NPORT-P false 0001444822 XXXXXXXX S000042050 C000130629 C000130630 C000145946 AQR Funds 811-22235 0001444822 549300V0TAB4ICSX2404 2 Greenwich Plaza 4th Floor Greenwich 06830 203-742-3600 AQR Style Premia Alternative Fund S000042050 549300H47CIW5R9UN420 2019-12-31 2019-12-31 N 3197693396.54 1122999796.69 2074693599.85 0 478482078.44 0 0 0 0 0 0 0 0 0 0 0 273292780.97 EUR GBP CAD USD JPY AUD N Johnson Controls International plc 549300XQ6S1GYKGBL205 N/A 73673.00000000 NS USD 2999227.83000000 0.144562446725 Long EC CORP IE N 1 N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 036752103 38447.00000000 NS USD 11612147.41000000 0.559704209375 Long EC CORP US N 1 N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751200 -5023787.00000000 NS -7466719.73000000 -0.35989505778 Short EC CORP CA N 1 N N N Electronic Arts, Inc. 549300O7A67PUEYKDL45 285512109 85458.00000000 NS USD 9187589.58000000 0.442840792523 Long EC CORP US N 1 N N N Murphy Oil Corp. QBKYQD0ODE7DC7PDIN91 626717102 -95453.00000000 NS USD -2558140.40000000 -0.12330208181 Short EC CORP US N 1 N N N Expedia Group, Inc. CI7MUJI4USF3V0NJ1H64 30212P303 24084.00000000 NS USD 2604443.76000000 0.125533898604 Long EC CORP US N 1 N N N Terna Rete Elettrica Nazionale SpA 8156009E94ED54DE7C31 N/A 1471846.00000000 NS 9843582.96000000 0.474459600237 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -286754.71000000 -0.01382154502 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10785171555.00000000 KRW 9062576.17000000 USD 2020-03-18 -286754.71 N N N N/A N/A N/A 1.00000000 NC N/A 129725.09000000 0.006252734862 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5823183.75000000 USD 7728096.00000000 CAD 2020-03-18 129725.09 N N N N/A N/A N/A 35271724.89000000 PA -35632.44000000 -0.00171747963 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI Mexico Net Index MSCI Mexico Net Index Y 2020-03-18 0 USD 0 USD 35271724.89 MXN -35632.44 N N N N/A N/A N/A 1.00000000 NC N/A 20626.06000000 0.000994173790 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 920539.39000000 USD 906000.00000000 CHF 2020-03-18 20626.06 N N N Autodesk, Inc. FRKKVKAIQEF3FCSTPG55 052769106 -4606.00000000 NS USD -845016.76000000 -0.04072971353 Short EC CORP US N 1 N N N Best Buy Co., Inc. HL5XPTVRV0O8TUN5LL90 086516101 84923.00000000 NS USD 7456239.40000000 0.359389907046 Long EC CORP US N 1 N N N Fiat Chrysler Automobiles NV 549300LKT9PW7ZIBDF31 N/A 1173468.00000000 NS 17398463.31000000 0.838603990066 Long EC CORP NL N 2 N N N MasTec, Inc. 549300TMDIT8WREDOF45 576323109 118337.00000000 NS USD 7592501.92000000 0.365957745305 Long EC CORP US N 1 N N N N/A N/A N/A 416698.05000000 PA USD -7143.10000000 -0.00034429662 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Emerging Markets Thailand Net Total Return Index MSCI Emerging Markets Thailand Net Total Return Index Y 2020-03-18 0 USD 0 USD 416698.05 USD -7143.1 N N N N/A N/A N/A 1.00000000 NC N/A 14749.62000000 0.000710930038 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 615570.95000000 USD 5882443.00000000 SEK 2020-03-18 14749.62 N N N N/A N/A N/A 1.00000000 NC N/A 1077.19000000 0.000051920437 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 39951.81000000 USD 39496.00000000 CHF 2020-03-18 1077.19 N N N N/A N/A N/A 1.00000000 NC N/A 69284.35000000 0.003339497938 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2732143.53000000 USD 2110546.00000000 GBP 2020-03-18 69284.35 N N N CGI, Inc. 549300WSRCZY73ZG3090 12532H104 98897.00000000 NS 8276259.67000000 0.398914792555 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 225391.71000000 0.010863855270 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8034771.36000000 USD 11748916.00000000 AUD 2020-03-18 225391.71 N N N N/A N/A N/A 1.00000000 NC N/A 124659.28000000 0.006008563385 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5828249.56000000 USD 7728096.00000000 CAD 2020-03-18 124659.28 N N N N/A N/A N/A 1560.00000000 NC 827111.20000000 0.039866667543 N/A DE GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long FTSE 100 Index GB0001383545 2020-03-20 116984400 GBP 827111.2 N N N N/A N/A N/A 1.00000000 NC N/A -109232.76000000 -0.00526500684 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5496030.00000000 CHF 5600119.95000000 USD 2020-03-18 -109232.76 N N N N/A N/A 000000000 140812462.80000001 PA -8986488.55000000 -0.43314774531 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 (-0.13% to 0.04%). HKD Currency. Maturity 61 Months 04/19/23 to 12/10/24 New World Development Co. Ltd. 8387575.11000000 USD -973965.24000000 USD NWS Holdings Ltd. 1397358.38000000 USD -483667.67000000 USD Hang Seng Bank Ltd. 417533.52000000 USD 19083.91000000 USD Wharf Holdings Ltd. (The) 4994427.16000000 USD -13207.45000000 USD Power Assets Holdings Ltd. 3796806.80000000 USD -147691.09000000 USD Yue Yuen Industrial Holdings Ltd. 3700922.48000000 USD 17588.78000000 USD Hang Lung Properties Ltd. 555523.46000000 USD 21663.98000000 USD Hong Kong & China Gas Co. Ltd. 6343042.24000000 USD -47912.37000000 USD Melco International Development Ltd. 1677213.05000000 USD -245586.08000000 USD Hysan Development Co. Ltd. 1097952.21000000 USD 5520.37000000 USD ASM Pacific Technology Ltd. 7568964.97000000 USD -1823198.76000000 USD CLP Holdings Ltd. 7185486.54000000 USD -282718.86000000 USD AIA Group Ltd. 21751154.63000000 USD -2283416.75000000 USD CK Asset Holdings Ltd. 2608665.47000000 USD -112484.34000000 USD Techtronic Industries Co. Ltd. 4562388.30000000 USD -1166436.68000000 USD Wharf Real Estate Investment Co. Ltd. 5790384.08000000 USD 143447.47000000 USD HK Electric Investments & HK Electric Investments Ltd. 2064861.08000000 USD 22125.37000000 USD Kerry Properties Ltd. 1257728.17000000 USD -41311.75000000 USD WH Group Ltd. 7519059.30000000 USD 632355.74000000 USD SJM Holdings Ltd. 1039599.47000000 USD 78857.43000000 USD Vitasoy International Holdings Ltd. 2133038.65000000 USD 347392.55000000 USD HKT Trust & HKT Ltd. 1155615.76000000 USD -68186.21000000 USD Sun Hung Kai Properties Ltd. 5597589.79000000 USD 173757.55000000 USD BOC Hong Kong Holdings Ltd. 395742.71000000 USD 9074.05000000 USD Sands China Ltd. 653991.85000000 USD 79731.23000000 USD MGM China Holdings Ltd. 3194206.00000000 USD 131344.44000000 USD Wynn Macau Ltd. 684041.27000000 USD 108266.53000000 USD Minth Group Ltd. 5748597.28000000 USD 52837.90000000 USD CK Hutchison Holdings Ltd. 14770470.46000000 USD -1443012.09000000 USD Swire Properties Ltd. 1439100.82000000 USD -69052.18000000 USD Henderson Land Development Co. Ltd. 11323421.79000000 USD -832777.55000000 USD Y 2023-04-19 0 USD 0 USD 140812463 USD -8191577.7 N N N N/A N/A N/A 1.00000000 NC N/A 85222.29000000 0.004107704868 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3134805.85000000 USD 2425912.00000000 GBP 2020-03-18 85222.29 N N N N/A N/A N/A 1.00000000 NC N/A 287001.91000000 0.013833460035 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8944340.41000000 USD 176505598.00000000 MXN 2020-03-18 287001.91 N N N N/A N/A N/A 1.00000000 NC N/A -13691.04000000 -0.00065990660 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1263460.00000000 EUR 1410228.34000000 USD 2020-03-18 -13691.04 N N N N/A N/A N/A 1.00000000 NC N/A -78473.65000000 -0.00378242117 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32183727.00000000 SEK 3370104.61000000 USD 2020-03-18 -78473.65 N N N N/A N/A N/A 1.00000000 NC N/A -155558.90000000 -0.00749792162 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5496024.00000000 CHF 5553787.57000000 USD 2020-03-18 -155558.9 N N N N/A N/A N/A 1.00000000 NC N/A -8243.10000000 -0.00039731650 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 823500.00000000 SGD 604493.82000000 USD 2020-03-18 -8243.1 N N N N/A N/A N/A 383437.03000000 PA USD -6564.43000000 -0.00031640479 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Emerging Markets Thailand Net Total Return Index MSCI Emerging Markets Thailand Net Total Return Index Y 2020-03-18 0 USD 0 USD 383437.03 USD -6564.43 N N N LivaNova plc 2138001K2FX6SHK2B339 N/A -18656.00000000 NS USD -1407222.08000000 -0.06782794722 Short EC CORP GB N 1 N N N N/A N/A 000000000 11217600000.00000000 PA 643769.60000000 0.031029622882 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2020-03-12 0 USD 0 USD 11217600000 KRW 643769.6 N N N N/A N/A N/A 1.00000000 NC N/A 75333.72000000 0.003631076897 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12052553.76000000 USD 9136935.00000000 GBP 2020-03-18 75333.72 N N N N/A N/A N/A 1.00000000 NC N/A 1500.10000000 0.000072304652 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 31294.17000000 USD 287846.00000000 NOK 2020-03-18 1500.1 N N N N/A N/A N/A 11614185.80000000 PA -223655.73000000 -0.01078018122 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI Netherlands Net Return Index MSCI Netherlands Net Return Index Y 2020-03-18 0 USD 0 USD 11614185.8 EUR -223655.73 N N N N/A N/A N/A 3638.00000000 NC -878544.88000000 -0.04234576518 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long N/A ASX 90 Day Bank Accepted Bill 2020-09-10 3630748447.36 AUD -878544.88 N N N Michaels Cos., Inc. (The) 549300H9LWMBP7HYLR98 59408Q106 205375.00000000 NS USD 1661483.75000000 0.080083331346 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -26141.19000000 -0.00126000244 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1392525.00000000 EUR 1543234.44000000 USD 2020-03-18 -26141.19 N N N N/A N/A N/A -1035.00000000 NC USD -3749343.65000000 -0.18071794554 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Copper 2020-03-27 -72372375 USD -3749343.65 N N N Medtronic plc 549300GX3ZBSQWUXY261 N/A 71398.00000000 NS USD 8100103.10000000 0.390424065538 Long EC CORP IE N 1 N N N United Technologies Corp. I07WOS4YJ0N7YRFE7309 913017109 54748.00000000 NS USD 8199060.48000000 0.395193800211 Long EC CORP US N 1 N N N N/A N/A 000000000 -5730660.00000000 PA USD 43820.15000000 0.002112126340 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2020-01-30 0 USD 0 USD -5730660 USD 43820.15 N N N Zynga, Inc. N/A 98986T108 -217918.00000000 NS USD -1333658.16000000 -0.06428217449 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 80370.20000000 0.003873834671 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1438791.92000000 USD 21489562.00000000 ZAR 2020-03-18 80370.2 N N N Allison Transmission Holdings, Inc. 529900RP7DJ882LI9T83 01973R101 43866.00000000 NS USD 2119605.12000000 0.102164730259 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2229.19000000 0.000107446709 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 561235.66000000 USD 650000000.00000000 KRW 2020-03-18 2229.19 N N N Wilmar International Ltd. 549300H2EAI4YRLWBB20 N/A 626900.00000000 NS 1920633.38000000 0.092574314594 Long EC CORP SG N 2 N N N N/A N/A N/A 1.00000000 NC N/A -522806.84000000 -0.02519923134 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25049842.00000000 CHF 25499318.81000000 USD 2020-03-18 -522806.84 N N N AutoNation, Inc. N/A 05329W102 67152.00000000 NS USD 3265601.76000000 0.157401640427 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -214998.49000000 -0.01036290322 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17329014.00000000 BRL 4079493.44000000 USD 2020-03-18 -214998.49 N N N Unione di Banche Italiane SpA 81560097964CBDAED282 N/A -162297.00000000 NS -530525.87000000 -0.02557128773 Short EC CORP IT N 2 N N N BRP, Inc. 529900EPQGESIRCPY551 05577W200 184540.00000000 NS 8407366.99000000 0.405234150749 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 18392.52000000 0.000886517411 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 68078699.00000000 SEK 7313219.55000000 USD 2020-03-18 18392.52 N N N N/A N/A N/A 1.00000000 NC N/A 346989.86000000 0.016724872531 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8884352.46000000 USD 176505598.00000000 MXN 2020-03-18 346989.86 N N N N/A N/A N/A 1113.00000000 NC USD -483014.36000000 -0.02328123825 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Note 2020-03-31 132012234.38 USD -483014.36 N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612E106 121980.00000000 NS USD 15639055.80000000 0.753800744415 Long EC CORP US N 1 N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135106 785.00000000 NS USD 1450554.40000000 0.069916560214 Long EC CORP US N 1 N N N GATX Corp. 549300IHYHCQP2PIR591 361448103 7670.00000000 NS USD 635459.50000000 0.030629076989 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -950.88000000 -0.00004583230 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 452500.00000000 CNY 63940.19000000 USD 2020-03-18 -950.88 N N N N/A N/A N/A 1.00000000 NC N/A -81980.70000000 -0.00395146059 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32183726.00000000 SEK 3366597.46000000 USD 2020-03-18 -81980.7 N N N Intuit, Inc. VI90HBPH7XSFMB9E4M29 461202103 2224.00000000 NS USD 582532.32000000 0.028077992819 Long EC CORP US N 1 N N N N/A N/A N/A -732.00000000 NC -1304064.16000000 -0.06285574699 N/A DE HK N 1 HKCC & SEOCH 213800NM8ZN1F16ARD34 Short Hang Seng Index HK0000004322 2020-01-30 -1034682000 HKD -1304064.16 N N N General Dynamics Corp. 9C1X8XOOTYY2FNYTVH06 369550108 40680.00000000 NS USD 7173918.00000000 0.345782047070 Long EC CORP US N 1 N N N Dick's Sporting Goods, Inc. 529900SSBV5I4LWSK313 253393102 92156.00000000 NS USD 4560800.44000000 0.219830072273 Long EC CORP US N 1 N N N N/A N/A N/A 94.00000000 NC 465.67000000 0.000022445242 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long N/A 3 Month Canadian Bankers Acceptance 2020-03-16 23030000 CAD 465.67 N N N N/A N/A N/A 468016.95000000 PA USD -5126.89000000 -0.00024711552 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Emerging Markets Thailand Net Total Return Index MSCI Emerging Markets Thailand Net Total Return Index Y 2020-03-18 0 USD 0 USD 468016.95 USD -5126.89 N N N N/A N/A N/A 1.00000000 NC N/A -137417.55000000 -0.00662351057 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10661169.00000000 EUR 11877719.57000000 USD 2020-03-18 -137417.55 N N N NOW, Inc. 549300AVH5SOCFVVDW91 67011P100 -309113.00000000 NS USD -3474430.12000000 -0.16746714407 Short EC CORP US N 1 N N N City Developments Ltd. 254900BPLPJS0RJ72373 N/A -159800.00000000 NS -1300586.05000000 -0.06268810247 Short EC CORP SG N 2 N N N United Rentals, Inc. 5323X5O7RN0NKFCDRY08 911363109 -11157.00000000 NS USD -1860652.89000000 -0.08968326166 Short EC CORP US N 1 N N N Cummins, Inc. ZUNI8PYC725B6H8JU438 231021106 40837.00000000 NS USD 7308189.52000000 0.352253919351 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 9600.91000000 0.000462762790 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22812692.00000000 ILS 6642649.87000000 USD 2020-03-18 9600.91 N N N N/A N/A N/A 1.00000000 NC N/A 2096.27000000 0.000101039980 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 214620.98000000 USD 250000000.00000000 KRW 2020-03-18 2096.27 N N N N/A N/A N/A 1.00000000 NC N/A 41880.02000000 0.002018612290 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2389239.15000000 USD 1831562.00000000 GBP 2020-03-18 41880.02 N N N N/A N/A N/A 1.00000000 NC N/A -38536.23000000 -0.00185744198 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 69328981.00000000 TWD 2292616.51000000 USD 2020-03-18 -38536.23 N N N Booz Allen Hamilton Holding Corp. 529900JPV47PIUWMA015 099502106 47463.00000000 NS USD 3376043.19000000 0.162724905029 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 14369.71000000 0.000692618418 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 615950.86000000 USD 5882443.00000000 SEK 2020-03-18 14369.71 N N N N/A N/A N/A -2851.00000000 NC 340591.09000000 0.016416452531 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Euro Euribor 2020-09-14 -715422812.5 EUR 340591.09 N N N Power Financial Corp. 549300RD0SS3HPUKXF62 73927C100 61641.00000000 NS 1658570.36000000 0.079942906273 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 16794.54000000 0.000809494953 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 790573.40000000 USD 3062500.00000000 PLN 2020-03-18 16794.54 N N N N/A N/A N/A 1.00000000 NC N/A -248280.51000000 -0.01196709287 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17329014.00000000 BRL 4046211.42000000 USD 2020-03-18 -248280.51 N N N N/A N/A N/A 1.00000000 NC N/A 84373.22000000 0.004066779788 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3135654.92000000 USD 2425912.00000000 GBP 2020-03-18 84373.22 N N N N/A N/A N/A 1.00000000 NC N/A 26.59000000 0.000001281635 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3354.41000000 USD 3000.00000000 EUR 2020-03-18 26.59 N N N N/A N/A N/A 1.00000000 NC N/A -176979.04000000 -0.00853036997 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6296332.00000000 CHF 6363738.56000000 USD 2020-03-18 -176979.04 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 780087102 113499.00000000 NS 8980803.40000000 0.432873721722 Long EC CORP CA N 1 N N N Southwestern Energy Co. EFWMP121W54QV9MGOP87 845467109 2806085.00000000 NS USD 6790725.70000000 0.327312220970 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -497010.95000000 -0.02395587232 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25049843.00000000 CHF 25525115.74000000 USD 2020-03-18 -497010.95 N N N Square, Inc. 549300OHIIUWSTIZME52 852234103 -114211.00000000 NS USD -7145040.16000000 -0.34439013840 Short EC CORP US N 1 N N N Cameco Corp. N4BHALMXL3GMZKCUON55 13321L108 -551961.00000000 NS -4905186.51000000 -0.23642944241 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -707619.19000000 -0.03410716599 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25049843.00000000 CHF 25314507.50000000 USD 2020-03-18 -707619.19 N N N N/A N/A N/A 1.00000000 NC N/A 5433.14000000 0.000261876741 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 167940.66000000 USD 200000000.00000000 KRW 2020-03-18 5433.14 N N N N/A N/A N/A 1.00000000 NC N/A -18877.98000000 -0.00090991652 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22812694.00000000 ILS 6614171.57000000 USD 2020-03-18 -18877.98 N N N N/A N/A N/A 1.00000000 NC N/A 25791.83000000 0.001243163327 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2650364.19000000 USD 192093696.00000000 INR 2020-03-18 25791.83 N N N Singapore Telecommunications Ltd. 2549003XJKIQO8YDYD89 N/A -2844200.00000000 NS -7130746.38000000 -0.34370117980 Short EC CORP SG N 2 N N N N/A N/A N/A 1.00000000 NC N/A 137601.31000000 0.006632367787 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5815309.84000000 USD 7728099.00000000 CAD 2020-03-18 137601.31 N N N N/A N/A N/A 1.00000000 NC N/A 24804.53000000 0.001195575578 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2651351.47000000 USD 192093695.00000000 INR 2020-03-18 24804.53 N N N N/A N/A N/A 1.00000000 NC N/A 24131.03000000 0.001163112953 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 864978.56000000 USD 17000000.00000000 MXN 2020-03-18 24131.03 N N N N/A N/A N/A 1.00000000 NC N/A -165066.36000000 -0.00795618013 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6843838.00000000 CHF 6944408.12000000 USD 2020-03-18 -165066.36 N N N N/A N/A N/A 1.00000000 NC N/A 225401.75000000 0.010864339197 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8034761.32000000 USD 11748916.00000000 AUD 2020-03-18 225401.75 N N N Match Group, Inc. 549300BIJKT86CPCKK96 57665R106 52779.00000000 NS USD 4333683.69000000 0.208883070267 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912796TG4 170707000.00000000 PA USD 170354988.51000000 8.211091436456 Long STIV UST US N 2 2020-02-20 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -27312.55000000 -0.00131646186 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1559628.00000000 EUR 1730388.16000000 USD 2020-03-18 -27312.55 N N N N/A N/A N/A 1.00000000 NC N/A -71.63000000 -0.00000345255 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 216788.88000000 USD 250000000.00000000 KRW 2020-03-18 -71.63 N N N Analog Devices, Inc. GYVOE5EZ4GDAVTU4CQ61 032654105 10286.00000000 NS USD 1222388.24000000 0.058918976763 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -108113.67000000 -0.00521106682 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10869986206.00000000 KRW 9314740.40000000 USD 2020-03-18 -108113.67 N N N Flowserve Corp. 6Y0GK87T6V7NJKZJVM41 34354P105 -103903.00000000 NS USD -5171252.31000000 -0.24925378428 Short EC CORP US N 1 N N N Arconic, Inc. 549300HO5WFZUT5N2T22 03965L100 97658.00000000 NS USD 3004936.66000000 0.144837611694 Long EC CORP US N 1 N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456B101 -381972.00000000 NS USD -8086347.24000000 -0.38976103462 Short EC CORP US N 1 N N N Carvana Co. 5493003WEAK2PJ5WS063 146869102 -135988.00000000 NS USD -12517695.40000000 -0.60335152144 Short EC CORP US N 1 N N N Cheniere Energy, Inc. MIHC87W9WTYSYZWV1J40 16411R208 -431239.00000000 NS USD -26335765.73000000 -1.26938096940 Short EC CORP US N 1 N N N Guidewire Software, Inc. 549300WXSG0J8IXZCK32 40171V100 -82889.00000000 NS USD -9098725.53000000 -0.43855755522 Short EC CORP US N 1 N N N AECOM 0EEB8GF0W0NPCIHZX097 00766T100 20284.00000000 NS USD 874848.92000000 0.042167620320 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -810.23000000 -0.00003905299 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 68078699.00000000 SEK 7294016.80000000 USD 2020-03-18 -810.23 N N N N/A N/A N/A 1.00000000 NC N/A -63376.15000000 -0.00305472335 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4323500.00000000 EUR 4809208.21000000 USD 2020-03-18 -63376.15 N N N N/A N/A N/A 1.00000000 NC N/A 16604.73000000 0.000800346133 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 427950.06000000 USD 8500000.00000000 MXN 2020-03-18 16604.73 N N N HollyFrontier Corp. 549300J3U2WK73C9ZK26 436106108 228614.00000000 NS USD 11593015.94000000 0.558782074656 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -16927.77000000 -0.00081591662 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 49500000.00000000 MXN 2571950.15000000 USD 2020-03-18 -16927.77 N N N Williams-Sonoma, Inc. 549300IARG6YWVTZ1I92 969904101 123759.00000000 NS USD 9088860.96000000 0.438082084056 Long EC CORP US N 1 N N N Phillips 66 5493005JBO5YSIGK1814 718546104 50235.00000000 NS USD 5596681.35000000 0.269759416542 Long EC CORP US N 1 N N N Nutanix, Inc. 549300X7J6E8TKVIXW09 67059N108 -54479.00000000 NS USD -1703013.54000000 -0.08208506259 Short EC CORP US N 1 N N N Activision Blizzard, Inc. 549300TPQQDBP9GNOF40 00507V109 21700.00000000 NS USD 1289414.00000000 0.062149610915 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 255232.36000000 0.012302171270 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8004930.71000000 USD 11748916.00000000 AUD 2020-03-18 255232.36 N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913Y100 72071.00000000 NS USD 6749449.15000000 0.325322695866 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -27002.76000000 -0.00130153001 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22812694.00000000 ILS 6606046.79000000 USD 2020-03-18 -27002.76 N N N N/A N/A N/A 1.00000000 NC N/A 2519.10000000 0.000121420338 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 124973.59000000 USD 483604.00000000 PLN 2020-03-18 2519.1 N N N Penumbra, Inc. 549300RGE06P3ECANU72 70975L107 -24578.00000000 NS USD -4037428.06000000 -0.19460358195 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -116802.02000000 -0.00562984433 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1092375000.00000000 HUF 3599383.45000000 USD 2020-03-18 -116802.02 N N N N/A N/A N/A 1.00000000 NC N/A 8479.95000000 0.000408732643 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 338267.65000000 USD 400000000.00000000 KRW 2020-03-18 8479.95 N N N N/A N/A N/A 1.00000000 NC N/A 9609.20000000 0.000463162367 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22812694.00000000 ILS 6642658.75000000 USD 2020-03-18 9609.2 N N N N/A N/A N/A 1.00000000 NC N/A 15385.59000000 0.000741583721 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2660770.43000000 USD 192093696.00000000 INR 2020-03-18 15385.59 N N N N/A N/A N/A 1.00000000 NC N/A -707587.58000000 -0.03410564239 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25049844.00000000 CHF 25314540.15000000 USD 2020-03-18 -707587.58 N N N N/A N/A N/A 1.00000000 NC N/A 19837.45000000 0.000956162876 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1891072.74000000 USD 13325205.00000000 CNY 2020-03-18 19837.45 N N N N/A N/A N/A 1.00000000 NC N/A 113661.08000000 0.005478451372 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2252503.53000000 USD 3510982.00000000 NZD 2020-03-18 113661.08 N N N N/A N/A N/A 1.00000000 NC N/A 9499.24000000 0.000457862307 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 278153.86000000 USD 5500000.00000000 MXN 2020-03-18 9499.24 N N N N/A N/A N/A 1.00000000 NC N/A -96814.39000000 -0.00466644279 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19734836.00000000 NOK 2151574.03000000 USD 2020-03-18 -96814.39 N N N N/A N/A N/A 1.00000000 NC N/A 6335.82000000 0.000305385816 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 557129.03000000 USD 650000000.00000000 KRW 2020-03-18 6335.82 N N N Smartsheet, Inc. 549300N9WF42OK9VL589 83200N103 -79704.00000000 NS USD -3580303.68000000 -0.17257023785 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -27003.77000000 -0.00130157870 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1383240.00000000 EUR 1531907.66000000 USD 2020-03-18 -27003.77 N N N N/A N/A N/A 1.00000000 NC N/A -3572.44000000 -0.00017219120 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2666346.00000000 DKK 398763.42000000 USD 2020-03-18 -3572.44 N N N N/A N/A N/A 1.00000000 NC N/A -133250.74000000 -0.00642267079 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6570083.00000000 CHF 6691843.22000000 USD 2020-03-18 -133250.74 N N N N/A N/A N/A 1.00000000 NC N/A 2637.23000000 0.000127114191 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 159472.76000000 USD 614914.00000000 PLN 2020-03-18 2637.23 N N N N/A N/A N/A 1.00000000 NC N/A 6445.73000000 0.000310683466 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 569399.81000000 USD 4015500.00000000 CNY 2020-03-18 6445.73 N N N N/A N/A N/A 1.00000000 NC N/A 262870.94000000 0.012670349974 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7997292.13000000 USD 11748916.00000000 AUD 2020-03-18 262870.94 N N N N/A N/A N/A 1.00000000 NC N/A -6169.66000000 -0.00029737692 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33500000.00000000 MXN 1745899.23000000 USD 2020-03-18 -6169.66 N N N N/A N/A N/A 1.00000000 NC N/A -6412.99000000 -0.00030910540 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 47000000.00000000 MXN 2451713.52000000 USD 2020-03-18 -6412.99 N N N N/A N/A N/A 28006.00000000 NC USD -3067132.56000000 -0.14783544713 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Note 2020-03-31 6035293000 USD -3067132.56 N N N N/A N/A N/A 1.00000000 NC N/A 172660.07000000 0.008322196107 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12561648.66000000 USD 9593802.00000000 GBP 2020-03-18 172660.07 N N N N/A N/A N/A 1.00000000 NC N/A -167767.67000000 -0.00808638297 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5553284.00000000 CHF 5601061.29000000 USD 2020-03-18 -167767.67 N N N N/A N/A N/A 1.00000000 NC N/A 242750.38000000 0.011700541227 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8803965.20000000 USD 172975488.00000000 MXN 2020-03-18 242750.38 N N N NuVasive, Inc. 549300C5ZB4NZ6TWM881 670704105 45077.00000000 NS USD 3486255.18000000 0.168037110648 Long EC CORP US N 1 N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324P102 3963.00000000 NS USD 1165042.74000000 0.056154930062 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912796TH2 11574000.00000000 PA USD 11543567.56000000 0.556398668258 Long STIV UST US N 2 2020-03-05 None 0.00000000 N N N N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508104 76438.00000000 NS USD 9806231.02000000 0.472659240897 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -3393.80000000 -0.00016358078 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1874000.00000000 CNY 265348.46000000 USD 2020-03-18 -3393.8 N N N N/A N/A N/A 1.00000000 NC N/A -79718.36000000 -0.00384241605 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16915576.00000000 NOK 1847471.98000000 USD 2020-03-18 -79718.36 N N N Yelp, Inc. 5299007OU2DOSXPQBO35 985817105 13806.00000000 NS USD 480862.98000000 0.023177541977 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1206.47000000 0.000058151719 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 39824.60000000 USD 39498.00000000 CHF 2020-03-18 1206.47 N N N N/A N/A N/A 1.00000000 NC N/A 4128.43000000 0.000198989865 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 341049.06000000 USD 2407000.00000000 CNY 2020-03-18 4128.43 N N N N/A N/A N/A 1.00000000 NC N/A 126887.48000000 0.006115962376 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5826023.67000000 USD 7728099.00000000 CAD 2020-03-18 126887.48 N N N N/A N/A N/A 1.00000000 NC N/A -16810.86000000 -0.00081028157 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10500000.00000000 MXN 532345.06000000 USD 2020-03-18 -16810.86 N N N N/A N/A N/A 1.00000000 NC N/A 106815.33000000 0.005148486986 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2259349.28000000 USD 3510982.00000000 NZD 2020-03-18 106815.33 N N N N/A N/A N/A 1.00000000 NC N/A 9499.59000000 0.000457879177 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 278153.51000000 USD 5500000.00000000 MXN 2020-03-18 9499.59 N N N N/A N/A N/A 1.00000000 NC N/A 29124.46000000 0.001403795722 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2647031.56000000 USD 192093696.00000000 INR 2020-03-18 29124.46 N N N Cimarex Energy Co. 11KYOFXPU1C4CQL1CL44 171798101 -17387.00000000 NS USD -912643.63000000 -0.04398932112 Short EC CORP US N 1 N N N N/A N/A N/A 34481479.68000000 PA -807896.28000000 -0.03894051054 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI France Net Return Index MSCI France Net Return Index Y 2020-03-18 0 USD 0 USD 34481479.68 EUR -807896.28 N N N Oshkosh Corp. 549300FEKNPCFSA2B506 688239201 95303.00000000 NS USD 9020428.95000000 0.434783668810 Long EC CORP US N 1 N N N Fortune Brands Home & Security, Inc. 54930032LHW54PQUJD44 34964C106 52232.00000000 NS USD 3412838.88000000 0.164498453181 Long EC CORP US N 1 N N N Valaris plc 7N0UJMJLXD0MDT5D5086 N/A -1047330.00000000 NS USD -6870484.80000000 -0.33115660069 Short EC CORP GB N 1 N N N Colfax Corp. 635400OP2DYYYMOIYL17 194014106 -25775.00000000 NS USD -937694.50000000 -0.04519677026 Short EC CORP US N 1 N N N Cooper Cos., Inc. (The) QJKMVPIGLH7530PCUE20 216648402 22673.00000000 NS USD 7284608.17000000 0.351117300912 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -176534.39000000 -0.00850893789 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17329014.00000000 BRL 4117957.54000000 USD 2020-03-18 -176534.39 N N N N/A N/A N/A 1.00000000 NC N/A 225237.27000000 0.010856411280 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8034925.80000000 USD 11748916.00000000 AUD 2020-03-18 225237.27 N N N N/A N/A N/A 1.00000000 NC N/A -151943.56000000 -0.00732366263 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8690265.00000000 EUR 9641984.81000000 USD 2020-03-18 -151943.56 N N N N/A N/A N/A -2176.00000000 NC 200456.88000000 0.009661999247 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Euro Euribor 2020-12-14 -545985600 EUR 200456.88 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 90262Y729 820569241.99280000 NS USD 820569242.00000000 39.55134589798 Long STIV RF US N 1 N N N Snap-on, Inc. HHWAT5TDOYZMM26KKQ73 833034101 61614.00000000 NS USD 10437411.60000000 0.503082074420 Long EC CORP US N 1 N N N N/A N/A 000000000 -5308680.00000000 PA -13820.20000000 -0.00066613209 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-03-20 0 USD 0 USD -5308680 PLN -13820.2 N N N N/A N/A N/A 1.00000000 NC N/A 11319.56000000 0.000545601528 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 583970.09000000 USD 772808.00000000 CAD 2020-03-18 11319.56 N N N N/A N/A 000000000 27709500.00000000 PA USD 1308654.00000000 0.063076976768 N/A DCO GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2020-02-21 0 USD 0 USD 27709500 USD 1308654 N N N N/A N/A N/A 1.00000000 NC N/A -83093.54000000 -0.00400509935 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16915575.00000000 NOK 1844096.68000000 USD 2020-03-18 -83093.54 N N N N/A N/A N/A 1.00000000 NC N/A -26797.00000000 -0.00129161240 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1373958.00000000 EUR 1521653.62000000 USD 2020-03-18 -26797 N N N Welbilt, Inc. 549300UR3W71YLZWI068 949090104 -385112.00000000 NS USD -6011598.32000000 -0.28975836819 Short EC CORP US N 1 N N N Spirit AeroSystems Holdings, Inc. N/A 848574109 241335.00000000 NS USD 17588494.80000000 0.847763486679 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -31010.82000000 -0.00149471806 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 69328980.00000000 TWD 2300141.88000000 USD 2020-03-18 -31010.82 N N N Cabot Oil & Gas Corp. FCNMH6O7VWU7LHXMK351 127097103 -152055.00000000 NS USD -2647277.55000000 -0.12759848250 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 66256.68000000 0.003193564582 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5968856.40000000 USD 42084196.00000000 CNY 2020-03-18 66256.68 N N N N/A N/A N/A 1.00000000 NC N/A 3112.99000000 0.000150045770 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 317470.43000000 USD 2235500.00000000 CNY 2020-03-18 3112.99 N N N N/A N/A N/A 1.00000000 NC N/A -125828.34000000 -0.00606491194 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6570081.00000000 CHF 6699263.54000000 USD 2020-03-18 -125828.34 N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389X105 275258.00000000 NS USD 14583168.84000000 0.702907110768 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -36977.25000000 -0.00178229932 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 60355785.00000000 TWD 1992456.20000000 USD 2020-03-18 -36977.25 N N N N/A N/A N/A 1.00000000 NC N/A 45660.25000000 0.002200818954 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3893741.87000000 USD 5294438.00000000 SGD 2020-03-18 45660.25 N N N UnipolSai Assicurazioni SpA 815600E31C4E7006AB54 N/A 1929814.00000000 NS 5612508.37000000 0.270522277140 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -98448.47000000 -0.00474520526 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21144468.00000000 NOK 2310539.23000000 USD 2020-03-18 -98448.47 N N N N/A N/A N/A 1.00000000 NC N/A -6070.70000000 -0.00029260706 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5779000.00000000 CNY 822670.77000000 USD 2020-03-18 -6070.7 N N N N/A N/A N/A 1.00000000 NC N/A 347000.97000000 0.016725408032 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8884341.30000000 USD 176505597.00000000 MXN 2020-03-18 347000.97 N N N N/A N/A N/A 1.00000000 NC N/A 25788.51000000 0.001243003304 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2650367.49000000 USD 192093695.00000000 INR 2020-03-18 25788.51 N N N N/A N/A N/A 1.00000000 NC N/A -962.57000000 -0.00004639576 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 57500.00000000 CAD 43329.36000000 USD 2020-03-18 -962.57 N N N N/A N/A N/A 1.00000000 NC N/A -1986.22000000 -0.00009573558 