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
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                    Fulton Financial Corp.
                    
                      
                    
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                    USD
                    -3194.85000000
                    USD
                  
                  
                    Cracker Barrel Old Country Store, Inc.
                    
                      
                    
                    3624351.98000000
                    USD
                    90525.77000000
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                    W R Berkley Corp.
                    
                      
                    
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                    USD
                    -96010.11000000
                    USD
                  
                  
                    Sysco Corp.
                    
                      
                    
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                    USD
                    -49627.62000000
                    USD
                  
                  
                    Walt Disney Co. (The)
                    
                      
                    
                    337687.92000000
                    USD
                    -8641.62000000
                    USD
                  
                  
                    Equifax, Inc.
                    
                      
                    
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                    -24292.80000000
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                    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
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                    TopBuild Corp.
                    
                      
                    
                    2869771.19000000
                    USD
                    540997.64000000
                    USD
                  
                  
                    American Airlines Group, Inc.
                    
                      
                    
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                    USD
                    -937062.45000000
                    USD
                  
                  
                    Sotera Health Co.
                    
                      
                    
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                    USD
                    -12098.29000000
                    USD
                  
                  
                    Motorola Solutions, Inc.
                    
                      
                    
                    934892.00000000
                    USD
                    -79130.00000000
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                    Kroger Co. (The)
                    
                      
                    
                    1975880.17000000
                    USD
                    69915.23000000
                    USD
                  
                  
                    Old Dominion Freight Line, Inc.
                    
                      
                    
                    124250.88000000
                    USD
                    -5364.42000000
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                    Vishay Intertechnology, Inc.
                    
                      
                    
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                    172050.32000000
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                    FedEx Corp.
                    
                      
                    
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                    USD
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                    Brown-Forman Corp., Class B
                    
                      
                    
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                    USD
                    -119976.46000000
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                    Wynn Resorts Ltd.
                    
                      
                    
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                    USD
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                    Hormel Foods Corp.
                    
                      
                    
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                    Kinsale Capital Group, Inc.
                    
                      
                    
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                    Brighthouse Financial, Inc.
                    
                      
                    
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                    326657.39000000
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                    Hasbro, Inc.
                    
                      
                    
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                    Lumentum Holdings, Inc.
                    
                      
                    
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                    61088.24000000
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                    RLI Corp.
                    
                      
                    
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                    USD
                  
                  
                    MGM Resorts International
                    
                      
                    
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                    USD
                    21328.93000000
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                    Atmos Energy Corp.
                    
                      
                    
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                    Lucid Group, Inc.
                    
                      
                    
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                    USD
                    39933.95000000
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                    Madison Square Garden Sports Corp.
                    
                      
                    
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                    USD
                    -227010.00000000
                    USD
                  
                  
                    Dana, Inc.
                    
                      
                    
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                    USD
                    17761.05000000
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                    Avis Budget Group, Inc.
                    
                      
                    
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                    13857.86000000
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                    Commerce Bancshares, Inc.
                    
                      
                    
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                    Mondelez International, Inc., Class A
                    
                      
                    
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                    -18408.95000000
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                    Walgreens Boots Alliance, Inc.
                    
                      
                    
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                    -101873.50000000
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                    Waste Connections, Inc.
                    
                      
                    
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                    Lear Corp.
                    
                      
                    
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                    USD
                    533.32000000
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                    Synovus Financial Corp.
                    
                      
                    
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                    Hanover Insurance Group, Inc. (The)
                    
                      
                    
                    211869.84000000
                    USD
                    -13674.05000000
                    USD
                  
                  
                    Jazz Pharmaceuticals plc
                    
                      
                    
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                    USD
                    2064.05000000
                    USD
                  
                  
                    Churchill Downs, Inc.
                    
                      
                    
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                    USD
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                    VF Corp.
                    
                      
                    
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                    USD
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                    Southern Co. (The)
                    
                      
                    
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                    PepsiCo, Inc.
                    
                      
                    
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                    147324.76000000
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                    Avient Corp.
                    
                      
                    
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                    Minerals Technologies, Inc.
                    
                      
                    
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                    USD
                    2848.30000000
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                    National Instruments Corp.
                    
                      
                    
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                    USD
                  
                  
                    Progressive Corp. (The)
                    
                      
                    
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                    Las Vegas Sands Corp.
                    
                      
                    
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                    OneMain Holdings, Inc.
                    
                      
                    
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                    Agilent Technologies, Inc.
                    
                      
                    
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                    New Jersey Resources Corp.
                    
