 USD -10378.80000000 USD Henderson Land Development Co. Ltd. 302506.83000000 USD -7962.93000000 USD GDS Holdings Ltd., Class A 277671.08000000 USD 8682.72000000 USD Haitong Securities Co. Ltd., Class H 89660.06000000 USD -8530.34000000 USD XPeng, Inc., Class A 2398750.07000000 USD -806610.58000000 USD China Pacific Insurance Group Co. Ltd., Class H 157327.46000000 USD -5850.18000000 USD Xtep International Holdings Ltd. 279432.98000000 USD 8517.33000000 USD Dongfeng Motor Group Co. Ltd., Class H 698565.31000000 USD -36595.48000000 USD Zhongsheng Group Holdings Ltd. 1021146.62000000 USD 20201.63000000 USD Shandong Weigao Group Medical Polymer Co. Ltd., Class H 50386.67000000 USD -6229.26000000 USD CK Hutchison Holdings Ltd. 5926346.86000000 USD -182675.60000000 USD Alibaba Health Information Technology Ltd. 401817.85000000 USD 4213.87000000 USD JD Logistics, Inc. 208403.18000000 USD 207.51000000 USD China Resources Gas Group Ltd. 297671.02000000 USD 14686.74000000 USD Shenzhou International Group Holdings Ltd. 360167.79000000 USD -28466.76000000 USD China Tourism Group Duty Free Corp. Ltd., Class H 690608.72000000 USD 94838.67000000 USD Trip.com Group Ltd. 216438.37000000 USD 387.05000000 USD China Petroleum & Chemical Corp., Class H 350412.34000000 USD 42813.80000000 USD Great Wall Motor Co. Ltd., Class H 58737.35000000 USD -3461.77000000 USD Microport Scientific Corp. 1121089.93000000 USD -31097.34000000 USD China National Building Material Co. Ltd., Class H 1339697.50000000 USD 18532.98000000 USD China Traditional Chinese Medicine Holdings Co. Ltd. 457636.20000000 USD -16355.63000000 USD People's Insurance Co. Group of China Ltd. (The), Class H 1064239.96000000 USD -113593.12000000 USD China Merchants Bank Co. Ltd., Class H 1940744.41000000 USD 97969.20000000 USD China CITIC Bank Corp. Ltd., Class H 1778136.28000000 USD -288454.36000000 USD Tsingtao Brewery Co. Ltd. 54779.83000000 USD 1717.04000000 USD Yadea Group Holdings Ltd. 86684.54000000 USD -2401.75000000 USD Pharmaron Beijing Co. Ltd., Class H 230373.50000000 USD 18752.37000000 USD Geely Automobile Holdings Ltd. 1102605.89000000 USD 14939.38000000 USD Sinopharm Group Co. Ltd., Class H 2284008.70000000 USD -187289.56000000 USD AAC Technologies Holdings, Inc. 406527.65000000 USD 30675.56000000 USD Ping An Healthcare and Technology Co. Ltd. 220079.49000000 USD 6349.54000000 USD Beijing Enterprises Holdings Ltd. 805434.25000000 USD -93594.85000000 USD Zhejiang Expressway Co. Ltd., Class H 25871.23000000 USD -379.40000000 USD Fuyao Glass Industry Group Co. Ltd., Class H 517670.67000000 USD -31912.63000000 USD CGN Power Co. Ltd., Class H 35500.06000000 USD -518.32000000 USD Nongfu Spring Co. Ltd., Class H 1834145.32000000 USD -27881.40000000 USD China Construction Bank Corp., Class H 2198650.77000000 USD -14859.22000000 USD Sands China Ltd. 2110993.84000000 USD 36494.68000000 USD Sun Hung Kai Properties Ltd. 1977316.49000000 USD -73800.15000000 USD East Buy Holding Ltd. 1285853.03000000 USD -298054.90000000 USD China Resources Pharmaceutical Group Ltd. 873331.09000000 USD -81387.24000000 USD CSPC Pharmaceutical Group Ltd. 1911132.45000000 USD 22116.87000000 USD Kingsoft Corp. Ltd. 446638.95000000 USD -1121.39000000 