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2535500.00000000 CNY 361618.90000000 USD 2020-03-18 -1986.22 N N N N/A N/A N/A 1.00000000 NC N/A 14381.91000000 0.000693206457 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1518084.63000000 USD 110000000.00000000 INR 2020-03-18 14381.91 N N N Macy's, Inc. 529900NZQ81TIOW3CW52 55616P104 360657.00000000 NS USD 6131169.00000000 0.295521661629 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -17501.47000000 -0.00084356890 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1531784.00000000 EUR 1708819.05000000 USD 2020-03-18 -17501.47 N N N N/A N/A N/A 1.00000000 NC N/A 13172.92000000 0.000634933274 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 794195.55000000 USD 3062502.00000000 PLN 2020-03-18 13172.92 N N N N/A N/A N/A 1.00000000 NC N/A -10050.15000000 -0.00048441610 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 217020290.00000000 HUF 728238.12000000 USD 2020-03-18 -10050.15 N N N BWX Technologies, Inc. 549300NP85N265KWMS58 05605H100 -79925.00000000 NS USD -4961744.00000000 -0.23915550712 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -490963.10000000 -0.02366436663 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 48244500.00000000 AUD 33427692.66000000 USD 2020-03-18 -490963.1 N N N N/A N/A N/A 1.00000000 NC N/A -2853.76000000 -0.00013755091 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1726000.00000000 CNY 244664.46000000 USD 2020-03-18 -2853.76 N N N N/A N/A N/A 1.00000000 NC N/A -22716.81000000 -0.00109494770 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 900000000.00000000 KRW 757465.29000000 USD 2020-03-18 -22716.81 N N N N/A N/A N/A 1.00000000 NC N/A -85826.83000000 -0.00413684362 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8690264.00000000 EUR 9708100.41000000 USD 2020-03-18 -85826.83 N N N N/A N/A N/A 1.00000000 NC N/A 16795.53000000 0.000809542671 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 790572.41000000 USD 3062500.00000000 PLN 2020-03-18 16795.53 N N N N/A N/A N/A 740.00000000 NC -615625.99000000 -0.02967310402 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Federal Republic of Germany Euro-Bobl 2020-03-06 98886200 EUR -615625.99 N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 N/A 1054445.00000000 NS 21768804.76000000 1.049253960275 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -143.29000000 -0.00000690656 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 46000.00000000 ILS 13231.73000000 USD 2020-03-18 -143.29 N N N N/A N/A N/A 1.00000000 NC N/A -179623.70000000 -0.00865784229 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6491868.00000000 CHF 6564219.43000000 USD 2020-03-18 -179623.7 N N N Sally Beauty Holdings, Inc. 529900VXW6E8ONDIQ271 79546E104 260919.00000000 NS USD 4761771.75000000 0.229516866989 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -95089.13000000 -0.00458328545 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19734836.00000000 NOK 2153299.29000000 USD 2020-03-18 -95089.13 N N N HealthEquity, Inc. 529900LRJU1RAFQHM467 42226A107 -167495.00000000 NS USD -12406354.65000000 -0.59798490971 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -5745.48000000 -0.00027693149 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 142911236.00000000 HUF 480428.83000000 USD 2020-03-18 -5745.48 N N N United States of America 254900HROIFWPRGM1V77 912796TS8 59046000.00000000 PA USD 58748058.01000000 2.831649840451 Long STIV UST US N 2 2020-04-30 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2534.33000000 0.000122154423 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 160421.12000000 USD 618121.00000000 PLN 2020-03-18 2534.33 N N N N/A N/A N/A 1.00000000 NC N/A 272942.78000000 0.013155811538 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8958399.44000000 USD 176505596.00000000 MXN 2020-03-18 272942.78 N N N N/A N/A N/A 1.00000000 NC N/A -3752.18000000 -0.00018085465 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2719865.00000000 DKK 406659.38000000 USD 2020-03-18 -3752.18 N N N N/A N/A N/A 1.00000000 NC N/A -1668.98000000 -0.00008044464 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 310500.00000000 SGD 229362.97000000 USD 2020-03-18 -1668.98 N N N N/A N/A N/A 1.00000000 NC N/A 172644.37000000 0.008321439368 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12561664.36000000 USD 9593802.00000000 GBP 2020-03-18 172644.37 N N N Amedisys, Inc. 5299001RBS9GK9STN379 023436108 -8861.00000000 NS USD -1479078.12000000 -0.07129140033 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 57870.02000000 0.002789328506 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1101989.86000000 USD 16406992.00000000 ZAR 2020-03-18 57870.02 N N N DexCom, Inc. 549300YSK3QDSFR5EU59 252131107 -38261.00000000 NS USD -8369211.14000000 -0.40339504303 Short EC CORP US N 1 N N N N/A N/A N/A -10148.00000000 NC -126650.89000000 -0.00610455876 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Sterling 2020-12-16 -1259557075 GBP -126650.89 N N N N/A N/A N/A 1.00000000 NC N/A 2839.77000000 0.000136876597 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 272148.22000000 USD 244000.00000000 EUR 2020-03-18 2839.77 N N N N/A N/A N/A 1.00000000 NC N/A 46189.40000000 0.002226323925 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 945763.66000000 USD 14031838.00000000 ZAR 2020-03-18 46189.4 N N N Foot Locker, Inc. 549300X383CBNP6MTV94 344849104 185832.00000000 NS USD 7245589.68000000 0.349236614048 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2534.53000000 0.000122164063 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 160420.66000000 USD 618120.00000000 PLN 2020-03-18 2534.53 N N N N/A N/A N/A 1.00000000 NC N/A 104884.13000000 0.005055403362 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5252738.14000000 USD 6955292.00000000 CAD 2020-03-18 104884.13 N N N N/A N/A N/A 1.00000000 NC N/A 45117.42000000 0.002174654609 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2514804.89000000 USD 1928600.00000000 GBP 2020-03-18 45117.42 N N N Transocean Ltd. 529900QO4W5DQGBGEF32 N/A -449561.00000000 NS USD -3092979.68000000 -0.14908127543 Short EC CORP CH N 1 N N N Dollarama, Inc. 5493002GJ0NJP1HI0C79 25675T107 -251604.00000000 NS -8647404.04000000 -0.41680390977 Short EC CORP CA N 1 N N N N/A N/A N/A 107064.27000000 PA 6386.55000000 0.000307830997 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI United Kingdom Net Return Index MSCI United Kingdom Net Return Index Y 2020-03-20 0 USD 0 USD 107064.27 GBP 6386.55 N N N N/A N/A N/A 1.00000000 NC N/A 201375.13000000 0.009706258794 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8058787.94000000 USD 11748916.00000000 AUD 2020-03-18 201375.13 N N N nVent Electric plc N/A N/A 35715.00000000 NS USD 913589.70000000 0.044034921593 Long EC CORP IE N 1 N N N FireEye, Inc. 549300E9D2UJUFLLY524 31816Q101 -591103.00000000 NS USD -9770932.59000000 -0.47095786051 Short EC CORP US N 1 N N N A2A SpA 81560076E3944316DB24 N/A 4756131.00000000 NS 8931259.36000000 0.430485704522 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 113658.27000000 0.005478315930 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2252506.34000000 USD 3510982.00000000 NZD 2020-03-18 113658.27 N N N N/A N/A N/A -4781.00000000 NC 8939896.16000000 0.430901997318 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short United Kingdom of Great Britain and Northern Ireland Long Gilt 2020-03-27 -628127780 GBP 8939896.16 N N N N/A N/A N/A 1759930.31000000 PA USD 15419.64000000 0.000743224927 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Daily TR Net Israel Index MSCI Daily TR Net Israel Index Y 2020-03-20 0 USD 0 USD 1759930.31 USD 15419.64 N N N Avalara, Inc. N/A 05338G106 -43228.00000000 NS USD -3166451.00000000 -0.15262258485 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2657.81000000 0.000128106145 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 154580.82000000 USD 596436.00000000 PLN 2020-03-18 2657.81 N N N Universal Display Corp. N/A 91347P105 -19656.00000000 NS USD -4050511.92000000 -0.19523422255 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -79653.42000000 -0.00383928595 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1092375000.00000000 HUF 3636532.05000000 USD 2020-03-18 -79653.42 N N N N/A N/A N/A 1.00000000 NC N/A 42272.17000000 0.002037513876 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2633883.85000000 USD 192093696.00000000 INR 2020-03-18 42272.17 N N N N/A N/A N/A 1.00000000 NC N/A 2124.02000000 0.000102377526 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 184295.85000000 USD 5574000.00000000 THB 2020-03-18 2124.02 N N N N/A N/A N/A 1.00000000 NC N/A 126880.18000000 0.006115610517 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5826030.20000000 USD 7728098.00000000 CAD 2020-03-18 126880.18 N N N N/A N/A N/A 1.00000000 NC N/A 106818.19000000 0.005148624838 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2259347.10000000 USD 3510983.00000000 NZD 2020-03-18 106818.19 N N N N/A N/A 000000000 10332000000.00000000 PA 584804.51000000 0.028187512124 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-03-12 0 USD 0 USD 10332000000 KRW 584804.51 N N N TC Energy Corp. 549300UGKOFV2IWJJG27 87807B107 -145345.00000000 NS -7740988.18000000 -0.37311476646 Short EC CORP CA N 1 N N N Temenos AG 5067007NW6550481FH64 N/A -23184.00000000 NS -3667461.58000000 -0.17677123890 Short EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A -5998.29000000 -0.00028911690 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 519870.00000000 BRL 122836.36000000 USD 2020-03-18 -5998.29 N N N Hill-Rom Holdings, Inc. JLZ01A0E2071OH26RE45 431475102 8056.00000000 NS USD 914597.68000000 0.044083506117 Long EC CORP US N 1 N N N Fair Isaac Corp. RI6HET5SJUEY30V1PS26 303250104 19025.00000000 NS USD 7128287.00000000 0.343582637962 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -563979.84000000 -0.02718376535 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25049842.00000000 CHF 25458145.81000000 USD 2020-03-18 -563979.84 N N N N/A N/A N/A 3711.00000000 NC 1245701.08000000 0.060042653049 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long N/A ASX 90 Day Bank Accepted Bill 2020-06-11 3703238406.39 AUD 1245701.08 N N N N/A N/A N/A 1.00000000 NC N/A 3567.42000000 0.000171949245 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 395643.34000000 USD 11936500.00000000 THB 2020-03-18 3567.42 N N N N/A N/A N/A 1.00000000 NC N/A 271369.68000000 0.013079988294 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4235310.60000000 USD 63750000.00000000 ZAR 2020-03-18 271369.68 N N N Textron, Inc. 3PPKBHUG1HD6BO7RNR87 883203101 206908.00000000 NS USD 9228096.80000000 0.444793236006 Long EC CORP US N 1 N N N Loblaw Cos. Ltd. 5493008LN3O1DIDTSH67 539481101 11308.00000000 NS 583447.69000000 0.028122113551 Long EC CORP CA N 1 N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00912X302 18208.00000000 NS USD 865244.16000000 0.041704671960 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912796TC3 26713000.00000000 PA USD 26690093.60000000 1.286459533201 Long STIV UST US N 2 2020-01-23 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -31007.95000000 -0.00149457972 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 69328980.00000000 TWD 2300144.75000000 USD 2020-03-18 -31007.95 N N N CarMax, Inc. N/A 143130102 -24536.00000000 NS USD -2151071.12000000 -0.10368138794 Short EC CORP US N 1 N N N N/A N/A N/A 1006.00000000 NC -387972.49000000 -0.01870023072 N/A DE IT N 1 Cassa di Compensazione e Garanzia 8156006407E264D2C725 Long FTSE/MIB Index IT0003465736 2020-03-20 117752300 EUR -387972.49 N N N N/A N/A N/A 1.00000000 NC N/A -95736.18000000 -0.00461447319 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8690264.00000000 EUR 9698191.06000000 USD 2020-03-18 -95736.18 N N N Synaptics, Inc. 549300AJ3LI4FWNRQX29 87157D109 11410.00000000 NS USD 750435.70000000 0.036170916999 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -199779.15000000 -0.00962933273 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 52356343.17000000 USD 5642850669.00000000 JPY 2020-03-18 -199779.15 N N N N/A N/A N/A -320.00000000 NC 2866730.51000000 0.138176090686 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Buxl 2020-03-06 -63481600 EUR 2866730.51 N N N IAC/InterActiveCorp 15OMOPB0A8K0EFUVD031 44919P508 16130.00000000 NS USD 4018144.30000000 0.193674106879 Long EC CORP US N 1 N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140100 280644.00000000 NS USD 16796543.40000000 0.809591517572 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -886.76000000 -0.00004274173 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1233000.00000000 CNY 175932.45000000 USD 2020-03-18 -886.76 N N N N/A N/A N/A 1.00000000 NC N/A -381194.01000000 -0.01837350874 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 93712057.00000000 NOK 10295413.80000000 USD 2020-03-18 -381194.01 N N N N/A N/A N/A 1.00000000 NC N/A -1774.03000000 -0.00008550804 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1934000.00000000 CNY 275572.57000000 USD 2020-03-18 -1774.03 N N N N/A N/A N/A 1.00000000 NC N/A -38336.69000000 -0.00184782418 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 69328980.00000000 TWD 2292816.01000000 USD 2020-03-18 -38336.69 N N N N/A N/A N/A 1.00000000 NC N/A 42909.56000000 0.002068236003 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3896492.56000000 USD 5294438.00000000 SGD 2020-03-18 42909.56 N N N Manhattan Associates, Inc. 529900Q1GJP7KD52SW51 562750109 108820.00000000 NS USD 8678395.00000000 0.418297670587 Long EC CORP US N 1 N N N Five Below, Inc. 529900AAXP5Z6BGI7418 33829M101 -64066.00000000 NS USD -8191478.76000000 -0.39482836215 Short EC CORP US N 1 N N N STERIS plc N/A N/A 5242.00000000 NS USD 798985.64000000 0.038511018690 Long EC CORP IE N 1 N N N N/A N/A N/A 1.00000000 NC N/A 112297.41000000 0.005412722630 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2253867.20000000 USD 3510982.00000000 NZD 2020-03-18 112297.41 N N N N/A N/A N/A 1.00000000 NC N/A 71458.52000000 0.003444292690 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11887729.73000000 USD 9009840.00000000 GBP 2020-03-18 71458.52 N N N N/A N/A N/A 1.00000000 NC N/A -138992.72000000 -0.00669943359 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10869986207.00000000 KRW 9283861.35000000 USD 2020-03-18 -138992.72 N N N N/A N/A N/A 1.00000000 NC N/A 2953.31000000 0.000142349212 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 777228.79000000 USD 900000000.00000000 KRW 2020-03-18 2953.31 N N N N/A N/A N/A 1.00000000 NC N/A -28595.39000000 -0.00137829460 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1550347.00000000 EUR 1718645.63000000 USD 2020-03-18 -28595.39 N N N Banco BPM SpA 815600E4E6DCD2D25E30 N/A -215659.00000000 NS -490835.28000000 -0.02365820572 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -197218.42000000 -0.00950590583 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16809142.00000000 BRL 3968438.36000000 USD 2020-03-18 -197218.42 N N N N/A N/A N/A 1.00000000 NC N/A -133259.09000000 -0.00642307326 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6570082.00000000 CHF 6691833.83000000 USD 2020-03-18 -133259.09 N N N N/A N/A N/A 1.00000000 NC N/A -120656.86000000 -0.00581564718 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5496022.00000000 CHF 5588687.54000000 USD 2020-03-18 -120656.86 N N N N/A N/A N/A 1.00000000 NC N/A 287013.09000000 0.013833998910 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8944329.13000000 USD 176505596.00000000 MXN 2020-03-18 287013.09 N N N TripAdvisor, Inc. N/A 896945201 256886.00000000 NS USD 7804196.68000000 0.376161409114 Long EC CORP US N 1 N N N N/A N/A N/A -612.00000000 NC 87905.45000000 0.004237032880 N/A DE ZA N 1 JSE Clear 213800PJDCEXAVMM3J32 Short FTSE/JSE Top 40 Index TOP40 Index 2020-03-19 -314323200 ZAR 87905.45 N N N N/A N/A N/A 1.00000000 NC N/A 143006.03000000 0.006892874688 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5809902.81000000 USD 7728096.00000000 CAD 2020-03-18 143006.03 N N N N/A N/A N/A 1.00000000 NC N/A 967.71000000 0.000046643514 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 40061.29000000 USD 39496.00000000 CHF 2020-03-18 967.71 N N N N/A N/A N/A 1.00000000 NC N/A -90675.09000000 -0.00437052921 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18325206.00000000 NOK 1997114.29000000 USD 2020-03-18 -90675.09 N N N N/A N/A N/A 1.00000000 NC N/A -116806.52000000 -0.00563006122 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1092375000.00000000 HUF 3599378.95000000 USD 2020-03-18 -116806.52 N N N N/A N/A N/A 1.00000000 NC N/A -79648.88000000 -0.00383906712 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1092375000.00000000 HUF 3636536.59000000 USD 2020-03-18 -79648.88 N N N ServiceNow, Inc. 549300HJTQM36M0E1G39 81762P102 -2193.00000000 NS USD -619127.76000000 -0.02984188894 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -29709.93000000 -0.00143201531 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1615335.00000000 EUR 1790772.56000000 USD 2020-03-18 -29709.93 N N N N/A N/A N/A 1.00000000 NC N/A 54251.68000000 0.002614924922 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1175902.80000000 USD 17401356.00000000 ZAR 2020-03-18 54251.68 N N N N/A N/A N/A 1.00000000 NC N/A 30.94000000 0.000001491304 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14216.37000000 USD 49000.00000000 ILS 2020-03-18 30.94 N N N WPX Energy, Inc. ZXZE9GCS2BB547GJW219 98212B103 -215928.00000000 NS USD -2966850.72000000 -0.14300187363 Short EC CORP US N 1 N N N Facebook, Inc. BQ4BKCS1HXDV9HN80Z93 30303M102 87310.00000000 NS USD 17920377.50000000 0.863760195784 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -138990.12000000 -0.00669930827 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10429576.00000000 EUR 11615141.69000000 USD 2020-03-18 -138990.12 N N N N/A N/A N/A -7995.00000000 NC USD 1913807.29000000 0.092245297818 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Note 2020-03-20 -1026732890.63 USD 1913807.29 N N N N/A N/A N/A 1.00000000 NC N/A 1206.47000000 0.000058151719 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 39822.53000000 USD 39496.00000000 CHF 2020-03-18 1206.47 N N N N/A N/A N/A 973.00000000 NC USD 2076742.42000000 0.100098752902 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A WTI Crude Oil 2020-01-21 59411380 USD 2076742.42 N N N N/A N/A 000000000 -1596920.00000000 PA -4633.08000000 -0.00022331393 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2020-03-20 0 USD 0 USD -1596920 PLN -4633.08 N N N N/A N/A N/A 1.00000000 NC N/A -41716.07000000 -0.00201070991 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 69328980.00000000 TWD 2289436.63000000 USD 2020-03-18 -41716.07 N N N N/A N/A N/A 1.00000000 NC N/A -813.14000000 -0.00003919325 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22812694.00000000 ILS 6632236.41000000 USD 2020-03-18 -813.14 N N N N/A N/A N/A 1.00000000 NC N/A 6795.03000000 0.000327519687 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 990104.32000000 USD 1150000000.00000000 KRW 2020-03-18 6795.03 N N N Rockwell Automation, Inc. VH3R4HHBHH12O0EXZJ88 773903109 -24213.00000000 NS USD -4907248.71000000 -0.23652884022 Short EC CORP US N 1 N N N Akamai Technologies, Inc. OC1LZNN2LF5WTJ5RIL89 00971T101 115204.00000000 NS USD 9951321.52000000 0.479652586807 Long EC CORP US N 1 N N N Pluralsight, Inc. 254900B3VHPCKNREOX50 72941B106 -238648.00000000 NS USD -4107132.08000000 -0.19796330794 Short EC CORP US N 1 N N N ANSYS, Inc. 549300VJV8H15Z5FJ571 03662Q105 17532.00000000 NS USD 4512912.12000000 0.217521860593 Long EC CORP US N 1 N N N Acuity Brands, Inc. N/A 00508Y102 62500.00000000 NS USD 8625000.00000000 0.415724037545 Long EC CORP US N 1 N N N Emera, Inc. NQZVQT2P5IUF2PGA1Q48 290876101 53633.00000000 NS 2304250.95000000 0.111064638661 Long EC CORP CA N 1 N N N Cigna Corp. 549300VIWYMSIGT1U456 125523100 8534.00000000 NS USD 1745117.66000000 0.084114476476 Long EC CORP US N 1 N N N N/A N/A N/A 284257724.04000000 PA -1041789.21000000 -0.05021412366 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI South Africa Net Return Index MSCI South Africa Net Return Index Y 2020-03-18 0 USD 0 USD 284257724.04 ZAR -1041789.21 N N N Masco Corp. 5GCSNMQXHEYA1JO8QN11 574599106 182925.00000000 NS USD 8778570.75000000 0.423126130558 Long EC CORP US N 1 N N N Timken Co. (The) B0I35MLPFXZSE70ASS73 887389104 49464.00000000 NS USD 2785317.84000000 0.134252009077 Long EC CORP US N 1 N N N Pan American Silver Corp. 549300MKTF5851TYIB83 697900108 -89275.00000000 NS -2114742.60000000 -0.10193035733 Short EC CORP CA N 1 N N N N/A N/A N/A -366.00000000 NC -175490.89000000 -0.00845864131 N/A DE JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Short TOPIX Index JP9010100007 2020-03-12 -6298860000 JPY -175490.89 N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 655664100 29433.00000000 NS USD 1204692.69000000 0.058066053227 Long EC CORP US N 1 N N N MKS Instruments, Inc. 549300KEQATBHAGVF505 55306N104 13796.00000000 NS USD 1517697.96000000 0.073152872313 Long EC CORP US N 1 N N N N/A N/A N/A 380.00000000 NC 1259468.36000000 0.060706234409 N/A DE KR N 1 Market Operation Department of KOFEX 549300TJ3RRV6Q1UEW14 Long KOSPI 200 Index KRD020020016 2020-03-12 28044000000 KRW 1259468.36 N N N World Fuel Services Corp. D3W7PCXCBRQLL17DZ313 981475106 40497.00000000 NS USD 1758379.74000000 0.084753707252 Long EC CORP US N 1 N N N McKesson Corp. 549300WZWOM80UCFSF54 58155Q103 58011.00000000 NS USD 8024081.52000000 0.386759833865 Long EC CORP US N 1 N N N CommVault Systems, Inc. 65T5VRP62VXG39YFML83 204166102 -30814.00000000 NS USD -1375536.96000000 -0.06630072797 Short EC CORP US N 1 N N N N/A N/A N/A 315123.26000000 PA USD -7274.16000000 -0.00035061370 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Emerging Markets Thailand Net Total Return Index MSCI Emerging Markets Thailand Net Total Return Index Y 2020-03-18 0 USD 0 USD 315123.26 USD -7274.16 N N N N/A N/A 000000000 838293978.46000004 PA -24923529.03999999 -1.20131131853 N/A DE GB N 2 Morgan Stanley International 4PQUHN3JPFGFNF3BB653 N/A N/A Rec/pay the total return of custom basket plus EONIA +/- spread (-7.75% to 0.35%). EUR Currency. Maturity 11-37 Months 11/11/20 RWE AG 20631769.22000000 USD -2789901.06000000 USD Accor SA 12808144.17000000 USD -775069.11000000 USD Sartorius AG (Preference) 1243453.52000000 USD -112405.28000000 USD Koninklijke KPN NV 7387601.33000000 USD -809494.03000000 USD Telefonica Deutschland Holding AG 3435021.61000000 USD 1378644.61000000 USD Bankinter SA 1532965.06000000 USD -27103.83000000 USD METRO AG 477972.49000000 USD -8764.59000000 USD Kone OYJ, Class B 473996.46000000 USD 53958.33000000 USD Rexel SA 487324.23000000 USD -56546.57000000 USD HUGO BOSS AG 775531.34000000 USD 24905.41000000 USD Airbus SE 3107314.00000000 USD -658708.81000000 USD Continental AG 1756885.50000000 USD 272350.22000000 USD Hannover Rueck SE 16539067.26000000 USD 5932338.52000000 USD Renault SA 2061810.39000000 USD -466481.14000000 USD Sanofi 5302369.20000000 USD 903141.90000000 USD Altice Europe NV 4104885.66000000 USD -2132686.38000000 USD Commerzbank AG 2423778.01000000 USD 362650.53000000 USD Eutelsat Communications SA 3694664.64000000 USD -795813.84000000 USD Deutsche Bank AG (Registered) 24764822.43000000 USD 10790419.99000000 USD TOTAL SA 11741404.67000000 USD -773161.53000000 USD Evonik Industries AG 2421487.61000000 USD -399900.24000000 USD Ferrovial SA 14235600.43000000 USD -3657266.59000000 USD Bollore SA 3918085.05000000 USD 50311.88000000 USD LANXESS AG 2831032.06000000 USD -173948.78000000 USD Edenred 16782113.82000000 USD -7606796.65000000 USD Amundi SA 1043192.32000000 USD -154075.68000000 USD Galapagos NV 2633499.27000000 USD -1138101.10000000 USD Engie SA 27078896.85000000 USD 1316317.77000000 USD Air France-KLM 7992735.30000000 USD 1446565.56000000 USD Getlink SE 634960.83000000 USD -59583.59000000 USD Orange SA 7619663.56000000 USD -342638.53000000 USD Telefonica SA 4686142.70000000 USD -217337.92000000 USD Dialog Semiconductor plc 8597261.12000000 USD 2426554.73000000 USD JCDecaux SA 2144071.95000000 USD 308945.33000000 USD Endesa SA 18671789.48000000 USD 4136466.22000000 USD OSRAM Licht AG 3997352.53000000 USD -385284.50000000 USD SBM Offshore NV 5109114.22000000 USD -328744.27000000 USD Proximus SADP 4353992.26000000 USD -30540.67000000 USD Publicis Groupe SA 2126150.19000000 USD -49213.26000000 USD Mapfre SA 778140.34000000 USD -71617.38000000 USD Industria de Diseno Textil SA 6646312.17000000 USD -1363014.46000000 USD L'Oreal SA 492944.30000000 USD 51812.03000000 USD Remy Cointreau SA 8380678.68000000 USD 325288.08000000 USD Enagas SA 4976774.18000000 USD 514547.04000000 USD Vivendi SA 5841894.38000000 USD -611168.65000000 USD Volkswagen AG (Preference) 5062485.46000000 USD 727279.07000000 USD Ubisoft Entertainment SA 5095986.80000000 USD 800767.17000000 USD ASM International NV 5027338.71000000 USD 1362056.68000000 USD Societe Generale SA 8039797.73000000 USD 1014912.43000000 USD Colruyt SA 2476741.54000000 USD -655705.29000000 USD United Internet AG (Registered) 7110652.43000000 USD 1211680.15000000 USD Ageas 20161556.52000000 USD 3204859.77000000 USD BioMerieux 818524.23000000 USD -63997.67000000 USD Natixis SA 2227686.37000000 USD 29927.90000000 USD Software AG 3230234.58000000 USD -1645106.27000000 USD Legrand SA 1485710.21000000 USD -216901.75000000 USD OSRAM Licht AG 91943.30000000 USD -31914.14000000 USD Veolia Environnement SA 5305199.95000000 USD 628131.99000000 USD FUCHS PETROLUB SE (Preference) 972355.09000000 USD -204722.96000000 USD Nokian Renkaat OYJ 648926.02000000 USD 6385.02000000 USD Worldline SA 4617626.80000000 USD -349606.66000000 USD Red Electrica Corp. SA 5358708.65000000 USD -269422.05000000 USD E.ON SE 3434431.24000000 USD 147742.03000000 USD Amadeus IT Group SA 5987145.21000000 USD -300220.03000000 USD Cargotec OYJ, Class B 26239.24000000 USD 1853.09000000 USD Henkel AG & Co. KGaA (Preference) 1863954.82000000 USD 12467.41000000 USD EssilorLuxottica SA 1917440.30000000 USD -410964.69000000 USD Akzo Nobel NV 4216697.62000000 USD -515274.03000000 USD CNP Assurances 4973957.46000000 USD -577635.08000000 USD Eurofins Scientific SE 367762.36000000 USD -56772.02000000 USD Unilever NV 4006733.30000000 USD -261048.84000000 USD Kesko OYJ, Class B 4058823.67000000 USD 847956.10000000 USD HeidelbergCement AG 8494816.84000000 USD -153516.45000000 USD Grifols SA 5291243.68000000 USD -1233061.29000000 USD bpost SA 2052944.21000000 USD -200307.18000000 USD Sartorius Stedim Biotech 1883296.07000000 USD -238420.69000000 USD ASR Nederland NV 8090024.28000000 USD -129280.17000000 USD Boskalis Westminster 5225571.46000000 USD -310779.45000000 USD Kering SA 3973917.17000000 USD -905256.67000000 USD GEA Group AG 2684865.43000000 USD -454249.48000000 USD Peugeot SA 22748057.16000000 USD 457066.52000000 USD Teleperformance 853646.43000000 USD -135644.31000000 USD Anheuser-Busch InBev SA/NV 7968582.11000000 USD 408981.33000000 USD SEB SA 1725093.39000000 USD 211134.79000000 USD Adyen NV 9896652.58000000 USD -1139994.08000000 USD ACS Actividades de Construccion y Servicios SA 1267326.69000000 USD -47939.15000000 USD Aperam SA 684090.64000000 USD -143135.62000000 USD Fortum OYJ 1552785.72000000 USD 103522.40000000 USD Aurubis AG 1728366.22000000 USD -617054.39000000 USD Deutsche Telekom AG (Registered) 7110631.85000000 USD -234867.74000000 USD Banco Santander SA 1960562.78000000 USD 121303.81000000 USD Ingenico Group SA 5897525.86000000 USD -1908032.52000000 USD HOCHTIEF AG 2687129.61000000 USD 203806.18000000 USD OCI NV 5479053.95000000 USD 395049.79000000 USD CECONOMY AG 1719382.25000000 USD -421544.18000000 USD Carrefour SA 1518237.55000000 USD -235091.31000000 USD Aeroports de Paris 733566.34000000 USD -83712.56000000 USD ProSiebenSat.1 Media SE 4451763.15000000 USD 214691.23000000 USD Dassault Systemes SE 1333916.78000000 USD -128023.29000000 USD Orpea 5154251.33000000 USD -432467.36000000 USD CaixaBank SA 485292.28000000 USD -21236.27000000 USD Air Liquide SA 484431.03000000 USD -77683.01000000 USD SES SA 546652.39000000 USD -74767.13000000 USD Umicore SA 5414786.06000000 USD -1773655.38000000 USD Neste OYJ 9350159.69000000 USD 3534403.82000000 USD Naturgy Energy Group SA 1341770.92000000 USD -79998.41000000 USD KION Group AG 573038.40000000 USD -113214.05000000 USD Elior Group SA 465516.51000000 USD 32355.30000000 USD Iliad SA 11342288.74000000 USD 1855544.20000000 USD ArcelorMittal SA 10522578.83000000 USD -1550410.95000000 USD Cie de Saint-Gobain 1372970.99000000 USD -33306.69000000 USD Iberdrola SA 12761015.54000000 USD 925996.86000000 USD Nokia OYJ 1563234.32000000 USD -12802.81000000 USD Valeo SA 5852855.93000000 USD -875419.94000000 USD Sodexo SA 629347.22000000 USD 32001.00000000 USD Bayer AG (Registered) 973852.52000000 USD 74446.16000000 USD Societe BIC SA 1141157.10000000 USD -221027.32000000 USD Randstad NV 6283582.85000000 USD 900106.88000000 USD Deutsche Lufthansa AG (Registered) 18919133.35000000 USD -12002821.56000000 USD Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered) 17635051.30000000 USD 4181569.13000000 USD Electricite de France SA 11910925.99000000 USD -3118371.87000000 USD Brenntag AG 474908.88000000 USD 48869.88000000 USD Rheinmetall AG 1062572.97000000 USD -40324.64000000 USD Talanx AG 1438236.08000000 USD 343556.46000000 USD BNP Paribas SA 7796257.21000000 USD 1686131.48000000 USD Cellnex Telecom SA 25315361.86000000 USD -9686787.20000000 USD Signify NV 6389431.05000000 USD -85442.73000000 USD Acciona SA 1964286.64000000 USD -83057.88000000 USD Zalando SE 6059891.26000000 USD -1902116.79000000 USD Wolters Kluwer NV 2383737.54000000 USD 268520.90000000 USD Imerys SA 4149617.39000000 USD -2408.07000000 USD Takeaway.com NV 2170867.71000000 USD -240799.90000000 USD Nemetschek SE 672750.91000000 USD -113217.19000000 USD UCB SA 1883769.14000000 USD 67824.13000000 USD Aegon NV 1334180.91000000 USD -208728.59000000 USD Daimler AG (Registered) 1730564.69000000 USD 121629.20000000 USD Huhtamaki OYJ 593005.75000000 USD -153661.56000000 USD thyssenkrupp AG 15529856.78000000 USD 630486.89000000 USD Koninklijke Ahold Delhaize NV 27255050.11000000 USD 1605920.38000000 USD Suez 6556422.39000000 USD 472090.64000000 USD Banco Bilbao Vizcaya Argentaria SA 5012197.24000000 USD 417056.95000000 USD Bankia SA 2619905.09000000 USD 1359140.08000000 USD Bureau Veritas SA 463130.47000000 USD -13275.35000000 USD Hermes International 367812.30000000 USD -30988.33000000 USD Bayerische Motoren Werke AG 1273388.37000000 USD -196359.45000000 USD Stora Enso OYJ, Class R 8460742.04000000 USD -1998967.73000000 USD Delivery Hero SE 15733440.89000000 USD -7549006.57000000 USD KBC Group NV 8402884.17000000 USD -297281.82000000 USD Allianz SE (Registered) 14211366.50000000 USD 1536368.54000000 USD CTS Eventim AG & Co. KGaA 894092.70000000 USD -286269.40000000 USD Solvay SA 538084.46000000 USD 74641.69000000 USD QIAGEN NV 2727500.58000000 USD 588489.27000000 USD Telenet Group Holding NV 5008850.34000000 USD 1339715.20000000 USD NN Group NV 16151171.87000000 USD -1233577.14000000 USD Heineken NV 602372.28000000 USD -3744.09000000 USD Y 2020-11-11 0 USD 0 USD 838293978 USD -20284109.63 N N N N/A N/A N/A 1.00000000 NC N/A 37190.14000000 0.001792560597 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2638965.88000000 USD 192093696.00000000 INR 2020-03-18 37190.14 N N N PACCAR, Inc. KDTEY8BWE486IKZ3CC07 693718108 30885.00000000 NS USD 2443003.50000000 0.117752496087 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 7584.96000000 0.000365594225 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 633223.36000000 USD 4468500.00000000 CNY 2020-03-18 7584.96 N N N N/A N/A N/A 1.00000000 NC N/A -53699.12000000 -0.00258829159 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2913498.00000000 CAD 2190551.99000000 USD 2020-03-18 -53699.12 N N N N/A N/A N/A 1.00000000 NC N/A 230006.41000000 0.011086283295 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4276673.87000000 USD 63750000.00000000 ZAR 2020-03-18 230006.41 N N N N/A N/A N/A 785208.44000000 PA -6632.98000000 -0.00031970889 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 MSCI China Net Return Index MSCI China Net Return Index Y 2020-03-18 0 USD 0 USD 785208.44 HKD -6632.98 N N N Burlington Stores, Inc. 5299003Z37DVGKKC1W09 122017106 16188.00000000 NS USD 3691349.64000000 0.177922640734 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 93448.27000000 0.004504196186 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8714619.98000000 USD 7815500.00000000 EUR 2020-03-18 93448.27 N N N N/A N/A N/A 1.00000000 NC N/A 2658.00000000 0.000128115303 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 154580.63000000 USD 596436.00000000 PLN 2020-03-18 2658 N N N N/A N/A 000000000 63965020.00000000 PA -27140.74000000 -0.00130818063 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2020-01-29 0 USD 0 USD 63965020 ILS -27140.74 N N N N/A N/A N/A 612000.16000000 PA -7301.62000000 -0.00035193726 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI Poland Net Return Index MSCI Poland Net Return Index Y 2020-03-18 0 USD 0 USD 612000.16 PLN -7301.62 N N N N/A N/A N/A 4602.00000000 NC USD -1968491.53000000 -0.09488107208 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month Eurodollar 2020-09-14 1131689325 USD -1968491.53 N N N N/A N/A N/A 1.00000000 NC N/A -10.03000000 -0.00000048344 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1000.00000000 CHF 1028.78000000 USD 2020-03-18 -10.03 N N N Middleby Corp. (The) JDFO86U9VQRBKW5KYA35 596278101 -15338.00000000 NS USD -1679817.76000000 -0.08096702858 Short EC CORP US N 1 N N N N/A N/A N/A -3604.00000000 NC 775096.08000000 0.037359544563 N/A DE US N 1 NASDAQ OMX Commodities Clearing 5493008EIVLUXM0PQX05 Short OMXS30 Index SE0000337842 2020-01-17 -637277300 SEK 775096.08 N N N N/A N/A N/A 1.00000000 NC N/A -146383.56000000 -0.00705567125 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10879861.00000000 EUR 12115219.43000000 USD 2020-03-18 -146383.56 N N N N/A N/A N/A 1.00000000 NC N/A -5351.09000000 -0.00025792194 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1500000.00000000 BRL 366380.27000000 USD 2020-03-18 -5351.09 N N N Rogers Communications, Inc. 54930030NVF3Y2OL0A78 775109200 71911.00000000 NS 3570768.38000000 0.172110637457 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -11377.39000000 -0.00054838892 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 230584056.00000000 HUF 773053.89000000 USD 2020-03-18 -11377.39 N N N National Oilwell Varco, Inc. 549300EHF3IW1AR6U008 637071101 -530861.00000000 NS USD -13298068.05000000 -0.64096539609 Short EC CORP US N 1 N N N Ollie's Bargain Outlet Holdings, Inc. 529900YO5DSQCPEFDZ05 681116109 -228461.00000000 NS USD -14920787.91000000 -0.71918031226 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -334340.25000000 -0.01611516274 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12262564.00000000 CHF 12404182.46000000 USD 2020-03-18 -334340.25 N N N Edwards Lifesciences Corp. YA13X31F3V31L8TMPR58 28176E108 27440.00000000 NS USD 6401477.60000000 0.308550505986 Long EC CORP US N 1 N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 778296103 57770.00000000 NS USD 6725583.40000000 0.324172369379 