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FRDRIPF3EKNDJ2CQJL29 532457108 1546.00000000 NS USD 176166.70000000 0.597645169668 Long EC CORP US N 1 N N N Cypress Semiconductor Corp. 549300T2071OM26ZSE13 232806109 18949.00000000 NS USD 440943.23000000 1.495899006494 Long EC CORP US N 1 N N N Ra Pharmaceuticals, Inc. 549300JE4B54MQ4MWX95 74933V108 7460.00000000 NS USD 351142.20000000 1.191249195771 Long EC CORP US N 1 N N N Gulfport Energy Corp. 549300FJX18IDUFPHD40 402635304 18200.00000000 NS USD 50687.00000000 0.171955543896 Long EC CORP US N 1 N N N SunTrust Banks, Inc. 7E1PDLW1JL6TS0BS1G03 867914103 3074.00000000 NS USD 210077.16000000 0.712686335905 Long EC CORP US N 1 N N N Spark Therapeutics, Inc. 549300EZ6EOPQBLJNB93 84652J103 3517.00000000 NS USD 383950.89000000 1.302552609536 Long EC CORP US N 1 N N N Wolverine World Wide, Inc. 549300OVC7PK14LQ8D87 978097103 6525.00000000 NS USD 193662.00000000 0.656997939158 Long EC CORP US N 1 N N N Acacia Communications, Inc. 549300PZLTIVLKOBPB61 00401C108 6778.00000000 NS USD 445043.48000000 1.509809096238 Long EC CORP US N 1 N N N N/A N/A 000000000 2416703.27000000 PA USD 10229.28000000 0.034702811491 N/A DE US N 2 Bank of America B4TYDEB6GKMZO031MB27 N/A N/A Rec/pay the total return of custom basket plus LIBOR +/- spread (0.00% to 0.20%). USD Currency. Waters Corp. 154905.84000000 USD 234.24000000 USD Caesars Entertainment Corp. 198653.56000000 USD 8573.81000000 USD AbbVie, Inc. 162520.65000000 USD -10419.30000000 USD AECOM 184005.99000000 USD 14670.81000000 USD Eldorado Resorts, Inc. 135742.64000000 USD -14280.72000000 USD Centene Corp. 260888.20000000 USD -44185.85000000 USD Benchmark Electronics, Inc. 219672.00000000 USD 29354.40000000 USD BB&T Corp. 209017.00000000 USD -6776.80000000 USD Devon Energy Corp. 108112.68000000 USD -2932.05000000 USD XPO Logistics, Inc. 195584.00000000 USD 13721.60000000 USD Bristol-Myers Squibb Co. 102233.34000000 USD -11743.38000000 USD Brunswick Corp. 152181.12000000 USD 16827.72000000 USD Stratasys Ltd. 142650.64000000 USD 5794.32000000 USD Booking Holdings, Inc. 190535.61000000 USD 7984.98000000 USD Y 2020-02-10 0.00000000 USD 0.00000000 USD 2416703.00000000 USD 6823.78000000 N N N NXP Semiconductors NV 724500M9BY5293JDF951 N/A 1642.00000000 NS USD 186662.56000000 0.633252353264 Long EC CORP NL N 1 N N N OSRAM Licht AG 549300SXOGQHLID37W55 N/A 4840.00000000 NS 215922.08000000 0.732515215059 Long EC CORP DE N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2877.03000000 0.009760318394 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 24467027.00000000 JPY 229549.18000000 USD 2019-11-12 2877.03000000 N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034W106 2623.00000000 NS USD 167635.93000000 0.568704549880 Long EC CORP US N 1 N N N Cracker Barrel Old Country Store, Inc. 8P4PHQIUWPIECBFBW745 22410J106 1150.00000000 NS USD 178825.00000000 0.606663446984 Long EC CORP US N 1 N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377508 4532.00000000 NS USD 181823.84000000 0.616837005555 