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USD XXXX N N N Clovis Oncology, Inc. 529900WCUY9ZAHMRV489 189464100 -29817.00000000 NS USD -310842.23000000 -0.09307336599 Short EC CORP US N 1 N N N N/A N/A 000000000 161515833.27000001 PA USD 370112.80000000 0.110820347974 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus Federal Funds +/- spread (-5.18% to 0.65%). USD Currency. Maturity 13-56 Months 01/14/21 to 07/03/23 El Paso Electric Co. 4065524.76000000 USD 109002.48000000 USD Audentes Therapeutics, Inc. 3309211.84000000 USD 38541.71000000 USD ArQule, Inc. 1414665.00000000 USD 19379.60000000 USD Raytheon Co. 3764146.20000000 USD 635538.61000000 USD Advanced Disposal Services, Inc. 5607227.56000000 USD 104369.51000000 USD Tallgrass Energy LP, Class A 2189880.00000000 USD 152.21000000 USD Ra Pharmaceuticals, Inc. 4699523.27000000 USD 79636.33000000 USD Centene Corp. 3699019.32000000 USD -609627.31000000 USD AK Steel Holding Corp. 119427.00000000 USD 6207.40000000 USD AbbVie, Inc. 2310628.38000000 USD -487901.12000000 USD AquaVenture Holdings Ltd. 162720.00000000 USD 192.36000000 USD WABCO Holdings, Inc. 5636529.00000000 USD 144750.07000000 USD Mellanox Technologies Ltd. 5814588.78000000 USD 31119.29000000 USD William Lyon Homes, Class A 403336.26000000 USD -2158.79000000 USD Lantheus Holdings, Inc. 332979.85000000 USD -11890.82000000 USD T-Mobile US, Inc. 7959943.68000000 USD -1455682.25000000 USD Eldorado Resorts, Inc. 1745066.40000000 USD -431264.50000000 USD Tiffany & Co. 6502874.40000000 USD 32779.30000000 USD Texas Capital Bancshares, Inc. 1062393.78000000 USD 85221.02000000 USD Instructure, Inc. 674940.00000000 USD -6208.86000000 USD Cision Ltd. 640512.68000000 USD -4160.66000000 USD Medicines Co. (The) 6493068.42000000 USD 79153.32000000 USD Pacific Biosciences of California, Inc. 2189809.62000000 USD -1056519.02000000 USD Cleveland-Cliffs, Inc. 121968.00000000 USD -7405.52000000 USD Taylor Morrison Home Corp. 354306.88000000 USD 5243.13000000 USD Progenics Pharmaceuticals, Inc. 330341.00000000 USD -664.76000000 USD KEMET Corp. 2912419.40000000 USD 100405.39000000 USD ViacomCBS, Inc. 83.94000000 USD -3.97000000 USD United Bankshares, Inc. 393172.20000000 USD -8011.18000000 USD First Horizon National Corp. 2163713.04000000 USD 44042.36000000 USD PDC Energy, Inc. 70632.83000000 USD -7149.72000000 USD Wesco Aircraft Holdings, Inc. 598121.52000000 USD 181.10000000 USD Stars Group, Inc. (The) 6415948.44000000 USD 1365246.90000000 USD Acacia Communications, Inc. 4995630.51000000 USD 194471.79000000 USD Pattern Energy Group, Inc., Class A 2573831.00000000 USD -38984.88000000 USD Allergan plc 5761099.12000000 USD 748917.90000000 USD Genworth Financial, Inc., Class A 2157852.40000000 USD 46664.76000000 USD IBERIABANK Corp. 2132954.32000000 USD -52884.77000000 USD Aircastle Ltd. 432135.00000000 USD -1406.47000000 USD Carolina Financial Corp. 389070.00000000 USD 11132.50000000 USD Prologis, Inc. 1805085.00000000 USD -52444.97000000 USD Sprint Corp. 5156727.75000000 USD -654796.33000000 USD LogMeIn, Inc. 514440.00000000 USD -290.42000000 USD Intrexon Corp. 428936.04000000 USD 51660.18000000 USD SRC Energy, Inc. 70394.32000000 USD 7401.44000000 USD Cincinnati Bell, Inc. 240810.00000000 USD 1477.29000000 USD A Schulman, Inc. 15152.62000000 USD 15152.60000000 USD Xperi Corp. 188922.00000000 USD 973.88000000 USD United Technologies Corp. 5989800.96000000 