USD Power Assets Holdings Ltd. 1393736.76000000 USD 36087.12000000 USD Beijing Enterprises Water Group Ltd. 128932.78000000 USD 3869.67000000 USD JD.com, Inc., Class A 274578.55000000 USD -23341.31000000 USD Industrial & Commercial Bank of China Ltd., Class H 507156.62000000 USD -9709.88000000 USD Huatai Securities Co. Ltd., Class H 280708.69000000 USD 7023.57000000 USD Tencent Holdings Ltd. 767461.34000000 USD -6588.69000000 USD China Medical System Holdings Ltd. 1236797.60000000 USD 70197.30000000 USD Zhuzhou CRRC Times Electric Co. Ltd., Class H 55282.48000000 USD -1331.20000000 USD Kuaishou Technology 608274.20000000 USD 51297.01000000 USD ENN Energy Holdings Ltd. 734224.97000000 USD 27616.54000000 USD CITIC Ltd. 1837918.07000000 USD -90577.98000000 USD BYD Electronic International Co. Ltd. 142972.99000000 USD -472.63000000 USD Nine Dragons Paper Holdings Ltd. 11730.91000000 USD -310.54000000 USD BeiGene Ltd. 533380.28000000 USD 76848.81000000 USD WH Group Ltd. 3020493.21000000 USD 53016.18000000 USD ESR Group Ltd. 1318555.70000000 USD 74687.79000000 USD China Tower Corp. Ltd., Class H 268845.63000000 USD -6045.18000000 USD Haidilao International Holding Ltd. 524104.37000000 USD -949.23000000 USD China Shenhua Energy Co. Ltd., Class H 197667.94000000 USD 16755.88000000 USD CITIC Securities Co. Ltd., Class H 1180084.95000000 USD 68883.91000000 USD Genscript Biotech Corp. 1275831.09000000 USD 53750.99000000 USD Budweiser Brewing Co. APAC Ltd. 1572521.58000000 USD 59954.81000000 USD Topsports International Holdings Ltd. 1156261.60000000 USD 2969.10000000 USD Hang Lung Properties Ltd. 119154.87000000 USD 10554.17000000 USD China Minsheng Banking Corp. Ltd., Class H 1253395.63000000 USD -124826.04000000 USD Bilibili, Inc., Class Z 616734.56000000 USD 60373.98000000 USD China Gas Holdings Ltd. 68354.26000000 USD 2608.99000000 USD Jiumaojiu International Holdings Ltd. 185831.02000000 USD 11731.51000000 USD Postal Savings Bank of China Co. Ltd., Class H 1908555.31000000 USD 184683.01000000 USD Beijing Capital International Airport Co. Ltd., Class H 510112.72000000 USD 39099.86000000 USD Hong Kong & China Gas Co. Ltd. 3541655.46000000 USD 96083.25000000 USD 3SBio, Inc. 1320738.72000000 USD 41067.97000000 USD Man Wah Holdings Ltd. 36418.50000000 USD -1359.80000000 USD Li Auto, Inc., Class A 431118.43000000 USD -33595.46000000 USD JD Health International, Inc. 633278.75000000 USD 3655.32000000 USD ZhongAn Online P&C Insurance Co. Ltd., Class H 1647095.42000000 USD 37901.89000000 USD PICC Property & Casualty Co. Ltd., Class H 1474217.23000000 USD -157972.66000000 USD Sunny Optical Technology Group Co. Ltd. 305811.82000000 USD -4244.07000000 USD Hansoh Pharmaceutical Group Co. Ltd. 74166.25000000 USD -2852.64000000 USD GCL Technology Holdings Ltd. 1739772.32000000 USD 267798.62000000 USD China Oilfield Services Ltd., Class H 436986.74000000 USD -2461.96000000 USD Weichai Power Co. Ltd., Class H 35310.55000000 USD -464.72000000 USD China Communications Services Corp. Ltd., Class H 661594.64000000 USD -34808.11000000 USD Shanghai Fosun Pharmaceutical Group Co. Ltd., Class H 271921.60000000 USD -5510.48000000 USD Hua Hong Semiconductor Ltd. 743650.28000000 USD -5075.48000000 USD BYD Co. Ltd., Class H 721454.85000000 USD -1192.72000000 USD New Oriental Education & Technology Group, Inc. 732773.32000000 USD -62983.91000000 USD Haitian International Holdings Ltd. 513625.50000000 USD 30324.72000000 USD Guangzhou Automobile Group Co. Ltd., Class H 102827.59000000 USD -2296.71000000 USD China Southern Airlines Co. Ltd., Class H 1434573.77000000 USD 16943.98000000 USD China International Capital Corp. Ltd., Class H 584582.65000000 USD 21404.07000000 USD Haier Smart Home Co. Ltd., Class H 86407.43000000 USD -4235.40000000 USD China Hongqiao Group Ltd. 1575580.83000000 USD 86770.36000000 USD ZTE Corp., Class H 1368105.95000000 USD -240904.45000000 USD China State Construction International Holdings Ltd. 121161.19000000 USD 3560.61000000 USD Sino Biopharmaceutical Ltd. 585917.02000000 USD -47741.07000000 USD Wharf Real Estate Investment Co. Ltd. 4274790.11000000 USD 313571.30000000 USD China Everbright Environment Group Ltd. 384590.87000000 USD -10728.59000000 USD Tingyi Cayman Islands Holding Corp. 376821.02000000 USD -10441.98000000 USD AIA Group Ltd. 6301092.33000000 USD 92131.26000000 USD Fosun International Ltd. 326277.18000000 USD -24.50000000 USD Ganfeng Lithium Group Co. Ltd. 1380005.91000000 USD 64516.95000000 USD China Meidong Auto Holdings Ltd. 122833.41000000 USD -2468.69000000 USD ASMPT Ltd. 1423644.68000000 USD 106038.12000000 USD ANTA Sports Products Ltd. 378154.01000000 USD 21029.24000000 USD Y 2025-01-13 0.00000000 USD 0.00000000 USD 162851293.00000000 USD -1215861.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 35432.37000000 0.003970017274 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3347752.85000000 USD 3088302.00000000 EUR 2023-09-20 35432.37000000 N N N Amplifon SpA ZYXJDNVM2JI3VBM8G556 N/A -94488.00000000 NS -3465801.83000000 -0.38832550952 Short EC CORP IT N 2 N N N N/A N/A N/A -3.00000000 NC USD 49378.52000000 0.005532612618 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2023-07-18 -624375.00000000 USD 49378.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 292.68000000 0.000032793308 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 223718.53000000 USD 3892000.00000000 MXN 2023-09-20 292.68000000 N N N N/A N/A N/A 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2023-09-20 -50899.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -1425.92000000 -0.00015976710 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 117000.00000000 EUR 126745.70000000 USD 2023-09-20 -1425.92000000 N N N United States of America 254900HROIFWPRGM1V77 912797FB8 17058000.00000000 PA USD 16791831.24000000 1.881439488458 Long STIV UST US N 2 2023-10-19 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -3169.60000000 -0.00035513759 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 140182.00000000 EUR 150397.53000000 USD 2023-09-20 -3169.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -464569.60000000 -0.05205266644 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 23484850.68000000 USD 34481000.00000000 AUD 2023-09-20 -464569.