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -6260.52000000 -0.00030175636 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 135637680.00000000 HUF 455169.64000000 USD 2020-03-18 -6260.52 N N N Moncler SpA 815600EBD7FB00525B20 N/A -39091.00000000 NS -1759386.69000000 -0.08480224212 Short EC CORP IT N 2 N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457100 -578157.00000000 NS USD -13713884.04000000 -0.66100768041 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 45198.22000000 0.002178549160 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3162217.08000000 USD 3700000000.00000000 KRW 2020-03-18 45198.22 N N N N/A N/A N/A 1.00000000 NC N/A -128066.73000000 -0.00617280209 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6452760.00000000 CHF 6575150.46000000 USD 2020-03-18 -128066.73 N N N Twitter, Inc. 549300I8RX485XMK6836 90184L102 107034.00000000 NS USD 3430439.70000000 0.165346810741 Long EC CORP US N 1 N N N Cantel Medical Corp. 549300ZFW3JXCDHTGW91 138098108 -9886.00000000 NS USD -700917.40000000 -0.03378414046 Short EC CORP US N 1 N N N ICU Medical, Inc. 5493003NRW7LS2QZRH60 44930G107 10869.00000000 NS USD 2033807.28000000 0.098029283945 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -80347.88000000 -0.00387275885 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16915575.00000000 NOK 1846842.34000000 USD 2020-03-18 -80347.88 N N N Marvell Technology Group Ltd. 8DF36O58U3QIHUCGZB18 N/A -59816.00000000 NS USD -1588712.96000000 -0.07657578738 Short EC CORP BM N 1 N N N N/A N/A N/A 1.00000000 NC N/A 16319.13000000 0.000786580244 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 742210.83000000 USD 571463.00000000 GBP 2020-03-18 16319.13 N N N Axon Enterprise, Inc. 549300QP2IEEGFE16681 05464C101 -80129.00000000 NS USD -5871853.12000000 -0.28302266515 Short EC CORP US N 1 N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 038222105 118613.00000000 NS USD 7240137.52000000 0.348973820545 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912796RY7 50698000.00000000 PA USD 50640620.01000000 2.440872233551 Long STIV UST US N 2 2020-01-30 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 260521.15000000 0.012557090358 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7999641.92000000 USD 11748916.00000000 AUD 2020-03-18 260521.15 N N N N/A N/A N/A 1.00000000 NC N/A -18886.24000000 -0.00091031466 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22812692.00000000 ILS 6614162.72000000 USD 2020-03-18 -18886.24 N N N N/A N/A N/A 1.00000000 NC N/A 55843.67000000 0.002691658662 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2213373.62000000 USD 1709588.00000000 GBP 2020-03-18 55843.67 N N N N/A N/A 000000000 -30535312.50000000 PA USD -266364.50000000 -0.01283873917 N/A DCO GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2020-02-21 0 USD 0 USD -30535312.5 USD -266364.5 N N N N/A N/A N/A 1.00000000 NC N/A -474308.72000000 -0.02286162737 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 93712058.00000000 NOK 10202299.21000000 USD 2020-03-18 -474308.72 N N N N/A N/A N/A 1.00000000 NC N/A -23830.38000000 -0.00114862165 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1263460.00000000 EUR 1400089.00000000 USD 2020-03-18 -23830.38 N N N Methanex Corp. 549300TSJHRXT9QXRD13 59151K108 -15979.00000000 NS -617108.97000000 -0.02974458349 Short EC CORP CA N 1 N N N N/A N/A N/A 13.00000000 NC -3983.14000000 -0.00019198690 N/A DE MY N 1 Bursa Malaysia Derivatives Clearing 549300RY3Q0YLHMEXM25 Long FTSE Bursa Malaysia KLCI Index MYX020000000 2020-01-31 1036750 MYR -3983.14 N N N N/A N/A N/A 1.00000000 NC N/A -245232.97000000 -0.01182020178 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10869986206.00000000 KRW 9177621.10000000 USD 2020-03-18 -245232.97 N N N N/A N/A N/A 10.00000000 NC USD -12244.50000000 -0.00059018353 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-03-30 1543410 USD -12244.5 N N N Urban Outfitters, Inc. 549300N3DUFR5U6NRN38 917047102 67383.00000000 NS USD 1871225.91000000 0.090192880053 Long EC CORP US N 1 N N N Apergy Corp. 549300EP2909K6DYYP38 03755L104 40993.00000000 NS USD 1384743.54000000 0.066744484105 Long EC CORP US N 1 N N N Gartner, Inc. PP55B5R38BFB8O8HH686 366651107 -50517.00000000 NS USD -7784669.70000000 -0.37522021085 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -27310.39000000 -0.00131635775 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1559629.00000000 EUR 1730391.44000000 USD 2020-03-18 -27310.39 N N N N/A N/A N/A 1.00000000 NC N/A 52983.45000000 0.002553796377 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3886418.67000000 USD 5294438.00000000 SGD 2020-03-18 52983.45 N N N N/A N/A N/A 1.00000000 NC N/A 66264.14000000 0.003193924153 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5968848.94000000 USD 42084196.00000000 CNY 2020-03-18 66264.14 N N N N/A N/A N/A 1.00000000 NC N/A -179.81000000 -0.00000866682 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 463500.00000000 THB 15321.73000000 USD 2020-03-18 -179.81 N N N Proofpoint, Inc. 529900C5FODDK0WSR085 743424103 -9759.00000000 NS USD -1120138.02000000 -0.05399052756 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 272931.59000000 0.013155272181 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8958410.73000000 USD 176505598.00000000 MXN 2020-03-18 272931.59 N N N N/A N/A N/A 748.00000000 NC USD 2634702.40000000 0.126992361676 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Silver 2020-03-27 67024540 USD 2634702.4 N N N N/A N/A N/A 1.00000000 NC N/A 88143.26000000 0.004248495296 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12646168.13000000 USD 9593804.00000000 GBP 2020-03-18 88143.26 N N N N/A N/A N/A 1.00000000 NC N/A 1369.73000000 0.000066020833 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 31424.43000000 USD 287845.00000000 NOK 2020-03-18 1369.73 N N N GoDaddy, Inc. N/A 380237107 -17380.00000000 NS USD -1180449.60000000 -0.05689753899 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -9290.91000000 -0.00044782082 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27000000.00000000 MXN 1402824.32000000 USD 2020-03-18 -9290.91 N N N American Eagle Outfitters, Inc. 5299001Z9HXK01DHW793 02553E106 323742.00000000 NS USD 4759007.40000000 0.229383625627 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 19835.08000000 0.000956048642 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1891075.11000000 USD 13325205.00000000 CNY 2020-03-18 19835.08 N N N N/A N/A N/A 1.00000000 NC N/A 8005.71000000 0.000385874328 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 681560.54000000 USD 4808500.00000000 CNY 2020-03-18 8005.71 N N N N/A N/A N/A 1.00000000 NC N/A 25487.75000000 0.001228506705 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 781880.19000000 USD 3062500.00000000 PLN 2020-03-18 25487.75 N N N N/A N/A N/A 1.00000000 NC N/A 22071.62000000 0.001063849621 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2032071.45000000 USD 14324000.00000000 CNY 2020-03-18 22071.62 N N N N/A N/A N/A 1.00000000 NC N/A 1391.46000000 0.000067068216 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 31402.81000000 USD 287846.00000000 NOK 2020-03-18 1391.46 N N N N/A N/A N/A 1.00000000 NC N/A -157950.03000000 -0.00761317382 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8690266.00000000 EUR 9635979.47000000 USD 2020-03-18 -157950.03 N N N FinecoBank Banca Fineco SpA 549300L7YCATGO57ZE10 N/A -625383.00000000 NS -7501978.28000000 -0.36159451595 Short EC CORP IT N 2 N N N N/A N/A N/A 2587.00000000 NC -534878.15000000 -0.02578106714 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long N/A ASX 90 Day Bank Accepted Bill 2020-12-10 2581525752.78 AUD -534878.15 N N N N/A N/A N/A 1.00000000 NC N/A -27536.31000000 -0.00132724706 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1531784.00000000 EUR 1698784.21000000 USD 2020-03-18 -27536.31 N N N N/A N/A N/A 1068.00000000 NC 321550.31000000 0.015498689060 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long N/A ASX 90 Day Bank Accepted Bill 2020-03-12 1065661379.04 AUD 321550.31 N N N United States of America 254900HROIFWPRGM1V77 912796SM2 30503000.00000000 PA USD 30357544.61000000 1.463230262637 Long STIV UST US N 2 2020-04-23 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 6796.27000000 0.000327579455 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 990103.08000000 USD 1150000000.00000000 KRW 2020-03-18 6796.27 N N N N/A N/A N/A 1.00000000 NC N/A -20720.60000000 -0.00099873060 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 800000000.00000000 KRW 672774.60000000 USD 2020-03-18 -20720.6 N N N West Fraser Timber Co. Ltd. 5493005WD1ZK6WBVR988 952845105 -108369.00000000 NS -4780236.66000000 -0.23040687359 Short EC CORP CA N 1 N N N Core Laboratories NV 724500MDYY5VBSAF5W50 N/A -62091.00000000 NS USD -2338967.97000000 -0.11273799515 Short EC CORP NL N 1 N N N N/A N/A N/A 1.00000000 NC N/A -16811.53000000 -0.00081031387 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10500000.00000000 MXN 532344.39000000 USD 2020-03-18 -16811.53 N N N N/A N/A N/A 1.00000000 NC N/A 14173.82000000 0.000683176542 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 793194.12000000 USD 3062500.00000000 PLN 2020-03-18 14173.82 N N N N/A N/A N/A 1.00000000 NC N/A 145602.47000000 0.007018022806 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5807308.68000000 USD 7728099.00000000 CAD 2020-03-18 145602.47 N N N N/A N/A N/A 1.00000000 NC N/A 794.09000000 0.000038275049 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 40234.91000000 USD 39496.00000000 CHF 2020-03-18 794.09 N N N Cognizant Technology Solutions Corp. 5493006IEVQEFQO40L83 192446102 63676.00000000 NS USD 3949185.52000000 0.190350301378 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 258259.47000000 0.012448077635 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8001903.60000000 USD 11748916.00000000 AUD 2020-03-18 258259.47 N N N N/A N/A N/A 1.00000000 NC N/A 49888.36000000 0.002404613385 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3889513.76000000 USD 5294438.00000000 SGD 2020-03-18 49888.36 N N N N/A N/A N/A 1.00000000 NC N/A 62809.70000000 0.003027420531 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2432709.72000000 USD 1880080.00000000 GBP 2020-03-18 62809.7 N N N N/A N/A N/A 1.00000000 NC N/A -488.20000000 -0.00002353118 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 39500.00000000 EUR 44028.30000000 USD 2020-03-18 -488.2 N N N N/A N/A N/A 1.00000000 NC N/A -1174.07000000 -0.00005659004 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 42407326.00000000 KRW 35587.53000000 USD 2020-03-18 -1174.07 N N N N/A N/A N/A 1.00000000 NC N/A 134.24000000 0.000006470353 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15276.11000000 USD 53000.00000000 ILS 2020-03-18 134.24 N N N N/A N/A N/A 1.00000000 NC N/A 6335.13000000 0.000305352559 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 557129.72000000 USD 650000000.00000000 KRW 2020-03-18 6335.13 N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 09857L108 4466.00000000 NS USD 9171958.18000000 0.442087360787 Long EC CORP US N 1 N N N Cardinal Health, Inc. CCU46N3GJMF4OK4N7U60 14149Y108 52826.00000000 NS USD 2671939.08000000 0.128787165497 Long EC CORP US N 1 N N N Open Text Corp. 549300HP7ONDQODZJV16 683715106 16308.00000000 NS 718604.41000000 0.034636652373 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 81012.87000000 0.003904811293 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3139015.27000000 USD 2425912.00000000 GBP 2020-03-18 81012.87 N N N N/A N/A N/A 1.00000000 NC N/A -154596.48000000 -0.00745153308 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6452760.00000000 CHF 6548620.71000000 USD 2020-03-18 -154596.48 N N N Universal Health Services, Inc. 549300YGMGQDO0NMJD09 913903100 67299.00000000 NS USD 9654714.54000000 0.465356163469 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1590.24000000 0.000076649390 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 162037.18000000 USD 4892500.00000000 THB 2020-03-18 1590.24 N N N Atlassian Corp. plc 549300AGBII4MWBVJY22 N/A -43231.00000000 NS USD -5202418.54000000 -0.25075599309 Short EC CORP GB N 1 N N N N/A N/A 000000000 -23190400.00000000 PA -124337.47000000 -0.00599305217 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2020-02-12 0 USD 0 USD -23190400 BRL -124337.47 N N N N/A N/A N/A 1.00000000 NC N/A 2283.52000000 0.000110065409 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 205726.43000000 USD 1450500.00000000 CNY 2020-03-18 2283.52 N N N Hera SpA 8156009414FD99443B48 N/A 1064066.00000000 NS 4660651.58000000 0.224642886079 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 260531.15000000 0.012557572357 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7999631.92000000 USD 11748916.00000000 AUD 2020-03-18 260531.15 N N N N/A N/A N/A 62288715.14000000 PA 1422063.96000000 0.068543324185 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI Switzerland Net Return Index MSCI Switzerland Net Return Index Y 2020-03-20 0 USD 0 USD 62288715.14 CHF 1422063.96 N N N N/A N/A N/A 1.00000000 NC N/A -23222.02000000 -0.00111929877 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1346108.00000000 EUR 1493841.65000000 USD 2020-03-18 -23222.02 N N N United States of America 254900HROIFWPRGM1V77 912796TE9 17627000.00000000 PA USD 17601465.35000000 0.848388665741 Long STIV UST US N 2 2020-02-06 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 201365.10000000 0.009705775349 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8058799.38000000 USD 11748918.00000000 AUD 2020-03-18 201365.1 N N N Align Technology, Inc. 549300N5YSE0U3LCP840 016255101 5166.00000000 NS USD 1441520.64000000 0.069481133990 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1808.18000000 0.000087154074 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 208390.76000000 USD 6285000.00000000 THB 2020-03-18 1808.18 N N N N/A N/A N/A 1.00000000 NC N/A 42268.88000000 0.002037355299 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2633887.11000000 USD 192093694.00000000 INR 2020-03-18 42268.88 N N N N/A N/A N/A 1.00000000 NC N/A -11206.55000000 -0.00054015445 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 217020290.00000000 HUF 727081.72000000 USD 2020-03-18 -11206.55 N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934105 -472542.00000000 NS -4792559.50000000 -0.23100083310 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 44287.94000000 0.002134673765 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2370735.82000000 USD 1819436.00000000 GBP 2020-03-18 44287.94 N N N N/A N/A N/A 1.00000000 NC N/A 2518.94000000 0.000121412626 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 124973.75000000 USD 483604.00000000 PLN 2020-03-18 2518.94 N N N N/A N/A N/A 995.00000000 NC USD -183050.75000000 -0.00882302572 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month Eurodollar 2020-03-16 244434187.5 USD -183050.75 N N N Signet Jewelers Ltd. 549300N3XPGE91WV7M22 N/A -26411.00000000 NS USD -574175.14000000 -0.02767517767 Short EC CORP BM N 1 N N N N/A N/A N/A 1.00000000 NC N/A 13997.66000000 0.000674685650 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 896214.79000000 USD 1050000000.00000000 KRW 2020-03-18 13997.66 N N N N/A N/A N/A 164995660.12000000 PA -428300.55000000 -0.02064403871 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI Sweden Net Return Index MSCI Sweden Net Return Index Y 2020-03-18 0 USD 0 USD 164995660.12 SEK -428300.55 N N N N/A N/A N/A 1.00000000 NC N/A -179.79000000 -0.00000866585 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 463500.00000000 THB 15321.75000000 USD 2020-03-18 -179.79 N N N N/A N/A N/A 1.00000000 NC N/A 69287.77000000 0.003339662782 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2732140.11000000 USD 2110546.00000000 GBP 2020-03-18 69287.77 N N N N/A N/A N/A 1.00000000 NC N/A -488.25000000 -0.00002353359 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 39500.00000000 EUR 44028.25000000 USD 2020-03-18 -488.25 N N N N/A N/A N/A 1.00000000 NC N/A -7861.25000000 -0.00037891137 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 823500.00000000 SGD 604875.67000000 USD 2020-03-18 -7861.25 N N N General Electric Co. 3C7474T6CDKPR9K6YT90 369604103 -1398945.00000000 NS USD -15612226.20000000 -0.75250756068 Short EC CORP US N 1 N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 92343E102 45622.00000000 NS USD 8790446.96000000 0.423698562555 Long EC CORP US N 1 N N N Teck Resources Ltd. T8KI5SQ2JRWHL7XY0E11 878742204 204307.00000000 NS 3543177.88000000 0.170780778436 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 58423.33000000 0.002815997986 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2276096.80000000 USD 1758786.00000000 GBP 2020-03-18 58423.33 N N N N/A N/A N/A 1.00000000 NC N/A -2753.24000000 -0.00013270586 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4486598.00000000 TWD 148106.40000000 USD 2020-03-18 -2753.24 N N N N/A N/A N/A 1.00000000 NC N/A -134083.29000000 -0.00646279961 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4419162.00000000 CHF 4456603.90000000 USD 2020-03-18 -134083.29 N N N Nuance Communications, Inc. AEMSOT3SS15TNMJCE605 67020Y100 39410.00000000 NS USD 702680.30000000 0.033869112048 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -154126.09000000 -0.00742886033 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10869986206.00000000 KRW 9268727.98000000 USD 2020-03-18 -154126.09 N N N N/A N/A N/A 1.00000000 NC N/A -25213.60000000 -0.00121529270 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1401806.00000000 EUR 1554621.72000000 USD 2020-03-18 -25213.6 N N N N/A N/A N/A 1.00000000 NC N/A -175128.90000000 -0.00844119343 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6413654.00000000 CHF 6487464.43000000 USD 2020-03-18 -175128.9 N N N N/A N/A N/A 1.00000000 NC N/A 7585.75000000 0.000365632303 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 633222.57000000 USD 4468500.00000000 CNY 2020-03-18 7585.75 N N N N/A N/A N/A 1.00000000 NC N/A -10051.06000000 -0.00048445997 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 217020290.00000000 HUF 728237.21000000 USD 2020-03-18 -10051.06 N N N N/A N/A N/A 1.00000000 NC N/A -155551.96000000 -0.00749758711 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5496024.00000000 CHF 5553794.51000000 USD 2020-03-18 -155551.96 N N N Inter Pipeline Ltd. QQTTPMZD0WKQL0H5S472 45833V109 -297085.00000000 NS -5156748.60000000 -0.24855470708 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -175556.20000000 -0.00846178924 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14853440.00000000 BRL 3505436.74000000 USD 2020-03-18 -175556.2 N N N N/A N/A N/A 1.00000000 NC N/A 1085.48000000 0.000052320014 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 39943.52000000 USD 39496.00000000 CHF 2020-03-18 1085.48 N N N Vermilion Energy, Inc. WT03B8BB1IX8WI9ZGV02 923725105 -139253.00000000 NS -2276647.95000000 -0.10973417714 Short EC CORP CA N 1 N N N N/A N/A N/A 143.00000000 NC 446.01000000 0.000021497632 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long N/A 3 Month Canadian Bankers Acceptance 2020-09-14 35047512.5 CAD 446.01 N N N N/A N/A N/A 1.00000000 NC N/A 61161.29000000 0.002947967353 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 999234.07000000 USD 15000000.00000000 ZAR 2020-03-18 61161.29 N N N N/A N/A N/A 1.00000000 NC N/A -53696.42000000 -0.00258816145 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2913500.00000000 CAD 2190556.23000000 USD 2020-03-18 -53696.42 N N N N/A N/A N/A 1.00000000 NC N/A 78164.31000000 0.003767511019 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5956948.77000000 USD 42084196.00000000 CNY 2020-03-18 78164.31 N N N N/A N/A N/A 1.00000000 NC N/A 101081.27000000 0.004872105934 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5851829.11000000 USD 7728098.00000000 CAD 2020-03-18 101081.27 N N N Carlisle Cos., Inc. XR64VGX1ZPX6G7ZN7Z11 142339100 30305.00000000 NS USD 4904561.20000000 0.236399302545 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 78483.00000000 0.003782871842 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5956630.08000000 USD 42084196.00000000 CNY 2020-03-18 78483 N N N Curtiss-Wright Corp. TEL51ETZWP7D0ZM4X325 231561101 56121.00000000 NS USD 7906887.69000000 0.381111104337 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -39633.95000000 -0.00191035196 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 69328980.00000000 TWD 2291518.75000000 USD 2020-03-18 -39633.95 N N N N/A N/A N/A 1.00000000 NC N/A 836.55000000 0.000040321616 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 40192.45000000 USD 39496.00000000 CHF 2020-03-18 836.55 N N N N/A N/A N/A 1.00000000 NC N/A 4128.86000000 0.000199010591 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 341048.63000000 USD 2407000.00000000 CNY 2020-03-18 4128.86 N N N N/A N/A 000000000 71232525.00000000 PA USD 3376747.65000000 0.162758859922 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-02-21 0 USD 0 USD 71232525 USD 3376747.65 N N N N/A N/A N/A 1.00000000 NC N/A -286743.38000000 -0.01382099891 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10785171555.00000000 KRW 9062587.50000000 USD 2020-03-18 -286743.38 N N N Qurate Retail, Inc. 549300PSXEKU4PHLCR04 74915M100 792238.00000000 NS USD 6678566.34000000 0.321906152334 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -78280.79000000 -0.00377312534 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32183727.00000000 SEK 3370297.47000000 USD 2020-03-18 -78280.79 N N N N/A N/A N/A 1.00000000 NC N/A -6171.85000000 -0.00029748248 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33500000.00000000 MXN 1745897.04000000 USD 2020-03-18 -6171.85 N N N Baker Hughes Co. N/A 05722G100 -578622.00000000 NS USD -14830081.86000000 -0.71480829077 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2737.31000000 0.000131938036 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 135731.37000000 USD 525238.00000000 PLN 2020-03-18 2737.31 N N N United States of America 254900HROIFWPRGM1V77 912796TF6 40539000.00000000 PA USD 40468647.81000000 1.950584308590 Long STIV UST US N 2 2020-02-13 None 0.00000000 N N N N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K305 16165.00000000 NS USD 21651239.35000000 1.043587320632 Long EC CORP US N 1 N N N Range Resources Corp. H3Y3WLYCX0BTO1TRW162 75281A109 -1148321.00000000 NS USD -5569356.85000000 -0.26844237869 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 6817.94000000 0.000328623947 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 253242.76000000 USD 300000000.00000000 KRW 2020-03-18 6817.94 N N N N/A N/A 000000000 -1004090.00000000 PA USD 5257.30000000 0.000253401273 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-01-30 0 USD 0 USD -1004090 USD 5257.3 N N N N/A N/A N/A 1.00000000 NC N/A -6416.06000000 -0.00030925337 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 47000000.00000000 MXN 2451710.45000000 USD 2020-03-18 -6416.06 N N N N/A N/A N/A 1.00000000 NC N/A -27452.05000000 -0.00132318574 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1356293.00000000 EUR 1501090.12000000 USD 2020-03-18 -27452.05 N N N Peyto Exploration & Development Corp. 549300WZKJ63UJDWP310 717046106 17780.00000000 NS 52030.34000000 0.002507856581 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 60215.28000000 0.002902369776 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5887486.44000000 USD 24000000.00000000 BRL 2020-03-18 60215.28 N N N N/A N/A N/A 1.00000000 NC N/A 11318.83000000 0.000545566342 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 583970.82000000 USD 772808.00000000 CAD 2020-03-18 11318.83 N N N First Solar, Inc. 549300NPYMLM4NHTOF27 336433107 -18321.00000000 NS USD -1025243.16000000 -0.04941660590 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -271985.94000000 -0.01310969195 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10869986207.00000000 KRW 9150868.13000000 USD 2020-03-18 -271985.94 N N N Shopify, Inc. 549300HGQ43STJLLP808 82509L107 -23100.00000000 NS -9184498.09000000 -0.44269178304 Short EC CORP CA N 1 N N N ITT, Inc. 549300KDSERHTJOXUS80 45073V108 77198.00000000 NS USD 5705704.18000000 0.275014304782 Long EC CORP US N 1 N N N N/A N/A N/A -2682.00000000 NC 189225.57000000 0.009120651358 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Euro Euribor 2020-06-15 -673081425 EUR 189225.57 N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135F101 8071.00000000 NS USD 2550597.42000000 0.122938511025 Long EC CORP US N 1 N N N Encompass Health Corp. 549300FVRPM9DRQZRG64 29261A100 -29153.00000000 NS USD -2019428.31000000 -0.09733621919 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -18322.34000000 -0.00088313474 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7090328.00000000 SEK 741426.56000000 USD 2020-03-18 -18322.34 N N N Saputo, Inc. 549300HH4U1DPY0TBT90 802912105 -29586.00000000 NS -915911.75000000 -0.04414684414 Short EC CORP CA N 1 N N N N/A N/A N/A -376.00000000 NC 683718.75000000 0.032955167454 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short DAX Index DE0008469008 2020-03-20 -124517100 EUR 683718.75 N N N N/A N/A N/A 1.00000000 NC N/A -495788.83000000 -0.02389696628 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25049844.00000000 CHF 25526338.90000000 USD 2020-03-18 -495788.83 N N N Resideo Technologies, Inc. 5493006TKFPYISY2DS54 76118Y104 -177209.00000000 NS USD -2114103.37000000 -0.10189954652 Short EC CORP US N 1 N N N N/A N/A N/A -15.00000000 NC USD -116969.25000000 -0.00563790479 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-03-18 -2315625 USD -116969.25 N N N Tenaris SA 549300Y7C05BKC4HZB40 N/A -296408.00000000 NS -3358283.03000000 -0.16186886729 Short EC CORP LU N 2 N N N RingCentral, Inc. 549300C8EH0H1614VE84 76680R206 -21972.00000000 NS USD -3706017.24000000 -0.17862961741 Short EC CORP US N 1 N N N Pool Corp. 5493005VZK1KMN6CO617 73278L105 -11142.00000000 NS USD -2366337.96000000 -0.11405722561 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -134077.72000000 -0.00646253114 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4419162.00000000 CHF 4456609.47000000 USD 2020-03-18 -134077.72 N N N Twilio, Inc. 5493004W8TRGD63APX93 90138F102 -87571.00000000 NS USD -8606477.88000000 -0.41483127342 Short EC CORP US N 1 N N N Amdocs Ltd. N/A N/A 147837.00000000 NS USD 10672353.03000000 0.514406225129 Long EC CORP GG N 1 N N N United States of America 254900HROIFWPRGM1V77 912796SD2 22480000.00000000 PA USD 22427196.95000000 1.080988390363 Long STIV UST US N 2 2020-02-27 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -16699.22000000 -0.00080490054 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1383240.00000000 EUR 1542212.21000000 USD 2020-03-18 -16699.22 N N N Insulet Corp. 549300TZTYD2PYN92D43 45784P101 -42984.00000000 NS USD -7358860.80000000 -0.35469626939 Short EC CORP US N 1 N N N AGCO Corp. LYOM0B2GCF1JWXK5ZG04 001084102 43644.00000000 NS USD 3371499.00000000 0.162505875578 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -64775.23000000 -0.00312215885 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25093399.00000000 SEK 2624054.14000000 USD 2020-03-18 -64775.23 N N N Ceridian HCM Holding, Inc. 549300T64GVCHFJ8L449 15677J108 -53922.00000000 NS USD -3660225.36000000 -0.17642245391 Short EC CORP US N 1 N N N N/A N/A N/A -185.00000000 NC 7741.86000000 0.000373156788 N/A DE CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Short S&P/TSX 60 Index XC0009654721 2020-03-19 -37458800 CAD 7741.86 N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 56585A102 75380.00000000 NS USD 4541645.00000000 0.218906782202 Long EC CORP US N 1 N N N N/A N/A 000000000 2401579544.55000020 PA USD 7017585.58999999 0.338246842353 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus Fed or LIBOR +/- spread (-0.06% to 0.03%). USD Currency. Maturity 60-61 Months 04/19/23 to 12/20/24 Bluebird Bio, Inc. 11616432.75000000 USD 3427218.39000000 USD Chemours Co. (The) 4346665.20000000 USD -392338.39000000 USD O-I Glass, Inc. 8697542.64000000 USD -1435764.57000000 USD Aptiv plc 10336154.92000000 USD -1943640.78000000 USD Brown-Forman Corp., Class B 4819812.40000000 USD -1439923.21000000 USD Papa John's International, Inc. 2891891.10000000 USD -658105.19000000 USD WW International, Inc. 2697320.32000000 USD 190276.74000000 USD Columbia Sportswear Co. 3122822.11000000 USD 95425.56000000 USD Seattle Genetics, Inc. 530394.92000000 USD -138214.10000000 USD Cracker Barrel Old Country Store, Inc. 2651400.04000000 USD -130243.77000000 USD Kansas City Southern 2171961.96000000 USD -333583.39000000 USD RenaissanceRe Holdings Ltd. 1971177.12000000 USD 93853.34000000 USD Church & Dwight Co., Inc. 2228300.86000000 USD -137078.65000000 USD Waste Management, Inc. 757606.08000000 USD -8173.04000000 USD JM Smucker Co. (The) 816275.07000000 USD -24750.36000000 USD Assurant, Inc. 695903.72000000 USD 12162.80000000 USD Jack in the Box, Inc. 659665.62000000 USD 24895.54000000 USD Hancock Whitney Corp. 505409.84000000 USD 4067.10000000 USD Globe Life, Inc. 535617.25000000 USD 85440.24000000 USD Bristol-Myers Squibb Co. 6973729.98000000 USD 1304424.12000000 USD IPG Photonics Corp. 3338087.28000000 USD -256015.24000000 USD BorgWarner, Inc. 1735633.80000000 USD -15802.80000000 USD Clorox Co. (The) 1922474.34000000 USD -22207.23000000 USD NiSource, Inc. 11399338.56000000 USD -43307.15000000 USD Charles River Laboratories International, Inc. 30837661.20000000 USD 6767262.19000000 USD Pfizer, Inc. 15020319.06000000 USD -2120951.39000000 USD United Airlines Holdings, Inc. 11516005.70000000 USD -56587.20000000 USD Visteon Corp. 12465496.40000000 USD -3753638.48000000 USD Regeneron Pharmaceuticals, Inc. 7862175.72000000 USD 502410.22000000 USD Lions Gate Entertainment Corp., Class A 3418033.06000000 USD 1485785.47000000 USD Madison Square Garden Co. (The), Class A 10769707.52000000 USD -700308.87000000 USD Penn National Gaming, Inc. 4700228.40000000 USD -814590.03000000 USD FLIR Systems, Inc. 3296864.12000000 USD -221044.13000000 USD IAA, Inc. 8740030.26000000 USD -742952.96000000 USD United States Steel Corp. 563425.80000000 USD 102059.77000000 USD Gilead Sciences, Inc. 12979105.20000000 USD -659526.98000000 USD Avangrid, Inc. 1245029.76000000 USD -16866.67000000 USD Sprouts Farmers Market, Inc. 2911072.05000000 USD 151143.99000000 USD OneMain Holdings, Inc. 2829824.55000000 USD 765416.17000000 USD American International Group, Inc. 4123133.58000000 USD -591653.69000000 USD Dana, Inc. 2440438.00000000 USD 522016.39000000 USD Ubiquiti, Inc. 2933914.50000000 USD -817922.77000000 USD Domino's Pizza, Inc. 1523836.86000000 USD -111842.47000000 USD Exelixis, Inc. 8230037.70000000 USD -2462470.73000000 USD Carpenter Technology Corp. 5803103.50000000 USD 31475.25000000 USD JetBlue Airways Corp. 9499295.52000000 USD 497812.59000000 USD Liberty Global plc, Class C 5870069.15000000 USD 882356.61000000 USD CMS Energy Corp. 2280337.92000000 USD -32387.75000000 USD Kemper Corp. 2583152.50000000 USD -126735.49000000 USD Corteva, Inc. 1086448.24000000 USD -94717.11000000 USD Pinnacle West Capital Corp. 3687939.37000000 USD -148525.81000000 USD Eldorado Resorts, Inc. 435193.08000000 USD -46780.27000000 USD Monster Beverage Corp. 1752836.10000000 USD 74326.62000000 USD T-Mobile US, Inc. 398452.02000000 USD -279.00000000 USD Waste Connections, Inc. 1061153.52000000 USD -141618.46000000 USD Voya Financial, Inc. 698891.78000000 USD 80210.91000000 USD Raymond James Financial, Inc. 412142.22000000 USD 11713.22000000 USD Altria Group, Inc. 1741509.63000000 USD -156213.34000000 USD Coty, Inc., Class A 622710.00000000 USD -59607.49000000 USD First Hawaiian, Inc. 358576.65000000 USD -57300.40000000 USD UMB Financial Corp. 596550.24000000 USD -31218.50000000 USD Hawaiian Electric Industries, Inc. 1249147.02000000 USD 190178.31000000 USD Everest Re Group Ltd. 20507199.84000000 USD 2178575.16000000 USD United Parcel Service, Inc., Class B 7284058.50000000 USD -1244237.49000000 USD ViacomCBS, Inc. 791176.47000000 USD 12165.72000000 USD Graham Holdings Co., Class B 9933099.55000000 USD -31038.89000000 USD Edgewell Personal Care Co. 1630972.80000000 USD 579064.21000000 USD Hain Celestial Group, Inc. (The) 10433313.04000000 USD 1117631.73000000 USD Newmont Goldcorp Corp. 5819606.10000000 USD -761027.46000000 USD Edison International 25169143.24000000 USD -3152532.55000000 USD Robert Half International, Inc. 16273439.25000000 USD 223205.50000000 USD Consolidated Edison, Inc. 16244793.20000000 USD 2503923.95000000 USD Amcor plc 10748889.80000000 USD -1013925.87000000 USD WR Grace & Co. 8816397.15000000 USD -325079.68000000 USD CenterPoint Energy, Inc. 13100235.30000000 USD 568474.55000000 USD CSX Corp. 7317839.16000000 USD -504872.34000000 USD Liberty Broadband Corp., Class C 18372578.00000000 USD -6826643.52000000 USD Brink's Co. (The) 6844798.44000000 USD -1600567.12000000 USD Loews Corp. 9521528.53000000 USD -288160.00000000 USD Tyson Foods, Inc., Class A 12810784.64000000 USD 2756626.44000000 USD ONE Gas, Inc. 2040387.42000000 USD 501791.44000000 USD Pilgrim's Pride Corp. 10227526.88000000 USD 3148639.31000000 USD Casey's General Stores, Inc. 5029648.65000000 USD -92209.94000000 USD TreeHouse Foods, Inc. 4523110.00000000 USD 131146.63000000 USD Norwegian Cruise Line Holdings Ltd. 4375960.38000000 USD 526563.77000000 USD AMC Networks, Inc., Class A 9067620.00000000 USD -4394812.06000000 USD Estee Lauder Cos., Inc. (The), Class A 16826194.18000000 USD 5135675.66000000 USD H&R Block, Inc. 8280902.92000000 USD -1272336.69000000 USD Aramark 1799841.40000000 USD 4253.39000000 USD Healthcare Services Group, Inc. 4949411.84000000 USD 3053592.26000000 USD Jabil, Inc. 16147341.69000000 USD 4653153.63000000 USD Johnson & Johnson 7181325.97000000 USD 342363.12000000 USD Insperity, Inc. 3032651.88000000 USD -170228.58000000 USD InterDigital, Inc. 3738340.94000000 USD 53872.64000000 USD Sirius XM Holdings, Inc. 3412923.80000000 USD -651762.19000000 USD Walgreens Boots Alliance, Inc. 5473374.72000000 USD 475250.60000000 USD Colgate-Palmolive Co. 4253623.60000000 USD -248112.78000000 USD Cullen/Frost Bankers, Inc. 1032459.02000000 USD 10251.62000000 USD American Airlines Group, Inc. 5181128.04000000 USD 95819.44000000 USD Catalent, Inc. 460702.90000000 USD -77108.05000000 USD IHS Markit Ltd. 1687086.50000000 USD -587737.50000000 USD Keysight Technologies, Inc. 2162516.73000000 USD 352582.69000000 USD First American Financial Corp. 3467707.20000000 USD 152568.74000000 USD DTE Energy Co. 620908.47000000 USD -4895.55000000 USD First Horizon National Corp. 595033.92000000 USD -98615.96000000 USD Capri Holdings Ltd. 589799.00000000 USD -41527.74000000 USD Arch Capital Group Ltd. 409256.38000000 USD 16044.56000000 USD Goodyear Tire & Rubber Co. (The) 816419.73000000 USD 25114.34000000 USD Stericycle, Inc. 15757943.31000000 USD -2198366.90000000 USD Vishay Intertechnology, Inc. 10468122.68000000 USD 1097313.23000000 USD TEGNA, Inc. 11661820.39000000 USD 2478720.54000000 USD Westrock Co. 2570952.65000000 USD 231154.70000000 USD AbbVie, Inc. 11292834.30000000 USD 780143.31000000 USD Silgan Holdings, Inc. 2949647.40000000 USD 111614.72000000 USD Mosaic Co. (The) 5022817.12000000 USD -469493.48000000 USD Service