USD -837544.18000000 USD Zayo Group Holdings, Inc. 4965345.00000000 USD 211693.35000000 USD Wright Medical Group NV 5759988.48000000 USD 201059.50000000 USD Fitbit, Inc., Class A 4480976.52000000 USD -295998.84000000 USD Caesars Entertainment Corp. 4426364.80000000 USD 623916.99000000 USD Cypress Semiconductor Corp. 5567424.54000000 USD 268684.53000000 USD Tech Data Corp. 2441200.00000000 USD 88525.00000000 USD WellCare Health Plans, Inc. 5747965.47000000 USD 1021996.14000000 USD Anixter International, Inc. 2135338.50000000 USD 120492.41000000 USD Independent Bank Group, Inc. 1069825.68000000 USD -76286.53000000 USD Digital Realty Trust, Inc. 2030790.40000000 USD 128207.64000000 USD InterXion Holding NV 2011440.00000000 USD -100524.74000000 USD Achillion Pharmaceuticals, Inc. 1072290.78000000 USD -38893.51000000 USD Liberty Property Trust 1801500.00000000 USD 55155.75000000 USD TiVo Corp. 189833.28000000 USD 2788.54000000 USD Continental Building Products, Inc. 546450.00000000 USD 4393.90000000 USD Innophos Holdings, Inc. 255840.00000000 USD -2069.92000000 USD Callon Petroleum Co. 1695.33000000 USD -250.32000000 USD Y 2021-01-14 0 USD 0 USD 161515833 USD 444903.82 N N N N/A N/A N/A 1.00000000 NC N/A -16.78000000 -0.00000502432 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7000.00000000 ILS 2018.55000000 USD 2020-03-18 -16.78 N N N N/A N/A N/A 1.00000000 NC N/A -4608.20000000 -0.00137980185 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1020000.00000000 NOK 111600.33000000 USD 2020-03-18 -4608.2 N N N N/A N/A N/A 1.00000000 NC N/A 14982.23000000 0.004486026805 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 845345.74000000 USD 19500000.00000000 CZK 2020-03-18 14982.23 N N N N/A N/A N/A 1.00000000 NC N/A -1221.59000000 -0.00036577235 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 86000.00000000 BRL 20091.01000000 USD 2020-03-18 -1221.59 N N N N/A N/A N/A 1.00000000 NC N/A 11445.65000000 0.003427092810 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 803630.96000000 USD 940253500.00000000 KRW 2020-03-18 11445.65 N N N Vector Group Ltd. 549300TUIF4WWN6NDN50 92240MBC1 650000.00000000 PA USD 675593.75000000 0.202288422513 Long DBT CORP US N 2 2020-04-15 Variable 1.75000000 N N N N N Vector Group Ltd. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A 3739.24000000 0.001119615095 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 213940.93000000 USD 323000.00000000 NZD 2020-03-18 3739.24 N N N N/A N/A N/A 1.00000000 NC N/A -11631.81000000 -0.00348283342 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 520000.00000000 AUD 353958.07000000 USD 2020-03-18 -11631.81 N N N N/A N/A N/A 1.00000000 NC N/A 5835.53000000 0.001747292893 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 216872.14000000 USD 167784.00000000 GBP 2020-03-18 5835.53 N N N N/A N/A N/A 1.00000000 NC N/A 31849.29000000 0.009536415386 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1274635.36000000 USD 1858290.00000000 AUD 2020-03-18 31849.29 N N N N/A N/A N/A 1.00000000 NC N/A -2211.29000000 -0.00066211146 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 204066.00000000 EUR 227771.09000000 USD 2020-03-18 -2211.29 N N N N/A N/A N/A 1.00000000 NC N/A -16612.46000000 -0.00497415544 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 259470495.00000000 CLP 328749.77000000 USD 2020-03-18 -16612.46 N N N Blackstone Mortgage Trust, Inc. 