Long EC CORP US N 1 N N N Gap, Inc. (The) T2ZG1WRWZ4BUCMQL9224 364760108 6585.00000000 NS USD 107072.10000000 0.363241880396 Long EC CORP US N 1 N N N Murphy Oil Corp. QBKYQD0ODE7DC7PDIN91 626717102 8074.00000000 NS USD 166566.62000000 0.565076917890 Long EC CORP US N 1 N N N iHeartMedia, Inc. N/A 45174J509 4000.00000000 NS USD 57360.00000000 0.194593682757 Long EC CORP US N 1 N N N Peabody Energy Corp. EJCO258LNNVSKAR2JX59 704551100 3800.00000000 NS USD 40014.00000000 0.135747413212 Long EC CORP US N 1 N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 N/A 3404.00000000 NS 184565.25000000 0.626137233376 Long EC CORP AU N 2 N N N N/A N/A 000000000 144790.01999999 PA -453.47000000 -0.00153839604 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 N/A N/A Rec/pay the total return of custom basket plus CDOR +/- spread (0.18%), CORRA +/- spread (-0.25%). CAD Currency. Pembina Pipeline Corp. 72595.05000000 USD 1308.60000000 USD Kinder Morgan Canada Ltd. 72194.97000000 USD -2016.85000000 USD Y 2029-08-23 0.00000000 USD 0.00000000 USD 144790.00000000 USD -708.24000000 N N N Apogee Enterprises, Inc. 549300579S7QW8V4IJ60 037598109 3972.00000000 NS USD 149108.88000000 0.505851570624 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2718.37000000 -0.00922206466 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 316146.49000000 CAD 237317.10000000 USD 2019-11-12 -2718.37000000 N N N Cloudera, Inc. 549300PGONC4JOI0RG62 18914U100 26100.00000000 NS USD 221328.00000000 0.750854787609 Long EC CORP US N 1 N N N Arch Coal, Inc. W47HVZ7Q6FXL86RELH91 039380407 1954.00000000 NS USD 154151.06000000 0.522957155967 Long EC CORP US N 1 N N N Sigma Healthcare Ltd. 529900BZSP3BK7GYAO50 N/A 133180.00000000 NS 53361.07000000 0.181027320905 Long EC CORP AU N 2 N N N Fortive Corp. 549300MU9YQJYHDQEF63 34959J108 2500.00000000 NS USD 172500.00000000 0.585205897413 Long EC CORP US N 1 N N N PDC Energy, Inc. 5493008W8H2T511J5Y59 69327R101 6718.00000000 NS USD 134024.10000000 0.454676485307 Long EC CORP US N 1 N N N WESCO International, Inc. 529900TXOGREY3WNJ434 95082P105 6821.00000000 NS USD 342073.15000000 1.160482462183 Long EC CORP US N 1 N N N SeaWorld Entertainment, Inc. 529900G0H4NV3IIK3269 81282V100 6861.00000000 NS USD 181267.62000000 0.614950030342 Long EC CORP US N 1 N N N N/A N/A 000000000 38539.21000000 PA 6318.25000000 0.021434650210 N/A DE US N 2 Bank of America B4TYDEB6GKMZO031MB27 N/A N/A Rec/pay the total return of custom basket plus BA +/- spread (0.50%). CAD Currency. Sandstorm Gold Ltd. 38539.21000000 USD 6369.59000000 USD Y 2019-11-26 0.00000000 USD 0.00000000 USD 38539.00000000 USD 6369.59000000 N N N TEGNA, Inc. 549300YC5EDBGX85AO10 87901J105 12000.00000000 NS USD 180360.00000000 0.611870931347 Long EC CORP US N 1 N N N JPMorgan U.S. Government Money Market Fund 549300NQ5E5B7ZV4T516 4812C2270 357950.00000000 NS USD 357950.00000000 1.214344643356 Long STIV RF US N 1 N N 2019-11-29 J.P. Morgan Exchange-Traded Fund Trust Lauren A. Paino Lauren A. Paino Treasurer and Principal Financial Officer