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 59396.54000000 0.006655080928 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2322978.82000000 USD 1875496.00000000 GBP 2023-09-20 59396.54000000 N N N N/A N/A 000000000 143873113.79999998 PA -122466.42999999 -0.01372174208 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 (-8.07% to 0.20%). CAD Currency. Maturity 20-62 Months 02/25/25 to 06/26/28 Canadian Utilities Ltd., Class A 778841.53000000 USD -15209.09000000 USD BlackBerry Ltd. 605794.48000000 USD -47869.32000000 USD Cenovus Energy, Inc. 269303.19000000 USD 6711.61000000 USD CCL Industries, Inc., Class B 2273436.41000000 USD -113113.24000000 USD West Fraser Timber Co. Ltd. 3102659.48000000 USD 212641.63000000 USD Loblaw Cos. Ltd. 1846001.07000000 USD 83713.68000000 USD Restaurant Brands International, Inc. 537604.18000000 USD -16166.05000000 USD Boyd Group Services, Inc. 416496.13000000 USD -8371.12000000 USD AltaGas Ltd. 1304468.16000000 USD -14250.49000000 USD Enbridge, Inc. 2870100.08000000 USD 18267.32000000 USD Pan American Silver Corp. 1618227.96000000 USD 59125.35000000 USD Empire Co. Ltd., Class A 2708422.63000000 USD 227062.03000000 USD Capital Power Corp. 3253879.52000000 USD -173900.92000000 USD Air Canada 1204650.99000000 USD -82913.15000000 USD Kinaxis, Inc. 1107149.57000000 USD -50366.74000000 USD Sun Life Financial, Inc. 44102.48000000 USD -1389.36000000 USD Saputo, Inc. 976846.71000000 USD -28504.33000000 USD ARC Resources Ltd. 3184014.62000000 USD 48652.18000000 USD Gildan Activewear, Inc. 42169.98000000 USD 2603.75000000 USD Suncor Energy, Inc. 1274291.19000000 USD -22420.20000000 USD Barrick Gold Corp. 1263249.04000000 USD -37767.82000000 USD Manulife Financial Corp. 2546887.92000000 USD -4406.01000000 USD Brookfield Infrastructure Corp., Class A 552000.79000000 USD 3015.40000000 USD Algonquin Power & Utilities Corp. 6321755.91000000 USD 90657.11000000 USD Open Text Corp. 1924371.92000000 USD 14668.53000000 USD TC Energy Corp. 2621974.74000000 USD -4616.03000000 USD Nutrien Ltd. 1859801.04000000 USD -22937.64000000 USD Canadian Imperial Bank of Commerce 1287932.79000000 USD -38520.27000000 USD Keyera Corp. 1102659.56000000 USD -3430.47000000 USD Bombardier, Inc., Class B 1543283.06000000 USD -5601.01000000 USD Bank of Nova Scotia (The) 1405301.10000000 USD -2253.22000000 USD Fairfax Financial Holdings Ltd. 3121247.35000000 USD 39950.63000000 USD RB Global, Inc. 1348394.41000000 USD -75540.35000000 USD Enerplus Corp. 873931.53000000 USD 11834.49000000 USD Emera, Inc. 1166568.79000000 USD -8986.14000000 USD Cameco Corp. 3044249.47000000 USD 58697.19000000 USD Onex Corp. 265118.70000000 USD 10000.38000000 USD MEG Energy Corp. 571355.35000000 USD 16169.43000000 USD IGM Financial, Inc. 1150215.56000000 USD -807.35000000 USD First Quantum Minerals Ltd. 1009243.81000000 USD 59052.06000000 USD Alamos Gold, Inc., Class A 1431498.23000000 USD 29906.59000000 USD Finning International, Inc. 1516832.04000000 USD 11911.32000000 USD Whitecap Resources, Inc. 1409683.77000000 USD -12165.56000000 USD Nuvei Corp. 598575.13000000 USD 19616.97000000 USD Ballard Power Systems, Inc. 101280.54000000 USD 2095.46000000 USD TFI International, Inc. 1870518.01000000 USD 140162.18000000 USD Hydro One Ltd. 363000.00000000 USD -10297.34000000 USD Intact Financial Corp. 638902.83000000 USD 22864.81000000 USD Tourmaline