                      
                    
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                    USD
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                    Wendy's Co. (The)
                    
                      
                    
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                    USD
                    24289.20000000
                    USD
                  
                  
                    MetLife, Inc.
                    
                      
                    
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                    USD
                    25555.84000000
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                    International Paper Co.
                    
                      
                    
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                    391695.68000000
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                    USD
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                    USD
                  
                  
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                    USD
                    15879.98000000
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                    Westrock Co.
                    
                      
                    
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                    USD
                    463202.58000000
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                    USD
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                    Flowers Foods, Inc.
                    
                      
                    
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                    Cathay General Bancorp
                    
                      
                    
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                    AES Corp. (The)
                    
                      
                    
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                    USD
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                    USD
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                    USD
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                    USD
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                    USD
                  
                  
                    Bank of Hawaii Corp.
                    
                      
                    
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                    USD
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                    Post Holdings, Inc.
                    
                      
                    
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                    USD
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                    Tetra Tech, Inc.
                    
                      
                    
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                    USD
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                    Wells Fargo & Co.
                    
                      
                    
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                    USD
                    12908.84000000
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                    Expedia Group, Inc.
                    
                      
                    
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                    USD
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                    USD
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                    USD
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                    USD
                  
                  
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                    USD
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                    USD
                  
                  
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                    USD
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                    Fox Factory Holding Corp.
                    
                      
                    
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                    USD
                    89925.82000000
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                    General Motors Co.
                    
                      
                    
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                    USD
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                    USD
                  
                  
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                    Walmart, Inc.
                    
                      
                    
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                    USD
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                    USD
                    41823.05000000
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                    Dolby Laboratories, Inc., Class A
                    
                      
                    
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                    USD
                    14641.50000000
                    USD
                  
                  
                    ONE Gas, Inc.
                    
                      
                    
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                    USD
                    -212898.40000000
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                    Hyatt Hotels Corp., Class A
                    
                      
                    
                    1011770.00000000
                    USD
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                    USD
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                    USD
                  
                  
                    ASGN, Inc.
                    
                      
                    
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                    USD
                    174871.34000000
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                    TransUnion
                    
                      
                    
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                    USD
                    970.02000000
                    USD
                  
                  
                    Lululemon Athletica, Inc.
                    
                      
                    
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                    USD
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                    USD
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                    Washington Federal, Inc.
                    
                      
                    
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                    USD
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                    Yum! Brands, Inc.
                    
                      
                    
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                    USD
                    10464.19000000
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                    USD
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                    USD
                  
                  
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                    BlackRock, Inc.
                    
                      
                    
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                    Estee Lauder Cos., Inc. (The), Class A
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Planet Fitness, Inc., Class A
                    
                      
                    
                    1849267.20000000
                    USD
                    -88435.60000000
                    USD
                  
                  
                    Liberty Broadband Corp., Class C
                    
                      
                    
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                    USD
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                    Huntsman Corp.
                    
                      
                    
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                    USD
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                    Northern Trust Corp.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    International Flavors & Fragrances, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Williams-Sonoma, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Arthur J Gallagher & Co.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    T-Mobile US, Inc.
                    
                      
                    
                    2508215.70000000
                    USD
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                    USD
                  
                  
                    Liberty Media Corp.-Liberty SiriusXM
                    
                      
                    
                    219686.92000000
                    USD
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                    USD
                  
                  
                    Bright Horizons Family Solutions, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Whirlpool Corp.
                    
                      
                    
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                    USD
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                    NewMarket Corp.
                    
                      
                    
                    471972.90000000
                    USD
                    523.80000000
                    USD
                  
                  
                    CoStar Group, Inc.
                    
                      
                    
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                    USD
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                    SEI Investments Co.
                    
                      
                    
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                    USD
                    28419.16000000
                    USD
                  
                  
                    Booz Allen Hamilton Holding Corp.
                    
                      
                    
                    61575.84000000
                    USD
                    3042.34000000
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                    Pure Storage, Inc., Class A
                    
                      
                    
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                    FTI Consulting, Inc.
                    
                      
                    
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                    USD
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                    SoFi Technologies, Inc.
                    
                      
                    
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                    USD
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                    USD
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                    Maravai LifeSciences Holdings, Inc., Class A
                    
                      
                    
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                    Carnival Corp.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Adaptive Biotechnologies Corp.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    International Bancshares Corp.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Starbucks Corp.
                    
                      
                    
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                    USD
                    35620.90000000
                    USD
                  
                  
                    Zoetis, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    First Hawaiian, Inc.
                    
