| Stocks | 6.778 B | - | Lyxor | 0.45 | Large Cap | Japan Nikkei 225 | 8/21/2008 | 2,984.55 | 3.3 | 20.49 |
| Bonds | 1.209 B | - | Lyxor | 0.54 | Investment Grade | FTSE Japanese Government Bond Index - JPY | 3/22/2021 | 922.65 | 0 | 0 |
| Stocks | 1.052 B | - | Lyxor | 0.09 | Total Market | MSCI USA | 3/23/2006 | 385.09 | 4.08 | 22.92 |
| Commodities | 1.039 B | - | Lyxor | 0.3 | Broad market | Bloomberg Energy and Metals Equal-Weighted Index - Benchmark TR Gross | 5/22/2009 | 155.25 | 1.7 | 15.53 |
| Stocks | 992.47 M | - | Lyxor | 0.19 | Total Market | MSCI World Select ESG Rating and Trend Leaders Index | 3/22/2018 | 34.3 | 4.02 | 22.71 |
| Bonds | 792.557 M | - | Lyxor | 0.15 | Investment Grade | Bloomberg Barclays MSCI EUR Corporate Liquid FRN 0-7 Year SRI Sustainable Index - EUR | 1/7/2015 | 100.68 | 0 | 0 |
| Stocks | 699.481 M | - | Lyxor | 0.15 | Large Cap | S&P 500 | 5/20/2014 | 45.66 | 2.58 | 18.41 |
| Stocks | 424.098 M | - | Lyxor | 0.09 | Total Market | MSCI USA | 2/13/2013 | 409.34 | 3.95 | 22.17 |
| Stocks | 326.915 M | - | Lyxor | 0.2 | Large Cap | STOXX Europe 600 | 9/3/2008 | 83.86 | 5.76 | 32.22 |
| Stocks | 285.779 M | - | Lyxor | 0.4 | Topic | MSCI ACWI IMI Robotics & AI ESG Filtered Index - Benchmark TR Net | 6/20/2018 | 29.11 | 3.91 | 22.92 |
| Stocks | 263.552 M | - | Lyxor | 0.65 | Total Market | MSCI Russia IMI Select GDR Index | 6/20/2006 | 47.32 | 1.73 | 4.44 |
| Stocks | 239.425 M | - | Lyxor | 0.2 | Total Market | S&P Developed Ex-Korea LargeMidCap Net Zero 2050 Paris-Aligned ESG Index - Benchmark TR Net | 9/16/2020 | 26.13 | 3.38 | 18.43 |
| Stocks | 204.967 M | - | Lyxor | 0.2 | Mid Cap | Mid Cap DAX Net Total Return Index - EUR | 5/15/2014 | 137.61 | 9.59 | 31.93 |
| Stocks | 200.268 M | - | Lyxor | 0.07 | Large Cap | Euro STOXX 50 | 9/3/2020 | 87.52 | 1.76 | 10.86 |
| Bonds | 182.788 M | - | Lyxor | 0.12 | Investment Grade | Markit iBoxx Liquid Sovereigns Diversified Overall Index - EUR | 10/7/2009 | 168.5 | 3.3 | 31.27 |
| Commodities | 180.796 M | - | Lyxor | 0.35 | Broad market | Thomson Reuters/CoreCommodity CRB Ex-Energy Total Return Index - USD | 8/7/2006 | 24.66 | 0 | 0 |
| Stocks | 173.4 M | - | Lyxor | 0.15 | Total Market | MSCI Japan ESG Select Leaders Index - JPY | 9/15/2014 | 152.54 | 1.49 | 13.88 |
| Stocks | 148.651 M | - | Lyxor | 0.07 | Large Cap | Euro STOXX 50 | 4/3/2013 | 226.93 | 1.77 | 10.86 |
| Stocks | 130.45 M | - | Lyxor | 0.25 | Total Market | MSCI North America Index | 12/3/2008 | 108.35 | 0 | 0 |
| Stocks | 121.711 M | - | Lyxor | 0.15 | Large Cap | S&P 500 Daily Hedged Index | 11/26/2018 | 20.25 | 0 | 0 |