Oil Corp. 698340.68000000 USD 13089.69000000 USD Imperial Oil Ltd. 2575512.09000000 USD 98163.61000000 USD Dollarama, Inc. 1192248.26000000 USD -39998.52000000 USD Magna International, Inc. 1680693.19000000 USD -674.16000000 USD CAE, Inc. 1107283.98000000 USD -52656.67000000 USD Descartes Systems Group, Inc. (The) 140905.89000000 USD -4286.99000000 USD Canadian Natural Resources Ltd. 2088925.76000000 USD -54410.79000000 USD Innergex Renewable Energy, Inc. 92916.78000000 USD 7379.13000000 USD Teck Resources Ltd., Class B 1337844.15000000 USD 10413.92000000 USD Rogers Communications, Inc., Class B 2710732.29000000 USD -101111.59000000 USD iA Financial Corp., Inc. 1858138.33000000 USD -6794.30000000 USD Metro, Inc. 504523.16000000 USD -24338.56000000 USD George Weston Ltd. 1821745.67000000 USD 46549.91000000 USD Alimentation Couche-Tard, Inc. 901511.48000000 USD 37026.60000000 USD TMX Group Ltd. 378647.19000000 USD -8481.00000000 USD Fortis, Inc. 714643.12000000 USD -8472.56000000 USD Brookfield Renewable Corp. 657188.96000000 USD 23431.72000000 USD Boralex, Inc., Class A 1037705.10000000 USD 26030.62000000 USD Pembina Pipeline Corp. 755312.02000000 USD -7057.38000000 USD Constellation Software, Inc. 97379.67000000 USD 1304.54000000 USD Kinross Gold Corp. 432946.84000000 USD 2740.17000000 USD Agnico Eagle Mines Ltd. 1347567.50000000 USD 6518.85000000 USD Parkland Corp. 584247.59000000 USD -16642.20000000 USD Toromont Industries Ltd. 511885.05000000 USD -6588.06000000 USD CGI, Inc. 1359511.15000000 USD 23258.64000000 USD Canadian National Railway Co. 237466.40000000 USD 6054.34000000 USD Northland Power, Inc. 3650851.64000000 USD 2419.34000000 USD SSR Mining, Inc. 138930.40000000 USD 517.57000000 USD Toronto-Dominion Bank (The) 1436669.33000000 USD 24606.43000000 USD Stantec, Inc. 1832301.83000000 USD -77164.50000000 USD National Bank of Canada 1530995.51000000 USD 3109.95000000 USD WSP Global, Inc. 4181455.37000000 USD -60206.08000000 USD Royal Bank of Canada 856869.17000000 USD 10063.25000000 USD Bausch Health Cos., Inc. 733066.31000000 USD 69848.77000000 USD SNC-Lavalin Group, Inc. 2461210.23000000 USD -101281.46000000 USD Canadian Tire Corp. Ltd., Class A 786961.10000000 USD 38741.09000000 USD FirstService Corp. 292612.19000000 USD -17483.30000000 USD Brookfield Corp. 1025791.58000000 USD -22999.81000000 USD Bank of Montreal 1664348.41000000 USD 11295.67000000 USD Canadian Pacific Kansas City Ltd. 1549329.31000000 USD -59898.76000000 USD Wheaton Precious Metals Corp. 1304296.21000000 USD 35000.68000000 USD Element Fleet Management Corp. 2407798.85000000 USD 22670.06000000 USD Atco Ltd., Class I 2223406.74000000 USD -27623.46000000 USD Quebecor, Inc., Class B 187729.80000000 USD 1322.45000000 USD Franco-Nevada Corp. 725167.23000000 USD 6184.42000000 USD Lundin Mining Corp. 906262.74000000 USD -45400.45000000 USD BCE, Inc. 1839424.49000000 USD -10843.12000000 USD BRP, Inc. 1979004.26000000 USD 57476.64000000 USD Aritzia, Inc. 1551215.07000000 USD -23196.53000000 USD Thomson Reuters Corp. 3454877.18000000 USD -33579.11000000 USD GFL Environmental, Inc. 3012661.89000000 USD -140595.25000000 USD Shopify, Inc., Class A 1681635.61000000 USD -1767.66000000 USD Cenovus