Corp. International 1081152.64000000 USD -34988.76000000 USD Nektar Therapeutics 12051574.64000000 USD -1915554.63000000 USD Travelers Cos., Inc. (The) 2068355.85000000 USD -236386.91000000 USD Sterling Bancorp 4507810.44000000 USD -670597.83000000 USD Signature Bank 1289735.01000000 USD -238761.45000000 USD FMC Corp. 4885889.54000000 USD -1414900.02000000 USD Louisiana-Pacific Corp. 4745330.79000000 USD -923557.84000000 USD AT&T, Inc. 12642575.40000000 USD 1118454.33000000 USD Mettler-Toledo International, Inc. 3085065.92000000 USD 200753.53000000 USD Agios Pharmaceuticals, Inc. 16179610.00000000 USD 9024637.79000000 USD Conagra Brands, Inc. 4551488.96000000 USD -1584601.42000000 USD Republic Services, Inc. 6968822.13000000 USD 1841143.68000000 USD AXA Equitable Holdings, Inc. 10129840.98000000 USD 1517258.64000000 USD Vulcan Materials Co. 4814305.65000000 USD -1274454.33000000 USD Tempur Sealy International, Inc. 3280159.62000000 USD -1235880.07000000 USD PepsiCo, Inc. 14341193.11000000 USD 250485.85000000 USD World Wrestling Entertainment, Inc., Class A 9967405.24000000 USD 1211531.99000000 USD Capital One Financial Corp. 19069325.91000000 USD 2581749.94000000 USD Seagate Technology plc 9649531.50000000 USD 2391001.56000000 USD Darden Restaurants, Inc. 4076537.96000000 USD 351666.97000000 USD Zayo Group Holdings, Inc. 24075547.65000000 USD -835807.49000000 USD Eagle Materials, Inc. 3782425.86000000 USD -141903.77000000 USD PacWest Bancorp 4681186.40000000 USD 950274.44000000 USD Sempra Energy 5297104.12000000 USD -1140934.90000000 USD Toll Brothers, Inc. 6854747.94000000 USD 491238.37000000 USD Howard Hughes Corp. (The) 4662309.20000000 USD -147454.64000000 USD Amgen, Inc. 14391396.86000000 USD 2377682.01000000 USD UGI Corp. 2980830.96000000 USD -27078.91000000 USD Energizer Holdings, Inc. 9719679.24000000 USD -950261.24000000 USD Hanover Insurance Group, Inc. (The) 4355672.90000000 USD 508326.50000000 USD Cognex Corp. 4274843.28000000 USD -541615.56000000 USD Janus Henderson Group plc 709563.45000000 USD 147553.17000000 USD PNM Resources, Inc. 2594729.28000000 USD -139456.05000000 USD Stifel Financial Corp. 2449896.10000000 USD 218180.90000000 USD Lennar Corp., Class A 4251421.16000000 USD -117988.19000000 USD Bruker Corp. 1417373.76000000 USD -226404.99000000 USD Green Dot Corp., Class A 1300792.40000000 USD 1098135.84000000 USD MGM Resorts International 4512642.99000000 USD -753286.09000000 USD Tapestry, Inc. 1105392.42000000 USD 55803.39000000 USD Belden, Inc. 390115.00000000 USD 3176.34000000 USD Bunge Ltd. 645595.90000000 USD 29401.03000000 USD ViaSat, Inc. 5562600.42000000 USD -617782.37000000 USD Linde plc 1783463.30000000 USD -231329.64000000 USD Apple, Inc. 1235091.90000000 USD 55861.70000000 USD Discovery, Inc., Class A 3539063.04000000 USD 559128.10000000 USD Avnet, Inc. 9940848.52000000 USD 44504.27000000 USD News Corp., Class A 10745000.14000000 USD -1117595.48000000 USD Valley National Bancorp 1804955.10000000 USD 40578.20000000 USD Norfolk Southern Corp. 3243718.17000000 USD -186770.43000000 USD KAR Auction Services, Inc. 3461581.19000000 USD -519154.03000000 USD Ionis Pharmaceuticals, Inc. 3003645.61000000 USD -45480.97000000 USD NCR Corp. 6159363.96000000 USD -1351257.63000000 USD Element Solutions, Inc. 5507435.36000000 USD -434766.29000000 USD Santander Consumer USA Holdings, Inc. 2478762.42000000 USD 360861.04000000 USD Agilent Technologies, Inc. 3915217.14000000 USD 518219.79000000 USD MetLife, Inc. 6642716.22000000 USD 364970.62000000 USD PolyOne Corp. 1049876.23000000 USD -290418.42000000 USD Moody's Corp. 410956.71000000 USD 23356.84000000 USD Deckers Outdoor Corp. 15325564.74000000 USD 5285087.05000000 USD Cinemark Holdings, Inc. 2052934.80000000 USD -313144.88000000 USD Verizon Communications, Inc. 12983030.00000000 USD 1028071.42000000 USD Bank OZK 385705.22000000 USD 79835.42000000 USD Carter's, Inc. 6854633.94000000 USD 925384.81000000 USD Jefferies Financial Group, Inc. 360276.83000000 USD -43990.82000000 USD Zoetis, Inc. 3615802.00000000 USD 1128517.29000000 USD Clean Harbors, Inc. 2233101.50000000 USD -947376.91000000 USD Walmart, Inc. 6738703.36000000 USD 496319.84000000 USD Olin Corp. 706698.00000000 USD 138455.05000000 USD Juniper Networks, Inc. 8877021.45000000 USD -383813.81000000 USD Bio-Rad Laboratories, Inc., Class A 10312366.07000000 USD 586896.94000000 USD Alexion Pharmaceuticals, Inc. 8960335.65000000 USD -605029.28000000 USD Evercore, Inc., Class A 2816583.00000000 USD -99205.73000000 USD Dominion Energy, Inc. 13389095.30000000 USD -832429.61000000 USD F5 Networks, Inc. 10669120.35000000 USD -3018891.14000000 USD Costco Wholesale Corp. 3128190.56000000 USD 92752.43000000 USD Celanese Corp. 1501571.52000000 USD 155377.04000000 USD Exelon Corp. 8153589.14000000 USD 953299.25000000 USD NextEra Energy, Inc. 6519915.84000000 USD -1037498.33000000 USD Molson Coors Brewing Co., Class B 11436609.80000000 USD -708453.02000000 USD Rollins, Inc. 559210.24000000 USD 28249.89000000 USD Reliance Steel & Aluminum Co. 3599626.32000000 USD 519788.42000000 USD PVH Corp. 6093863.10000000 USD 365804.83000000 USD Ashland Global Holdings, Inc. 9457041.69000000 USD -721666.32000000 USD Mattel, Inc. 6028002.05000000 USD 266804.69000000 USD Lumentum Holdings, Inc. 6005468.30000000 USD -1344029.63000000 USD BancorpSouth Bank 2293055.64000000 USD -62798.08000000 USD Ally Financial, Inc. 5001113.44000000 USD -184250.91000000 USD Motorola Solutions, Inc. 1078348.88000000 USD 6300.70000000 USD Royal Gold, Inc. 6565925.25000000 USD -2367533.10000000 USD Tupperware Brands Corp. 503036.82000000 USD -78583.55000000 USD CenturyLink, Inc. 4723367.60000000 USD 291312.48000000 USD SYNNEX Corp. 4470390.40000000 USD 865617.52000000 USD US Foods Holding Corp. 2054746.39000000 USD 137839.88000000 USD Ingredion, Inc. 6746868.70000000 USD -2534017.65000000 USD Zebra Technologies Corp., Class A 2824400.08000000 USD 667701.07000000 USD Spotify Technology SA 5082456.75000000 USD -825353.78000000 USD International Flavors & Fragrances, Inc. 6893667.62000000 USD 248711.52000000 USD Steel Dynamics, Inc. 5030499.28000000 USD 916820.02000000 USD Under Armour, Inc., Class A 1552068.00000000 USD -159911.51000000 USD Ingevity Corp. 548921.16000000 USD 16110.54000000 USD Assured Guaranty Ltd. 20399918.10000000 USD 4831020.94000000 USD BankUnited, Inc. 804173.76000000 USD -52354.96000000 USD International Game Technology plc 5891159.07000000 USD 907531.34000000 USD CME Group, Inc. 1467062.48000000 USD -104691.75000000 USD Yum! Brands, Inc. 579701.15000000 USD 3046.86000000 USD AptarGroup, Inc. 598217.88000000 USD -107075.56000000 USD Cabot Corp. 697118.40000000 USD -11072.87000000 USD CommScope Holding Co., Inc. 5633458.38000000 USD -833504.94000000 USD Packaging Corp. of America 8557603.86000000 USD 1314576.58000000 USD Albemarle Corp. 7202182.24000000 USD 2317101.78000000 USD Thermo Fisher Scientific, Inc. 13294979.88000000 USD 2259079.10000000 USD Hasbro, Inc. 6540216.08000000 USD 239261.75000000 USD Scientific Games Corp. 7327115.12000000 USD -1249245.36000000 USD Prudential Financial, Inc. 1371509.94000000 USD -4876.48000000 USD Biogen, Inc. 18726036.84000000 USD 4160837.37000000 USD FirstEnergy Corp. 19774173.60000000 USD -5496242.00000000 USD TE Connectivity Ltd. 6679952.16000000 USD -78727.78000000 USD AES Corp. 4832018.50000000 USD -280646.12000000 USD Spectrum Brands Holdings, Inc. 2872284.33000000 USD 494266.26000000 USD First Republic Bank 4375364.85000000 USD -854067.25000000 USD QIAGEN NV 1899391.00000000 USD 416457.82000000 USD Adtalem Global Education, Inc. 4225634.92000000 USD -1472014.43000000 USD DuPont de Nemours, Inc. 2546493.00000000 USD 892963.88000000 USD Legg Mason, Inc. 2879586.99000000 USD -316488.09000000 USD Expeditors International of Washington, Inc. 1646143.98000000 USD -93510.87000000 USD Leggett & Platt, Inc. 773785.09000000 USD -190276.56000000 USD Alkermes plc 2349223.20000000 USD 2111544.65000000 USD Harley-Davidson, Inc. 5533797.62000000 USD -99214.13000000 USD Brunswick Corp. 3791575.72000000 USD 213252.72000000 USD Lamb Weston Holdings, Inc. 781496.52000000 USD 178874.25000000 USD Tech Data Corp. 16818432.00000000 USD 7082978.97000000 USD Pure Storage, Inc., Class A 18077296.74000000 USD -341858.67000000 USD PulteGroup, Inc. 16248353.60000000 USD 4576914.53000000 USD Lincoln National Corp. 4491487.14000000 USD -247895.82000000 USD Copa Holdings SA, Class A 18160358.16000000 USD -3596549.65000000 USD Telephone & Data Systems, Inc. 4141072.06000000 USD -1448661.94000000 USD Southwest Gas Holdings, Inc. 1717377.82000000 USD 103475.33000000 USD Verisk Analytics, Inc. 809572.14000000 USD 13472.80000000 USD FNB Corp. 906183.10000000 USD -14644.10000000 USD TransUnion 943507.81000000 USD -248015.63000000 USD Synchrony Financial 15404213.76000000 USD 1489605.21000000 USD Alnylam Pharmaceuticals, Inc. 14412834.48000000 USD -4231970.65000000 USD AMERCO 10778893.42000000 USD 755170.73000000 USD Jazz Pharmaceuticals plc 10629482.40000000 USD 707246.95000000 USD XPO Logistics, Inc. 12076941.00000000 USD -3406659.97000000 USD BioMarin Pharmaceutical, Inc. 5489916.05000000 USD -309179.08000000 USD Allstate Corp. (The) 8823051.90000000 USD 1153438.69000000 USD Polaris, Inc. 4455070.20000000 USD 192973.69000000 USD Arrow Electronics, Inc. 14916273.76000000 USD 1372587.20000000 USD Markel Corp. 5702131.96000000 USD -537641.32000000 USD Illumina, Inc. 17488337.58000000 USD -2988186.09000000 USD National Fuel Gas Co. 13746194.02000000 USD 1145774.58000000 USD SLM Corp. 5416665.21000000 USD 1623175.77000000 USD Brighthouse Financial, Inc. 7683117.04000000 USD 429917.10000000 USD Autoliv, Inc. 3488580.89000000 USD -589938.26000000 USD NIKE, Inc., Class B 11495443.08000000 USD 1136360.66000000 USD Werner Enterprises, Inc. 7131421.08000000 USD -123081.25000000 USD Ciena Corp. 6184244.16000000 USD 1914284.66000000 USD Nielsen Holdings plc 10009057.10000000 USD 2555186.66000000 USD Aflac, Inc. 7841367.00000000 USD 1063237.89000000 USD Freeport-McMoRan, Inc. 17883097.92000000 USD -1764537.65000000 USD Kirby Corp. 9970777.04000000 USD -1119746.31000000 USD Charter Communications, Inc., Class A 12712491.56000000 USD -4441211.26000000 USD Marsh & McLennan Cos., Inc. 4840764.50000000 USD -490687.90000000 USD Ball Corp. 12468958.03000000 USD -2173857.97000000 USD United Therapeutics Corp. 5653150.56000000 USD -1838924.98000000 USD United Bankshares, Inc. 7802438.52000000 USD -869852.82000000 USD Mercury General Corp. 3771604.54000000 USD 22675.52000000 USD Newell Brands, Inc. 11969062.80000000 USD -2814288.48000000 USD Delta Air Lines, Inc. 7140641.92000000 USD 228544.35000000 USD Athene Holding Ltd., Class A 20786131.28000000 USD 724888.06000000 USD Aon plc 4355968.77000000 USD -1015302.07000000 USD Equifax, Inc. 4111961.52000000 USD -219728.27000000 USD Navient Corp. 1386536.40000000 USD 28172.88000000 USD John Wiley & Sons, Inc., Class A 1533717.20000000 USD -579411.30000000 USD Trimble, Inc. 3172984.21000000 USD -349340.31000000 USD JB Hunt Transport Services, Inc. 1890784.98000000 USD -299037.71000000 USD Coherent, Inc. 2044940.55000000 USD -122589.65000000 USD Unum Group 2824116.84000000 USD -26750.04000000 USD Virtu Financial, Inc., Class A 2779989.42000000 USD 1465300.20000000 USD Sage Therapeutics, Inc. 8665182.27000000 USD 5261352.82000000 USD Boston Beer Co., Inc. (The), Class A 11605284.90000000 USD 4525668.53000000 USD Western Digital Corp. 11437674.82000000 USD -1190297.90000000 USD Lear Corp. 6353046.00000000 USD -1939789.46000000 USD FedEx Corp. 13729565.58000000 USD 892168.37000000 USD PRA Health Sciences, Inc. 6340885.20000000 USD 666301.99000000 USD Six Flags Entertainment Corp. 4635052.50000000 USD 1143410.73000000 USD BGC Partners, Inc., Class A 2554603.92000000 USD 140779.41000000 USD E*TRADE Financial Corp. 989655.81000000 USD 45078.96000000 USD Fidelity National Financial, Inc. 352369.50000000 USD -8711.01000000 USD Nu Skin Enterprises, Inc., Class A 8573548.74000000 USD -3642511.11000000 USD NRG Energy, Inc. 6269330.25000000 USD -218755.32000000 USD Incyte Corp. 4103341.44000000 USD 294587.83000000 USD CNO Financial Group, Inc. 11058230.33000000 USD -1210513.17000000 USD Charles Schwab Corp. (The) 2956044.24000000 USD 376031.70000000 USD Dunkin' Brands Group, Inc. 722389.02000000 USD -35322.97000000 USD Delphi Technologies plc 3573321.79000000 USD -782262.31000000 USD Popular, Inc. 362252.50000000 USD -2519.89000000 USD Berry Global Group, Inc. 1624015.53000000 USD -12411.60000000 USD Discover Financial Services 1790465.38000000 USD -36227.79000000 USD ServiceMaster Global Holdings, Inc. 9760644.84000000 USD -182452.27000000 USD Alcoa Corp. 8097783.66000000 USD 1934552.52000000 USD Live Nation Entertainment, Inc. 7280505.96000000 USD -3208704.56000000 USD Ameriprise Financial, Inc. 13690377.30000000 USD 1921317.07000000 USD Kraft Heinz Co. (The) 8899013.97000000 USD 127399.09000000 USD International Paper Co. 8505066.60000000 USD 132408.02000000 USD Union Pacific Corp. 11261047.52000000 USD -1209107.03000000 USD Carnival Corp. 4189256.11000000 USD -859741.52000000 USD Valvoline, Inc. 2842434.42000000 USD 63492.48000000 USD Herman Miller, Inc. 5687765.65000000 USD -122241.40000000 USD American Financial Group, Inc. 2589384.75000000 USD -59745.95000000 USD IQVIA Holdings, Inc. 4153383.31000000 USD 328357.38000000 USD Webster Financial Corp. 2448583.68000000 USD 73260.83000000 USD VF Corp. 6571979.04000000 USD 682833.82000000 USD Deluxe Corp. 7923252.48000000 USD -3943449.06000000 USD Federated Investors, Inc., Class B 3706884.37000000 USD 411011.26000000 USD Hanesbrands, Inc. 3120623.55000000 USD -45126.72000000 USD Synovus Financial Corp. 4831870.40000000 USD -574674.02000000 USD Graphic Packaging Holding Co. 1557224.55000000 USD -301887.80000000 USD Procter & Gamble Co. (The) 20126635.80000000 USD 2259464.32000000 USD Willis Towers Watson plc 12589545.42000000 USD -3814780.11000000 USD Roku, Inc. 6166362.80000000 USD 479680.91000000 USD NetApp, Inc. 2122476.00000000 USD -88367.54000000 USD Cisco Systems, Inc. 2650845.12000000 USD -442416.21000000 USD Sonoco Products Co. 2472009.44000000 USD -32521.13000000 USD Erie Indemnity Co., Class A 706994.00000000 USD 80344.90000000 USD New York Times Co. (The), Class A 839797.85000000 USD -11386.16000000 USD Royal Caribbean Cruises Ltd. 776761.18000000 USD 68796.42000000 USD Horizon Therapeutics plc 483994.00000000 USD 85772.49000000 USD Allegheny Technologies, Inc. 5006744.40000000 USD 1248303.42000000 USD Hewlett Packard Enterprise Co. 4145819.86000000 USD 7543.01000000 USD Arista Networks, Inc. 5549362.20000000 USD 808005.90000000 USD Domtar Corp. 3762816.00000000 USD -373572.78000000 USD Brinker International, Inc. 2697114.00000000 USD 104144.72000000 USD Scotts Miracle-Gro Co. (The) 1277239.22000000 USD -314064.49000000 USD Primerica, Inc. 1453002.24000000 USD -98970.83000000 USD General Motors Co. 1322577.60000000 USD 61391.75000000 USD Ralph Lauren Corp. 4041042.28000000 USD 417281.49000000 USD United States Cellular Corp. 1168272.58000000 USD -265105.95000000 USD Nucor Corp. 1934512.44000000 USD 116858.43000000 USD KB Home 1763568.47000000 USD 260392.66000000 USD Sinclair Broadcast Group, Inc., Class A 1195772.44000000 USD -267040.72000000 USD Credit Acceptance Corp. 667918.30000000 USD -2707.37000000 USD Franklin Resources, Inc. 1752974.52000000 USD -167699.14000000 USD Home BancShares, Inc. 1411705.96000000 USD 165637.55000000 USD Commercial Metals Co. 372176.24000000 USD -84421.15000000 USD New Jersey Resources Corp. 1727042.93000000 USD -37985.43000000 USD Walt Disney Co. (The) 2861793.81000000 USD 554188.18000000 USD LyondellBasell Industries NV, Class A 1248364.24000000 USD 11325.89000000 USD State Street Corp. 3125082.80000000 USD 954944.69000000 USD Old Republic International Corp. 8384074.67000000 USD 292336.98000000 USD Macquarie Infrastructure Corp. 8556775.92000000 USD 6968.99000000 USD Kimberly-Clark Corp. 8926169.70000000 USD 106444.78000000 USD Skechers U.S.A., Inc., Class A 12431852.79000000 USD 3277699.34000000 USD Wynn Resorts Ltd. 3177345.60000000 USD 219602.59000000 USD CDW Corp. 7879054.40000000 USD 3022831.78000000 USD Merck & Co., Inc. 6698558.45000000 USD 1018316.93000000 USD Vertex Pharmaceuticals, Inc. 2515954.45000000 USD 423135.72000000 USD Adient plc 4394563.75000000 USD -1275898.02000000 USD Kroger Co. (The) 13545113.66000000 USD 828178.15000000 USD American Water Works Co., Inc. 12536228.25000000 USD 1167725.81000000 USD Mylan NV 4531384.20000000 USD 34546.13000000 USD NorthWestern Corp. 5038472.67000000 USD 791949.04000000 USD Dell Technologies, Inc., Class C 1575360.45000000 USD 40106.92000000 USD GCI Liberty, Inc., Class A 12403213.55000000 USD -4077622.66000000 USD Neurocrine Biosciences, Inc. 3357127.68000000 USD -713897.40000000 USD Whirlpool Corp. 5956376.22000000 USD -21524.57000000 USD TRI Pointe Group, Inc. 2046869.24000000 USD 368631.79000000 USD Vail Resorts, Inc. 2686335.83000000 USD -290102.78000000 USD Pinnacle Financial Partners, Inc. 874752.00000000 USD -210781.69000000 USD MSCI, Inc. 603883.02000000 USD 2607.20000000 USD Exact Sciences Corp. 3379404.16000000 USD 505510.98000000 USD LPL Financial Holdings, Inc. 746671.50000000 USD 105537.17000000 USD Ryder System, Inc. 376042.44000000 USD -12119.24000000 USD T. Rowe Price Group, Inc. 1647276.80000000 USD 171649.97000000 USD Sanderson Farms, Inc. 515091.06000000 USD 84989.43000000 USD Hartford Financial Services Group, Inc. (The) 485066.14000000 USD -1226.53000000 USD Meredith Corp. 520559.04000000 USD 65911.87000000 USD Prosperity Bancshares, Inc. 1710622.55000000 USD -32825.16000000 USD Eli Lilly & Co. 5887932.57000000 USD 683450.35000000 USD Sealed Air Corp. 18452761.04000000 USD 1333917.45000000 USD Reinsurance Group of America, Inc. 16458134.98000000 USD 1008320.67000000 USD ManpowerGroup, Inc. 15053898.50000000 USD -1428968.77000000 USD Xerox Holdings Corp. 10804827.24000000 USD 1413289.36000000 USD Compass Minerals International, Inc. 7079650.56000000 USD -7984.21000000 USD Altice USA, Inc., Class A 6926342.94000000 USD -325023.49000000 USD Lululemon Athletica, Inc. 3076809.27000000 USD 1165616.62000000 USD Thor Industries, Inc. 9208616.95000000 USD -2190923.46000000 USD Mohawk Industries, Inc. 875014.08000000 USD -65056.09000000 USD Bio-Techne Corp. 2444682.87000000 USD 416201.91000000 USD Crown Holdings, Inc. 5223895.56000000 USD -1949731.83000000 USD Morgan Stanley 5668696.80000000 USD 1004810.07000000 USD General Mills, Inc. 1526085.08000000 USD -2702.47000000 USD Texas Capital Bancshares, Inc. 2164185.94000000 USD 319023.94000000 USD Axalta Coating Systems Ltd. 6517699.20000000 USD 439515.90000000 USD Tesla, Inc. 25261693.71000000 USD -11157431.80000000 USD Cboe Global Markets, Inc. 7427520.00000000 USD -1105582.11000000 USD Y 2023-04-19 0 USD 0 USD 2401579545 USD 10779298.12 N N N N/A N/A N/A 1.00000000 NC N/A 14370.47000000 0.000692655050 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 615950.20000000 USD 5882444.00000000 SEK 2020-03-18 14370.47 N N N N/A N/A 000000000 -27088425.00000000 PA USD -273639.71000000 -0.01318940348 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-02-21 0 USD 0 USD -27088425 USD -273639.71 N N N N/A N/A N/A 1.00000000 NC N/A 2637.43000000 0.000127123831 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 159472.56000000 USD 614914.00000000 PLN 2020-03-18 2637.43 N N N Fortive Corp. 549300MU9YQJYHDQEF63 34959J108 -5581.00000000 NS USD -426332.59000000 -0.02054918326 Short EC CORP US N 1 N N N N/A N/A 000000000 72137130.06999999 PA -4970946.15000000 -0.23959904972 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 (-0.75% to 0.35%). SEK Currency. Maturity 8-24 Months 02/18/20 Essity AB, Class B 3785971.69000000 USD 154625.67000000 USD Trelleborg AB, Class B 557321.43000000 USD 115624.70000000 USD Hexagon AB, Class B 729619.88000000 USD -69395.71000000 USD Millicom International Cellular SA 3437742.92000000 USD 727099.16000000 USD Sandvik AB 1067612.96000000 USD 77067.76000000 USD Axfood AB 1859631.55000000 USD 270421.77000000 USD Svenska Handelsbanken AB, Class A 1007137.38000000 USD -79754.15000000 USD Telefonaktiebolaget LM Ericsson, Class B 2432031.16000000 USD -922175.36000000 USD Hexpol AB 1684122.89000000 USD -308674.52000000 USD Husqvarna AB, Class B 670226.11000000 USD 82993.21000000 USD Svenska Cellulosa AB SCA, Class B 13805144.51000000 USD -2321921.57000000 USD Nibe Industrier AB, Class B 798037.33000000 USD -177219.39000000 USD Getinge AB, Class B 1322221.90000000 USD 185157.27000000 USD Skanska AB, Class B 1035662.84000000 USD 229311.84000000 USD Saab AB, Class B 554372.31000000 USD -38897.23000000 USD Swedish Orphan Biovitrum AB 4220441.53000000 USD -1695975.99000000 USD Hennes & Mauritz AB, Class B 3085026.98000000 USD 595279.20000000 USD Telia Co. AB 875747.93000000 USD -62426.43000000 USD Swedish Match AB 5826489.68000000 USD -736977.19000000 USD Boliden AB 2082306.34000000 USD -249803.82000000 USD SSAB AB, Class A 3152523.79000000 USD -695861.08000000 USD SKF AB, Class B 2721005.23000000 USD 339281.71000000 USD Volvo AB, Class B 6614009.83000000 USD 624891.42000000 USD Elekta AB, Class B 867151.10000000 USD -804.39000000 USD Securitas AB, Class B 3526132.28000000 USD 468128.52000000 USD ICA Gruppen AB 1686582.15000000 USD 135122.19000000 USD BillerudKorsnas AB 1889474.31000000 USD 833.04000000 USD Tele2 AB, Class B 843382.06000000 USD -8810.07000000 USD Y 2020-02-18 0 USD 0 USD 72137130 USD -3362859.38 N N N Westinghouse Air Brake Technologies Corp. 06BTX5UWZD0GQ5N5Y745 929740108 -139074.00000000 NS USD -10819957.20000000 -0.52152072965 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 44284.98000000 0.002134531094 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2370738.78000000 USD 1819436.00000000 GBP 2020-03-18 44284.98 N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 235851102 81080.00000000 NS USD 12444158.40000000 0.599807046250 Long EC CORP US N 1 N N N Marathon Oil Corp. 1FRVQX2CRLGC1XLP5727 565849106 -39530.00000000 NS USD -536817.40000000 -0.02587453877 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 124666.61000000 0.006008916690 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5828244.54000000 USD 7728099.00000000 CAD 2020-03-18 124666.61 N N N Intact Financial Corp. 5493009LXGE7Y4U9OY43 45823T106 39440.00000000 NS 4264883.75000000 0.205566920836 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 25128.64000000 0.001211197643 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2651027.36000000 USD 192093695.00000000 INR 2020-03-18 25128.64 N N N Emerson Electric Co. FGLT0EWZSUIRRITFOA30 291011104 -14052.00000000 NS USD -1071605.52000000 -0.05165126648 Short EC CORP US N 1 N N N Barrick Gold Corp. 0O4KBQCJZX82UKGCBV73 067901108 -289348.00000000 NS -5374512.93000000 -0.25905092349 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 65423.25000000 0.003153393349 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5969689.83000000 USD 42084196.00000000 CNY 2020-03-18 65423.25 N N N N/A N/A N/A 1.00000000 NC N/A -157394.04000000 -0.00758637516 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5496024.00000000 CHF 5551952.43000000 USD 2020-03-18 -157394.04 N N N Genpact Ltd. 529900OSEC6Q0L4L5B35 N/A 16679.00000000 NS USD 703353.43000000 0.033901556839 Long EC CORP BM N 1 N N N N/A N/A N/A 1.00000000 NC N/A -197223.41000000 -0.00950614635 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16809144.00000000 BRL 3968433.87000000 USD 2020-03-18 -197223.41 N N N N/A N/A N/A 1.00000000 NC N/A 2009.60000000 0.000096862495 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 76441.25000000 USD 1500000.00000000 MXN 2020-03-18 2009.6 N N N Kosmos Energy Ltd. 213800YDFJ3OT9B5P157 500688106 -1311433.00000000 NS USD -7475168.10000000 -0.36030226827 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 14174.81000000 0.000683224260 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 793193.13000000 USD 3062500.00000000 PLN 2020-03-18 14174.81 N N N N/A N/A N/A 1.00000000 NC N/A 29121.15000000 0.001403636180 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2647034.84000000 USD 192093694.00000000 INR 2020-03-18 29121.15 N N N N/A N/A N/A 1.00000000 NC N/A -93567.95000000 -0.00450996474 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20411234.00000000 NOK 2231882.45000000 USD 2020-03-18 -93567.95 N N N N/A N/A N/A 1.00000000 NC N/A -157938.01000000 -0.00761259445 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8690267.00000000 EUR 9635992.62000000 USD 2020-03-18 -157938.01 N N N Yangzijiang Shipbuilding Holdings Ltd. 254900Z3JEM14YIGLM66 N/A 6486900.00000000 NS 5407270.90000000 0.260629853988 Long EC CORP SG N 2 N N N N/A N/A N/A 1.00000000 NC N/A -271974.50000000 -0.01310914055 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10869986207.00000000 KRW 9150879.57000000 USD 2020-03-18 -271974.5 N N N N/A N/A N/A 1.00000000 NC N/A -109225.76000000 -0.00526466944 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5496030.00000000 CHF 5600126.95000000 USD 2020-03-18 -109225.76 N N N N/A N/A N/A 1.00000000 NC N/A -32.17000000 -0.00000155059 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 82000.00000000 CNY 11727.10000000 USD 2020-03-18 -32.17 N N N N/A N/A N/A 1.00000000 NC N/A 54250.21000000 0.002614854068 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1175904.27000000 USD 17401356.00000000 ZAR 2020-03-18 54250.21 N N N N/A N/A N/A 1.00000000 NC N/A 379718.36000000 0.018302382579 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17390809.46000000 USD 13388000.00000000 GBP 2020-03-18 379718.36 N N N N/A N/A N/A 1.00000000 NC N/A -142826.89000000 -0.00688424016 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6452760.00000000 CHF 6560390.30000000 USD 2020-03-18 -142826.89 N N N N/A N/A N/A 1.00000000 NC N/A -2809.15000000 -0.00013540071 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4486598.00000000 TWD 148050.49000000 USD 2020-03-18 -2809.15 N N N N/A N/A N/A 1.00000000 NC N/A 1971.35000000 0.000095018850 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2674184.67000000 USD 192093696.00000000 INR 2020-03-18 1971.35 N N N N/A N/A N/A 1.00000000 NC N/A 2875.40000000 0.000138593959 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 416368.59000000 USD 372000.00000000 EUR 2020-03-18 2875.4 N N N N/A N/A N/A 1.00000000 NC N/A 29549.80000000 0.001424297062 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 781108.94000000 USD 15500000.00000000 MXN 2020-03-18 29549.8 N N N Trex Co., Inc. N/A 89531P105 -111387.00000000 NS USD -10011463.56000000 -0.48255142642 Short EC CORP US N 1 N N N Encana Corp. CZ72ZHBVKZXQRV3XFE26 292505104 1730219.00000000 NS 8101137.05000000 0.390473901813 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -882.35000000 -0.00004252917 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4000000.00000000 MXN 208319.91000000 USD 2020-03-18 -882.35 N N N N/A N/A N/A 1.00000000 NC N/A -112476.56000000 -0.00542135764 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 23230494.00000000 NOK 2534171.93000000 USD 2020-03-18 -112476.56 N N N N/A N/A N/A 1.00000000 NC N/A 2009.70000000 0.000096867315 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 76441.15000000 USD 1500000.00000000 MXN 2020-03-18 2009.7 N N N N/A N/A 000000000 375877694.70999998 PA -1218671.83000000 -0.05873984621 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus LIBOR +/- spread (-1.20% to 0.30%). GBP Currency. Maturity 13-39 Months 01/14/21 Melrose Industries plc 13335351.67000000 USD -4027239.43000000 USD Virgin Money UK plc 2786107.98000000 USD -389917.52000000 USD Britvic plc 2934550.56000000 USD 119878.72000000 USD Mondi plc 9328351.82000000 USD -683782.81000000 USD Prudential plc 5494006.03000000 USD 189254.63000000 USD Investec plc 3402246.21000000 USD -378393.15000000 USD BT Group plc 8652961.88000000 USD -594383.37000000 USD Howden Joinery Group plc 2658539.67000000 USD 830688.78000000 USD Hiscox Ltd. 6141766.90000000 USD 386312.83000000 USD Bellway plc 11190888.77000000 USD 1173568.52000000 USD Babcock International Group plc 5747259.35000000 USD 1395184.07000000 USD Next plc 4656434.28000000 USD 811689.92000000 USD Hargreaves Lansdown plc 6956611.33000000 USD 40915.57000000 USD Capita plc 5914144.57000000 USD -1589642.54000000 USD Persimmon plc 9339331.80000000 USD 651320.74000000 USD Reckitt Benckiser Group plc 6989874.11000000 USD -64916.39000000 USD Tesco plc 5073828.72000000 USD -605754.05000000 USD Taylor Wimpey plc 11606474.84000000 USD 980083.73000000 USD Auto Trader Group plc 3249780.38000000 USD 100059.62000000 USD National Grid plc 9751879.42000000 USD 976403.43000000 USD Bunzl plc 3092983.75000000 USD 75397.62000000 USD Glencore plc 3092394.08000000 USD -61005.12000000 USD United Utilities Group plc 15135280.67000000 USD 2241723.02000000 USD SSE plc 4255437.13000000 USD -651686.67000000 USD Micro Focus International plc 5609381.49000000 USD -2295834.43000000 USD Close Brothers Group plc 3738804.18000000 USD 607216.23000000 USD Standard Chartered plc 5845812.82000000 USD -128296.57000000 USD Beazley plc 2509594.42000000 USD 15376.94000000 USD Lloyds Banking Group plc 2580653.14000000 USD 185902.31000000 USD Rio Tinto plc 2742266.31000000 USD 129157.71000000 USD William Hill plc 2653851.08000000 USD -1580137.76000000 USD RSA Insurance Group plc 7239616.09000000 USD -110076.51000000 USD Burberry Group plc 3421697.24000000 USD -284951.10000000 USD Vodafone Group plc 8317556.27000000 USD 75813.90000000 USD NMC Health plc 7339277.57000000 USD 2924527.16000000 USD Anglo American plc 3207503.70000000 USD 142048.71000000 USD B&M European Value Retail SA 5145407.10000000 USD -542893.08000000 USD Antofagasta plc 3322169.93000000 USD -340600.09000000 USD Rolls-Royce Holdings plc 5804708.35000000 USD 1123151.87000000 USD Royal Mail plc 7286322.64000000 USD -3648859.31000000 USD Pennon Group plc 6841736.32000000 USD 1840726.10000000 USD Hays plc 3948965.40000000 USD 284817.38000000 USD Rentokil Initial plc 4197927.23000000 USD -858135.41000000 USD Barratt Developments plc 13368210.27000000 USD 3028114.93000000 USD Evraz plc 5580370.30000000 USD -1672158.98000000 USD easyJet plc 13863530.08000000 USD -3907188.78000000 USD Berkeley Group Holdings plc 15631548.40000000 USD 3667220.62000000 USD Standard Life Aberdeen plc 6596403.93000000 USD -1057158.06000000 USD Weir Group plc (The) 4130657.01000000 USD 227320.36000000 USD Old Mutual Ltd. 4436007.39000000 USD 1465975.34000000 USD Indivior plc 849714.94000000 USD -137075.07000000 USD Travis Perkins plc 722430.10000000 USD 150536.20000000 USD Coca-Cola HBC AG 515152.46000000 USD 31199.13000000 USD Ashtead Group plc 2143905.26000000 USD -475304.82000000 USD Tate & Lyle plc 2263083.43000000 USD 40617.75000000 USD Playtech plc 1526826.53000000 USD -543061.92000000 USD BHP Group plc 793050.57000000 USD 23783.82000000 USD Rightmove plc 713549.96000000 USD 78113.54000000 USD IWG plc 1292634.89000000 USD -161387.90000000 USD St James's Place plc 1737765.83000000 USD -316264.43000000 USD Intertek Group plc 489337.82000000 USD -72783.69000000 USD Informa plc 1813559.85000000 USD -135056.53000000 USD Intermediate Capital Group plc 752826.42000000 USD 305821.27000000 USD Rolls-Royce International Ltd. 39133.62000000 USD -37953.34000000 USD Kingfisher plc 496986.71000000 USD -54595.14000000 USD Croda International plc 1347432.52000000 USD -65566.89000000 USD Spirax-Sarco Engineering plc 763607.68000000 USD -175049.73000000 USD Rotork plc 635773.04000000 USD -102469.67000000 USD Marks & Spencer Group plc 2050944.87000000 USD -15258.80000000 USD Centrica plc 1675296.44000000 USD -135949.25000000 USD G4S plc 960381.82000000 USD -25968.99000000 USD Barclays plc 2150344.31000000 USD 358287.77000000 USD TUI AG 882648.93000000 USD 195478.57000000 USD ASOS plc 784312.59000000 USD 178024.59000000 USD JD Sports Fashion plc 806666.27000000 USD 162880.78000000 USD IMI plc 1925398.11000000 USD -47790.15000000 USD Experian plc 1250009.40000000 USD 51844.06000000 USD BAE Systems plc 1877512.87000000 USD 21932.89000000 USD Ferguson plc 1135401.80000000 USD -260750.63000000 USD British American Tobacco plc 1665784.46000000 USD 152487.92000000 USD Legal & General Group plc 503771.13000000 USD 98961.82000000 USD ConvaTec Group plc 2133590.23000000 USD -178699.35000000 USD Halma plc 958250.43000000 USD -333487.57000000 USD DS Smith plc 774154.58000000 USD -63036.00000000 USD Imperial Brands plc 1326575.14000000 USD 52150.87000000 USD Petrofac Ltd. 2156460.15000000 USD -77464.58000000 USD Ocado Group plc 1674933.41000000 USD -294194.89000000 USD InterContinental Hotels Group plc 514123.88000000 USD 227.02000000 USD Drax Group plc 1772651.10000000 USD -207577.24000000 USD RELX plc 1772865.88000000 USD 50012.89000000 USD Signature Aviation plc 2378331.99000000 USD 249847.85000000 USD Whitbread plc 2089528.51000000 USD -156370.08000000 USD Aggreko plc 2418439.83000000 USD 92216.55000000 USD Moneysupermarket.com Group plc 373508.94000000 USD 1064.49000000 USD Daily Mail & General Trust plc, Class A 458655.84000000 USD 83244.58000000 USD BP plc 2363915.59000000 USD 124959.51000000 USD Y 2021-01-14 0 USD 0 USD 375877695 USD -1352583.08 N N N N/A N/A N/A 1.00000000 NC N/A 336015.30000000 0.016195899964 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12443022.39000000 USD 9627500.00000000 GBP 2020-03-18 336015.3 N N N Avanos Medical, Inc. 549300YCXWOM7NEWMQ58 05350V106 -55519.00000000 NS USD -1870990.30000000 -0.09018152367 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -185085.58000000 -0.00892110430 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6648298.00000000 CHF 6721259.22000000 USD 2020-03-18 -185085.58 N N N N/A N/A N/A -916.00000000 NC USD 3064515.50000000 0.147709305134 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Long Bond 2020-03-20 -142810125 USD 3064515.5 N N N Pirelli & C SpA 815600A0C9AFC1F2A709 N/A -143709.00000000 NS -829441.61000000 -0.03997899304 Short EC CORP IT Y 2 N N N N/A N/A N/A 1.00000000 NC N/A 61160.04000000 0.002947907103 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 999235.32000000 USD 15000000.00000000 ZAR 2020-03-18 61160.04 N N N N/A N/A N/A 1.00000000 NC N/A 347751.67000000 0.016761591688 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12386557.06000000 USD 9593802.00000000 GBP 2020-03-18 347751.67 N N N N/A N/A N/A 1.00000000 NC N/A 1085.43000000 0.000052317604 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 39943.57000000 USD 39496.00000000 CHF 2020-03-18 1085.43 N N N N/A N/A N/A 1.00000000 NC N/A 229161.39000000 0.011045553426 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12695313.76000000 USD 9737070.00000000 GBP 2020-03-18 229161.39 N N N Chevron Corp. N/A 166764100 -87337.00000000 NS USD -10524981.87000000 -0.50730295166 Short EC CORP US N 1 N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807102 50831.00000000 NS USD 17484339.07000000 0.842743192115 Long EC CORP US N 1 N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 891160509 189666.00000000 NS 10637537.85000000 0.512728137338 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 37281.40000000 0.001796959319 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 634302.33000000 USD 9500000.00000000 ZAR 2020-03-18 37281.4 N N N N/A N/A N/A 1.00000000 NC N/A 