| Stocks | 111.082 M | - | Lyxor | 0.6 | Topic | AWAT-FR - MSCI ACWI IMI Water ESG Filtered Index | 5/13/2014 | 30.03 | 2.5 | 18.44 |
| Stocks | 109.075 M | - | Lyxor | 0.3 | Large Cap | ShortDAX Total Return Index - EUR | 5/10/2011 | 16.09 | 5.07 | 29.28 |
| Stocks | 97.663 M | - | Lyxor | 0.45 | Industrial Titles | DJ Industrial Average | 9/1/2008 | 383.67 | 4.96 | 25.99 |
| Stocks | 93.606 M | - | Lyxor | 0.85 | Total Market | MSCI India | 5/13/2014 | 25.89 | 2.27 | 18.3 |
| Stocks | 84.455 M | - | Lyxor | 0.2 | Total Market | MSCI World Select ESG Rating and Trend Leaders Index | 5/7/2021 | 22.03 | 3.27 | 22.44 |
| Stocks | 79.678 M | - | Lyxor | 0.35 | Small Cap | S&P SmallCap 600 | 12/3/2008 | 59.48 | 4.86 | 27.46 |
| Stocks | 72.312 M | - | Lyxor | 0.3 | Non-cyclical consumer goods | MSCI World Index / Consumer Staples -SEC | 8/23/2010 | 404.82 | 4.09 | 18.91 |
| Stocks | 69.864 M | - | Lyxor | 0.25 | Total Market | MSCI Emerging Markets Select ESG Rating and Trend Leaders Index | 2/22/2018 | 14.84 | 2.24 | 9.55 |
| Bonds | 68.158 M | - | Lyxor | 0.35 | High-yielding | Markit iBoxx EUR High Yield BB Top 50 Total Return Index - EUR | 4/14/2015 | 122.67 | 0 | 0 |
| Stocks | 67.296 M | - | Lyxor | 0.6 | Total Market | MSCI AC Asia Pacific ex JP | 5/13/2014 | 18.86 | 2.1 | 16.72 |
| Stocks | 66.175 M | - | Lyxor | 0.25 | Total Market | MSCI Emerging Markets ESG Climate Transition EU CTB Select Index - Benchmark TR Net | 3/13/2020 | 23.25 | 4.22 | 21.26 |
| Stocks | 64.989 M | - | Lyxor | 0.05 | Large Cap | S&P 500 Net Zero 2050 Paris-Aligned ESG Index | 1/20/2021 | 119.36 | 0 | 0 |
| Stocks | 64.974 M | - | Lyxor | 0.25 | Total Market | Euro STOXX Select Dividend 30 | 9/1/2008 | 32.92 | 1.02 | 9.09 |
| Stocks | 61.268 M | - | Lyxor | 0.3 | Cyclical consumer goods | MSCI World Index / Consumer Discretionary -SEC | 8/23/2010 | 395.66 | 3.84 | 15.3 |
| Stocks | 56.657 M | - | Lyxor | 0.3 | Materials | MSCI World Index / Materials -SEC | 8/12/2010 | 474.46 | 3.86 | 20.29 |
| Stocks | 53.579 M | - | Lyxor | 0.07 | Total Market | S&P Europe LargeMidCap Paris-Aligned Climate - EUR - Benchmark TR Net | 1/11/2021 | 115.51 | 2.56 | 17.03 |
| Stocks | 50.531 M | - | Lyxor | 0.25 | Total Market | MSCI Japan ESG Select Leaders Index - JPY | 1/9/2015 | 140.24 | 0 | 0 |
| Bonds | 49.857 M | - | Lyxor | 0.1 | Investment Grade | Bloomberg Barclays U.S. Corporate FRN 2-7 Year Index - USD | 4/6/2017 | 99.84 | 0 | 0 |
| Stocks | 47.998 M | - | Lyxor | 0.3 | Energy | MSCI World Energy Index | 8/19/2010 | 428.31 | 0 | 0 |