Energy, Inc. 538403.47000000 USD 13933.47000000 USD Colliers International Group, Inc. 765721.83000000 USD -17670.50000000 USD Y 2025-02-25 0.00000000 USD 0.00000000 USD 143873114.00000000 USD 15505.55000000 N N N United States of America 254900HROIFWPRGM1V77 912796Z51 4275000.00000000 PA USD 4238835.51000000 0.474940010985 Long STIV UST US N 2 2023-08-31 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 129512.58000000 0.014511227440 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3728774.27000000 USD 15748201.00000000 PLN 2023-09-20 129512.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -3901.52000000 -0.00043714551 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 45000000.00000000 HUF 125396.39000000 USD 2023-09-20 -3901.52000000 N N N United States of America 254900HROIFWPRGM1V77 912796XY0 19597000.00000000 PA USD 19490830.51000000 2.183848661902 Long STIV UST US N 2 2023-08-10 None 0.00000000 N N N N N N UniCredit SpA 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2912770.00000000 CAD 2141591.48000000 USD 2023-09-20 -59843.51000000 N N N N/A N/A 000000000 85578268.96999996 PA USD 707783.14000000 0.079303509535 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 (-8.00% to 0.40%). USD Currency. Maturity 19-49 Months 01/09/25 to 04/22/25 Hanwha Aerospace Co. Ltd. 251324.24000000 USD 2727.64000000 USD Hypera SA 45162.48000000 USD 527.52000000 USD Mega Financial Holding Co. Ltd. 1092436.03000000 USD -23484.92000000 USD Doosan Enerbility Co. Ltd. 268625.65000000 USD 6795.30000000 USD Hyundai Steel Co. 430232.92000000 USD -15875.18000000 USD Samsung Securities Co. Ltd. 69440.80000000 USD -1603.40000000 USD Formosa Plastics Corp. 77130.65000000 USD -6118.95000000 USD Localiza Rent a Car SA 1193120.59000000 USD -11626.15000000 USD Yuanta Financial Holding Co. Ltd. 585945.21000000 USD 38039.91000000 USD Wan Hai Lines Ltd. 198396.12000000 USD -8253.32000000 USD Petroleo Brasileiro SA (Preference) 2363904.81000000 USD -80711.37000000 USD DB Insurance Co. Ltd. 193509.07000000 USD -126.77000000 USD B3 SA - Brasil Bolsa Balcao 797902.13000000 USD 12232.85000000 USD Lojas Renner SA 5012.32000000 USD -211.88000000 USD Silergy Corp. 74743.17000000 USD 1111.23000000 USD Largan Precision Co. Ltd. 274390.15000000 USD -4749.05000000 USD Centrais Eletricas Brasileiras SA 693188.46000000 USD -14328.01000000 USD Shinhan Financial Group Co. Ltd. 40665.56000000 USD 1670.04000000 USD Kangwon Land, Inc. 70477.91000000 USD -3002.94000000 USD TIM SA/Brazil 1215229.10000000 USD -28113.39000000 USD Formosa Chemicals & Fibre Corp. 69019.00000000 USD 857.75000000 USD E-MART, Inc. 171853.47000000 USD -3180.13000000 USD Lotte Shopping Co. Ltd. 21970.64000000 USD -3638.19000000 USD MediaTek, Inc. 287766.11000000 USD -25644.98000000 USD United Microelectronics Corp. 362950.02000000 USD -40422.18000000 USD Chailease Holding Co. Ltd. 835854.23000000 USD 18306.81000000 USD Equatorial Energia SA 933345.08000000 USD -40611.97000000 USD HMM Co. Ltd. 160888.60000000 USD -5260.55000000 USD Orion Corp/Republic of Korea 25171.03000000 USD -323.28000000 USD Airtac International Group 66097.29000000 USD 766.31000000 USD Samsung Fire & Marine Insurance Co. Ltd. 58982.85000000 USD 