71473.38000000 0.003445008940 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11887714.87000000 USD 9009840.00000000 GBP 2020-03-18 71473.38 N N N N/A N/A N/A 1.00000000 NC N/A 347736.19000000 0.016760845554 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12386572.54000000 USD 9593802.00000000 GBP 2020-03-18 347736.19 N N N N/A N/A N/A 1.00000000 NC N/A -17471.64000000 -0.00084213109 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1568912.00000000 EUR 1750692.13000000 USD 2020-03-18 -17471.64 N N N Okta, Inc. 549300N8J06I8MRHU620 679295105 -21741.00000000 NS USD -2508259.17000000 -0.12089781210 Short EC CORP US N 1 N N N Regal Beloit Corp. QH78R09VCJGQKPBPYU33 758750103 73698.00000000 NS USD 6309285.78000000 0.304106870549 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 41883.00000000 0.002018755926 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2389236.17000000 USD 1831562.00000000 GBP 2020-03-18 41883 N N N N/A N/A N/A 1.00000000 NC N/A -137402.70000000 -0.00662279480 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10661169.00000000 EUR 11877734.42000000 USD 2020-03-18 -137402.7 N N N Genuine Parts Co. 549300D46DQVEU651W04 372460105 -33973.00000000 NS USD -3608951.79000000 -0.17395107355 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -42625.83000000 -0.00205456024 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 69328981.00000000 TWD 2288526.91000000 USD 2020-03-18 -42625.83 N N N N/A N/A N/A 1.00000000 NC N/A 73146.47000000 0.003525651691 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1128634.94000000 USD 17000000.00000000 ZAR 2020-03-18 73146.47 N N N N/A N/A N/A 1.00000000 NC N/A -7179.96000000 -0.00034607327 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 823500.00000000 SGD 605556.96000000 USD 2020-03-18 -7179.96 N N N N/A N/A N/A 1.00000000 NC N/A 104877.57000000 0.005055087170 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5252744.70000000 USD 6955292.00000000 CAD 2020-03-18 104877.57 N N N N/A N/A N/A 1.00000000 NC N/A -774.88000000 -0.00003734912 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 53500.00000000 CAD 40435.87000000 USD 2020-03-18 -774.88 N N N N/A N/A N/A 1.00000000 NC N/A -21063.41000000 -0.00101525401 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22812694.00000000 ILS 6611986.14000000 USD 2020-03-18 -21063.41 N N N N/A N/A N/A 1.00000000 NC N/A 7673.12000000 0.000369843527 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1379317.28000000 USD 1600000000.00000000 KRW 2020-03-18 7673.12 N N N N/A N/A N/A 1.00000000 NC N/A 2825.73000000 0.000136199870 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 141553.54000000 USD 547658.00000000 PLN 2020-03-18 2825.73 N N N N/A N/A N/A 1.00000000 NC N/A -490026.92000000 -0.02361924286 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 93712057.00000000 NOK 10186580.89000000 USD 2020-03-18 -490026.92 N N N N/A N/A N/A 1.00000000 NC N/A -7990.79000000 -0.00038515518 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5000000.00000000 MXN 253512.03000000 USD 2020-03-18 -7990.79 N N N N/A N/A N/A 1.00000000 NC N/A -26139.24000000 -0.00125990845 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1392524.00000000 EUR 1543235.26000000 USD 2020-03-18 -26139.24 N N N N/A N/A N/A 1.00000000 NC N/A -80350.20000000 -0.00387287067 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16915576.00000000 NOK 1846840.14000000 USD 2020-03-18 -80350.2 N N N N/A N/A N/A 1.00000000 NC N/A -774.83000000 -0.00003734671 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 53500.00000000 CAD 40435.92000000 USD 2020-03-18 -774.83 N N N N/A N/A N/A 1.00000000 NC N/A -29859.69000000 -0.00143923372 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14500000.00000000 MXN 728498.49000000 USD 2020-03-18 -29859.69 N N N N/A N/A N/A 1.00000000 NC N/A 26310.80000000 0.001268177624 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2829649.57000000 USD 205000000.00000000 INR 2020-03-18 26310.8 N N N N/A N/A N/A 1.00000000 NC N/A 11010.56000000 0.000530707763 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1462666.74000000 USD 1700000000.00000000 KRW 2020-03-18 11010.56 N N N N/A N/A N/A 1.00000000 NC N/A 5432.93000000 0.000261866619 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 167940.87000000 USD 200000000.00000000 KRW 2020-03-18 5432.93 N N N N/A N/A N/A 1.00000000 NC N/A -171623.50000000 -0.00827223354 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5887101.00000000 CHF 5943979.22000000 USD 2020-03-18 -171623.5 N N N N/A N/A N/A 1.00000000 NC N/A -3572.94000000 -0.00017221530 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2666346.00000000 DKK 398762.92000000 USD 2020-03-18 -3572.94 N N N N/A N/A N/A 1.00000000 NC N/A -74404.21000000 -0.00358627461 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 52230968.23000000 USD 5642850669.00000000 JPY 2020-03-18 -74404.21 N N N N/A N/A N/A 1.00000000 NC N/A 47683.06000000 0.002298318171 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11164055.93000000 USD 8446725.00000000 GBP 2020-03-18 47683.06 N N N N/A N/A N/A 1.00000000 NC N/A -133520.19000000 -0.00643565825 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4301840.00000000 CHF 4335291.27000000 USD 2020-03-18 -133520.19 N N N N/A N/A N/A 1.00000000 NC N/A -79720.67000000 -0.00384252739 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16915576.00000000 NOK 1847469.67000000 USD 2020-03-18 -79720.67 N N N N/A N/A 000000000 275045080.00000000 PA 2018809.90000000 0.097306411903 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2020-03-20 0 USD 0 USD 275045080 CHF 2018809.9 N N N CACI International, Inc. SYRPI2D1O9WRTS2WX210 127190304 14212.00000000 NS USD 3552857.88000000 0.171247353356 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -25420.84000000 -0.00122528165 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25000000.00000000 MXN 1282093.26000000 USD 2020-03-18 -25420.84 N N N N/A N/A N/A 1.00000000 NC N/A 1496.76000000 0.000072143664 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 31297.51000000 USD 287846.00000000 NOK 2020-03-18 1496.76 N N N MEDNAX, Inc. N/A 58502B106 88873.00000000 NS USD 2469780.67000000 0.119043152693 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 967.66000000 0.000046641104 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 40061.34000000 USD 39496.00000000 CHF 2020-03-18 967.66 N N N Tourmaline Oil Corp. 549300EWGW5PUCV5A109 89156V106 379030.00000000 NS 4442521.74000000 0.214129052131 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 14073.68000000 0.000678349805 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 982825.67000000 USD 1150000000.00000000 KRW 2020-03-18 14073.68 N N N Parkland Fuel Corp. 549300Q72GWZCL8MQC95 70137T105 -17477.00000000 NS -642122.11000000 -0.03095021404 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 335999.75000000 0.016195150456 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12443037.94000000 USD 9627500.00000000 GBP 2020-03-18 335999.75 N N N N/A N/A N/A 1.00000000 NC N/A 81008.95000000 0.003904622350 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3139019.19000000 USD 2425912.00000000 GBP 2020-03-18 81008.95 N N N N/A N/A N/A 1.00000000 NC N/A -20761.32000000 -0.00100069330 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1263459.00000000 EUR 1403156.93000000 USD 2020-03-18 -20761.32 N N N N/A N/A N/A 1.00000000 NC N/A -495820.72000000 -0.02389850337 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25049843.00000000 CHF 25526305.97000000 USD 2020-03-18 -495820.72 N N N IGM Financial, Inc. 254900RYHLVJNTUFDA95 449586106 31512.00000000 NS 904676.26000000 0.043605294780 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 87374.09000000 0.004211421388 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3132654.05000000 USD 2425912.00000000 GBP 2020-03-18 87374.09 N N N N/A N/A N/A 1.00000000 NC N/A 223643.37000000 0.010779585477 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12545115.34000000 USD 9619756.00000000 GBP 2020-03-18 223643.37 N N N N/A N/A N/A 1.00000000 NC N/A 52189.54000000 0.002515530004 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2652633.99000000 USD 2037766.00000000 GBP 2020-03-18 52189.54 N N N N/A N/A N/A 1.00000000 NC N/A -143.31000000 -0.00000690752 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46000.00000000 ILS 13231.71000000 USD 2020-03-18 -143.31 N N N N/A N/A N/A 1.00000000 NC N/A 75957.03000000 0.003661120370 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5959156.05000000 USD 42084196.00000000 CNY 2020-03-18 75957.03 N N N N/A N/A N/A 1.00000000 NC N/A -84629.37000000 -0.00407912619 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1092375000.00000000 HUF 3631556.10000000 USD 2020-03-18 -84629.37 N N N N/A N/A N/A 1.00000000 NC N/A -821.42000000 -0.00003959235 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22812692.00000000 ILS 6632227.54000000 USD 2020-03-18 -821.42 N N N N/A N/A N/A 1.00000000 NC N/A -42622.96000000 -0.00205442191 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 69328980.00000000 TWD 2288529.74000000 USD 2020-03-18 -42622.96 N N N N/A N/A N/A 1.00000000 NC N/A 2096.54000000 0.000101052994 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 214620.71000000 USD 250000000.00000000 KRW 2020-03-18 2096.54 N N N DocuSign, Inc. 549300Q7PVDWRZ39JG09 256163106 -62793.00000000 NS USD -4653589.23000000 -0.22430248159 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 18401.67000000 0.000886958440 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 68078699.00000000 SEK 7313228.70000000 USD 2020-03-18 18401.67 N N N N/A N/A N/A 1.00000000 NC N/A 2368.33000000 0.000114153241 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 162274.89000000 USD 624523.00000000 PLN 2020-03-18 2368.33 N N N N/A N/A N/A 1.00000000 NC N/A 30883.24000000 0.001488568721 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2645272.78000000 USD 192093696.00000000 INR 2020-03-18 30883.24 N N N N/A N/A N/A 1.00000000 NC N/A 13173.90000000 0.000634980509 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 794194.04000000 USD 3062500.00000000 PLN 2020-03-18 13173.9 N N N N/A N/A N/A -657.00000000 NC 478686.07000000 0.023072615157 N/A DE GB N 1 LCH Clearnet F226TOH6YD6XJB17KS62 Short AEX Index NL0000000107 2020-01-17 -79448382 EUR 478686.07 N N N Canadian Tire Corp. Ltd. 549300RLHDA7VQYMUB14 136681202 34248.00000000 NS 3685771.05000000 0.177653753318 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -74469.49000000 -0.00358942110 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 52231033.51000000 USD 5642850669.00000000 JPY 2020-03-18 -74469.49 N N N Agnico Eagle Mines Ltd. YGE0EUBRF7IJOB3QRX76 008474108 -70447.00000000 NS -4338955.80000000 -0.20913718538 Short EC CORP CA N 1 N N N Repsol SA BSYCX13Y0NOTV14V9N85 N/A 1129874.00000000 NS 17750502.58000000 0.855572243596 Long EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A 352619.53000000 0.016996221997 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8878722.79000000 USD 176505598.00000000 MXN 2020-03-18 352619.53 N N N N/A N/A N/A 1.00000000 NC N/A -10.03000000 -0.00000048344 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1000.00000000 CHF 1028.78000000 USD 2020-03-18 -10.03 N N N N/A N/A N/A 1.00000000 NC N/A -71.90000000 -0.00000346557 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 216789.15000000 USD 250000000.00000000 KRW 2020-03-18 -71.9 N N N N/A N/A N/A 1.00000000 NC N/A -223833.37000000 -0.01078874345 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7868000.00000000 CHF 7949554.89000000 USD 2020-03-18 -223833.37 N N N N/A N/A N/A 1.00000000 NC N/A 221366.24000000 0.010669828065 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9009976.14000000 USD 176505599.00000000 MXN 2020-03-18 221366.24 N N N N/A N/A N/A 1.00000000 NC N/A -165833.10000000 -0.00799313691 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10869986206.00000000 KRW 9257020.97000000 USD 2020-03-18 -165833.1 N N N Molina Healthcare, Inc. 549300NQQCEQ46YHZ591 60855R100 42414.00000000 NS USD 5755155.66000000 0.277397860600 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -154114.50000000 -0.00742830170 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10869986207.00000000 KRW 9268739.57000000 USD 2020-03-18 -154114.5 N N N N/A N/A N/A 1.00000000 NC N/A 101073.93000000 0.004871752147 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5851834.91000000 USD 7728096.00000000 CAD 2020-03-18 101073.93 N N N N/A N/A N/A 1.00000000 NC N/A 2042.53000000 0.000098449718 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 204594.57000000 USD 6178500.00000000 THB 2020-03-18 2042.53 N N N N/A N/A N/A 1.00000000 NC N/A -2792.73000000 -0.00013460927 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4486598.00000000 TWD 148066.91000000 USD 2020-03-18 -2792.73 N N N N/A N/A N/A 1.00000000 NC N/A 3002.48000000 0.000144719200 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 136310.87000000 USD 528442.00000000 PLN 2020-03-18 3002.48 N N N N/A N/A N/A 1.00000000 NC N/A 13692.79000000 0.000659990950 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2283510.06000000 USD 2650000000.00000000 KRW 2020-03-18 13692.79 N N N N/A N/A N/A 1.00000000 NC N/A 84141.83000000 0.004055626816 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3135886.31000000 USD 2425912.00000000 GBP 2020-03-18 84141.83 N N N N/A N/A N/A 1.00000000 NC N/A 7067.87000000 0.000340670545 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2669088.15000000 USD 192093696.00000000 INR 2020-03-18 7067.87 N N N N/A N/A N/A 1.00000000 NC N/A 248460.17000000 0.011975752468 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4258220.11000000 USD 63750000.00000000 ZAR 2020-03-18 248460.17 N N N N/A N/A N/A 1.00000000 NC N/A 2874.88000000 0.000138568895 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 416369.11000000 USD 372000.00000000 EUR 2020-03-18 2874.88 N N N N/A N/A N/A 1.00000000 NC N/A -151931.51000000 -0.00732308182 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8690265.00000000 EUR 9641996.86000000 USD 2020-03-18 -151931.51 N N N N/A N/A N/A 1.00000000 NC N/A 210411.81000000 0.010141825762 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8049752.67000000 USD 11748918.00000000 AUD 2020-03-18 210411.81 N N N N/A N/A N/A 1.00000000 NC N/A -245221.50000000 -0.01181964893 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10869986207.00000000 KRW 9177632.57000000 USD 2020-03-18 -245221.5 N N N Snam SpA 8156002278562044AF79 N/A 418825.00000000 NS 2202098.75000000 0.106140914020 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 79428.12000000 0.003828426520 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1396757.45000000 USD 20881630.00000000 ZAR 2020-03-18 79428.12 N N N N/A N/A N/A 1.00000000 NC N/A -1773.69000000 -0.00008549166 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1934000.00000000 CNY 275572.91000000 USD 2020-03-18 -1773.69 N N N N/A N/A N/A 1.00000000 NC N/A -176986.96000000 -0.00853075172 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6296331.00000000 CHF 6363729.60000000 USD 2020-03-18 -176986.96 N N N N/A N/A N/A 1.00000000 NC N/A 1500.14000000 0.000072306580 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 31294.02000000 USD 287845.00000000 NOK 2020-03-18 1500.14 N N N N/A N/A N/A 1.00000000 NC N/A 80952.91000000 0.003901921228 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1430379.68000000 USD 21378808.00000000 ZAR 2020-03-18 80952.91 N N N N/A N/A N/A 1.00000000 NC N/A 1496.79000000 0.000072145110 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 31297.26000000 USD 287844.00000000 NOK 2020-03-18 1496.79 N N N N/A N/A N/A 1.00000000 NC N/A -1172.03000000 -0.00005649171 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 42407326.00000000 KRW 35589.57000000 USD 2020-03-18 -1172.03 N N N N/A N/A N/A 1.00000000 NC N/A 276800.67000000 0.013341761406 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8954541.65000000 USD 176505598.00000000 MXN 2020-03-18 276800.67 N N N Alteryx, Inc. 549300XWZG0JHL7I0827 02156B103 -23308.00000000 NS USD -2332431.56000000 -0.11242294091 Short EC CORP US N 1 N N N Hess Corp. UASVRYNXNK17ULIGK870 42809H107 -235136.00000000 NS USD -15709436.16000000 -0.75719306991 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 268860.54000000 0.012959048026 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12465448.19000000 USD 9593802.00000000 GBP 2020-03-18 268860.54 N N N N/A N/A N/A 1.00000000 NC N/A -2374.88000000 -0.00011446895 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26500000.00000000 MXN 1383590.07000000 USD 2020-03-18 -2374.88 N N N N/A N/A N/A 1.00000000 NC N/A 108282.24000000 0.005219191884 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2257882.37000000 USD 3510982.00000000 NZD 2020-03-18 108282.24 N N N N/A N/A N/A 1.00000000 NC N/A 1116.11000000 0.000053796377 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 39912.89000000 USD 39496.00000000 CHF 2020-03-18 1116.11 N N N Azimut Holding SpA 81560025690EF8540635 N/A -30457.00000000 NS -727734.13000000 -0.03507670385 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 757.37000000 0.000036505149 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 40273.70000000 USD 39498.00000000 CHF 2020-03-18 757.37 N N N Hydro One Ltd. 5493007QZDXTP1W2VL44 448811208 119799.00000000 NS 2313779.92000000 0.111523933951 Long EC CORP CA Y 1 N N N Eaton Corp. plc 549300VDIGTMXUNT7H71 N/A 198167.00000000 NS USD 18770378.24000000 0.904730136602 Long EC CORP IE N 1 N N N N/A N/A N/A 1.00000000 NC N/A 58426.18000000 0.002816135356 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2276093.95000000 USD 1758786.00000000 GBP 2020-03-18 58426.18 N N N WSP Global, Inc. N/A 92938W202 -9855.00000000 NS -672937.39000000 -0.03243550710 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 25488.73000000 0.001228553941 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 781879.21000000 USD 3062500.00000000 PLN 2020-03-18 25488.73 N N N N/A N/A N/A 1.00000000 NC N/A -92206.78000000 -0.00444435650 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8690266.00000000 EUR 9701722.72000000 USD 2020-03-18 -92206.78 N N N CVS Health Corp. 549300EJG376EN5NQE29 126650100 29952.00000000 NS USD 2225134.08000000 0.107251214355 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -132439.61000000 -0.00638357442 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5496023.00000000 CHF 5576905.83000000 USD 2020-03-18 -132439.61 N N N N/A N/A N/A 1.00000000 NC N/A -28153.65000000 -0.00135700278 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1559628.00000000 EUR 1729547.06000000 USD 2020-03-18 -28153.65 N N N N/A N/A N/A 1.00000000 NC N/A 223659.05000000 0.010780341252 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12545099.66000000 USD 9619756.00000000 GBP 2020-03-18 223659.05 N N N N/A N/A N/A 1.00000000 NC N/A 2954.28000000 0.000142395966 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 777227.82000000 USD 900000000.00000000 KRW 2020-03-18 2954.28 N N N N/A N/A N/A 1.00000000 NC N/A 782.33000000 0.000037708218 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 40246.67000000 USD 39496.00000000 CHF 2020-03-18 782.33 N N N N/A N/A N/A 1.00000000 NC N/A 194919.93000000 0.009395118875 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4311760.35000000 USD 63750000.00000000 ZAR 2020-03-18 194919.93 N N N N/A N/A N/A 1.00000000 NC N/A 60199.17000000 0.002901593276 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3390740.82000000 USD 3322000.00000000 CHF 2020-03-18 60199.17 N N N N/A N/A N/A 1.00000000 NC N/A 2283.27000000 0.000110053359 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 205726.68000000 USD 1450500.00000000 CNY 2020-03-18 2283.27 N N N Teledyne Technologies, Inc. 549300VSMO9KYQWDND94 879360105 27842.00000000 NS USD 9648366.68000000 0.465050197325 Long EC CORP US N 1 N N N N/A N/A N/A -2335.00000000 NC USD -11342781.85000000 -0.54672081944 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A 100 oz Gold 2020-02-26 -355643850 USD -11342781.85 N N N N/A N/A N/A 1.00000000 NC N/A 45665.10000000 0.002201052724 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3893735.53000000 USD 5294436.00000000 SGD 2020-03-18 45665.1 N N N N/A N/A N/A 1.00000000 NC N/A 25131.96000000 0.001211357667 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2651024.06000000 USD 192093696.00000000 INR 2020-03-18 25131.96 N N N N/A N/A N/A 1.00000000 NC N/A 2825.91000000 0.000136208546 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 141553.36000000 USD 547658.00000000 PLN 2020-03-18 2825.91 N N N N/A N/A N/A 1.00000000 NC N/A 2472.05000000 0.000119152534 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 245970.72000000 USD 7428500.00000000 THB 2020-03-18 2472.05 N N N N/A N/A N/A 1.00000000 NC N/A -18670.81000000 -0.00089993095 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1541063.00000000 EUR 1718107.14000000 USD 2020-03-18 -18670.81 N N N N/A N/A N/A 1.00000000 NC N/A -265757.04000000 -0.01280945967 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10869986207.00000000 KRW 9157097.03000000 USD 2020-03-18 -265757.04 N N N N/A N/A N/A 1.00000000 NC N/A -755857.68000000 -0.03643225583 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25049843.00000000 CHF 25266269.01000000 USD 2020-03-18 -755857.68 N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680103 -279618.00000000 NS USD -21158694.06000000 -1.01984669261 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 826.81000000 0.000039852149 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 40202.19000000 USD 39496.00000000 CHF 2020-03-18 826.81 N N N N/A N/A N/A 1.00000000 NC N/A 52988.30000000 0.002554030147 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3886413.08000000 USD 5294437.00000000 SGD 2020-03-18 52988.3 N N N KLA Corp. 549300H0BF5JCG96TJ81 482480100 19533.00000000 NS USD 3480194.61000000 0.167744991850 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 308917.83000000 0.014889804934 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8922424.39000000 USD 176505596.00000000 MXN 2020-03-18 308917.83 N N N Equitrans Midstream Corp. 549300RH0NLJNZ5SXU64 294600101 -986011.00000000 NS USD -13173106.96000000 -0.63494228549 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2524.95000000 0.000121702308 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 157896.23000000 USD 608508.00000000 PLN 2020-03-18 2524.95 N N N Cirrus Logic, Inc. 549300NKSJEM5ZZSSV18 172755100 222622.00000000 NS USD 18346279.02000000 0.884288601522 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 277498.41000000 0.013375392396 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7982664.66000000 USD 11748916.00000000 AUD 2020-03-18 277498.41 N N N N/A N/A N/A 1.00000000 NC N/A -171616.10000000 -0.00827187686 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5887102.00000000 CHF 5943987.66000000 USD 2020-03-18 -171616.1 N N N N/A N/A N/A 1.00000000 NC N/A 2737.19000000 0.000131932252 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 155224.18000000 USD 1101500.00000000 CNY 2020-03-18 2737.19 N N N N/A N/A N/A 1.00000000 NC N/A 315929.43000000 0.015227763271 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8915412.89000000 USD 176505598.00000000 MXN 2020-03-18 315929.43 N N N Autogrill SpA 5299003D9N2698I3C257 N/A 45972.00000000 NS 481262.87000000 0.023196816630 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 260824.87000000 0.012571729628 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7999338.20000000 USD 11748916.00000000 AUD 2020-03-18 260824.87 N N N N/A N/A N/A 1.00000000 NC N/A 2229.89000000 0.000107480449 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 561234.96000000 USD 650000000.00000000 KRW 2020-03-18 2229.89 N N N N/A N/A N/A 1.00000000 NC N/A -23223.88000000 -0.00111938842 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1346108.00000000 EUR 1493839.79000000 USD 2020-03-18 -23223.88 N N N N/A N/A N/A 1.00000000 NC N/A 15382.26000000 0.000741423215 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2660773.74000000 USD 192093695.00000000 INR 2020-03-18 15382.26 N N N N/A N/A N/A 1.00000000 NC N/A -137954.55000000 -0.00664939391 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10770515.00000000 EUR 12000415.50000000 USD 2020-03-18 -137954.55 N N N N/A N/A N/A 1.00000000 NC N/A 2737.48000000 0.000131946230 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 135731.20000000 USD 525238.00000000 PLN 2020-03-18 2737.48 N N N Goldman Sachs Financial Square Funds - Treasury Instruments Fund 549300DAH6N80PM31E83 38142B500 113570970.69000000 NS USD 113570970.69000000 5.474108113998 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -801.11000000 -0.00003861341 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 68078699.00000000 SEK 7294025.92000000 USD 2020-03-18 -801.11 N N N N/A N/A N/A 1.00000000 NC N/A -26795.09000000 -0.00129152034 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1373958.00000000 EUR 1521655.53000000 USD 2020-03-18 -26795.09 N N N N/A N/A N/A 1.00000000 NC N/A 315245.66000000 0.015194805634 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12419061.75000000 USD 9593801.00000000 GBP 2020-03-18 315245.66 N N N N/A N/A N/A 1.00000000 NC N/A 271374.97000000 0.013080243271 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4235305.31000000 USD 63750000.00000000 ZAR 2020-03-18 271374.97 N N N N/A N/A N/A 1.00000000 NC N/A -11205.65000000 -0.00054011107 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 217020290.00000000 HUF 727082.62000000 USD 2020-03-18 -11205.65 N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525103 9365.00000000 NS USD 826273.95000000 0.039826312187 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 327241.34000000 0.015772996071 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8904100.88000000 USD 176505596.00000000 MXN 2020-03-18 327241.34 N N N Keyera Corp. N/A 493271100 -130503.00000000 NS -3418976.60000000 -0.16479429060 Short EC CORP CA N 1 N N N AmerisourceBergen Corp. AI8GXW8LG5WK7E9UD086 03073E105 47856.00000000 NS USD 4068717.12000000 0.196111711160 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -95519.99000000 -0.00460405285 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8690267.00000000 EUR 9698410.64000000 USD 2020-03-18 -95519.99 N N N N/A N/A N/A 1.00000000 NC N/A -57012.17000000 -0.00274798023 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4050000000.00000000 KRW 3453807.28000000 USD 2020-03-18 -57012.17 N N N N/A N/A N/A 1.00000000 NC N/A -139706.12000000 -0.00673381939 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6530979.00000000 CHF 6644766.06000000 USD 2020-03-18 -139706.12 N N N N/A N/A N/A 1.00000000 NC N/A -111723.27000000 -0.00538504914 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8690265.00000000 EUR 9682205.10000000 USD 2020-03-18 -111723.27 N N N N/A N/A N/A 1.00000000 NC N/A -851.52000000 -0.00004104316 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 103000.00000000 CAD 78488.80000000 USD 2020-03-18 -851.52 N N N N/A N/A N/A 1.00000000 NC N/A 64074.09000000 0.003088363988 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5971038.99000000 USD 42084196.00000000 CNY 2020-03-18 64074.09 N N N N/A N/A N/A 64823711.40000000 PA 1912649.17000000 0.092189476563 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI Spain Net Return Index MSCI Spain Net Return Index Y 2020-03-20 0 USD 0 USD 64823711.4 EUR 1912649.17 N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 438516106 7676.00000000 NS USD 1358652.00000000 0.065486874789 Long EC CORP US N 1 N N N Western Union Co. (The) 28ID94QU1140NC23S047 959802109 15391.00000000 NS USD 412170.98000000 0.019866595242 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -26129.56000000 -0.00125944187 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1485366.00000000 EUR 1647877.87000000 USD 2020-03-18 -26129.56 N N N N/A N/A N/A 1.00000000 NC N/A 276811.86000000 0.013342300762 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8954530.41000000 USD 176505597.00000000 MXN 2020-03-18 276811.86 N N N Penske Automotive Group, Inc. 549300W7UTQ0M4C7LB15 70959W103 34220.00000000 NS USD 1718528.40000000 0.082832877111 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -24837.75000000 -0.00119717677 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1438941.00000000 EUR 1596848.71000000 USD 2020-03-18 -24837.75 N N N N/A N/A N/A 1.00000000 NC N/A -474295.96000000 -0.02286101234 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 93712057.00000000 NOK 10202311.85000000 USD 2020-03-18 -474295.96 N N N N/A N/A 000000000 71683063.29999999 PA -7281393.07000000 -0.35096233345 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 (-0.35% to 0.35%). DKK Currency. Maturity 6-24 Months 02/18/20 Coloplast A/S, Class B 616335.36000000 USD 165073.59000000 USD GN Store Nord A/S 2794689.26000000 USD 661371.41000000 USD ISS A/S 1660635.38000000 USD -343842.41000000 USD Pandora A/S 5944815.53000000 USD -1309927.96000000 USD Rockwool International A/S, Class B 4842149.98000000 USD -1324439.37000000 USD Chr Hansen Holding A/S 1206574.48000000 USD 55880.96000000 USD Jyske Bank A/S (Registered) 501816.90000000 USD -81986.56000000 USD Orsted A/S 5108912.26000000 USD 1881739.83000000 USD AP Moller - Maersk A/S, Class B 19027996.68000000 USD -3698856.60000000 USD H Lundbeck A/S 3193815.63000000 USD -526568.83000000 USD Novo Nordisk A/S, Class B 3694759.69000000 USD 726719.03000000 USD Genmab A/S 9899627.97000000 USD -2509549.57000000 USD Vestas Wind Systems A/S 3630577.87000000 USD 573198.01000000 USD FLSmidth & Co. A/S 1845785.91000000 USD 361232.49000000 USD Carlsberg A/S, Class B 7081097.09000000 USD 820632.58000000 USD Novozymes A/S, Class B 633473.31000000 USD -21738.81000000 USD Y 2020-02-18 0 USD 0 USD 71683063 USD -4571062.27 N N N N/A N/A N/A 1.00000000 NC N/A -490039.66000000 -0.02361985692 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 93712058.00000000 NOK 10186568.27000000 USD 2020-03-18 -490039.66 N N N N/A N/A N/A 1.00000000 NC N/A 145609.73000000 0.007018372737 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5807301.42000000 USD 7728099.00000000 CAD 2020-03-18 145609.73 N N N N/A N/A N/A 1.00000000 NC N/A -187102.04000000 -0.00901829744 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6609190.00000000 CHF 6678616.82000000 USD 2020-03-18 -187102.04 N N N N/A N/A N/A 1.00000000 NC N/A 23718.29000000 0.001143218931 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 783649.65000000 USD 3062500.00000000 PLN 2020-03-18 23718.29 N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023105 -24748.00000000 NS USD -8061908.48000000 -0.38858308911 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 37186.84000000 0.001792401538 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2638969.15000000 USD 192093694.00000000 INR 2020-03-18 37186.84 N N N N/A N/A N/A 1.00000000 NC N/A 252888.86000000 0.012189214832 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12815077.86000000 USD 9845174.00000000 GBP 2020-03-18 252888.86 N N N N/A N/A N/A 1.00000000 NC N/A 75949.59000000 0.003660761762 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5959163.78000000 USD 42084198.00000000 CNY 2020-03-18 75949.59 N N N LiveRamp Holdings, Inc. 254900GXS75LG1X7RF88 53815P108 -87791.00000000 NS USD -4220113.37000000 -0.20340899351 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -9635.29000000 -0.00046441990 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22812694.00000000 ILS 6623414.26000000 USD 2020-03-18 -9635.29 N N N N/A N/A N/A 1.00000000 NC N/A 93437.37000000 0.004503670807 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8714630.88000000 USD 7815500.00000000 EUR 2020-03-18 93437.37 N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231G102 -121588.00000000 NS USD -8484410.64000000 -0.40894764608 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 189978.64000000 0.009156949248 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8070184.43000000 USD 11748916.00000000 AUD 2020-03-18 189978.64 N N N N/A N/A N/A 1.00000000 NC N/A -56760.63000000 -0.00273585603 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33500000.00000000 MXN 1695308.26000000 USD 2020-03-18 -56760.63 N N N N/A N/A N/A 1.00000000 NC N/A 73145.06000000 0.003525583729 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1128636.35000000 USD 17000000.00000000 ZAR 2020-03-18 73145.06 N N N N/A N/A N/A 1.00000000 NC N/A -2376.61000000 -0.00011455233 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 26500000.00000000 MXN 1383588.34000000 USD 2020-03-18 -2376.61 N N N Woodward, Inc. YPYKXXTR8TFDH54ZMB45 980745103 75893.00000000 NS USD 8988766.92000000 0.433257562497 Long EC CORP US N 1 N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918K108 18738.00000000 NS USD 1405912.14000000 0.067764808263 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2323.23000000 0.000111979426 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 123481.70000000 USD 477202.00000000 PLN 2020-03-18 2323.23 N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103H107 1769.00000000 NS USD 775281.94000000 0.037368502995 Long EC CORP US N 1 N N N Stars Group, Inc. (The) 54930026VVWZTYC29T51 85570W100 -93357.00000000 NS -2436462.77000000 -0.11743723363 Short EC CORP CA N 1 N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033G407 -333210.00000000 NS USD -12671976.30000000 -0.61078784360 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -7990.47000000 -0.00038513976 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5000000.00000000 MXN 253512.35000000 USD 2020-03-18 -7990.47 N N N N/A N/A N/A 65.00000000 NC -359.65000000 -0.00001733508 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long N/A 3 Month Canadian Bankers Acceptance 2020-06-15 15928250 CAD -359.65 N N N N/A N/A N/A 1.00000000 NC N/A 2340.17000000 0.000112795932 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 190879.23000000 USD 186000.00000000 CHF 2020-03-18 2340.17 N N N Prysmian SpA 529900X0H1IO3RS1A464 N/A -372383.00000000 NS -8989037.90000000 -0.43327062370 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 30766.94000000 0.001482963074 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 52125797.09000000 USD 5642850670.00000000 JPY 2020-03-18 30766.94 N N N Dillard's, Inc. 529900FGYKMWL6019P91 254067101 140388.00000000 NS USD 10315710.24000000 0.497216082449 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 8479.52000000 0.000408711917 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 338268.08000000 USD 400000000.00000000 KRW 2020-03-18 8479.52 N N N N/A N/A N/A 1.00000000 NC N/A 2124.25000000 0.000102388612 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 184295.62000000 USD 5574000.00000000 THB 2020-03-18 2124.25 N N N N/A N/A N/A 1.00000000 NC N/A 1217.16000000 0.000058666976 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 31577.00000000 USD 287845.00000000 NOK 2020-03-18 1217.16 N N N N/A N/A N/A 1.00000000 NC N/A 1391.50000000 0.000067070144 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 31402.66000000 USD 287845.00000000 NOK 2020-03-18 1391.5 N N N N/A N/A N/A 1.00000000 NC N/A -176529.23000000 -0.00850868918 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17329012.00000000 