549300OLDJ20R2Y2UW20 09257WAC4 2300000.00000000 PA USD 2459919.30000000 0.736556835684 Long DBT CORP US N 2 2023-03-15 Fixed 4.75000000 N N N N Y Blackstone Mortgage Trust, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A 14098.15000000 0.004221312769 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2365577.51000000 USD 45500000.00000000 MXN 2020-03-18 14098.15 N N N Clovis Oncology, Inc. 529900WCUY9ZAHMRV489 189464100 4996.00000000 NS USD 52083.30000000 0.015594946809 Long EC CORP US N 1 N N N Blackline, Inc. 529900P9N7PK9LV5EK56 09239B109 -3835.00000000 NS USD -197732.60000000 -0.05920572197 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 3820.24000000 0.001143868372 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 233413.25000000 USD 210500.00000000 EUR 2020-03-18 3820.24 N N N N/A N/A N/A 1.00000000 NC N/A 106.76000000 0.000031966417 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 80917.45000000 USD 565000.00000000 CNY 2020-03-18 106.76 N N N N/A N/A N/A 1.00000000 NC N/A -10491.20000000 -0.00314130836 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 474008.00000000 CHF 481914.93000000 USD 2020-03-18 -10491.2 N N N N/A N/A N/A 1.00000000 NC N/A -4012.02000000 -0.00120129174 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 232412.00000000 EUR 257916.30000000 USD 2020-03-18 -4012.02 N N N N/A N/A N/A -1.00000000 NC USD -611.95000000 -0.00018323200 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-03-02 -56907.75 USD -611.95 N N N N/A N/A N/A 1.00000000 NC N/A 28142.07000000 0.008426387820 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3502146.00000000 USD 67500000.00000000 MXN 2020-03-18 28142.07 N N N N/A N/A N/A 1.00000000 NC N/A -2939.88000000 -0.00088026819 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 644410.00000000 NOK 70477.70000000 USD 2020-03-18 -2939.88 N N N N/A N/A N/A 3.00000000 NC USD 2970.86000000 0.000889544319 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-01-08 133843.5 USD 2970.86 N N N N/A N/A N/A 1.00000000 NC N/A 15935.17000000 0.004771359121 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 314841.87000000 USD 4679062.00000000 ZAR 2020-03-18 15935.17 N N N N/A N/A N/A 1.00000000 NC N/A 260.66000000 0.000078047643 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 353590.49000000 USD 25399332.00000000 INR 2020-03-18 260.66 N N N N/A N/A N/A 1.00000000 NC USD 1595.43000000 0.000477708708 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-01-03 44531.25 USD 1595.43 N N N N/A N/A N/A 1.00000000 NC N/A -2666.75000000 -0.00079848673 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 226415.00000000 EUR 252502.95000000 USD 2020-03-18 -2666.75 N N N N/A N/A N/A 1.00000000 NC N/A 30321.87000000 0.009079070447 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1136255.16000000 USD 1731000.00000000 NZD 2020-03-18 30321.87 N N N N/A N/A N/A 1.00000000 NC N/A 435.71000000 0.000130461669 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 303418.05000000 USD 89318000.00000000 HUF 2020-03-18 435.71 N N N N/A N/A N/A 1.00000000 NC N/A -181.31000000 -0.00005428841 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 270614500.00000000 IDR 19260.72000000 USD 2020-03-18 -181.31 N N N N/A N/A N/A 1.00000000 NC N/A 9369.10000000 0.002805325625 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 344780.24000000 USD 340917.00000000 CHF 2020-03-18 9369.1 N N N N/A N/A N/A 1.00000000 