1798.54000000 USD Pearl Abyss Corp. 203683.30000000 USD -113.40000000 USD Taiwan Cement Corp. 398605.92000000 USD 10478.22000000 USD Novatek Microelectronics Corp. 631587.86000000 USD -47758.54000000 USD KB Financial Group, Inc. 173307.19000000 USD 4420.94000000 USD LG Electronics, Inc. 232098.78000000 USD 1360.44000000 USD CJ Corp. 308122.19000000 USD -36099.26000000 USD Hana Financial Group, Inc. 720729.18000000 USD -38251.19000000 USD Banco Bradesco SA (Preference) 125740.36000000 USD 6528.38000000 USD Suzano SA 634458.46000000 USD 52081.25000000 USD Raia Drogasil SA 323311.47000000 USD -13755.82000000 USD SinoPac Financial Holdings Co. Ltd. 189493.58000000 USD 637.26000000 USD LG Chem Ltd. 216351.31000000 USD 11495.59000000 USD First Financial Holding Co. Ltd. 476660.29000000 USD 6918.37000000 USD Wiwynn Corp. 1051156.82000000 USD 144117.32000000 USD CPFL Energia SA 522867.05000000 USD 29951.83000000 USD Samsung Electro-Mechanics Co. Ltd. 211643.65000000 USD 11284.13000000 USD LG Energy Solution Ltd. 1154319.42000000 USD 32139.05000000 USD Evergreen Marine Corp. Taiwan Ltd. 566728.16000000 USD -419191.14000000 USD Doosan Bobcat, Inc. 207005.90000000 USD -2434.28000000 USD Banco BTG Pactual SA 1500183.78000000 USD -67539.74000000 USD GS Holdings Corp. 291657.84000000 USD -15867.12000000 USD Hua Nan Financial Holdings Co. Ltd. 127799.02000000 USD 2047.58000000 USD Cheil Worldwide, Inc. 388519.45000000 USD -14484.68000000 USD S-Oil Corp. 389466.34000000 USD -16817.71000000 USD Winbond Electronics Corp. 401557.80000000 USD -19164.00000000 USD Asustek Computer, Inc. 678310.29000000 USD -1978.79000000 USD Asia Cement Corp. 8566.03000000 USD -60.12000000 USD Natura & Co. Holding SA 801304.87000000 USD -16731.56000000 USD Wistron Corp. 1496813.88000000 USD 136651.32000000 USD Taiwan Business Bank 207639.35000000 USD 392.64000000 USD NCSoft Corp. 276538.89000000 USD -8525.99000000 USD BGF retail Co. Ltd. 160200.21000000 USD -14726.66000000 USD Hanmi Pharm Co. Ltd. 52394.95000000 USD -2072.29000000 USD SK Square Co. Ltd. 205431.15000000 USD 1912.33000000 USD HD Korea Shipbuilding & Offshore Engineering Co. Ltd. 105162.78000000 USD -2232.15000000 USD AUO Corp. 279606.39000000 USD 2319.73000000 USD Ultrapar Participacoes SA 332967.71000000 USD 16282.03000000 USD Magazine Luiza SA 527930.54000000 USD -40359.71000000 USD Kakao Corp. 1138254.22000000 USD 35607.34000000 USD Innolux Corp. 260867.11000000 USD 7014.66000000 USD Cheng Shin Rubber Industry Co. Ltd. 155009.87000000 USD -5466.13000000 USD Engie Brasil Energia SA 141224.68000000 USD 1854.52000000 USD Vanguard International Semiconductor Corp. 184594.46000000 USD -2968.47000000 USD Pou Chen Corp. 756152.92000000 USD -13868.28000000 USD Hankook Tire & Technology Co. Ltd. 20568.88000000 USD 484.29000000 USD WEG SA 506150.54000000 USD -1804.20000000 USD Far EasTone Telecommunications Co. Ltd. 204567.28000000 USD -11022.32000000 USD PharmaEssentia Corp. 98176.35000000 USD 524.54000000 USD POSCO Future M Co. Ltd. 821523.92000000 USD 51076.98000000 USD Kia Corp. 660070.80000000 USD 33151.91000000 USD Global Unichip Corp. 258791.32000000 USD -3688.15000000 USD NAVER Corp. 105688.59000000 USD 10887.20000000 USD Advantech