| Stocks | 47.677 M | - | Lyxor | 0.1 | Total Market | MSCI USA | 12/3/2008 | 103.52 | 4.52 | 24.69 |
| Stocks | 43.17 M | - | Lyxor | 0.19 | Large Cap | Russell 1000 Value | 10/27/2011 | 180.15 | 0 | 0 |
| Bonds | 39.81 M | - | Lyxor | 0.15 | Investment Grade | Bloomberg Barclays MSCI USD Corporate Liquid FRN 0-5 Year SRI Sustainable Index - USD | 6/8/2017 | 89.26 | 0 | 0 |
| Stocks | 36.488 M | - | Lyxor | 0.3 | Utility company | MSCI World Utilities Index | 8/12/2010 | 283.45 | 3.66 | 22.76 |
| Stocks | 35.752 M | - | Lyxor | 0.65 | Total Market | MSCI Russia IMI Select GDR Index | 5/13/2014 | 18.17 | 1.56 | 9.96 |
| Stocks | 35.04 M | - | Lyxor | 0.15 | Total Market | MSCI USA ESG Climate Transition EU CTB Select Index - Benchmark TR Net | 3/13/2020 | 32.17 | 4.82 | 24.74 |
| Stocks | 31.074 M | - | Lyxor | 0.4 | Real estate | FTSE EPRA/NAREIT Developed Europe Index - EUR | 5/13/2014 | 11.73 | 2.9 | 23.47 |
| Stocks | 29.654 M | - | Lyxor | 0.55 | Total Market | MSCI EM ex Egypt ESG Leaders Select 5% Issuer Custom Capped Index - EUR - Benchmark TR Net | 5/5/2014 | 18.27 | 3.22 | 20.21 |
| Stocks | 28.471 M | - | Lyxor | 0.6 | Total Market | FTSE MIB Daily Short Strategy RT Gross Total Return Index - EUR | 2/8/2008 | 5.82 | 4.5 | 25.28 |
| Bonds | 28.338 M | - | Lyxor | 0.17 | Investment Grade | FTSE MTS Highest Rated Macro-Weighted 3-5 Y Gross Total Return Index - EUR | 11/25/2011 | 126.04 | 0 | 0 |
| Stocks | 25.384 M | - | Lyxor | 0.45 | Real estate | FTSE EPRA Nareit Developed | 2/17/2010 | 16.7 | 0 | 0 |
| Asset allocation | 25.279 M | - | Lyxor | 0.53 | Goal Outcome | | 3/7/2018 | 155.44 | 0 | 0 |
| Stocks | 25.223 M | - | Lyxor | 0.3 | Cyclical consumer goods | STOXX Europe 600 / Automobiles & Parts (Capped) - SS | 8/17/2006 | 91.66 | 1.87 | 14.74 |
| Stocks | 24.015 M | - | Lyxor | 0.65 | Total Market | MSCI EM Latin America | 5/15/2007 | 26.89 | 4.42 | 20.91 |
| Stocks | 23.908 M | - | Lyxor | 0.3 | Non-cyclical consumer goods | STOXX Europe 600 Personal & Household Goods | 8/17/2006 | 141.42 | 2.51 | 17.24 |
| Stocks | 21.573 M | - | Lyxor | 0.2 | Total Market | MSCI EMU Select ESG Rating and Trend Leaders Index - EUR | 3/20/2018 | 21.92 | 1.94 | 11.46 |
| Stocks | 20.76 M | - | Lyxor | 0.35 | Mid Cap | MSCI Europe Mid Cap Index | 12/1/2008 | 98.53 | 6.52 | 31.39 |
| Stocks | 20.26 M | - | Lyxor | 0.65 | Total Market | Hang Seng China Enterprises Index - HKD | 2/21/2019 | 9.92 | 0 | 0 |
| Stocks | 19.873 M | - | Lyxor | 0.35 | Mid Cap | S&P MidCap 400 | 12/3/2008 | 257.13 | 3.76 | 22.05 |
| Stocks | 17.677 M | - | Lyxor | 0.3 | Materials | MSCI World Index / Materials -SEC | 8/12/2010 | 518.3 | 0 | 0 |