NC N/A 1575.43000000 0.000471720245 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 95397.90000000 USD 905000.00000000 SEK 2020-03-18 1575.43 N N N NCR Corp. 549300YKTY8JX1DV2R67 62886E108 -66912.00000000 NS USD -2352625.92000000 -0.70443071168 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -5245.92000000 -0.00157074999 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 169000.00000000 GBP 219075.80000000 USD 2020-03-18 -5245.92 N N N N/A N/A N/A 1.00000000 NC N/A 19777.77000000 0.005921922596 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 582380.85000000 USD 893500.00000000 NZD 2020-03-18 19777.77 N N N N/A N/A N/A 1.00000000 NC N/A 9.51000000 0.000002847514 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2509.13000000 USD 128000.00000000 PHP 2020-03-18 9.51 N N N N/A N/A N/A 1.00000000 NC N/A -2605.32000000 -0.00078009317 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1355500.00000000 MXN 68288.09000000 USD 2020-03-18 -2605.32 N N N N/A N/A N/A 1.00000000 NC N/A 3050.26000000 0.000913318519 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 94095.53000000 USD 392000.00000000 BRL 2020-03-18 3050.26 N N N N/A N/A 000000000 48094019.96999999 PA -2327679.25999999 -0.69696110365 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus HIBOR or HONIX +/- spread (-2.18% to 0.04%). HKD Currency. Maturity 60-61 Months 04/13/23 to 11/29/24 Sinotruk Hong Kong Ltd. 501557.28000000 USD 71938.36000000 USD China Gas Holdings Ltd. 985476.72000000 USD -66940.32000000 USD Guangdong Investment Ltd. 422495.04000000 USD 16771.96000000 USD Alibaba Health Information Technology Ltd. 355763.29000000 USD -58339.90000000 USD CITIC Securities Co. Ltd., Class H 780248.76000000 USD -131865.97000000 USD Nexteer Automotive Group Ltd. 479480.92000000 USD -211321.49000000 USD Li Ning Co. Ltd. 805307.77000000 USD -18126.69000000 USD China National Building Material Co. Ltd., Class H 600206.20000000 USD 105916.15000000 USD Alibaba Pictures Group Ltd. 416731.08000000 USD -116833.75000000 USD China Galaxy Securities Co. Ltd., Class H 235345.81000000 USD -10959.68000000 USD BBMG Corp., Class H 1082354.41000000 USD 34663.89000000 USD China Shenhua Energy Co. Ltd., Class H 48090.81000000 USD 280.62000000 USD Xiaomi Corp., Class B 1062754.20000000 USD -131612.68000000 USD China Railway Group Ltd., Class H 187595.78000000 USD -3594.95000000 USD China Eastern Airlines Corp. Ltd., Class H 283677.03000000 USD -16965.11000000 USD China Southern Airlines Co. Ltd., Class H 809544.79000000 USD 132981.34000000 USD Anhui Conch Cement Co. Ltd., Class H 750471.48000000 USD 110720.87000000 USD China Resources Cement Holdings Ltd. 453179.51000000 USD 71485.60000000 USD Lee & Man Paper Manufacturing Ltd. 163617.84000000 USD 23623.48000000 USD Tingyi Cayman Islands Holding Corp. 266251.38000000 USD 13475.64000000 USD Kingboard Holdings Ltd. 139551.60000000 USD 12786.13000000 USD Haier Electronics Group Co. Ltd. 859193.41000000 USD 66662.21000000 USD Want Want China Holdings Ltd. 32692.27000000 USD -3292.33000000 USD China State Construction International Holdings Ltd. 562907.85000000 USD 62638.99000000 USD China Telecom Corp. Ltd., Class H 445771.98000000 USD -104196.64000000 USD CITIC Ltd. 982352.92000000 USD -120560.41000000 USD China Petroleum & Chemical Corp., Class H 102362.30000000 USD -1571.38000000 USD Aluminum Corp. of China Ltd., Class H 7539.42000000 USD -577.26000000 USD China Communications Construction Co. Ltd., Class H 142616.68000000 USD -4417.45000000 USD Sun Art Retail Group Ltd. 66130.16000000 USD 10495.66000000 USD China Railway Signal & Communication Corp. Ltd., Class H 97153.18000000 USD -588.65000000 USD China Molybdenum Co. Ltd., Class H 895883.10000000 USD -95317.48000000 USD TravelSky Technology Ltd., Class H 26853.19000000 USD 2441.64000000 USD Bank of China Ltd., Class H 207754.51000000 USD 6590.36000000 USD China Longyuan Power Group Corp. Ltd., Class H 97388.29000000 USD -10971.38000000 USD Haitian International Holdings Ltd. 385111.98000000 USD -30580.98000000 USD Dongfeng Motor Group Co. Ltd., Class H 203209.45000000 USD -20824.24000000 USD China Medical System Holdings Ltd. 734093.04000000 USD 229146.63000000 USD Bosideng International Holdings Ltd. 199133.28000000 USD -77372.34000000 USD People's Insurance Co. Group of China Ltd. (The), Class H 321392.33000000 USD 6944.16000000 USD China Traditional Chinese Medicine Holdings Co. Ltd. 7721.45000000 USD 294.11000000 USD Air China Ltd., Class H 121742.83000000 USD -10808.58000000 USD Shanghai Fosun Pharmaceutical Group Co. Ltd., Class H 617172.16000000 USD 15284.48000000 USD Brilliance China Automotive Holdings Ltd. 618562.39000000 USD 73685.51000000 USD CGN Power Co. Ltd., Class H 692198.68000000 USD -16539.18000000 USD PetroChina Co. Ltd., Class H 269819.94000000 USD 9319.23000000 USD COSCO SHIPPING Holdings Co. Ltd., Class H 189292.56000000 USD -4520.99000000 USD China Merchants Bank Co. Ltd., Class H 786592.71000000 USD -175491.83000000 USD Dali Foods Group Co. Ltd. 178916.35000000 USD 8939.60000000 USD China Mengniu Dairy Co. Ltd. 202254.67000000 USD -24069.92000000 USD Postal Savings Bank of China Co. Ltd., Class H 485582.12000000 USD -14020.64000000 USD CRRC Corp. Ltd., Class H 150184.24000000 USD -9500.17000000 USD Zhuzhou CRRC Times Electric Co. Ltd., Class H 26412.02000000 USD 236.90000000 USD China Cinda Asset Management Co. Ltd., Class H 80692.69000000 USD 4745.03000000 USD Haitong Securities Co. Ltd., Class H 58594.42000000 USD 4562.13000000 USD Beijing Enterprises Holdings Ltd. 708933.73000000 USD -126018.62000000 USD Kingdee International Software Group Co. Ltd. 113049.77000000 USD 3663.95000000 USD Yihai International Holding Ltd. 117403.85000000 USD -22444.08000000 USD Sino Biopharmaceutical Ltd. 102128.29000000 USD -4946.14000000 USD Semiconductor Manufacturing International Corp. 167745.45000000 USD -40563.51000000 USD Beijing Capital International Airport Co. Ltd., Class H 1075201.45000000 USD -8412.42000000 USD China Taiping Insurance Holdings Co. Ltd. 107655.72000000 USD -27156.67000000 USD COSCO SHIPPING Energy Transportation Co. Ltd., Class H 457202.88000000 USD 65617.09000000 USD Shandong Weigao Group Medical Polymer Co. Ltd., Class H 690191.45000000 USD 192615.97000000 USD PICC Property & Casualty Co. Ltd., Class H 652076.50000000 USD 69684.63000000 USD AAC Technologies Holdings, Inc. 541259.18000000 USD 204444.34000000 USD Far East Horizon Ltd. 1009186.57000000 USD -96363.38000000 USD Yanzhou Coal Mining Co. Ltd., Class H 609144.15000000 USD -34988.55000000 USD MMG Ltd. 39662.83000000 USD -5540.91000000 USD Maanshan Iron & Steel Co. Ltd., Class H 98837.12000000 USD -1398.05000000 USD China Power International Development Ltd. 18004.90000000 USD 1427.83000000 USD China Pacific Insurance Group Co. Ltd., Class H 