Co. Ltd. 947930.79000000 USD 32435.61000000 USD Netmarble Corp. 53930.12000000 USD 6053.08000000 USD Cosan SA 1802337.41000000 USD 243.35000000 USD Samsung SDI Co. Ltd. 251232.19000000 USD 9285.08000000 USD Rumo SA 1171154.09000000 USD -4291.82000000 USD Hotel Shilla Co. Ltd. 33800.93000000 USD -194.93000000 USD E.Sun Financial Holding Co. Ltd. 2514254.72000000 USD 47318.64000000 USD Powerchip Semiconductor Manufacturing Corp. 444218.98000000 USD -15822.02000000 USD Pegatron Corp. 833030.03000000 USD -32834.97000000 USD ASE Technology Holding Co. Ltd. 693448.77000000 USD -107201.73000000 USD Compal Electronics, Inc. 1256556.98000000 USD 9243.99000000 USD E Ink Holdings, Inc. 400087.65000000 USD 3862.55000000 USD Posco International Corp. 1006921.38000000 USD 26714.59000000 USD Hyundai Mobis Co. Ltd. 187846.88000000 USD 6642.71000000 USD Chang Hwa Commercial Bank Ltd. 281505.35000000 USD -3410.59000000 USD SKC Co. Ltd. 345060.70000000 USD 25728.93000000 USD HD Hyundai Heavy Industries Co. Ltd. 584304.61000000 USD -738.23000000 USD Hapvida Participacoes e Investimentos S/A 201336.20000000 USD 3972.53000000 USD Hanwha Solutions Corp. 199388.09000000 USD 23040.49000000 USD Chunghwa Telecom Co. Ltd. 887663.41000000 USD 56688.75000000 USD Catcher Technology Co. Ltd. 1303332.98000000 USD -102509.92000000 USD Hyundai Engineering & Construction Co. Ltd. 126885.87000000 USD -7570.19000000 USD Korea Electric Power Corp. 278314.20000000 USD -13329.39000000 USD Hanon Systems 79341.31000000 USD 2090.23000000 USD LG Corp. 670.60000000 USD -2.25000000 USD LG Innotek Co. Ltd. 444644.22000000 USD -12348.72000000 USD Lotte Energy Materials Corp. 612199.96000000 USD 101314.54000000 USD Taishin Financial Holding Co. Ltd. 69580.13000000 USD 563.82000000 USD SK, Inc. 639317.02000000 USD -77469.17000000 USD Nanya Technology Corp. 38756.06000000 USD -4297.29000000 USD Vibra Energia SA 1051741.78000000 USD 8998.86000000 USD Woori Financial Group, Inc. 943650.64000000 USD -37691.83000000 USD Inventec Corp. 126511.06000000 USD 3746.34000000 USD Samsung SDS Co. Ltd. 58492.84000000 USD -1791.86000000 USD Korea Zinc Co. Ltd. 120344.62000000 USD 3937.29000000 USD SK Biopharmaceuticals Co. 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Ltd. 74206.42000000 USD -3447.42000000 USD Delta Electronics, Inc. 1307715.17000000 USD 130468.83000000 USD Banco do Brasil SA 2877419.49000000 USD -68043.41000000 USD Walsin Lihwa Corp. 973992.54000000 USD -118208.76000000 USD HYBE Co. Ltd. 47877.88000000 USD 3997.86000000 USD Hotai Motor Co. Ltd. 628067.61000000 USD 20926.03000000 USD Sendas Distribuidora S/A 632622.90000000 USD 21092.13000000 USD Yang Ming Marine Transport Corp. 773747.14000000 USD -11531.96000000 USD KT&G Corp. 409814.88000000 USD 7329.75000000 USD Telefonica Brasil SA 354242.51000000 USD 809.95000000 USD Atacadao SA 391562.59000000 USD 2976.97000000 USD Globalwafers Co. Ltd. 80243.08000000 USD -813.97000000 USD JBS SA 952091.81000000 USD -63717.74000000 USD Samsung Engineering Co. Ltd. 79834.65000000 USD -356.75000000 USD TOTVS SA 780148.70000000 USD -1869.49000000 USD PRIO SA 320603.15000000 USD 7838.57000000 USD Korean Air Lines Co. 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