BRL 4117962.21000000 USD 2020-03-18 -176529.23 N N N N/A N/A N/A 1.00000000 NC N/A -40745.26000000 -0.00196391698 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22812693.00000000 ILS 6592304.00000000 USD 2020-03-18 -40745.26 N N N N/A N/A N/A 1.00000000 NC N/A 239372.63000000 0.011537734054 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4267307.65000000 USD 63750000.00000000 ZAR 2020-03-18 239372.63 N N N Advanced Micro Devices, Inc. R2I72C950HOYXII45366 007903107 -224241.00000000 NS USD -10283692.26000000 -0.49567281938 Short EC CORP US N 1 N N N Xilinx, Inc. 6EY4K7ZMF9UX1CU6KC79 983919101 38712.00000000 NS USD 3784872.24000000 0.182430419618 Long EC CORP US N 1 N N N Zillow Group, Inc. 2549002XEELQDIR6FU05 98954M200 -213619.00000000 NS USD -9813656.86000000 -0.47301716555 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 4973.70000000 0.000239731784 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 412695.37000000 USD 2912500.00000000 CNY 2020-03-18 4973.7 N N N N/A N/A N/A 1.00000000 NC N/A -18321.42000000 -0.00088309039 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7090328.00000000 SEK 741427.48000000 USD 2020-03-18 -18321.42 N N N N/A N/A N/A 1.00000000 NC N/A -182057.71000000 -0.00877516130 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10869986207.00000000 KRW 9240796.36000000 USD 2020-03-18 -182057.71 N N N N/A N/A N/A 1.00000000 NC N/A -152766.89000000 -0.00736334705 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6257222.00000000 CHF 6347322.70000000 USD 2020-03-18 -152766.89 N N N N/A N/A N/A 1.00000000 NC N/A -25211.67000000 -0.00121519968 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1401807.00000000 EUR 1554624.77000000 USD 2020-03-18 -25211.67 N N N George Weston Ltd. 549300GEHU6LUSPS7Q65 961148509 -6938.00000000 NS -550423.75000000 -0.02653036332 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -458123.30000000 -0.02208149193 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 93712057.00000000 NOK 10218484.51000000 USD 2020-03-18 -458123.3 N N N N/A N/A N/A 1.00000000 NC N/A -23828.61000000 -0.00114853634 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1263459.00000000 EUR 1400089.64000000 USD 2020-03-18 -23828.61 N N N N/A N/A N/A 1.00000000 NC N/A -88.03000000 -0.00000424303 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 74500.00000000 ILS 21573.69000000 USD 2020-03-18 -88.03 N N N Chesapeake Energy Corp. X2MT1W32SPAZ9WSKLE78 165167107 -486369.00000000 NS USD -401546.25000000 -0.01935448444 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 135056.96000000 0.006509730401 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10698733.86000000 USD 10429000.00000000 CHF 2020-03-18 135056.96 N N N N/A N/A N/A 1.00000000 NC N/A -2800.39000000 -0.00013497848 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3214000.00000000 CNY 458105.49000000 USD 2020-03-18 -2800.39 N N N N/A N/A N/A 1.00000000 NC N/A 1469.27000000 0.000070818650 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 31324.78000000 USD 287844.00000000 NOK 2020-03-18 1469.27 N N N N/A N/A N/A 1.00000000 NC N/A -91827.81000000 -0.00442609019 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10869986207.00000000 KRW 9331026.26000000 USD 2020-03-18 -91827.81 N N N N/A N/A N/A 1.00000000 NC N/A 55846.44000000 0.002691792176 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2213370.85000000 USD 1709588.00000000 GBP 2020-03-18 55846.44 N N N N/A N/A N/A 1.00000000 NC N/A -165821.52000000 -0.00799257876 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10869986207.00000000 KRW 9257032.55000000 USD 2020-03-18 -165821.52 N N N N/A N/A N/A 1.00000000 NC N/A 60203.41000000 0.002901797643 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3390736.58000000 USD 3322000.00000000 CHF 2020-03-18 60203.41 N N N N/A N/A N/A 1.00000000 NC N/A 15895.89000000 0.000766180124 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 614424.78000000 USD 5882444.00000000 SEK 2020-03-18 15895.89 N N N Baxter International, Inc. J5OIVXX3P24RJRW5CK77 071813109 115344.00000000 NS USD 9645065.28000000 0.464891070213 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1668.69000000 -0.00008043067 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 310500.00000000 SGD 229363.26000000 USD 2020-03-18 -1668.69 N N N N/A N/A N/A 1.00000000 NC N/A 290.78000000 0.000014015563 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14772.02000000 USD 14500.00000000 CHF 2020-03-18 290.78 N N N PBF Energy, Inc. 2549003PBEDCSZMZIY02 69318G106 -47861.00000000 NS USD -1501399.57000000 -0.07236729173 Short EC CORP US N 1 N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 701094104 16666.00000000 NS USD 3430196.12000000 0.165335070212 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -7860.49000000 -0.00037887474 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 823500.00000000 SGD 604876.43000000 USD 2020-03-18 -7860.49 N N N N/A N/A N/A 1.00000000 NC N/A -33807.10000000 -0.00162949844 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22812694.00000000 ILS 6599242.45000000 USD 2020-03-18 -33807.1 N N N N/A N/A N/A 1.00000000 NC N/A 30.92000000 0.000001490340 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14216.39000000 USD 49000.00000000 ILS 2020-03-18 30.92 N N N Citrix Systems, Inc. HCTKJGUQOPZ5NBK7NP58 177376100 29228.00000000 NS USD 3241385.20000000 0.156234404937 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 86079.41000000 0.004149017956 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3133948.73000000 USD 2425912.00000000 GBP 2020-03-18 86079.41 N N N EnerSys 7ZS3DE5PN30BYUJFWP05 29275Y102 -10951.00000000 NS USD -819463.33000000 -0.03949804106 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -187689.11000000 -0.00904659415 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6648298.00000000 CHF 6718655.69000000 USD 2020-03-18 -187689.11 N N N N/A N/A N/A 1.00000000 NC N/A 55142.58000000 0.002657866202 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2700830.86000000 USD 2653000.00000000 CHF 2020-03-18 55142.58 N N N Murphy USA, Inc. 549300Y081F8XIKQIO72 626755102 109904.00000000 NS USD 12858768.00000000 0.619791182704 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1147.87000000 0.000055327205 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 39881.13000000 USD 39496.00000000 CHF 2020-03-18 1147.87 N N N N/A N/A 000000000 -162559500.00000000 PA -250694.47000000 -0.01208344547 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2020-01-30 0 USD 0 USD -162559500 HKD -250694.47 N N N N/A N/A N/A 1.00000000 NC N/A 21521.21000000 0.001037319920 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2654634.81000000 USD 192093696.00000000 INR 2020-03-18 21521.21 N N N Grubhub, Inc. 529900CR2K1AJ5W4RR39 400110102 -159792.00000000 NS USD -7772282.88000000 -0.37462316751 Short EC CORP US N 1 N N N N/A N/A 000000000 1235362822.45000000 PA -63896833.52000000 -3.07982024548 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus TONAT or LIBOR +/- spread (-1.03% to 0.03%). JPY Currency. Maturity 60-61 Months 04/20/23 to 12/20/24 Kikkoman Corp. 13560475.23000000 USD -2351117.62000000 USD Mizuho Financial Group, Inc. 445797.45000000 USD 4165.59000000 USD Sankyu, Inc. 728658.03000000 USD -28663.50000000 USD Mitsui Chemicals, Inc. 5473540.15000000 USD -676316.56000000 USD Dai Nippon Printing Co. Ltd. 957483.31000000 USD 161732.70000000 USD Welcia Holdings Co. Ltd. 8227045.24000000 USD -3548369.89000000 USD Pigeon Corp. 9717937.88000000 USD 2406477.47000000 USD Mercari, Inc. 3109532.06000000 USD 737383.14000000 USD Chugoku Electric Power Co., Inc. (The) 4090759.67000000 USD -130116.31000000 USD Toho Gas Co. Ltd. 1710868.40000000 USD 263306.91000000 USD Kajima Corp. 7775028.72000000 USD -2688912.89000000 USD Ibiden Co. Ltd. 385685.60000000 USD -7144.45000000 USD Stanley Electric Co. Ltd. 514086.27000000 USD 136697.21000000 USD Takeda Pharmaceutical Co. Ltd. 12538054.53000000 USD -1362655.22000000 USD J Front Retailing Co. Ltd. 1502121.63000000 USD -260894.79000000 USD Taisei Corp. 7323241.31000000 USD -1382467.47000000 USD Disco Corp. 7584850.77000000 USD -1359209.26000000 USD Nippon Steel Corp. 5338830.43000000 USD -376394.31000000 USD Sompo Holdings, Inc. 455527.41000000 USD 30720.85000000 USD Japan Airlines Co. Ltd. 7718585.12000000 USD -1737401.69000000 USD Yamato Holdings Co. Ltd. 7691071.93000000 USD 3925673.26000000 USD Persol Holdings Co. Ltd. 7472096.90000000 USD 18920.51000000 USD Acom Co. Ltd. 3283999.48000000 USD -124954.99000000 USD Suzuken Co. Ltd. 3167297.63000000 USD -1093376.18000000 USD Sekisui House Ltd. 4939378.43000000 USD -93616.10000000 USD Konica Minolta, Inc. 2197202.40000000 USD -1023107.34000000 USD Hitachi High-Technologies Corp. 1118948.55000000 USD 213206.97000000 USD Toyota Tsusho Corp. 843063.22000000 USD 104286.89000000 USD T&D Holdings, Inc. 2537993.48000000 USD -381164.12000000 USD Resona Holdings, Inc. 10002393.84000000 USD -650647.91000000 USD Lawson, Inc. 4189082.35000000 USD -570296.90000000 USD Mitsui & Co. Ltd. 13221436.03000000 USD 337131.96000000 USD Ricoh Co. Ltd. 4399392.81000000 USD -344309.75000000 USD MISUMI Group, Inc. 7531468.67000000 USD 440205.63000000 USD Unicharm Corp. 3312563.68000000 USD -403236.83000000 USD LIXIL Group Corp. 14257615.88000000 USD -2992170.97000000 USD Nabtesco Corp. 3291459.36000000 USD -47646.38000000 USD Hamamatsu Photonics KK 2315395.67000000 USD -220067.16000000 USD Aeon Co. Ltd. 15438084.58000000 USD -1430640.71000000 USD Isetan Mitsukoshi Holdings Ltd. 9074003.59000000 USD 1310413.95000000 USD Nippon Express Co. Ltd. 2585098.12000000 USD -322041.15000000 USD Fast Retailing Co. Ltd. 6000150.19000000 USD -1601054.19000000 USD Daikin Industries Ltd. 11611693.20000000 USD -1617234.22000000 USD Nippon Electric Glass Co. Ltd. 1871453.77000000 USD -487714.60000000 USD KDDI Corp. 15735703.37000000 USD 2501390.52000000 USD Isuzu Motors Ltd. 721067.03000000 USD 11594.71000000 USD Keyence Corp. 7409024.02000000 USD -1319210.55000000 USD Bandai Namco Holdings, Inc. 7652690.47000000 USD 1596107.61000000 USD Medipal Holdings Corp. 7159629.46000000 USD 223124.94000000 USD Tsuruha Holdings, Inc. 12544487.12000000 USD -3856419.91000000 USD Nomura Holdings, Inc. 9902043.38000000 USD -3095374.31000000 USD Daiwa Securities Group, Inc. 1527649.43000000 USD -196507.53000000 USD JTEKT Corp. 2351990.19000000 USD -142745.70000000 USD Tohoku Electric Power Co., Inc. 1448375.45000000 USD -224053.00000000 USD Yaskawa Electric Corp. 16774895.50000000 USD 2026525.57000000 USD Rinnai Corp. 586119.26000000 USD -94847.58000000 USD Fancl Corp. 580410.18000000 USD -3023.71000000 USD Asahi Intecc Co. Ltd. 5428742.13000000 USD -1554296.76000000 USD Alps Alpine Co. Ltd. 858034.93000000 USD 171262.76000000 USD Inpex Corp. 10780334.66000000 USD -1092396.55000000 USD Kaken Pharmaceutical Co. Ltd. 844184.28000000 USD 14842.32000000 USD Central Japan Railway Co. 11380491.96000000 USD 543816.19000000 USD Nidec Corp. 26032873.87000000 USD 2877451.34000000 USD Hoshizaki Corp. 1078837.93000000 USD -184815.69000000 USD Tobu Railway Co. Ltd. 615416.61000000 USD -114792.20000000 USD DeNA Co. Ltd. 1524690.11000000 USD -114589.35000000 USD JXTG Holdings, Inc. 13005752.72000000 USD -4135005.71000000 USD Sugi Holdings Co. Ltd. 1376896.50000000 USD 17619.22000000 USD Mitsubishi Gas Chemical Co., Inc. 2416142.10000000 USD -1308179.82000000 USD THK Co. Ltd. 885992.38000000 USD 152144.48000000 USD Bridgestone Corp. 568396.71000000 USD -17905.87000000 USD MS&AD Insurance Group Holdings, Inc. 5486045.52000000 USD 243480.98000000 USD Suzuki Motor Corp. 805619.74000000 USD 25819.53000000 USD PeptiDream, Inc. 4205805.81000000 USD -553118.75000000 USD Toyoda Gosei Co. Ltd. 394516.40000000 USD 10570.93000000 USD Mixi, Inc. 4296185.30000000 USD -1844738.84000000 USD Fujitsu Ltd. 8173451.39000000 USD 2435587.61000000 USD Taiheiyo Cement Corp. 8077977.05000000 USD -331834.57000000 USD Shimadzu Corp. 1501113.20000000 USD -218193.85000000 USD Hitachi Capital Corp. 947821.14000000 USD 95121.72000000 USD Sysmex Corp. 4405095.83000000 USD 843281.61000000 USD Hitachi Chemical Co. Ltd. 2765123.35000000 USD 923863.86000000 USD Sharp Corp. 2756963.75000000 USD -446887.80000000 USD NTT Data Corp. 1639650.74000000 USD 169287.56000000 USD Toyo Seikan Group Holdings Ltd. 5670357.25000000 USD -942935.77000000 USD Otsuka Corp. 423310.34000000 USD -8043.04000000 USD Astellas Pharma, Inc. 4974194.36000000 USD 811304.37000000 USD Murata Manufacturing Co. Ltd. 412375.64000000 USD 133799.39000000 USD IHI Corp. 3187214.14000000 USD -18202.32000000 USD Hino Motors Ltd. 641932.49000000 USD 39710.50000000 USD Idemitsu Kosan Co. Ltd. 5180947.59000000 USD -1103187.35000000 USD Sumitomo Mitsui Financial Group, Inc. 1909558.68000000 USD -46987.04000000 USD Square Enix Holdings Co. Ltd. 1259785.60000000 USD -158035.13000000 USD LINE Corp. 5144146.30000000 USD -1414558.82000000 USD Obayashi Corp. 12830418.52000000 USD 743262.68000000 USD Nissin Foods Holdings Co. Ltd. 2473283.38000000 USD -412338.63000000 USD Asics Corp. 12146581.69000000 USD -525756.00000000 USD Sojitz Corp. 14300563.59000000 USD -1125540.74000000 USD Marui Group Co. Ltd. 12222974.20000000 USD -1868515.84000000 USD Brother Industries Ltd. 3207448.10000000 USD 413317.28000000 USD Park24 Co. Ltd. 8633776.14000000 USD -1117498.35000000 USD Canon, Inc. 5782959.95000000 USD 359394.95000000 USD East Japan Railway Co. 2996698.40000000 USD -44140.69000000 USD JFE Holdings, Inc. 5606054.83000000 USD -2259817.56000000 USD Aozora Bank Ltd. 2932481.38000000 USD -1409040.05000000 USD Keisei Electric Railway Co. Ltd. 433992.99000000 USD -17751.38000000 USD Ryohin Keikaku Co. Ltd. 12725262.83000000 USD -2376372.38000000 USD Obic Co. Ltd. 781264.65000000 USD 93715.95000000 USD Mitsubishi Motors Corp. 693600.13000000 USD 92617.22000000 USD Haseko Corp. 10947145.34000000 USD -985633.69000000 USD Itochu Techno-Solutions Corp. 873026.54000000 USD 86952.58000000 USD Sumitomo Heavy Industries Ltd. 5422477.65000000 USD -865555.22000000 USD Nippon Shinyaku Co. Ltd. 5498691.92000000 USD -1209668.38000000 USD Teijin Ltd. 2934965.64000000 USD 263455.82000000 USD Mitsui OSK Lines Ltd. 1542775.26000000 USD -253529.03000000 USD Fukuoka Financial Group, Inc. 4086785.70000000 USD 208353.13000000 USD Toshiba Corp. 6146850.68000000 USD -31289.47000000 USD Izumi Co. Ltd. 417813.71000000 USD 72217.89000000 USD Hakuhodo DY Holdings, Inc. 1362909.76000000 USD 112449.95000000 USD Honda Motor Co. Ltd. 648105.22000000 USD 45862.15000000 USD Showa Denko KK 9704099.98000000 USD -810110.26000000 USD TDK Corp. 2944333.51000000 USD 973677.99000000 USD Suntory Beverage & Food Ltd. 1127213.99000000 USD -48956.08000000 USD Dentsu Group, Inc. 406579.15000000 USD 3973.61000000 USD Sumitomo Chemical Co. Ltd. 4390727.37000000 USD -327421.16000000 USD Tosoh Corp. 9986033.80000000 USD -561796.49000000 USD Tokyo Gas Co. Ltd. 16319149.05000000 USD -746023.64000000 USD Kamigumi Co. Ltd. 2958760.29000000 USD -18739.22000000 USD SCREEN Holdings Co. Ltd. 3048488.32000000 USD -132714.16000000 USD Pan Pacific International Holdings Corp. 1904678.96000000 USD -119636.15000000 USD MonotaRO Co. Ltd. 12541147.52000000 USD -1104219.58000000 USD Nintendo Co. Ltd. 879912.33000000 USD -41994.82000000 USD CyberAgent, Inc. 16205607.91000000 USD 4709061.21000000 USD ITOCHU Corp. 27997435.69000000 USD 4991277.27000000 USD Shimizu Corp. 5005802.77000000 USD 264027.02000000 USD Cosmos Pharmaceutical Corp. 8085221.49000000 USD -253520.42000000 USD Denso Corp. 2185857.31000000 USD -209428.78000000 USD Pola Orbis Holdings, Inc. 1360068.47000000 USD 342956.62000000 USD Shinsei Bank Ltd. 3960767.65000000 USD 244646.84000000 USD Sawai Pharmaceutical Co. Ltd. 2901609.09000000 USD 501867.91000000 USD Japan Post Holdings Co. Ltd. 1900642.17000000 USD -341348.21000000 USD Shimano, Inc. 8290003.20000000 USD -1471499.97000000 USD Amada Holdings Co. Ltd. 4582484.13000000 USD 46916.63000000 USD NGK Spark Plug Co. Ltd. 662932.89000000 USD -47282.20000000 USD Toyota Boshoku Corp. 684028.91000000 USD -126324.04000000 USD FANUC Corp. 5041352.27000000 USD -207770.41000000 USD Hitachi Metals Ltd. 379768.72000000 USD -12196.58000000 USD Mitsubishi Chemical Holdings Corp. 5398383.00000000 USD 474962.34000000 USD SoftBank Group Corp. 8861419.31000000 USD -690613.22000000 USD TIS, Inc. 407880.20000000 USD 5269.13000000 USD Dai-ichi Life Holdings, Inc. 2270982.59000000 USD 304977.47000000 USD Nippon Shokubai Co. Ltd. 594898.14000000 USD -27976.14000000 USD Rakuten, Inc. 2002522.78000000 USD -309188.18000000 USD Kobe Steel Ltd. 1228625.08000000 USD 17223.83000000 USD Yokogawa Electric Corp. 539125.14000000 USD 89186.41000000 USD Nippon Yusen KK 5392682.78000000 USD -435866.68000000 USD Makita Corp. 1516081.12000000 USD -106829.21000000 USD Matsumotokiyoshi Holdings Co. Ltd. 406507.15000000 USD 119804.33000000 USD Hitachi Ltd. 9958196.74000000 USD 1671883.87000000 USD FUJIFILM Holdings Corp. 969444.77000000 USD -12455.84000000 USD Kyushu Railway Co. 5540543.88000000 USD 399383.89000000 USD ORIX Corp. 11732528.22000000 USD 1548264.79000000 USD Shionogi & Co. Ltd. 5474744.68000000 USD 411551.13000000 USD Toppan Printing Co. Ltd. 6575520.51000000 USD 962912.69000000 USD Oriental Land Co. Ltd. 1446278.45000000 USD -270546.04000000 USD FamilyMart Co. Ltd. 7053187.33000000 USD 1890668.33000000 USD Keio Corp. 1337254.83000000 USD -210649.42000000 USD Renesas Electronics Corp. 5993669.92000000 USD 177374.76000000 USD Yamaguchi Financial Group, Inc. 2908752.78000000 USD -2460846.62000000 USD Calbee, Inc. 7249343.11000000 USD 272793.45000000 USD Mitsubishi Heavy Industries Ltd. 3071127.34000000 USD -338744.07000000 USD Japan Tobacco, Inc. 1161650.46000000 USD 42308.27000000 USD Marubeni Corp. 20120024.46000000 USD 141090.98000000 USD Sumitomo Corp. 10207218.13000000 USD -1149314.39000000 USD Mabuchi Motor Co. Ltd. 2880749.10000000 USD 245979.26000000 USD Shimamura Co. Ltd. 1999428.05000000 USD -1224051.06000000 USD Sega Sammy Holdings, Inc. 2180633.79000000 USD -293377.21000000 USD West Japan Railway Co. 8848291.87000000 USD 1764595.29000000 USD Nitto Denko Corp. 854662.50000000 USD 115444.39000000 USD Kakaku.com, Inc. 3467395.94000000 USD -1002390.07000000 USD Kintetsu Group Holdings Co. Ltd. 1258363.16000000 USD -271066.38000000 USD Hokuriku Electric Power Co. 2392743.80000000 USD 101114.92000000 USD Chubu Electric Power Co., Inc. 4749644.93000000 USD -197157.15000000 USD Yakult Honsha Co. Ltd. 6227715.84000000 USD 1781839.45000000 USD Fuji Electric Co. Ltd. 1804411.67000000 USD 198520.41000000 USD Japan Airport Terminal Co. Ltd. 6946737.16000000 USD -1660688.36000000 USD SMC Corp. 4344496.55000000 USD -442965.70000000 USD NSK Ltd. 1605153.64000000 USD 160843.55000000 USD ABC-Mart, Inc. 785006.05000000 USD 59808.09000000 USD Sumitomo Metal Mining Co. Ltd. 3377780.37000000 USD -469535.38000000 USD Z Holdings Corp. 553096.97000000 USD -175647.84000000 USD Credit Saison Co. Ltd. 2880800.80000000 USD -493081.05000000 USD Kyocera Corp. 6631550.04000000 USD 477020.80000000 USD Mitsubishi UFJ Lease & Finance Co. Ltd. 529822.11000000 USD 52138.23000000 USD Mitsubishi UFJ Financial Group, Inc. 3804439.02000000 USD 394353.42000000 USD MINEBEA MITSUMI, Inc. 1638032.74000000 USD 381433.42000000 USD Mitsubishi Electric Corp. 3260958.22000000 USD 164592.98000000 USD Nikon Corp. 1646112.28000000 USD -38132.04000000 USD Shiseido Co. Ltd. 3855842.60000000 USD 56510.12000000 USD Sumitomo Mitsui Trust Holdings, Inc. 1684018.89000000 USD 171255.00000000 USD Kansai Paint Co. Ltd. 8684554.30000000 USD -953911.09000000 USD GungHo Online Entertainment, Inc. 6592039.37000000 USD -2302994.24000000 USD Sony Financial Holdings, Inc. 9899608.83000000 USD -2409995.28000000 USD Hoya Corp. 4496262.36000000 USD 1086789.21000000 USD Recruit Holdings Co. Ltd. 6479776.13000000 USD -1992572.03000000 USD Tokyu Corp. 1359213.33000000 USD -36762.38000000 USD Hirose Electric Co. Ltd. 873728.65000000 USD -86118.06000000 USD Kobe Bussan Co. Ltd. 7785674.95000000 USD -1666151.12000000 USD Rohm Co. Ltd. 694165.14000000 USD 125473.66000000 USD Mitsubishi Corp. 9809753.78000000 USD -638621.06000000 USD Nitori Holdings Co. Ltd. 5477442.02000000 USD -1357148.52000000 USD Nippon Telegraph & Telephone Corp. 25223143.50000000 USD 3201387.04000000 USD Sankyo Co. Ltd. 554653.20000000 USD -26147.36000000 USD Yamada Denki Co. Ltd. 495583.29000000 USD 28398.73000000 USD Hisamitsu Pharmaceutical Co., Inc. 725652.05000000 USD -97505.03000000 USD Casio Computer Co. Ltd. 4668145.81000000 USD -1322592.38000000 USD JGC Holdings Corp. 6272507.60000000 USD -566790.66000000 USD TOTO Ltd. 16797945.59000000 USD -1158174.36000000 USD AGC, Inc. 10663024.15000000 USD -129873.53000000 USD Kyushu Electric Power Co., Inc. 1035044.65000000 USD 76489.22000000 USD Tokyo Electric Power Co. Holdings, Inc. 23483562.06000000 USD -6343276.91000000 USD AEON Financial Service Co. Ltd. 3441246.50000000 USD 1360852.18000000 USD Koito Manufacturing Co. Ltd. 930749.47000000 USD 161486.31000000 USD Mitsubishi Logistics Corp. 444800.77000000 USD -71131.48000000 USD Daifuku Co. Ltd. 12655063.23000000 USD -1777840.69000000 USD Nippon Paint Holdings Co. Ltd. 12587270.55000000 USD -3245413.84000000 USD Alfresa Holdings Corp. 5826352.75000000 USD -876194.05000000 USD Odakyu Electric Railway Co. Ltd. 3455027.52000000 USD -208751.03000000 USD NGK Insulators Ltd. 963739.81000000 USD 171346.88000000 USD NHK Spring Co. Ltd. 3449098.45000000 USD -582442.31000000 USD Mazda Motor Corp. 8092810.07000000 USD -3797260.91000000 USD Nexon Co. Ltd. 7205705.21000000 USD -905197.28000000 USD Coca-Cola Bottlers Japan Holdings, Inc. 7759627.51000000 USD -264910.98000000 USD Benesse Holdings, Inc. 2749383.91000000 USD -169012.18000000 USD Kose Corp. 4897669.34000000 USD 1298036.57000000 USD Keikyu Corp. 7092709.62000000 USD -827703.80000000 USD Bank of Kyoto Ltd. (The) 5394030.91000000 USD 1730687.14000000 USD Capcom Co. Ltd. 467792.33000000 USD 68092.23000000 USD Osaka Gas Co. Ltd. 6551605.70000000 USD -469996.36000000 USD Sumitomo Dainippon Pharma Co. Ltd. 637442.08000000 USD 32925.85000000 USD Ono Pharmaceutical Co. Ltd. 4214476.63000000 USD 322206.02000000 USD Electric Power Development Co. Ltd. 4784126.87000000 USD -615412.96000000 USD Y 2023-04-20 0 USD 0 USD 1235362822 USD -57270972.93 N N N N/A N/A N/A 1.00000000 NC N/A -36974.76000000 -0.00178217930 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 60355784.00000000 TWD 1992458.66000000 USD 2020-03-18 -36974.76 N N N N/A N/A N/A 1.00000000 NC N/A 1369.03000000 0.000065987093 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 31425.13000000 USD 287845.00000000 NOK 2020-03-18 1369.03 N N N Kohl's Corp. 549300JF6LPRTRJ0FH50 500255104 126199.00000000 NS USD 6429839.05000000 0.309917524711 Long EC CORP US N 1 N N N AltaGas Ltd. DR5LKEURSR8SXLM64266 021361100 -522011.00000000 NS -7951467.08000000 -0.38325982596 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1041.01000000 0.000050176565 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10000000.00000000 MXN 524046.65000000 USD 2020-03-18 1041.01 N N N N/A N/A N/A 1.00000000 NC N/A -146829.16000000 -0.00707714912 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4888456.00000000 CHF 4931367.19000000 USD 2020-03-18 -146829.16 N N N N/A N/A N/A 1.00000000 NC N/A -6668.19000000 -0.00032140601 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 823500.00000000 SGD 606068.73000000 USD 2020-03-18 -6668.19 N N N Centennial Resource Development, Inc. 529900NXUJPOKU7OJ511 15136A102 -496632.00000000 NS USD -2294439.84000000 -0.11059174425 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 335461.67000000 0.016169215060 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12398847.06000000 USD 9593802.00000000 GBP 2020-03-18 335461.67 N N N N/A N/A N/A 1.00000000 NC N/A -552.19000000 -0.00002661549 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 49000.00000000 EUR 54670.81000000 USD 2020-03-18 -552.19 N N N eBay, Inc. OML71K8X303XQONU6T67 278642103 323784.00000000 NS USD 11691840.24000000 0.563545394888 Long EC CORP US N 1 N N N Acadia Healthcare Co., Inc. 5493005CW985Y9D0NC11 00404A109 -290317.00000000 NS USD -9644330.74000000 -0.46485566546 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -175137.01000000 -0.00844158433 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6413654.00000000 CHF 6487456.32000000 USD 2020-03-18 -175137.01 N N N N/A N/A N/A -12613.00000000 NC 1888911.32000000 0.091045314842 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Sterling 2020-09-16 -1565588625 GBP 1888911.32 N N N N/A N/A N/A 1.00000000 NC N/A 26314.34000000 0.001268348251 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2829646.03000000 USD 205000000.00000000 INR 2020-03-18 26314.34 N N N N/A N/A N/A 1.00000000 NC N/A 1344.96000000 0.000064826921 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 31449.09000000 USD 287844.00000000 NOK 2020-03-18 1344.96 N N N N/A N/A N/A 1.00000000 NC N/A -1282.12000000 -0.00006179804 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 147500.00000000 SGD 108467.36000000 USD 2020-03-18 -1282.12 N N N N/A N/A N/A 1.00000000 NC N/A 277508.39000000 0.013375873431 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7982654.68000000 USD 11748916.00000000 AUD 2020-03-18 277508.39 N N N N/A N/A N/A 1.00000000 NC N/A -496979.06000000 -0.02395433523 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25049844.00000000 CHF 25525148.67000000 USD 2020-03-18 -496979.06 N N N LogMeIn, Inc. 549300D12V5KRBV00592 54142L109 35589.00000000 NS USD 3051400.86000000 0.147077180949 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 37282.19000000 0.001796997397 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 634301.54000000 USD 9500000.00000000 ZAR 2020-03-18 37282.19 N N N N/A N/A N/A 1.00000000 NC N/A -81976.48000000 -0.00395125718 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32183727.00000000 SEK 3366601.78000000 USD 2020-03-18 -81976.48 N N N Cenovus Energy, Inc. 549300EIRQ0Z2B9C1W06 15135U109 -621016.00000000 NS -6312742.06000000 -0.30427346286 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 826.86000000 0.000039854559 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 40202.14000000 USD 39496.00000000 CHF 2020-03-18 826.86 N N N N/A N/A N/A 1.00000000 NC N/A -458110.52000000 -0.02208087594 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 93712056.00000000 NOK 10218497.18000000 USD 2020-03-18 -458110.52 N N N Algonquin Power & Utilities Corp. 549300K5VIUTJXQL7X75 015857105 -28053.00000000 NS -396853.11000000 -0.01912827561 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -18668.68000000 -0.00089982829 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1541064.00000000 EUR 1718110.40000000 USD 2020-03-18 -18668.68 N N N N/A N/A N/A 1.00000000 NC N/A -95086.44000000 -0.00458315579 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19734836.00000000 NOK 2153301.98000000 USD 2020-03-18 -95086.44 N N N N/A N/A N/A 1.00000000 NC N/A 21517.88000000 0.001037159414 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2654638.12000000 USD 192093695.00000000 INR 2020-03-18 21517.88 N N N N/A N/A N/A 1.00000000 NC N/A 45194.27000000 0.002178358770 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3162221.03000000 USD 3700000000.00000000 KRW 2020-03-18 45194.27 N N N N/A N/A N/A 1.00000000 NC N/A 135043.58000000 0.006509085486 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10698747.24000000 USD 10429000.00000000 CHF 2020-03-18 135043.58 N N N Patterson Cos., Inc. YM48Q2087CUE26GWEK09 703395103 20743.00000000 NS USD 424816.64000000 0.020476114643 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -31521.36000000 -0.00151932603 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 69328980.00000000 TWD 2299631.34000000 USD 2020-03-18 -31521.36 N N N CNH Industrial NV 549300WGC2HZ5J67V817 N/A -1005762.00000000 NS -11043164.56000000 -0.53227929949 Short EC CORP NL N 2 N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 063671101 95673.00000000 NS 7414832.48000000 0.357394098123 Long EC CORP CA N 1 N N N EMCOR Group, Inc. 529900X0SQJB2J7YDU43 29084Q100 45375.00000000 NS USD 3915862.50000000 0.188744135533 Long EC CORP US N 1 N N N N/A N/A 000000000 -1983690.00000000 PA USD 13381.02000000 0.000644963670 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2020-01-30 0 USD 0 USD -1983690 USD 13381.02 N N N N/A N/A N/A 1.00000000 NC N/A 315230.16000000 0.015194058535 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12419078.57000000 USD 9593802.00000000 GBP 2020-03-18 315230.16 N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599105 -401717.00000000 NS USD -16554757.57000000 -0.79793746754 Short EC CORP US N 1 N N N Atco Ltd. 5299005SPZ1QYL51JD25 046789400 17161.00000000 NS 657735.91000000 0.031702797465 Long EC CORP CA N 1 N N N Concho Resources, Inc. SYHS7HRDXLL4I0IQ8776 20605P101 -121141.00000000 NS USD -10608317.37000000 -0.51131971346 Short EC CORP US N 1 N N N Floor & Decor Holdings, Inc. 549300M5FR3N688XGQ36 339750101 -168495.00000000 NS USD -8561230.95000000 -0.41265037645 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -223823.43000000 -0.01078826434 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7868000.00000000 CHF 7949564.83000000 USD 2020-03-18 -223823.43 N N N Lam Research Corp. 549300I4GMO6D34U1T02 512807108 40887.00000000 NS USD 11955358.80000000 0.576246960074 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1040.36000000 0.000050145235 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10000000.00000000 MXN 524046.00000000 USD 2020-03-18 1040.36 N N N Aspen Technology, Inc. 529900B0MZWTVFG7CB96 045327103 3555.00000000 NS USD 429906.15000000 0.020721428457 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -57016.49000000 -0.00274818845 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4050000000.00000000 KRW 3453802.96000000 USD 2020-03-18 -57016.49 N N N N/A N/A N/A 1.00000000 NC N/A 18905.67000000 0.000911251184 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 841977.38000000 USD 648574.00000000 GBP 2020-03-18 18905.67 N N N N/A N/A N/A 1.00000000 NC N/A -198165.45000000 -0.00955155257 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17329012.00000000 BRL 4096325.99000000 USD 2020-03-18 -198165.45 N N N N/A N/A N/A 1.00000000 NC N/A -12813.60000000 -0.00061761409 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7000000.00000000 MXN 353290.35000000 USD 2020-03-18 -12813.6 N N N N/A N/A N/A 1.00000000 NC N/A 129732.42000000 0.006253088167 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5823178.73000000 USD 7728099.00000000 CAD 2020-03-18 129732.42 N N N N/A N/A N/A 1.00000000 NC N/A -17473.83000000 -0.00084223665 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1568912.00000000 EUR 1750689.94000000 USD 2020-03-18 -17473.83 N N N N/A N/A N/A 1.00000000 NC N/A -150849.91000000 -0.00727094882 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11043879.00000000 EUR 12295601.36000000 USD 2020-03-18 -150849.91 N N N N/A N/A N/A 1.00000000 NC N/A 48754.67000000 0.002349969653 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2574665.29000000 USD 1976438.00000000 GBP 2020-03-18 48754.67 N N N N/A N/A N/A 1.00000000 NC N/A 119530.26000000 0.005761345193 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5833380.89000000 USD 7728099.00000000 CAD 2020-03-18 119530.26 N N N N/A N/A N/A -7362.00000000 NC 651609.11000000 0.031407486389 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Schatz 2020-03-06 -823844610 EUR 651609.11 N N N N/A N/A N/A 1.00000000 NC N/A 189968.58000000 0.009156464357 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8070195.20000000 USD 11748917.00000000 AUD 2020-03-18 189968.58 N N N Matador Resources Co. 549300CI3Q2UUK5R4G79 576485205 -47316.00000000 NS USD -850268.52000000 -0.04098284778 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -3579.88000000 -0.00017254981 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3507000.00000000 CNY 499343.87000000 USD 2020-03-18 -3579.88 N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 74834L100 3578.00000000 NS USD 382094.62000000 0.018416918046 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -29712.15000000 -0.00143212231 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1615334.00000000 EUR 1790769.22000000 USD 2020-03-18 -29712.15 N N N N/A N/A N/A 1.00000000 NC N/A -8.15000000 -0.00000039282 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2500000.00000000 MXN 130743.26000000 USD 2020-03-18 -8.15 N N N 2U, Inc. 5493008RVTXVR43PYF84 90214J101 -74700.00000000 NS USD -1792053.00000000 -0.08637675462 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -27005.69000000 -0.00130167124 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1383240.00000000 EUR 1531905.74000000 USD 2020-03-18 -27005.69 N N N N/A N/A N/A 1.00000000 NC N/A 69238.01000000 0.003337264355 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2764386.01000000 USD 2134802.00000000 GBP 2020-03-18 69238.01 N N N Globus Medical, Inc. 5299003M2P4CIK0RF205 379577208 150633.00000000 NS USD 8869271.04000000 0.427497874415 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -175560.57000000 -0.00846199988 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14853438.00000000 BRL 3505431.88000000 USD 2020-03-18 -175560.57 N N N N/A N/A N/A 1.00000000 NC N/A 42782.67000000 0.002062119919 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1300864.28000000 USD 1550000000.00000000 KRW 2020-03-18 42782.67 N N N N/A N/A N/A 1.00000000 NC N/A 40383.10000000 0.001946460913 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1933496.22000000 USD 2562500.00000000 CAD 2020-03-18 40383.1 N N N N/A N/A N/A 1.00000000 NC N/A 2840.11000000 0.000136892985 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 272147.88000000 USD 244000.00000000 EUR 2020-03-18 2840.11 N N N N/A N/A N/A 1.00000000 NC N/A 13695.64000000 0.000660128319 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2283507.21000000 USD 2650000000.00000000 KRW 2020-03-18 13695.64 N N N N/A N/A N/A 1.00000000 NC N/A 66164.65000000 0.003189128746 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5964707.64000000 USD 42054624.00000000 CNY 2020-03-18 66164.65 N N N N/A N/A N/A 1.00000000 NC N/A -179631.88000000 -0.00865823657 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6491867.00000000 CHF 6564210.21000000 USD 2020-03-18 -179631.88 N N N Snap, Inc. 549300JNC0L6VP8A2Q35 83304A106 -486903.00000000 NS USD -7951125.99000000 -0.38324338546 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -11378.35000000 -0.00054843520 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 230584056.00000000 HUF 773052.93000000 USD 2020-03-18 -11378.35 N N N N/A N/A N/A 1.00000000 NC N/A -3751.67000000 -0.00018083007 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2719866.00000000 DKK 406660.04000000 USD 2020-03-18 -3751.67 N N N Aaron's, Inc. 529900IVEJ72I7MQ3Z14 002535300 32779.00000000 NS USD 1872008.69000000 0.090230609962 Long EC CORP US N 1 N N N N/A N/A N/A -4983.00000000 NC 9514768.99000000 0.458610803575 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Short Canada Canada 10 Year Bond 2020-03-20 -685062840 CAD 9514768.99 N N N N/A N/A N/A 1.00000000 NC N/A 119537.56000000 0.005761697052 