                      
                    
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                    USD
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                    Live Nation Entertainment, Inc.
                    
                      
                    
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                    USD
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                    Citizens Financial Group, Inc.
                    
                      
                    
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                    Choice Hotels International, Inc.
                    
                      
                    
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                    USD
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                    General Mills, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    QuantumScape Corp.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Coca-Cola Co. (The)
                    
                      
                    
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                    USD
                    9592.21000000
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                    United Parcel Service, Inc., Class B
                    
                      
                    
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                    USD
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                    Medpace Holdings, Inc.
                    
                      
                    
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                    USD
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                    USD
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                    Alliant Energy Corp.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Costco Wholesale Corp.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Eli Lilly & Co.
                    
                      
                    
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                    USD
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                    USD
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                    USD
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                    USD
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                    American Electric Power Co., Inc.
                    
                      
                    
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                    USD
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                    USD
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                    Toll Brothers, Inc.
                    
                      
                    
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                    USD
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                    BellRing Brands, Inc.
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Boston Beer Co., Inc. (The), Class A
                    
                      
                    
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                    USD
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                    CommScope Holding Co., Inc.
                    
                      
                    
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                    USD
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                    Coca-Cola Femsa SAB de CV
                    
                      
                    
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                    USD
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                    USD
                  
                  
                    Aon plc, Class A
                    
                      
                    
                    2568569.44000000
                    USD
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                    USD
                  
                  
                    Eversource Energy
                    
                      
                    
                    1296833.95000000
                    USD
                    -58820.00000000
                    USD
                  
                  
                    Willis Towers Watson plc
                    
                      
                    
                    1160548.86000000
                    USD
                    -54829.08000000
                    USD
                  
                  
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                    USD
                    18096.16000000
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                    USD
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                    USD
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                    Kraft Heinz Co. (The)
                    
                      
                    
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            Y
            
              
                
              
            
            
              
                
              
            
            2025-01-13
            0.00000000
            USD
            0.00000000
            USD
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            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
                  
                  
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                    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
                
                  
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                    -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
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                    UPM-Kymmene OYJ
                    
                      
                    
                    156417.58000000
                    USD
                    -2689.14000000
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                    Muenchener Rueckversicherungs-Gesellschaft AG (Registered)
                    
                      
                    
                    1794918.81000000
                    USD
                    46971.41000000
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                    Umicore SA
                    
                      
                    
                    202001.52000000
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                    6643.69000000
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                    Acciona SA
                    
                      
                    
                    1162102.47000000
                    USD
                    63347.63000000
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                    Pernod Ricard SA
                    
                      
                    
                    3848021.04000000
                    USD
                    -211030.48000000
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                    Industria de Diseno Textil SA
                    
                      
                    
                    195176.45000000
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                    13274.73000000
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                    Sartorius AG
                    
                      
                    
                    2552733.66000000
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                    -46863.03000000
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                    Amadeus IT Group SA
                    
                      
                    
                    4403156.06000000
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                    -247658.97000000
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                    Rexel SA
                    
                      
                    
                    2955884.34000000
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                    -66596.95000000
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                    Banco Bilbao Vizcaya Argentaria SA
                    
                      
                    
                    2223915.27000000
                    USD
                    -56079.47000000
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                    Fraport AG Frankfurt Airport Services Worldwide
                    
                      
                    
                    334374.40000000
                    USD
                    -8681.71000000
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                    Puma SE
                    
                      
                    
                    1488233.92000000
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                    -8146.79000000
                    USD
                  
                  
                    Eutelsat Communications SA
                    
                      
                    
                    1662066.08000000
                    USD
                    38054.79000000
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                    Koninklijke Vopak NV
                    
                      
                    
                    726970.96000000
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                    -21043.21000000
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                    Bureau Veritas SA
                    
                      
                    
                    1197884.87000000
                    USD
                    36467.43000000
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                    Fresenius Medical Care AG & Co. KGaA
                    
                      
                    
                    2094758.53000000
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                    22582.72000000
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                    SEB SA
                    
                      
                    
                    1495717.02000000
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                    -22394.67000000
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                    Henkel AG & Co. KGaA
                    
                      
                    
                    1616201.41000000
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                    -109833.00000000
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                    BASF SE
                    
                      
                    
                    1452305.75000000
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                    -83860.72000000
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                    Koninklijke Philips NV
                    
                      
                    
                    419257.83000000
                    USD
                    10596.83000000
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                    Carrefour SA
                    
                      
                    
                    2599153.05000000
                    USD
                    210740.52000000
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                    Etablissements Franz Colruyt NV
                    