| Stocks | 17.069 M | - | Lyxor | 0.65 | Total Market | MSCI Russia IMI Select GDR Index | 5/28/2013 | 20.1 | 0 | 0 |
| Stocks | 16.855 M | - | Lyxor | 0.6 | Total Market | MSCI AC Asia Pacific ex JP | 2/21/2019 | 6.41 | 0 | 0 |
| Stocks | 16.367 M | - | Lyxor | 0.45 | Large Cap | MSCI South Africa 20/35 Index | 3/14/2019 | 35.87 | 4.28 | 31.56 |
| Stocks | 15.709 M | - | Lyxor | 0.4 | Total Market | SPI Index - CHF | 5/10/2011 | 108.98 | 3.06 | 21.34 |
| Stocks | 12.922 M | - | Lyxor | 0.3 | Non-cyclical consumer goods | MSCI World Index / Consumer Staples -SEC | 8/23/2010 | 442.2 | 0 | 0 |
| Stocks | 12.74 M | - | Lyxor | 0.45 | Total Market | MSCI Malaysia | 3/14/2019 | 13.13 | 3.29 | 24.57 |
| Bonds | 12.027 M | - | Lyxor | 0.2 | Investment Grade | Bloomberg Barclays MSCI EUR Corporate Liquid SRI Sustainable Index - SEK | 1/21/2020 | 175.91 | 0 | 0 |
| Stocks | 11.037 M | - | Lyxor | 0.3 | Total Market | MSCI USA | 5/13/2014 | 27.45 | 1.93 | 15.98 |
| Stocks | 10.025 M | - | Lyxor | 0.3 | Non-cyclical consumer goods | STOXX Europe 600 Personal & Household Goods | 8/27/2008 | 201.66 | 2.63 | 19.36 |
| Bonds | 8.73 M | - | Lyxor | 0.2 | Investment Grade | SGI Daily Leveraged Bund Total Return Index - EUR | 4/27/2011 | 279.95 | 0 | 0 |
| Stocks | 8.113 M | - | Lyxor | 0.3 | Cyclical consumer goods | STOXX Europe 600 / Automobiles & Parts (Capped) - SS | 9/3/2020 | 105.91 | 1.97 | 14.04 |
| Stocks | 7.979 M | - | Lyxor | 0.3 | Industrial Titles | MSCI World Industrials Index | 8/19/2010 | 446.93 | 0 | 0 |
| Stocks | 7.009 M | - | Lyxor | 0.45 | Total Market | MSCI Korea Index - KRW | 5/13/2014 | 14.39 | 2 | 12.57 |
| Stocks | 6.893 M | - | Lyxor | 0.2 | Total Market | FTSE Developed Europe Minimum Variance Net Total Return Index - EUR | 6/1/2015 | 125.02 | 2.38 | 19.46 |
| Stocks | 6.628 M | - | Lyxor | 0.3 | Cyclical consumer goods | MSCI World Index / Consumer Discretionary -SEC | 8/23/2010 | 432.2 | 0 | 0 |
| Stocks | 5.985 M | - | Lyxor | 0.3 | Communication Services | MSCI World Communication Services Index | 8/16/2010 | 148.62 | 0 | 0 |
| Stocks | 5.642 M | - | Lyxor | 0.2 | Total Market | FTSE North American Minimum Variance Index | 6/15/2015 | 176.21 | 2.06 | 21.43 |
| Stocks | 4.71 M | - | Lyxor | 0.3 | Utility company | MSCI World Utilities Index | 8/12/2010 | 309.62 | 0 | 0 |
| Bonds | 4.699 M | - | Lyxor | 0.09 | Investment Grade | Markit iBoxx GBP Liquid Corporates Long Dated Mid Price TCA Index - GBP | 11/10/2010 | 117.26 | 0 | 0 |
| Bonds | 4.265 M | - | Lyxor | 0.4 | Investment Grade | SGI Daily Leveraged BTP Total Return Index - EUR | 4/27/2011 | 407.44 | 0 | 0 |