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5833373.59000000 USD 7728099.00000000 CAD 2020-03-18 119537.56 N N N N/A N/A N/A 1.00000000 NC N/A 13998.78000000 0.000674739633 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 896213.67000000 USD 1050000000.00000000 KRW 2020-03-18 13998.78 N N N Canada Goose Holdings, Inc. 529900891XBE6RV8JR07 135086106 -130942.00000000 NS -4740351.48000000 -0.22848441236 Short EC CORP CA N 1 N N N N/A N/A N/A -12385.00000000 NC 624152.67000000 0.030084089045 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Sterling 2020-06-17 -1536978500 GBP 624152.67 N N N Splunk, Inc. 549300XGDSGBP6UEI867 848637104 -23521.00000000 NS USD -3522740.17000000 -0.16979568309 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -96817.08000000 -0.00466657245 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19734836.00000000 NOK 2151571.34000000 USD 2020-03-18 -96817.08 N N N Wayfair, Inc. 54930027N9ZAVYFDHK53 94419L101 -91662.00000000 NS USD -8283494.94000000 -0.39926353176 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -70081.17000000 -0.00337790457 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14096314.00000000 NOK 1535910.85000000 USD 2020-03-18 -70081.17 N N N N/A N/A N/A -1282.00000000 NC 1467695.52000000 0.070742760285 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short Australia Australia 10 Year Bond 2020-03-16 -183272335.48 AUD 1467695.52 N N N N/A N/A 000000000 59187600000.00000000 PA 3380501.09000000 0.162939775311 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2020-03-12 0 USD 0 USD 59187600000 KRW 3380501.09 N N N N/A N/A N/A 1.00000000 NC N/A 143013.34000000 0.006893227029 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5809897.81000000 USD 7728099.00000000 CAD 2020-03-18 143013.34 N N N N/A N/A N/A -963.00000000 NC USD 151657.63000000 0.007309880842 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Short SGX NIFTY 50 Index XC0006013996 2020-01-30 -23583870 USD 151657.63 N N N N/A N/A N/A 1.00000000 NC N/A -64778.51000000 -0.00312231695 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25093399.00000000 SEK 2624050.86000000 USD 2020-03-18 -64778.51 N N N N/A N/A N/A 1.00000000 NC N/A -95748.32000000 -0.00461505833 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8690265.00000000 EUR 9698180.05000000 USD 2020-03-18 -95748.32 N N N Switch, Inc. 549300EZ98N5Y55J4X37 87105L104 -221890.00000000 NS USD -3288409.80000000 -0.15850098540 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 670.66000000 0.000032325737 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 40358.34000000 USD 39496.00000000 CHF 2020-03-18 670.66 N N N Fastenal Co. 529900PP0C7H2HHPSJ32 311900104 -189101.00000000 NS USD -6987281.95000000 -0.33678621028 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 94619.13000000 0.004560631507 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2964963.86000000 USD 58500000.00000000 MXN 2020-03-18 94619.13 N N N Italgas SpA 815600F25FF44EF1FA76 N/A 687867.00000000 NS 4205411.08000000 0.202700344778 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2853.46000000 -0.00013753645 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1726000.00000000 CNY 244664.76000000 USD 2020-03-18 -2853.46 N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 064149107 40180.00000000 NS 2269610.72000000 0.109394983440 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -28151.49000000 -0.00135689867 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1559628.00000000 EUR 1729549.22000000 USD 2020-03-18 -28151.49 N N N N/A N/A N/A 1.00000000 NC N/A 782.31000000 0.000037707254 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 40248.76000000 USD 39498.00000000 CHF 2020-03-18 782.31 N N N N/A N/A N/A 1.00000000 NC N/A 88127.42000000 0.004247731809 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12646181.31000000 USD 9593802.00000000 GBP 2020-03-18 88127.42 N N N N/A N/A N/A 1.00000000 NC N/A 266347.87000000 0.012837937612 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12467960.86000000 USD 9593802.00000000 GBP 2020-03-18 266347.87 N N N LKQ Corp. DS830JTTZQN6GK0I2E41 501889208 -54479.00000000 NS USD -1944900.30000000 -0.09374397743 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -6667.44000000 -0.00032136986 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 823500.00000000 SGD 606069.48000000 USD 2020-03-18 -6667.44 N N N Quebecor, Inc. N/A 748193208 152954.00000000 NS 3903504.34000000 0.188148473600 Long EC CORP CA N 1 N N N Apache Corp. 72ZZ1XRHOOU9P9X16K08 037411105 -666269.00000000 NS USD -17049823.71000000 -0.82179960025 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -4020.79000000 -0.00019380162 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15500000.00000000 MXN 806637.95000000 USD 2020-03-18 -4020.79 N N N N/A N/A N/A 1348.00000000 NC -1096753.97000000 -0.05286341896 N/A DE ES N 1 BME Clearing 5299009QA8BBE2OOB349 Long IBEX 35 Index ES0SI0000005 2020-01-17 128441484 EUR -1096753.97 N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112103 192810.00000000 NS USD 10369321.80000000 0.499800153658 Long EC CORP US N 1 N N N Stryker Corp. 5493002F0SC4JTBU5137 863667101 1864.00000000 NS USD 391328.16000000 0.018861973644 Long EC CORP US N 1 N N N Inogen, Inc. 549300J8WJIVTOJ8IH97 45780L104 19337.00000000 NS USD 1321297.21000000 0.063686378079 Long EC CORP US N 1 N N N Noble Energy, Inc. 02VFQXG2D1LR5ZH3K186 655044105 -750852.00000000 NS USD -18651163.68000000 -0.89898400811 Short EC CORP US N 1 N N N Franco-Nevada Corp. N/A 351858105 -37042.00000000 NS -3825006.18000000 -0.18436487104 Short EC CORP CA N 1 N N N Cadence Design Systems, Inc. GCT7RXJOGLXPV0NXZY22 127387108 151069.00000000 NS USD 10478145.84000000 0.505045460243 Long EC CORP US N 1 N N N N/A N/A N/A 3607.00000000 NC USD -691695.50000000 -0.03333964591 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month Eurodollar 2020-12-14 887141650 USD -691695.5 N N N West Pharmaceutical Services, Inc. 5493007NKRGM1RJQ1P16 955306105 3218.00000000 NS USD 483761.94000000 0.023317271525 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 291106.91000000 0.014031320577 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12443201.82000000 USD 9593802.00000000 GBP 2020-03-18 291106.91 N N N N/A N/A N/A 1.00000000 NC N/A -4068.79000000 -0.00019611522 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 72180102.00000000 SEK 7730235.29000000 USD 2020-03-18 -4068.79 N N N N/A N/A N/A 1.00000000 NC N/A -6407.12000000 -0.00030882246 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 250000000.00000000 KRW 210310.13000000 USD 2020-03-18 -6407.12 N N N Banco Espirito Santo SA 635400JV7IJL16OWIT96 N/A -216618.00000000 NS -2.43000000 -0.00000011712 Short EC CORP PT N 3 N N N N/A N/A N/A 1.00000000 NC N/A 24129.95000000 0.001163060897 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 864979.64000000 USD 17000000.00000000 MXN 2020-03-18 24129.95 N N N Dover Corp. 549300FMC2ALGA7N9E80 260003108 -9901.00000000 NS USD -1141189.26000000 -0.05500519498 Short EC CORP US N 1 N N N Air Canada 4B4HI3CGXMBDC0G6BM51 008911877 491970.00000000 NS 18378548.92000000 0.885844007102 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2042.79000000 0.000098462250 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 204594.31000000 USD 6178500.00000000 THB 2020-03-18 2042.79 N N N N/A N/A N/A 1.00000000 NC N/A 2524.75000000 0.000121692668 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 157896.43000000 USD 608508.00000000 PLN 2020-03-18 2524.75 N N N N/A N/A N/A 1.00000000 NC N/A -22715.86000000 -0.00109490191 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 900000000.00000000 KRW 757466.24000000 USD 2020-03-18 -22715.86 N N N CI Financial Corp. 549300M9W7JJQSVCEM78 125491100 183067.00000000 NS 3060632.68000000 0.147522153643 Long EC CORP CA N 1 N N N Kinross Gold Corp. 549300UEBMAQDN0K0R06 496902404 212310.00000000 NS 1007146.12000000 0.048544330597 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -5744.88000000 -0.00027690257 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 142911236.00000000 HUF 480429.43000000 USD 2020-03-18 -5744.88 N N N Wheaton Precious Metals Corp. 549300XSFG5ZCGVYD886 962879102 -431479.00000000 NS -12839204.16000000 -0.61884820779 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2185.99000000 -0.00010536447 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2500000.00000000 MXN 128565.42000000 USD 2020-03-18 -2185.99 N N N N/A N/A N/A 1.00000000 NC N/A 42781.04000000 0.002062041354 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1300865.91000000 USD 1550000000.00000000 KRW 2020-03-18 42781.04 N N N N/A N/A N/A 1.00000000 NC N/A 2490.75000000 0.000120053872 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 129418.28000000 USD 500356.00000000 PLN 2020-03-18 2490.75 N N N N/A N/A N/A 1.00000000 NC N/A -108572.09000000 -0.00523316262 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8690265.00000000 EUR 9685356.28000000 USD 2020-03-18 -108572.09 N N N Coupa Software, Inc. 549300Q95ICR2GFL2K37 22266L106 -41915.00000000 NS USD -6130068.75000000 -0.29546862970 Short EC CORP US N 1 N N N CDK Global, Inc. 5493000L10CYRTHIJ385 12508E101 86943.00000000 NS USD 4754043.24000000 0.229144353669 Long EC CORP US N 1 N N N Davide Campari-Milano SpA 213800ED5AN2J56N6Z02 N/A -729494.00000000 NS -6665601.25000000 -0.32128123644 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1214.32000000 -0.00005853008 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5660000.00000000 CNY 810461.87000000 USD 2020-03-18 -1214.32 N N N N/A N/A N/A 1.00000000 NC N/A 242739.38000000 0.011700011028 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8803976.20000000 USD 172975488.00000000 MXN 2020-03-18 242739.38 N N N Devon Energy Corp. 54930042348RKR3ZPN35 25179M103 -109065.00000000 NS USD -2832418.05000000 -0.13652223394 Short EC CORP US N 1 N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 256677105 37290.00000000 NS USD 5816494.20000000 0.280354371383 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 266363.45000000 0.012838688566 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12467945.28000000 USD 9593802.00000000 GBP 2020-03-18 266363.45 N N N N/A N/A N/A 1.00000000 NC N/A -552.26000000 -0.00002661887 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 49000.00000000 EUR 54670.74000000 USD 2020-03-18 -552.26 N N N Gardner Denver Holdings, Inc. 5299004C02FMZCUOIR50 36555P107 -11310.00000000 NS USD -414850.80000000 -0.01999576226 Short EC CORP US N 1 N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 -122008.00000000 NS USD -7934180.24000000 -0.38242660220 Short EC CORP US N 1 N N N N/A N/A 000000000 163265674.52000001 PA -3496835.64000000 -0.16854708763 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus BBSW or RBA +/- spread (-0.08% to 0.04%). AUD Currency. Maturity 60-61 Months 04/19/23 to 12/20/24 Insurance Australia Group Ltd. 1164521.04000000 USD 69862.50000000 USD Harvey Norman Holdings Ltd. 4330023.78000000 USD 248072.35000000 USD Transurban Group 419728.78000000 USD 7491.23000000 USD Afterpay Ltd. 4260414.11000000 USD 272333.18000000 USD APA Group 6414225.86000000 USD -826179.76000000 USD Boral Ltd. 368519.54000000 USD -3476.41000000 USD Evolution Mining Ltd. 707095.91000000 USD -138779.94000000 USD Lendlease Group 6076980.24000000 USD -1185274.84000000 USD AMP Ltd. 4565047.27000000 USD 289615.42000000 USD Telstra Corp. Ltd. 8569755.35000000 USD 297204.92000000 USD Newcrest Mining Ltd. 5110179.19000000 USD 1231621.35000000 USD Beach Energy Ltd. 3359730.99000000 USD 120027.61000000 USD Challenger Ltd. 8473644.23000000 USD -52473.80000000 USD Flight Centre Travel Group Ltd. 484241.57000000 USD -267389.52000000 USD Ramsay Health Care Ltd. 2241474.82000000 USD -150493.91000000 USD Alumina Ltd. 1930347.26000000 USD -55367.96000000 USD Origin Energy Ltd. 5565085.71000000 USD -809642.39000000 USD Aurizon Holdings Ltd. 2046336.65000000 USD 3829.59000000 USD REA Group Ltd. 659124.49000000 USD -27750.35000000 USD Medibank Pvt Ltd. 5231412.16000000 USD -432655.44000000 USD Northern Star Resources Ltd. 602381.67000000 USD 10985.73000000 USD Woodside Petroleum Ltd. 3163649.48000000 USD 414866.57000000 USD Suncorp Group Ltd. 557202.38000000 USD 43869.80000000 USD South32 Ltd. 5099413.81000000 USD -906862.82000000 USD National Australia Bank Ltd. 405123.66000000 USD 19982.60000000 USD SEEK Ltd. 5556282.81000000 USD -1052232.35000000 USD Fortescue Metals Group Ltd. 17296395.04000000 USD 4302423.61000000 USD Oil Search Ltd. 1416472.96000000 USD 1034.94000000 USD Domino's Pizza Enterprises Ltd. 431000.31000000 USD -81130.12000000 USD BlueScope Steel Ltd. 8743779.44000000 USD 1571387.05000000 USD Westpac Banking Corp. 622669.51000000 USD 97673.06000000 USD Treasury Wine Estates Ltd. 2943632.88000000 USD -192565.22000000 USD Wesfarmers Ltd. 2683124.29000000 USD 340143.60000000 USD Atlas Arteria Ltd. 2072541.39000000 USD -8038.50000000 USD Iluka Resources Ltd. 1928581.83000000 USD 217192.83000000 USD CIMIC Group Ltd. 744545.90000000 USD -202168.38000000 USD James Hardie Industries plc 11649490.81000000 USD -4085009.56000000 USD WiseTech Global Ltd. 1054598.04000000 USD 210406.46000000 USD Commonwealth Bank of Australia 548412.27000000 USD 15391.36000000 USD QBE Insurance Group Ltd. 8035923.18000000 USD -1679818.77000000 USD WorleyParsons Ltd. 918498.18000000 USD -130371.95000000 USD AGL Energy Ltd. 14814065.73000000 USD 67640.61000000 USD Y 2023-04-19 0 USD 0 USD 163265675 USD -2434625.62 N N N N/A N/A N/A 1.00000000 NC N/A 312955.61000000 0.015084425479 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8918386.71000000 USD 176505598.00000000 MXN 2020-03-18 312955.61 N N N N/A N/A N/A 1.00000000 NC N/A -93565.16000000 -0.00450983027 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20411234.00000000 NOK 2231885.24000000 USD 2020-03-18 -93565.16 N N N N/A N/A N/A 1.00000000 NC N/A -21071.67000000 -0.00101565214 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22812692.00000000 ILS 6611977.29000000 USD 2020-03-18 -21071.67 N N N United States of America 254900HROIFWPRGM1V77 912796TM1 7739000.00000000 PA USD 7709167.24000000 0.371581000710 Long STIV UST US N 2 2020-04-02 None 0.00000000 N N N N N N Imperial Oil Ltd. 549300MO45LTBPAU4Z27 453038408 -14318.00000000 NS -378748.07000000 -0.01825561470 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 65430.72000000 0.003153753402 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5969682.36000000 USD 42084196.00000000 CNY 2020-03-18 65430.72 N N N N/A N/A N/A 1.00000000 NC N/A 3002.31000000 0.000144711006 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 136311.04000000 USD 528442.00000000 PLN 2020-03-18 3002.31 N N N Brookfield Asset Management, Inc. C6J3FGIWG6MBDGTE8F80 112585104 19011.00000000 NS 1098452.37000000 0.052945281658 Long EC CORP CA N 1 N N N Donaldson Co., Inc. OZE6KXY9QQPR8EJ8WL20 257651109 -48709.00000000 NS USD -2806612.58000000 -0.13527841316 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -198170.58000000 -0.00955179984 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17329014.00000000 BRL 4096321.35000000 USD 2020-03-18 -198170.58 N N N N/A N/A N/A 1.00000000 NC N/A -24406.90000000 -0.00117640985 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1318258.00000000 EUR 1461269.82000000 USD 2020-03-18 -24406.9 N N N N/A N/A N/A -209.00000000 NC 104713.27000000 0.005047167929 N/A DE MX N 1 Asigna Compensacion y Liquidacion 549300T5G56HZH1I6F15 Short MEX BOLSA Index MEXBOL Index 2020-03-20 -92449060 MXN 104713.27 N N N N/A N/A N/A 1.00000000 NC N/A -882.09000000 -0.00004251663 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4000000.00000000 MXN 208320.17000000 USD 2020-03-18 -882.09 N N N Cars.com, Inc. 5493002G6J07LNGX4M98 14575E105 145614.00000000 NS USD 1779403.08000000 0.085767029894 Long EC CORP US N 1 N N N Koninklijke Vopak NV 724500UL634GFV1KYF10 N/A -91450.00000000 NS -4969428.63000000 -0.23952590543 Short EC CORP NL N 2 N N N N/A N/A 000000000 32953161.59000000 PA 2611095.17000000 0.125854495824 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 4-24 Months 02/18/20 Adevinta ASA 594131.55000000 USD -277530.72000000 USD Mowi ASA 11354499.90000000 USD 4066760.94000000 USD DNB ASA 1981415.81000000 USD 28060.84000000 USD Telenor ASA 1538148.56000000 USD 183737.03000000 USD Subsea 7 SA 1670709.87000000 USD -29807.99000000 USD Equinor ASA 2079043.11000000 USD -464568.09000000 USD Gjensidige Forsikring ASA 474877.66000000 USD 57967.31000000 USD Yara International ASA 1213749.54000000 USD 30797.03000000 USD Schibsted ASA, Class A 4701608.10000000 USD -1555152.72000000 USD Salmar ASA 2410058.41000000 USD 517681.47000000 USD Norsk Hydro ASA 4934919.08000000 USD -83790.33000000 USD Y 2020-02-18 0 USD 0 USD 32953162 USD 2474154.78 N N N N/A N/A N/A 1.00000000 NC N/A 52192.86000000 0.002515690027 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2652630.67000000 USD 2037766.00000000 GBP 2020-03-18 52192.86 N N N N/A N/A N/A 1.00000000 NC N/A 6940.53000000 0.000334532771 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 710973.82000000 USD 932000.00000000 CAD 2020-03-18 6940.53 N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431109 20442.00000000 NS USD 4044858.54000000 0.194961730266 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 6939.64000000 0.000334489873 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 710974.71000000 USD 932000.00000000 CAD 2020-03-18 6939.64 N N N Zscaler, Inc. N/A 98980G102 -15416.00000000 NS USD -716844.00000000 -0.03455180080 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 8006.56000000 0.000385915298 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 681559.69000000 USD 4808500.00000000 CNY 2020-03-18 8006.56 N N N N/A N/A N/A 10.00000000 NC USD -10467.00000000 -0.00050450823 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-03-18 1543750 USD -10467 N N N Omnicom Group, Inc. HKUPACFHSSASQK8HLS17 681919106 12929.00000000 NS USD 1047507.58000000 0.050489748465 Long EC CORP US N 1 N N N Adobe, Inc. FU4LY2G4933NH2E1CP29 00724F101 16293.00000000 NS USD 5373594.33000000 0.259006647072 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -4078.45000000 -0.00019658083 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 72180102.00000000 SEK 7730225.63000000 USD 2020-03-18 -4078.45 N N N Leonardo SpA 529900X4EEX1U9LN3U39 N/A 194017.00000000 NS 2275302.63000000 0.109669332867 Long EC CORP IT N 2 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110L106 -37859.00000000 NS USD -12250036.63000000 -0.59045039859 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -185093.98000000 -0.00892150918 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6648298.00000000 CHF 6721250.82000000 USD 2020-03-18 -185093.98 N N N N/A N/A N/A 1.00000000 NC N/A -1985.76000000 -0.00009571341 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2535500.00000000 CNY 361619.36000000 USD 2020-03-18 -1985.76 N N N Banca Generali SpA 815600903231FA2E7698 N/A -40233.00000000 NS -1307926.63000000 -0.06304191761 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -41718.94000000 -0.00201084825 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 69328981.00000000 TWD 2289433.80000000 USD 2020-03-18 -41718.94 N N N CNX Resources Corp. 549300JK3KH8PWM3B226 12653C108 419189.00000000 NS USD 3709822.65000000 0.178813037754 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -127283.98000000 -0.00613507363 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6530974.00000000 CHF 6657183.01000000 USD 2020-03-18 -127283.98 N N N Eni SpA BUCRF72VH5RBN7X3VL35 N/A 430469.00000000 NS 6685713.44000000 0.322250641756 Long EC CORP IT N 2 N N N Buzzi Unicem SpA 5299003DX5YLKSVJ6K59 N/A -149633.00000000 NS -3771786.18000000 -0.18179967298 Short EC CORP IT N 2 N N N Trinity Industries, Inc. R1JB4KXN77XFCXOQKV49 896522109 -214481.00000000 NS USD -4750754.15000000 -0.22898581989 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -260025.15000000 -0.01253318321 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10869986207.00000000 KRW 9162828.92000000 USD 2020-03-18 -260025.15 N N N Terex Corp. YAWJZJYEQ7M1SYMOS462 880779103 20251.00000000 NS USD 603074.78000000 0.029068137099 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 129987.48000000 0.006265382030 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5822921.36000000 USD 7728096.00000000 CAD 2020-03-18 129987.48 N N N Univar Solutions, Inc. 549300VSXHFQVR770L55 91336L107 -708416.00000000 NS USD -17172003.84000000 -0.82768866888 Short EC CORP US N 1 N N N Alliance Data Systems Corp. 549300G8S4PO686J7H97 018581108 20155.00000000 NS USD 2261391.00000000 0.108998793853 Long EC CORP US N 1 N N N Premier, Inc. N/A 74051N102 -270713.00000000 NS USD -10254608.44000000 -0.49427098250 Short EC CORP US N 1 N N N Science Applications International Corp. 549300LZPNZIXQGZPZ48 808625107 7984.00000000 NS USD 694767.68000000 0.033487724647 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -962.62000000 -0.00004639817 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 57500.00000000 CAD 43329.31000000 USD 2020-03-18 -962.62 N N N N/A N/A N/A 1.00000000 NC N/A 10867.83000000 0.000523828193 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 906283.25000000 USD 6395500.00000000 CNY 2020-03-18 10867.83 N N N Hexcel Corp. S6Q7LW43WUBUHXY2QP69 428291108 15320.00000000 NS USD 1123109.20000000 0.054133738113 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1469.24000000 0.000070817204 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 31324.92000000 USD 287845.00000000 NOK 2020-03-18 1469.24 N N N Poste Italiane SpA 815600354DEDBD0BA991 N/A 1718167.00000000 NS 19523318.44000000 0.941021770222 Long EC CORP IT Y 2 N N N N/A N/A N/A 1.00000000 NC N/A 239367.30000000 0.011537477149 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4267312.98000000 USD 63750000.00000000 ZAR 2020-03-18 239367.3 N N N United States of America 254900HROIFWPRGM1V77 912796TT6 2568000.00000000 PA USD 2554304.52000000 0.123117192831 Long STIV UST US N 2 2020-05-07 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -11924.67000000 -0.00057476776 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6500000.00000000 MXN 328029.00000000 USD 2020-03-18 -11924.67 N N N CCL Industries, Inc. 549300TD3EMSRRC0YH75 124900309 -74463.00000000 NS -3172225.30000000 -0.15290090547 Short EC CORP CA N 1 N N N Owens Corning JO5M6676RDJIZ2U8X907 690742101 164107.00000000 NS USD 10686647.84000000 0.515095233376 Long EC CORP US N 1 N N N Husky Energy, Inc. N/A 448055103 158998.00000000 NS 1275853.19000000 0.061495981386 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -90677.59000000 -0.00437064971 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18325206.00000000 NOK 1997111.79000000 USD 2020-03-18 -90677.59 N N N N/A N/A N/A 1.00000000 NC N/A 80395.75000000 0.003875066178 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2993828.58000000 USD 2316066.00000000 GBP 2020-03-18 80395.75 N N N Ferrari NV 549300RIVY5EX8RCON76 N/A -95887.00000000 NS -15920660.35000000 -0.76737405230 Short EC CORP NL N 2 N N N Teradata Corp. 549300JU9SOUHV4U4R71 88076W103 -17557.00000000 NS USD -470000.89000000 -0.02265399045 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 22598.71000000 0.001089255300 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 784769.23000000 USD 3062500.00000000 PLN 2020-03-18 22598.71 N N N Genting Singapore Ltd. 254900Y2N3AK93K1O866 N/A 1319700.00000000 NS 903716.08000000 0.043559014211 Long EC CORP SG N 2 N N N N/A N/A N/A 1.00000000 NC N/A -148722.13000000 -0.00716839007 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10869986207.00000000 KRW 9274131.94000000 USD 2020-03-18 -148722.13 N N N Linamar Corp. 549300LW6VIYFRMFBU20 53278L107 118349.00000000 NS 4477676.15000000 0.215823490771 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 26.59000000 0.000001281635 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3354.41000000 USD 3000.00000000 EUR 2020-03-18 26.59 N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734107 111700.00000000 NS 3343559.35000000 0.161159187565 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -337435.55000000 -0.01626435585 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 70481563.00000000 NOK 7692523.78000000 USD 2020-03-18 -337435.55 N N N N/A N/A N/A -2508.00000000 NC 377744.87000000 0.018207260581 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Sterling 2020-03-18 -311148750 GBP 377744.87 N N N N/A N/A N/A 1.00000000 NC N/A -165057.68000000 -0.00795576175 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6843838.00000000 CHF 6944416.80000000 USD 2020-03-18 -165057.68 N N N N/A N/A N/A 1.00000000 NC N/A -187110.39000000 -0.00901869991 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6609190.00000000 CHF 6678608.47000000 USD 2020-03-18 -187110.39 N N N N/A N/A N/A 1.00000000 NC N/A -491004.88000000 -0.02366638042 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 48244500.00000000 AUD 33427650.88000000 USD 2020-03-18 -491004.88 N N N N/A N/A N/A 1.00000000 NC N/A 333909.75000000 0.016094412689 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8897432.57000000 USD 176505598.00000000 MXN 2020-03-18 333909.75 N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066G104 -9488.00000000 NS USD -2232526.40000000 -0.10760752335 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -148733.72000000 -0.00716894870 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10869986206.00000000 KRW 9274120.35000000 USD 2020-03-18 -148733.72 N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776696106 1188.00000000 NS USD 420825.24000000 0.020283729608 Long EC CORP US N 1 N N N N/A N/A N/A 12661.00000000 NC -1518069.65000000 -0.07317078773 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long EURO STOXX 50 Index EU0009658145 2020-03-20 472128690 EUR -1518069.65 N N N N/A N/A 000000000 197820.00000000 PA 431.10000000 0.000020778971 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-02-28 0 USD 0 USD 197820 TRY 431.1 N N N N/A N/A N/A 751138.42000000 PA USD -25849.56000000 -0.00124594590 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Emerging Markets Thailand Net Total Return Index MSCI Emerging Markets Thailand Net Total Return Index Y 2020-03-18 0 USD 0 USD 751138.42 USD -25849.56 N N N Antero Resources Corp. APVBKPOULHUX7YZLKU17 03674X106 -1272304.00000000 NS USD -3626066.40000000 -0.17477599585 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -265745.59000000 -0.01280890778 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10869986208.00000000 KRW 9157108.48000000 USD 2020-03-18 -265745.59 N N N N/A N/A N/A 1.00000000 NC N/A -2800.96000000 -0.00013500595 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3214000.00000000 CNY 458104.92000000 USD 2020-03-18 -2800.96 N N N N/A N/A N/A 1.00000000 NC N/A 308906.68000000 0.014889267505 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8922435.64000000 USD 176505598.00000000 MXN 2020-03-18 308906.68 N N N N/A N/A N/A 402101.52000000 PA USD -2090.55000000 -0.00010076427 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Emerging Markets Thailand Net Total Return Index MSCI Emerging Markets Thailand Net Total Return Index Y 2020-03-18 0 USD 0 USD 402101.52 USD -2090.55 N N N N/A N/A N/A 57.00000000 NC -18149.04000000 -0.00087478170 N/A DIR JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Long Japan Japan 10 Year Bond 2020-03-13 8674260000 JPY -18149.04 N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884L109 -612091.00000000 NS USD -6671791.90000000 -0.32157962508 Short EC CORP US N 1 N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200101 120881.00000000 NS USD 16202889.24000000 0.780977453305 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1061.70000000 -0.00005117382 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9000000.00000000 MXN 469643.38000000 USD 2020-03-18 -1061.7 N N N N/A N/A N/A 1.00000000 NC N/A -84633.91000000 -0.00407934501 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1092375000.00000000 HUF 3631551.56000000 USD 2020-03-18 -84633.91 N N N N/A N/A N/A 1.00000000 NC N/A -851.42000000 -0.00004103834 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 103000.00000000 CAD 78488.90000000 USD 2020-03-18 -851.42 N N N N/A N/A N/A 1.00000000 NC N/A -20763.10000000 -0.00100077910 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1263460.00000000 EUR 1403156.28000000 USD 2020-03-18 -20763.1 N N N Schlumberger Ltd. 213800ZUA17OK3QLGM62 806857108 -683695.00000000 NS USD -27484539.00000000 -1.32475171283 Short EC CORP CW N 1 N N N N/A N/A N/A 1.00000000 NC N/A 14901.64000000 0.000718257385 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2661254.36000000 USD 192093695.00000000 INR 2020-03-18 14901.64 N N N N/A N/A N/A 1.00000000 NC N/A -248275.43000000 -0.01196684802 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17329012.00000000 BRL 4046216.01000000 USD 2020-03-18 -248275.43 N N N N/A N/A N/A 1.00000000 NC N/A -154604.67000000 -0.00745192784 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6452760.00000000 CHF 6548612.52000000 USD 2020-03-18 -154604.67 N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 633067103 105941.00000000 NS 5880580.09000000 0.283443304130 Long EC CORP CA N 1 N N N Seven Generations Energy Ltd. 549300XZHTA2VXQWAL67 81783Q105 780027.00000000 NS 5087850.83000000 0.245233842258 Long EC CORP CA N 1 N N N Covetrus, Inc. 5493009S30DUFCF75V87 22304C100 -301662.00000000 NS USD -3981938.40000000 -0.19192898653 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 217114.55000000 0.010464897082 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4289565.73000000 USD 63750000.00000000 ZAR 2020-03-18 217114.55 N N N N/A N/A N/A 1.00000000 NC N/A 135723.16000000 0.006541841166 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5817185.68000000 USD 7728096.00000000 CAD 2020-03-18 135723.16 N N N N/A N/A N/A 1.00000000 NC N/A -1174.12000000 -0.00005659245 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 42407326.00000000 KRW 35587.48000000 USD 2020-03-18 -1174.12 N N N N/A N/A N/A 1403.00000000 NC USD -1065054.37000000 -0.05133550178 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Natural Gas 2020-01-29 30711670 USD -1065054.37 N N N N/A N/A N/A 1.00000000 NC N/A 248454.85000000 0.011975496045 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4258225.43000000 USD 63750000.00000000 ZAR 2020-03-18 248454.85 N N N N/A N/A N/A 1.00000000 NC N/A -169222.37000000 -0.00815649935 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6163436.00000000 CHF 6233441.01000000 USD 2020-03-18 -169222.37 N N N N/A N/A N/A 1.00000000 NC N/A 18904.61000000 0.000911200092 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 841978.44000000 USD 648574.00000000 GBP 2020-03-18 18904.61 N N N N/A N/A N/A 1.00000000 NC N/A 16383.88000000 0.000789701187 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 742146.08000000 USD 571463.00000000 GBP 2020-03-18 16383.88 N N N N/A N/A N/A 1.00000000 NC N/A -563948.07000000 -0.02718223404 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25049844.00000000 CHF 25458179.66000000 USD 2020-03-18 -563948.07 N N N N/A N/A 000000000 -5654000.00000000 PA -5585.45000000 -0.00026921806 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-01-30 0 USD 0 USD -5654000 HKD -5585.45 N N N N/A N/A N/A 1.00000000 NC N/A 1369.06000000 0.000065988539 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 31424.99000000 USD 287844.00000000 NOK 2020-03-18 1369.06 N N N N/A N/A N/A 1.00000000 NC N/A -133514.77000000 -0.00643539701 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4301840.00000000 CHF 4335296.69000000 USD 2020-03-18 -133514.77 N N N N/A N/A N/A 1.00000000 NC N/A 30701.79000000 0.001479822852 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 52125862.24000000 USD 5642850670.00000000 JPY 2020-03-18 30701.79 N N N N/A N/A N/A 1.00000000 NC N/A -83095.85000000 -0.00400521069 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16915575.00000000 NOK 1844094.37000000 USD 2020-03-18 -83095.85 N N N N/A N/A N/A 1.00000000 NC N/A 22599.69000000 0.001089302536 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 784768.25000000 USD 3062500.00000000 PLN 2020-03-18 22599.69 N N N N/A N/A N/A 1.00000000 NC N/A 333920.87000000 0.016094948672 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8897421.40000000 USD 176505597.00000000 MXN 2020-03-18 333920.87 N N N N/A N/A N/A 1.00000000 NC N/A 291122.46000000 0.014032070085 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12443186.27000000 USD 9593802.00000000 GBP 2020-03-18 291122.46 N N N N/A N/A N/A 1.00000000 NC N/A -27450.19000000 -0.00132309609 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1356294.00000000 EUR 1501093.10000000 USD 2020-03-18 -27450.19 N N N N/A N/A N/A 1.00000000 NC N/A -2121.04000000 -0.00010223389 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 150000000.00000000 KRW 127909.31000000 USD 2020-03-18 -2121.04 N N N N/A N/A N/A 1.00000000 NC N/A 108279.42000000 0.005219055961 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2257885.19000000 USD 3510982.00000000 NZD 2020-03-18 108279.42 N N N N/A N/A N/A 1.00000000 NC N/A 794.14000000 0.000038277459 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 40234.86000000 USD 39496.00000000 CHF 2020-03-18 794.14 N N N N/A N/A N/A 1.00000000 NC N/A -381206.88000000 -0.01837412907 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 93712057.00000000 NOK 10295400.93000000 USD 2020-03-18 -381206.88 N N N N/A N/A N/A 1.00000000 NC N/A 0.10000000 0.000000004819 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4.52000000 USD 6.00000000 CAD 2020-03-18 0.1 N N N N/A N/A N/A 1.00000000 NC N/A -6406.85000000 -0.00030880945 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 250000000.00000000 KRW 210310.40000000 USD 2020-03-18 -6406.85 N N N Finning International, Inc. 549300QLDCP11KB6XW55 318071404 -196715.00000000 NS -3832651.42000000 -0.18473337076 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -33815.35000000 -0.00162989609 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22812693.00000000 ILS 6599233.91000000 USD 2020-03-18 -33815.35 N N N N/A N/A 000000000 139822304.56999999 PA 3630226.81000000 0.174976527148 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 6-27 Months 05/18/20 Idorsia Ltd. 7628278.55000000 USD -2271492.11000000 USD Nestle SA (Registered) 7532123.22000000 USD 510260.11000000 USD Swisscom AG (Registered) 2504477.21000000 USD 104109.86000000 USD Roche Holding AG 22630596.06000000 USD 3835730.64000000 USD Swiss Life Holding AG (Registered) 18981701.78000000 USD 4743408.69000000 USD Kuehne + Nagel International AG (Registered) 1997856.59000000 USD -310632.97000000 USD Sonova Holding AG (Registered) 2646372.59000000 USD 563597.52000000 USD OC Oerlikon Corp. AG (Registered) 3130107.43000000 USD 905318.29000000 USD Credit Suisse Group AG (Registered) 2164234.20000000 USD -143024.23000000 USD ABB Ltd. (Registered) 7207440.97000000 USD -1320187.41000000 USD dormakaba Holding AG 386570.99000000 USD 3156.36000000 USD Novartis AG (Registered) 10949811.63000000 USD 905321.13000000 USD Straumann Holding AG (Registered) 690576.15000000 USD -93454.22000000 USD Alcon, Inc. 429400.08000000 USD 21559.78000000 USD ams AG 4412310.47000000 