                      
                    
                    2361341.39000000
                    USD
                    62624.34000000
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                    Freenet AG
                    
                      
                    
                    118711.80000000
                    USD
                    -49.04000000
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                    AXA SA
                    
                      
                    
                    2394201.12000000
                    USD
                    77391.82000000
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                    Bechtle AG
                    
                      
                    
                    1510478.66000000
                    USD
                    116744.57000000
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                    Evotec SE
                    
                      
                    
                    1527923.97000000
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                    12685.41000000
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                    Brenntag SE
                    
                      
                    
                    913474.40000000
                    USD
                    -4132.03000000
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                    Societe Generale SA
                    
                      
                    
                    1840218.04000000
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                    -51634.40000000
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                    Dassault Aviation SA
                    
                      
                    
                    307306.57000000
                    USD
                    -24735.72000000
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                    EssilorLuxottica SA
                    
                      
                    
                    1659732.51000000
                    USD
                    -5726.86000000
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                    Evonik Industries AG
                    
                      
                    
                    1674007.81000000
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                    -23102.85000000
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                    Anheuser-Busch InBev SA/NV
                    
                      
                    
                    2096888.80000000
                    USD
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                    Repsol SA
                    
                      
                    
                    6168938.15000000
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                    Siemens AG (Registered)
                    
                      
                    
                    1725718.46000000
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                    129188.38000000
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                    Arkema SA
                    
                      
                    
                    1131447.19000000
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                    -27869.73000000
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                    Zalando SE
                    
                      
                    
                    304311.50000000
                    USD
                    21608.72000000
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                    Bouygues SA
                    
                      
                    
                    4245697.21000000
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                    Amundi SA
                    
                      
                    
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                    ArcelorMittal SA
                    
                      
                    
                    2200135.50000000
                    USD
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                    Dassault Systemes SE
                    
                      
                    
                    2750761.99000000
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                    Daimler Truck Holding AG
                    
                      
                    
                    315596.48000000
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                    6916.25000000
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                    Proximus SADP
                    
                      
                    
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                    HeidelbergCement AG
                    
                      
                    
                    2120408.38000000
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                    LVMH Moet Hennessy Louis Vuitton SE
                    
                      
                    
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                    Worldline SA
                    
                      
                    
                    1349225.39000000
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                    66555.50000000
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                    Telefonica SA
                    
                      
                    
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                    Kering SA
                    
                      
                    
                    1805596.47000000
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                    72246.13000000
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                    Accor SA
                    
                      
                    
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                    -73544.43000000
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                    HUGO BOSS AG
                    
                      
                    
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                    45019.33000000
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                    Airbus SE
                    
                      
                    
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                    -40910.96000000
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                    Prosus NV
                    
                      
                    
                    3193013.81000000
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                    Danone SA
                    
                      
                    
                    908360.64000000
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                    ASR Nederland NV
                    
                      
                    
                    5061828.25000000
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                    107698.56000000
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                    Continental AG
                    
                      
                    
                    946688.46000000
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                    -28970.68000000
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                    Korian SA
                    
                      
                    
                    51831.75000000
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                    -2558.80000000
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                    Bayer AG (Registered)
                    
                      
                    
                    1156355.12000000
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                    Red Electrica Corp. SA
                    
                      
                    
                    1751112.33000000
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                    Orange SA
                    
                      
                    
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                    Legrand SA
                    
                      
                    
                    1741801.88000000
                    USD
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                    Bayerische Motoren Werke AG
                    
                      
                    
                    989481.36000000
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                    Valmet OYJ
                    
                      
                    
                    1707021.80000000
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                    -254476.44000000
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                    Vivendi SE
                    
                      
                    
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                    818.32000000
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                    Aegon NV
                    
                      
                    
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                    CompuGroup Medical SE & Co. KgaA
                    
                      
                    
                    609651.30000000
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                    Banco Santander SA
                    
                      
                    
                    1553550.27000000
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                    -34126.29000000
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                    Deutsche Lufthansa AG (Registered)
                    
                      
                    
                    3232591.26000000
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                    -111964.86000000
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                    ProSiebenSat.1 Media SE
                    
                      
                    
                    3830101.14000000
                    USD
                    -270603.10000000
                    USD
                  
                  
                    Neste OYJ
                    
                      
                    
                    828063.19000000
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                    -84585.11000000
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                    Edenred
                    
                      
                    
                    2200839.17000000
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                    -36935.53000000
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                    HOCHTIEF AG
                    
                      
                    
                    1295247.42000000
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                    -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
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                    -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