178876.75000000 USD -21998.81000000 USD China Resources Power Holdings Co. Ltd. 626226.17000000 USD -140068.45000000 USD ENN Energy Holdings Ltd. 88494.12000000 USD -4634.49000000 USD Zijin Mining Group Co. Ltd., Class H 40727.00000000 USD -9399.75000000 USD Industrial & Commercial Bank of China Ltd., Class H 123444.65000000 USD -5206.46000000 USD New China Life Insurance Co. Ltd., Class H 565331.58000000 USD -110344.41000000 USD Huaneng Power International, Inc., Class H 62701.55000000 USD -2275.30000000 USD Weichai Power Co. Ltd., Class H 721868.11000000 USD 195471.98000000 USD Zhaojin Mining Industry Co. Ltd., Class H 504077.40000000 USD -57334.03000000 USD Sinopec Shanghai Petrochemical Co. Ltd., Class H 95091.98000000 USD -98261.49000000 USD Sinopec Engineering Group Co. Ltd., Class H 681429.29000000 USD -468497.92000000 USD Hua Hong Semiconductor Ltd. 81999.87000000 USD -7585.59000000 USD Tencent Holdings Ltd. 414314.96000000 USD 46321.88000000 USD Beijing Enterprises Water Group Ltd. 368213.22000000 USD 10332.90000000 USD CNOOC Ltd. 144666.26000000 USD 4100.00000000 USD Fuyao Glass Industry Group Co. Ltd., Class H 292725.72000000 USD 11940.75000000 USD BOC Aviation Ltd. 130179.12000000 USD -19234.86000000 USD Zhejiang Expressway Co. Ltd., Class H 670995.63000000 USD -26863.78000000 USD China Tower Corp. Ltd., Class H 664557.89000000 USD 130131.87000000 USD Guangzhou Automobile Group Co. Ltd., Class H 1242502.75000000 USD -189257.84000000 USD China Mobile Ltd. 709788.01000000 USD -176321.79000000 USD Ping An Insurance Group Co. of China Ltd., Class H 1230680.65000000 USD -272656.56000000 USD Genscript Biotech Corp. 436267.20000000 USD 14763.55000000 USD China Oilfield Services Ltd., Class H 163281.78000000 USD -57560.87000000 USD BYD Co. Ltd., Class H 393997.99000000 USD 49141.72000000 USD ANTA Sports Products Ltd. 456612.53000000 USD 109554.40000000 USD Shanghai Pharmaceuticals Holding Co. Ltd., Class H 7200.12000000 USD 539.21000000 USD China Railway Construction Corp. Ltd., Class H 163187.00000000 USD 7892.79000000 USD CSPC Pharmaceutical Group Ltd. 501143.63000000 USD 167779.58000000 USD China International Capital Corp. Ltd., Class H 724952.59000000 USD -70380.62000000 USD Sunny Optical Technology Group Co. Ltd. 77967.49000000 USD -37816.80000000 USD Kunlun Energy Co. Ltd. 538898.05000000 USD 9444.23000000 USD China Resources Gas Group Ltd. 340675.68000000 USD -4588.13000000 USD Uni-President China Holdings Ltd. 880379.97000000 USD 26727.89000000 USD China Communications Services Corp. Ltd., Class H 670664.68000000 USD 5424.20000000 USD Huatai Securities Co. Ltd., Class H 1189222.79000000 USD -39761.45000000 USD China CITIC Bank Corp. Ltd., Class H 549239.11000000 USD 20583.58000000 USD China Resources Pharmaceutical Group Ltd. 303146.03000000 USD -150284.09000000 USD Fosun International Ltd. 241411.35000000 USD -5699.28000000 USD Sinotrans Ltd., Class H 17006.47000000 USD -5668.81000000 USD BAIC Motor Corp. Ltd., Class H 758013.76000000 USD -37832.92000000 USD Lenovo Group Ltd. 224298.85000000 USD -50276.84000000 USD Jiangxi Copper Co. Ltd., Class H 258569.74000000 USD 37714.02000000 USD Country Garden Services Holdings Co. 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Morgan Securities ZBUT11V806EZRVTWT807 N/A N/A Y 2020-03-19 0 USD 0 USD -1631250 ZAR 364.62 N N N 2020-01-30 AQR Funds Heather Bonner Heather Bonner Principal Financial Officer