| Stocks | 3.265 M | - | Lyxor | 0.45 | Large Cap | MSCI South Africa | 5/20/2014 | 10.91 | 2.71 | 17.76 |
| Bonds | 2.983 M | - | Lyxor | 0.25 | High-yielding | Bloomberg Barclays MSCI US Corporate High Yield SRI Sustainable Index | 1/16/2020 | 21.31 | 0 | 0 |
| Stocks | 2.612 M | - | Lyxor | 0.45 | Large Cap | MSCI Turkey Index - EUR | 5/13/2014 | 4.53 | 3.17 | 28.66 |
| Bonds | 2.284 M | - | Lyxor | 0.17 | Investment Grade | FTSE MTS Target Maturity Bond Spain 10Y Gross Total Return Index - EUR | 2/11/2013 | 179.65 | 0 | 0 |
| Bonds | 2.197 M | - | Lyxor | 0.25 | High-yielding | | 1/16/2020 | 20.34 | 0 | 0 |
| Bonds | 1.818 M | - | Lyxor | 0.3 | High-yielding | Bloomberg Barclays MSCI U.S. Corporate SRI Index | 2/7/2020 | 20.9 | 0 | 0 |
| Stocks | 975,783 | - | Lyxor | 0.25 | Total Market | MSCI Europe Index - EUR | 4/29/2019 | 11.24 | 1.86 | 21.62 |
| Stocks | - | - | Lyxor | 0.65 | Total Market | Bovespa Gross Total Return Index - BRL | 5/13/2014 | 0 | 2.24 | 15.24 |
| Stocks | - | - | Lyxor | 0.45 | Total Market | MSCI Thailand | 3/14/2019 | 0 | 1.51 | 20.5 |
| Stocks | - | - | Lyxor | 0.97 | Total Market | | 6/24/2013 | 0 | 5.88 | 25.81 |
| Stocks | - | - | Lyxor | 0.7 | Financial titles | Privex Net Total Return Index - USD | 11/22/2018 | 0 | 4.25 | 27.5 |
| Bonds | - | - | Lyxor | 0.3 | Wide credit | Solactive USD Daily (x7) Flattener 2-10 Index - USD | 7/17/2019 | 0 | 0 | 0 |
| Bonds | - | - | Lyxor | 0.2 | Investment Grade | Bloomberg Barclays Global Inflation-Linked 1-10 Year Index | 5/13/2019 | 0 | 0 | 0 |
| Stocks | - | - | Lyxor | 0.4 | Real estate | FTSE EPRA/NAREIT United States Index | 2/17/2010 | 0 | 0 | 0 |
| Stocks | - | - | Lyxor | 0.4 | Real estate | FTSE EPRA/NAREIT United States Index | 1/11/2010 | 0 | 4.95 | 24.54 |
| Bonds | - | - | Lyxor | 0.12 | Wide credit | Markit iBoxx Sovereigns Germany Capped 1-5 Index - EUR | 10/7/2009 | 0 | 3.07 | 20.19 |
| Bonds | - | - | Lyxor | 0.12 | Investment Grade | Markit iBoxx Sovereigns Germany Capped 3M-2 Index - EUR | 1/12/2010 | 0 | 4.02 | 23.61 |
| Bonds | - | - | Lyxor | 0.3 | High-yielding | BofA Merrill Lynch BB-CCC 1-3 Year US High Yield Constrained Index | 6/1/2017 | 0 | 0 | 0 |
| Stocks | - | - | Lyxor | 0.55 | Large Cap | Hang Seng China Enterprises Index - HKD | 7/2/2010 | 0 | 3.78 | 26.21 |
| Stocks | - | - | Lyxor | 0.5 | Extended Market | CAC PME GR Net Total Return Index - EUR | 4/9/2014 | 0 | 2.82 | 9.73 |
| Stocks | - | - | Lyxor | 0.45 | Large Cap | Warsaw Stock Exchange Top 20 Index - PLN | 2/10/2010 | 0 | 5.62 | 29.12 |