USD -645089.93000000 USD Flughafen Zurich AG (Registered) 765530.37000000 USD -26573.40000000 USD Helvetia Holding AG (Registered) 2938123.02000000 USD 542243.45000000 USD Julius Baer Group Ltd. 7009392.91000000 USD -1095603.31000000 USD Geberit AG (Registered) 412541.84000000 USD 12586.21000000 USD Lonza Group AG (Registered) 3367172.55000000 USD -39806.60000000 USD Partners Group Holding AG 6415691.21000000 USD -992174.80000000 USD EMS-Chemie Holding AG (Registered) 1249784.15000000 USD -71228.20000000 USD Zurich Insurance Group AG 4481840.63000000 USD 770603.88000000 USD Dufry AG (Registered) 3495336.55000000 USD -416336.30000000 USD Cie Financiere Richemont SA (Registered) 370904.29000000 USD -891.35000000 USD Swiss Re AG 1824330.32000000 USD -159939.32000000 USD Vifor Pharma AG 7439284.60000000 USD -1742542.23000000 USD Georg Fischer AG (Registered) 695621.31000000 USD 63798.10000000 USD Adecco Group AG (Registered) 2636873.37000000 USD 263261.80000000 USD Sika AG (Registered) 3428019.53000000 USD -521009.22000000 USD Y 2020-05-18 0 USD 0 USD 139822305 USD 3394970.26 N N N Workday, Inc. 549300J0DYC0N31V7G13 98138H101 -4193.00000000 NS USD -689538.85000000 -0.03323569562 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 3567.91000000 0.000171972863 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 395642.85000000 USD 11936500.00000000 THB 2020-03-18 3567.91 N N N N/A N/A N/A 1.00000000 NC N/A 79212.93000000 0.003818054386 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2995011.40000000 USD 2316066.00000000 GBP 2020-03-18 79212.93 N N N N/A N/A N/A 1.00000000 NC N/A 69241.47000000 0.003337431127 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2764382.55000000 USD 2134802.00000000 GBP 2020-03-18 69241.47 N N N N/A N/A N/A 1.00000000 NC N/A 52.65000000 0.000002537724 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14194.66000000 USD 49000.00000000 ILS 2020-03-18 52.65 N N N SNC-Lavalin Group, Inc. UL01OYG5OMLM5G6CFM03 78460T105 -648881.00000000 NS -14965912.71000000 -0.72135532259 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 6024.06000000 0.000290359019 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 514097.34000000 USD 600000000.00000000 KRW 2020-03-18 6024.06 N N N N/A N/A N/A 1.00000000 NC N/A 230001.06000000 0.011086025426 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4276679.22000000 USD 63750000.00000000 ZAR 2020-03-18 230001.06 N N N Shaw Communications, Inc. 549300SCT0RG6178CI40 82028K200 28761.00000000 NS 583614.30000000 0.028130144135 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -85838.98000000 -0.00413742925 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8690265.00000000 EUR 9708089.39000000 USD 2020-03-18 -85838.98 N N N N/A N/A N/A 1.00000000 NC N/A -522775.01000000 -0.02519769714 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25049844.00000000 CHF 25499352.72000000 USD 2020-03-18 -522775.01 N N N N/A N/A N/A 1.00000000 NC N/A 6818.26000000 0.000328639371 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 253242.44000000 USD 300000000.00000000 KRW 2020-03-18 6818.26 N N N N/A N/A N/A 1.00000000 NC N/A 1443.28000000 0.000069565934 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 196886.79000000 USD 1383000.00000000 CNY 2020-03-18 1443.28 N N N N/A N/A N/A 1.00000000 NC N/A -11623.47000000 -0.00056024995 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11500000.00000000 MXN 589833.02000000 USD 2020-03-18 -11623.47 N N N N/A N/A N/A 1.00000000 NC N/A -132432.66000000 -0.00638323943 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5496024.00000000 CHF 5576913.81000000 USD 2020-03-18 -132432.66 N N N N/A N/A N/A 1.00000000 NC N/A -63370.14000000 -0.00305443367 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4323500.00000000 EUR 4809214.22000000 USD 2020-03-18 -63370.14 N N N United States of America 254900HROIFWPRGM1V77 912796TV1 25975000.00000000 PA USD 25828392.16000000 1.244925619950 Long STIV UST US N 2 2020-05-14 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -441188.35000000 -0.02126522923 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 93712057.00000000 NOK 10235419.46000000 USD 2020-03-18 -441188.35 N N N N/A N/A N/A 1.00000000 NC N/A -39636.82000000 -0.00191049030 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 69328980.00000000 TWD 2291515.88000000 USD 2020-03-18 -39636.82 N N N N/A N/A N/A 1.00000000 NC N/A -29858.78000000 -0.00143918986 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14500000.00000000 MXN 728499.40000000 USD 2020-03-18 -29858.78 N N N N/A N/A N/A 1.00000000 NC N/A -5351.54000000 -0.00025794363 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1500000.00000000 BRL 366379.82000000 USD 2020-03-18 -5351.54 N N N N/A N/A N/A 1.00000000 NC N/A 64081.55000000 0.003088723559 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5971031.53000000 USD 42084196.00000000 CNY 2020-03-18 64081.55 N N N N/A N/A N/A 4782.00000000 NC USD -1617387.41000000 -0.07795789267 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month Eurodollar 2020-06-15 1175296050 USD -1617387.41 N N N QEP Resources, Inc. Q6JQDZPXKEDQKVK58165 74733V100 -1104975.00000000 NS USD -4972387.50000000 -0.23966852263 Short EC CORP US N 1 N N N Targa Resources Corp. 5493003QENHHS261UR94 87612G101 -545687.00000000 NS USD -22280400.21000000 -1.07391280387 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 260814.87000000 0.012571247629 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7999348.20000000 USD 11748916.00000000 AUD 2020-03-18 260814.87 N N N Canadian National Railway Co. 3SU7BEP7TH9YEQOZCS77 136375102 -10189.00000000 NS -921721.79000000 -0.04442688742 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 258269.47000000 0.012448559633 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8001893.60000000 USD 11748916.00000000 AUD 2020-03-18 258269.47 N N N N/A N/A N/A 1.00000000 NC N/A -3710.54000000 -0.00017884761 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 435500.00000000 SGD 320329.45000000 USD 2020-03-18 -3710.54 N N N Hubbell, Inc. 54930088VDQ6840Y6597 443510607 20555.00000000 NS USD 3038440.10000000 0.146452473763 Long EC CORP US N 1 N N N N/A N/A N/A -919.00000000 NC -746347.51000000 -0.03597386669 N/A DE HK N 1 HKCC & SEOCH 213800NM8ZN1F16ARD34 Short HSCEI HK0000004330 2020-01-30 -515145450 HKD -746347.51 N N N N/A N/A N/A 1.00000000 NC N/A 36163.89000000 0.001743095462 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2151472.12000000 USD 2840000.00000000 CAD 2020-03-18 36163.89 N N N N/A N/A N/A 1.00000000 NC N/A -169214.58000000 -0.00815612387 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6163436.00000000 CHF 6233448.80000000 USD 2020-03-18 -169214.58 N N N N/A N/A N/A 1.00000000 NC N/A 252872.84000000 0.012188442670 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12815093.88000000 USD 9845174.00000000 GBP 2020-03-18 252872.84 N N N BCE, Inc. 5493001I9203PRB5KR45 05534B760 19120.00000000 NS 885802.78000000 0.042695595150 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 55139.20000000 0.002657703287 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2700834.24000000 USD 2653000.00000000 CHF 2020-03-18 55139.2 N N N HubSpot, Inc. 529900BLNVEW0MVKJB37 443573100 -3733.00000000 NS USD -591680.50000000 -0.02851893407 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -139714.40000000 -0.00673421848 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6530978.00000000 CHF 6644756.74000000 USD 2020-03-18 -139714.4 N N N N/A N/A N/A -4166.00000000 NC USD -620056.40000000 -0.02988664928 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Corn 2020-03-13 -80768325 USD -620056.4 N N N N/A N/A N/A 520.00000000 NC -14330.72000000 -0.00069073910 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Long MSCI Singapore Index SIMSCI Index 2020-01-30 19318000 SGD -14330.72 N N N N/A N/A N/A 7899.00000000 NC -24502870.16000000 -1.18103560746 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Federal Republic of Germany Euro-Bund 2020-03-06 1346700510 EUR -24502870.16 N N N N/A N/A N/A 1.00000000 NC N/A 79426.37000000 0.003828342170 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1396759.20000000 USD 20881630.00000000 ZAR 2020-03-18 79426.37 N N N N/A N/A N/A 1.00000000 NC N/A -9426.89000000 -0.00045437504 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9754000.00000000 CNY 1389352.19000000 USD 2020-03-18 -9426.89 N N N N/A N/A N/A 1.00000000 NC N/A -157387.10000000 -0.00758604065 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5496024.00000000 CHF 5551959.37000000 USD 2020-03-18 -157387.1 N N N Monolithic Power Systems, Inc. 529900TB7O85LSZ1XU31 609839105 -16183.00000000 NS USD -2880897.66000000 -0.13885894573 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -146835.32000000 -0.00707744603 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4888456.00000000 CHF 4931361.03000000 USD 2020-03-18 -146835.32 N N N N/A N/A N/A 1.00000000 NC N/A -1282.26000000 -0.00006180478 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 147500.00000000 SGD 108467.22000000 USD 2020-03-18 -1282.26 N N N N/A N/A N/A 1.00000000 NC N/A 62926.97000000 0.003033072932 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 52093637.06000000 USD 5642850670.00000000 JPY 2020-03-18 62926.97 N N N Teradyne, Inc. C3X4YJ278QNZHRJULN75 880770102 38757.00000000 NS USD 2642839.83000000 0.127384584894 Long EC CORP US N 1 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 N/A 4134543.00000000 NS 32844088.25000000 1.583081388614 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 836.60000000 0.000040324026 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 40192.40000000 USD 39496.00000000 CHF 2020-03-18 836.6 N N N N/A N/A N/A 1.00000000 NC N/A -24405.07000000 -0.00117632165 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1318258.00000000 EUR 1461271.65000000 USD 2020-03-18 -24405.07 N N N N/A N/A N/A 1.00000000 NC N/A -24839.74000000 -0.00119727269 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1438941.00000000 EUR 1596846.72000000 USD 2020-03-18 -24839.74 N N N N/A N/A N/A 1.00000000 NC N/A 84377.14000000 0.004066968732 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3135651.00000000 USD 2425912.00000000 GBP 2020-03-18 84377.14 N N N United States of America 254900HROIFWPRGM1V77 912796TR0 12266000.00000000 PA USD 12211704.18000000 0.588602778785 Long STIV UST US N 2 2020-04-16 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 221354.97000000 0.010669284853 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9009987.35000000 USD 176505598.00000000 MXN 2020-03-18 221354.97 N N N N/A N/A N/A 1.00000000 NC N/A 48757.89000000 0.002350124857 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2574662.07000000 USD 1976438.00000000 GBP 2020-03-18 48757.89 N N N N/A N/A N/A 1.00000000 NC N/A -3580.51000000 -0.00017258018 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3507000.00000000 CNY 499343.24000000 USD 2020-03-18 -3580.51 N N N N/A N/A N/A 1.00000000 NC N/A -105980.54000000 -0.00510825020 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 23230494.00000000 NOK 2540667.95000000 USD 2020-03-18 -105980.54 N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 460690100 26755.00000000 NS USD 618040.50000000 0.029789483133 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -27538.43000000 -0.00132734925 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1531784.00000000 EUR 1698782.09000000 USD 2020-03-18 -27538.43 N N N N/A N/A N/A -244.00000000 NC -3498.48000000 -0.00016862634 N/A DE TH N 1 Clearing Company (Thailand) 5493006L9QU2265UKZ88 Short SET50 Index SET50 Index 2020-03-30 -52064720 THB -3498.48 N N N N/A N/A N/A 1.00000000 NC N/A 290960.95000000 0.014024285321 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7969202.12000000 USD 11748916.00000000 AUD 2020-03-18 290960.95 N N N N/A N/A N/A 1.00000000 NC N/A 6445.02000000 0.000310649244 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 569400.52000000 USD 4015500.00000000 CNY 2020-03-18 6445.02 N N N N/A N/A N/A 1.00000000 NC N/A -105983.71000000 -0.00510840299 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 23230494.00000000 NOK 2540664.78000000 USD 2020-03-18 -105983.71 N N N N/A N/A N/A 1.00000000 NC N/A -25419.23000000 -0.00122520404 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25000000.00000000 MXN 1282094.87000000 USD 2020-03-18 -25419.23 N N N N/A N/A N/A 1.00000000 NC N/A -128058.51000000 -0.00617240589 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6452760.00000000 CHF 6575158.68000000 USD 2020-03-18 -128058.51 N N N N/A N/A N/A 1.00000000 NC N/A 194914.54000000 0.009394859077 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4311765.74000000 USD 63750000.00000000 ZAR 2020-03-18 194914.54 N N N N/A N/A N/A 1.00000000 NC N/A -70083.09000000 -0.00337799711 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14096314.00000000 NOK 1535908.93000000 USD 2020-03-18 -70083.09 N N N N/A N/A N/A 1.00000000 NC N/A 1974.69000000 0.000095179837 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2674181.33000000 USD 192093696.00000000 INR 2020-03-18 1974.69 N N N ON Semiconductor Corp. ZV20P4CNJVT8V1ZGJ064 682189105 164371.00000000 NS USD 4007364.98000000 0.193154544858 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 765795.60000000 0.036911262465 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 56286056.90000000 USD 74065000.00000000 CAD 2020-03-18 765795.6 N N N N/A N/A N/A 1.00000000 NC N/A 86075.49000000 0.004148829012 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3133952.65000000 USD 2425912.00000000 GBP 2020-03-18 86075.49 N N N N/A N/A N/A 1.00000000 NC N/A -214993.37000000 -0.01036265644 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17329012.00000000 BRL 4079498.07000000 USD 2020-03-18 -214993.37 N N N N/A N/A N/A 1.00000000 NC N/A -138975.60000000 -0.00669860841 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10429576.00000000 EUR 11615156.21000000 USD 2020-03-18 -138975.6 N N N N/A N/A N/A 1.00000000 NC N/A -8.31000000 -0.00000040054 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2500000.00000000 MXN 130743.10000000 USD 2020-03-18 -8.31 N N N N/A N/A N/A 1.00000000 NC N/A -16697.29000000 -0.00080480751 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1383240.00000000 EUR 1542214.14000000 USD 2020-03-18 -16697.29 N N N N/A N/A N/A 1.00000000 NC N/A -38533.35000000 -0.00185730317 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 69328980.00000000 TWD 2292619.35000000 USD 2020-03-18 -38533.35 N N N Alimentation Couche-Tard, Inc. 549300OSW32RVX8CCZ87 01626P403 127370.00000000 NS 4042137.54000000 0.194830578370 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 57871.40000000 0.002789395022 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1101988.48000000 USD 16406992.00000000 ZAR 2020-03-18 57871.4 N N N N/A N/A N/A 1.00000000 NC N/A -56762.75000000 -0.00273595821 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33500000.00000000 MXN 1695306.14000000 USD 2020-03-18 -56762.75 N N N Humana, Inc. 529900YLDW34GJAO4J06 444859102 18168.00000000 NS USD 6658935.36000000 0.320959941288 Long EC CORP US N 1 N N N VMware, Inc. 549300BUDHS3LRWBE814 928563402 52304.00000000 NS USD 7939224.16000000 0.382669718582 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 670.63000000 0.000032324291 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 40360.44000000 USD 39498.00000000 CHF 2020-03-18 670.63 N N N N/A N/A N/A 1.00000000 NC N/A -9425.15000000 -0.00045429117 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9754000.00000000 CNY 1389353.93000000 USD 2020-03-18 -9425.15 N N N N/A N/A N/A 1.00000000 NC N/A -92194.67000000 -0.00444377280 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8690268.00000000 EUR 9701737.08000000 USD 2020-03-18 -92194.67 N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135B101 7485.00000000 NS USD 470581.95000000 0.022681997478 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1171.68000000 -0.00005647484 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 42407326.00000000 KRW 35589.92000000 USD 2020-03-18 -1171.68 N N N Leidos Holdings, Inc. 549300IUTGTP6EJP8124 525327102 8784.00000000 NS USD 859865.76000000 0.041445433680 Long EC CORP US N 1 N N N j2 Global, Inc. 5493008OJYGLHD7MXA18 48123V102 133488.00000000 NS USD 12509160.48000000 0.602940139252 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -4019.78000000 -0.00019375294 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15500000.00000000 MXN 806638.96000000 USD 2020-03-18 -4019.78 N N N N/A N/A N/A 1.00000000 NC N/A 1217.20000000 0.000058668904 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 31576.85000000 USD 287844.00000000 NOK 2020-03-18 1217.2 N N N Etsy, Inc. 54930089Q7XT501AEA40 29786A106 -28586.00000000 NS USD -1266359.80000000 -0.06103840104 Short EC CORP US N 1 N N N Pembina Pipeline Corp. 5493002W3L9YICM6FU21 706327103 -252582.00000000 NS -9361804.83000000 -0.45123794813 Short EC CORP CA N 1 N N N Patterson-UTI Energy, Inc. 254900XGFBKIXD6G0697 703481101 577897.00000000 NS USD 6067918.50000000 0.292472994587 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2809.34000000 -0.00013540987 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4486598.00000000 TWD 148050.30000000 USD 2020-03-18 -2809.34 N N N N/A N/A N/A 1.00000000 NC N/A 335477.17000000 0.016169962158 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12398831.56000000 USD 9593802.00000000 GBP 2020-03-18 335477.17 N N N N/A N/A N/A 1.00000000 NC N/A -11622.73000000 -0.00056021428 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11500000.00000000 MXN 589833.76000000 USD 2020-03-18 -11622.73 N N N N/A N/A N/A 1.00000000 NC N/A 217109.18000000 0.010464638249 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4289571.10000000 USD 63750000.00000000 ZAR 2020-03-18 217109.18 N N N N/A N/A N/A 1.00000000 NC N/A 54351.39000000 0.002619730932 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1070361.47000000 USD 15909814.00000000 ZAR 2020-03-18 54351.39 N N N N/A N/A N/A 1.00000000 NC N/A -29615.23000000 -0.00142745078 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1633898.00000000 EUR 1811787.76000000 USD 2020-03-18 -29615.23 N N N N/A N/A N/A 2193.00000000 NC -6907033.02000000 -0.33291822081 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SPI 200 Index XC0006013624 2020-03-19 362009475 AUD -6907033.02 N N N N/A N/A N/A 1.00000000 NC N/A -125819.94000000 -0.00606450706 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6570080.00000000 CHF 6699270.90000000 USD 2020-03-18 -125819.94 N N N N/A N/A N/A 1.00000000 NC N/A 139488.55000000 0.006723332544 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5813420.29000000 USD 7728096.00000000 CAD 2020-03-18 139488.55 N N N ComfortDelGro Corp. Ltd. 2549005O5PVA2JCH6Q33 N/A 1525800.00000000 NS 2699763.53000000 0.130128300882 Long EC CORP SG N 2 N N N BlackBerry Ltd. 549300HJD8NEGT71RF07 09228F103 -383274.00000000 NS -2464547.30000000 -0.11879090484 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 46188.22000000 0.002226267049 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 945764.84000000 USD 14031838.00000000 ZAR 2020-03-18 46188.22 N N N Keppel Corp. Ltd. 254900SQ7IPDOY6IDW33 N/A -225500.00000000 NS -1136197.41000000 -0.05476458837 Short EC CORP SG N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2120.88000000 -0.00010222617 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 150000000.00000000 KRW 127909.47000000 USD 2020-03-18 -2120.88 N N N N/A N/A N/A 1.00000000 NC N/A 101368.65000000 0.004885957618 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5933744.43000000 USD 42084196.00000000 CNY 2020-03-18 101368.65 N N N N/A N/A N/A 1.00000000 NC N/A 225227.23000000 0.010855927353 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8034935.84000000 USD 11748916.00000000 AUD 2020-03-18 225227.23 N N N SYNNEX Corp. 5493004HI6PFLF46NS53 87162W100 5774.00000000 NS USD 743691.20000000 0.035845832852 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1147.92000000 0.000055329615 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 39881.08000000 USD 39496.00000000 CHF 2020-03-18 1147.92 N N N N/A N/A N/A 1.00000000 NC N/A -26131.62000000 -0.00125954116 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1485366.00000000 EUR 1647875.81000000 USD 2020-03-18 -26131.62 N N N N/A N/A N/A 1.00000000 NC N/A 16320.06000000 0.000786625070 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 742209.90000000 USD 571463.00000000 GBP 2020-03-18 16320.06 N N N N/A N/A N/A 1352388.82000000 PA 23112.71000000 0.001114030042 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI Singapore Net Return Index MSCI Singapore Net Return Index Y 2020-03-20 0 USD 0 USD 1352388.82 SGD 23112.71 N N N Crane Co. 549300X1RO9ID7AUCA83 224399105 16188.00000000 NS USD 1398319.44000000 0.067398840971 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 352755.81000000 0.017002790678 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12580254.18000000 USD 9743500.00000000 GBP 2020-03-18 352755.81 N N N N/A N/A N/A 1.00000000 NC N/A 352740.09000000 0.017002032976 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12580269.90000000 USD 9743500.00000000 GBP 2020-03-18 352740.09 N N N N/A N/A N/A 1.00000000 NC N/A 16384.81000000 0.000789746013 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 742145.15000000 USD 571463.00000000 GBP 2020-03-18 16384.81 N N N N/A N/A N/A 1.00000000 NC N/A -108102.03000000 -0.00521050578 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10869986206.00000000 KRW 9314752.04000000 USD 2020-03-18 -108102.03 N N N N/A N/A N/A 1.00000000 NC N/A 1807.92000000 0.000087141542 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 208391.02000000 USD 6285000.00000000 THB 2020-03-18 1807.92 N N N ARC Resources Ltd. FIR47I6FEYKYNJBYW622 00208D408 70923.00000000 NS 446767.66000000 0.021534151357 Long EC CORP CA N 1 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 136069101 105387.00000000 NS 8769873.49000000 0.422706923597 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 52.67000000 0.000002538688 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14194.64000000 USD 49000.00000000 ILS 2020-03-18 52.67 N N N N/A N/A N/A 1.00000000 NC N/A -78285.00000000 -0.00377332826 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32183726.00000000 SEK 3370293.16000000 USD 2020-03-18 -78285 N N N Granite Construction, Inc. 549300OM4BWMCIXVCZ39 387328107 -113082.00000000 NS USD -3128978.94000000 -0.15081643574 Short EC CORP US N 1 N N N N/A N/A 000000000 -76212262.50000000 PA USD -790707.91000000 -0.03811203302 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-02-21 0 USD 0 USD -76212262.5 USD -790707.91 N N N N/A N/A N/A 1.00000000 NC N/A -950.96000000 -0.00004583616 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 452500.00000000 CNY 63940.11000000 USD 2020-03-18 -950.96 N N N N/A N/A N/A 1.00000000 NC N/A 101361.24000000 0.004885600457 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5933752.13000000 USD 42084198.00000000 CNY 2020-03-18 101361.24 N N N N/A N/A N/A -10.00000000 NC USD 10560.50000000 0.000509014921 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-03-30 -1543410 USD 10560.5 N N N N/A N/A N/A 1.00000000 NC N/A 62812.74000000 0.003027567058 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2432706.68000000 USD 1880080.00000000 GBP 2020-03-18 62812.74 N N N N/A N/A N/A 4508579.20000000 PA -48718.03000000 -0.00234820360 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI Brazil Net Return Index MSCI Brazil Net Return Index Y 2020-03-18 0 USD 0 USD 4508579.2 BRL -48718.03 N N N N/A N/A N/A 1.00000000 NC N/A -187697.51000000 -0.00904699903 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6648298.00000000 CHF 6718647.29000000 USD 2020-03-18 -187697.51 N N N N/A N/A N/A 1.00000000 NC N/A -886.54000000 -0.00004273112 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1233000.00000000 CNY 175932.67000000 USD 2020-03-18 -886.54 N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413106 87533.00000000 NS USD 21960279.04000000 1.058482999204 Long EC CORP US N 1 N N N MercadoLibre, Inc. 549300DKPDN9M5S8GB14 58733R102 -1134.00000000 NS USD -648579.96000000 -0.03126148169 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 49893.22000000 0.002404847636 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3889508.90000000 USD 5294438.00000000 SGD 2020-03-18 49893.22 N N N N/A N/A N/A 1.00000000 NC N/A -12814.04000000 -0.00061763529 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7000000.00000000 MXN 353289.91000000 USD 2020-03-18 -12814.04 N N N Callon Petroleum Co. 549300EFOWPEB0WLZW21 13123X102 1494312.00000000 NS USD 7217526.96000000 0.347883994076 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1344.92000000 0.000064824993 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 31449.24000000 USD 287845.00000000 NOK 2020-03-18 1344.92 N N N N/A N/A N/A 1.00000000 NC N/A -9289.16000000 -0.00044773647 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27000000.00000000 MXN 1402826.07000000 USD 2020-03-18 -9289.16 N N N N/A N/A N/A 1.00000000 NC N/A -7180.72000000 -0.00034610990 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 823500.00000000 SGD 605556.20000000 USD 2020-03-18 -7180.72 N N N N/A N/A N/A 1.00000000 NC N/A 5031.20000000 0.000242503278 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 179595.54000000 USD 3530110.00000000 MXN 2020-03-18 5031.2 N N N N/A N/A N/A 1.00000000 NC N/A 80372.00000000 0.003873921431 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1438790.12000000 USD 21489562.00000000 ZAR 2020-03-18 80372 N N N N/A N/A N/A 1.00000000 NC N/A 78156.87000000 0.003767152412 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5956956.50000000 USD 42084198.00000000 CNY 2020-03-18 78156.87 N N N N/A N/A N/A 1.00000000 NC N/A -27011.01000000 -0.00130192766 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22812693.00000000 ILS 6606038.25000000 USD 2020-03-18 -27011.01 N N N Entegris, Inc. IYX6OWO7BT5DKO3BYG52 29362U104 12180.00000000 NS USD 610096.20000000 0.029406568760 Long EC CORP US N 1 N N N Dollar Tree, Inc. 549300PMSTQITB1WHR43 256746108 -42805.00000000 NS USD -4025810.25000000 -0.19404360481 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 6024.71000000 0.000290390349 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 514096.69000000 USD 600000000.00000000 KRW 2020-03-18 6024.71 N N N N/A N/A N/A 1.00000000 NC N/A 54352.73000000 0.002619795520 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1070360.13000000 USD 15909814.00000000 ZAR 2020-03-18 54352.73 N N N N/A N/A N/A 1.00000000 NC N/A -19836.52000000 -0.00095611805 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1200000000.00000000 KRW 1020406.28000000 USD 2020-03-18 -19836.52 N N N N/A N/A N/A 1.00000000 NC N/A 352608.43000000 0.016995686978 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8878733.89000000 USD 176505598.00000000 MXN 2020-03-18 352608.43 N N N N/A N/A N/A 1.00000000 NC N/A 315918.29000000 0.015227226325 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8915424.03000000 USD 176505598.00000000 MXN 2020-03-18 315918.29 N N N N/A N/A N/A 1.00000000 NC N/A 112294.60000000 0.005412587189 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2253870.01000000 USD 3510982.00000000 NZD 2020-03-18 112294.6 N N N N/A N/A N/A 1.00000000 NC N/A 24807.85000000 0.001195735601 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2651348.17000000 USD 192093696.00000000 INR 2020-03-18 24807.85 N N N Watsco, Inc. 549300F1Y3LN5BX5WN75 942622200 -27765.00000000 NS USD -5001864.75000000 -0.24108932279 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -16924.56000000 -0.00081576190 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 49500000.00000000 MXN 2571953.36000000 USD 2020-03-18 -16924.56 N N N N/A N/A N/A 1.00000000 NC N/A 1443.52000000 0.000069577502 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 196886.55000000 USD 1383000.00000000 CNY 2020-03-18 1443.52 N N N N/A N/A N/A 1.00000000 NC N/A -17499.33000000 -0.00084346575 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1531784.00000000 EUR 1708821.19000000 USD 2020-03-18 -17499.33 N N N N/A N/A N/A -3825.00000000 NC USD -10019126.52000000 -0.48292078024 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short S&P 500 E-Mini Index US78378X1072 2020-03-20 -617947875 USD -10019126.52 N N N N/A N/A N/A 1.00000000 NC N/A 4973.19000000 0.000239707203 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 412695.88000000 USD 2912500.00000000 CNY 2020-03-18 4973.19 N N N N/A N/A N/A 1.00000000 NC N/A -127292.30000000 -0.00613547465 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6530974.00000000 CHF 6657174.69000000 USD 2020-03-18 -127292.3 N N N N/A N/A N/A 1.00000000 NC N/A 268844.96000000 0.012958297071 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12465463.77000000 USD 9593802.00000000 GBP 2020-03-18 268844.96 N N N N/A N/A N/A 1.00000000 NC N/A 312966.76000000 0.015084962908 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8918375.51000000 USD 176505597.00000000 MXN 2020-03-18 312966.76 N N N Amplifon SpA ZYXJDNVM2JI3VBM8G556 N/A -30240.00000000 NS -870284.94000000 -0.04194763699 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 135730.47000000 0.006542193507 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5817179.91000000 USD 7728098.00000000 CAD 2020-03-18 135730.47 N N N N/A N/A 000000000 -389068400.00000000 PA 5399588.28000000 0.260259552561 N/A DIR US N 2 Bank of America 549300PMHS66E71I2D34 N/A N/A Y 2020-03-20 0 USD 0 USD -389068400 CAD 5399588.28 N N N Suncor Energy, Inc. 549300W70ZOQDVLCHY06 867224107 -37577.00000000 NS -1231586.86000000 -0.05936234922 Short EC CORP CA N 1 N N N N/A N/A N/A 10471441.14000000 PA 200165.74000000 0.009647966331 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI Italy Net Return Index MSCI Italy Net Return Index Y 2020-03-20 0 USD 0 USD 10471441.14 EUR 200165.74 N N N Masimo Corp. 549300Q4A8JK0PIYCU29 574795100 12376.00000000 NS USD 1956150.56000000 0.094286238707 Long EC CORP US N 1 N N N Synopsys, Inc. QG7T915N9S0NY5UKNE63 871607107 33011.00000000 NS USD 4595131.20000000 0.221484811074 Long EC CORP US N 1 N N N Yamana Gold, Inc. 549300WHE4O6UJ2KU013 98462Y100 -164071.00000000 NS -649435.86000000 -0.03130273598 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -6259.95000000 -0.00030172889 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 135637680.00000000 HUF 455170.21000000 USD 2020-03-18 -6259.95 N N N N/A N/A N/A 1.00000000 NC N/A -337425.94000000 -0.01626389265 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 70481563.00000000 NOK 7692533.39000000 USD 2020-03-18 -337425.94 N N N Venture Corp. Ltd. 254900B1NLZC3J1MAE72 N/A 276400.00000000 NS 3334424.49000000 0.160718888333 Long EC CORP SG N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2368.52000000 0.000114162399 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 162274.43000000 USD 624522.00000000 PLN 2020-03-18 2368.52 N N N BPER Banca N747OI7JINV7RUUH6190 N/A 502964.00000000 NS 2530685.80000000 0.121978773163 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -40737.02000000 -0.00196351981 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22812694.00000000 ILS 6592312.53000000 USD 2020-03-18 -40737.02 N N N N/A N/A N/A 1.00000000 NC N/A -16510.69000000 -0.00079581341 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1401807.00000000 EUR 1563325.75000000 USD 2020-03-18 -16510.69 N N N N/A N/A N/A 1.00000000 NC N/A 84137.91000000 0.004055437873 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3135890.23000000 USD 2425912.00000000 GBP 2020-03-18 84137.91 N N N N/A N/A N/A 1.00000000 NC N/A 14380.01000000 0.000693114877 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1518086.53000000 USD 110000000.00000000 INR 2020-03-18 14380.01 N N N Magna International, Inc. 95RWVLFZX6VGDZNNTN43 559222401 128371.00000000 NS 7038631.70000000 0.339261262506 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 139495.87000000 0.006723685367 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5813415.28000000 USD 7728099.00000000 CAD 2020-03-18 139495.87 N N N N/A N/A N/A 1.00000000 NC N/A 3113.39000000 0.000150065050 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 317470.03000000 USD 2235500.00000000 CNY 2020-03-18 3113.39 N N N N/A N/A N/A 1.00000000 NC N/A 14904.97000000 0.000718417890 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2661251.05000000 USD 192093696.00000000 INR 2020-03-18 14904.97 N N N N/A N/A N/A 1.00000000 NC N/A -441201.15000000 -0.02126584619 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 93712058.00000000 NOK 10235406.78000000 USD 2020-03-18 -441201.15 N N N N/A N/A N/A 1.00000000 NC N/A -146398.70000000 -0.00705640100 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10879861.00000000 EUR 12115204.29000000 USD 2020-03-18 -146398.7 N N N N/A N/A N/A 1.00000000 NC N/A 87378.01000000 0.004211610331 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3132650.13000000 USD 2425912.00000000 GBP 2020-03-18 87378.01 N N N N/A N/A N/A 1.00000000 NC N/A 85226.21000000 0.004107893811 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3134801.93000000 USD 2425912.00000000 GBP 2020-03-18 85226.21 N N N N/A N/A N/A 1.00000000 NC N/A 23717.31000000 0.001143171695 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 783650.63000000 USD 3062500.00000000 PLN 2020-03-18 23717.31 N N N N/A N/A N/A 1.00000000 NC N/A -120663.85000000 -0.00581598410 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5496022.00000000 CHF 5588680.55000000 USD 2020-03-18 -120663.85 N N N N/A N/A N/A 1.00000000 NC N/A -260013.70000000 -0.01253263132 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10869986207.00000000 KRW 9162840.37000000 USD 2020-03-18 -260013.7 N N N N/A N/A N/A 1.00000000 NC N/A -98451.35000000 -0.00474534408 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21144468.00000000 NOK 2310536.35000000 USD 2020-03-18 -98451.35 N N N N/A N/A N/A 1.00000000 NC N/A -91839.48000000 -0.00442665268 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10869986206.00000000 KRW 9331014.59000000 USD 2020-03-18 -91839.48 N N N N/A N/A N/A 1.00000000 NC N/A 62861.85000000 0.003029934155 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 52093702.18000000 USD 5642850670.00000000 JPY 2020-03-18 62861.85 N N N N/A N/A N/A 1.00000000 NC N/A 80399.49000000 0.003875246446 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2993824.84000000 USD 2316066.00000000 GBP 2020-03-18 80399.49 N N N N/A N/A N/A 1.00000000 NC N/A 7674.84000000 0.000369926431 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1379315.56000000 USD 1600000000.00000000 KRW 2020-03-18 7674.84 N N N N/A N/A N/A 1.00000000 NC N/A -5998.44000000 -0.00028912413 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 519870.00000000 BRL 122836.21000000 USD 2020-03-18 -5998.44 N N N N/A N/A N/A 1.00000000 NC N/A 1116.16000000 0.000053798787 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 39912.84000000 USD 39496.00000000 CHF 2020-03-18 1116.16 N N N N/A N/A N/A 1.00000000 NC N/A -1215.34000000 -0.00005857925 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5660000.00000000 CNY 810460.85000000 USD 2020-03-18 -1215.34 N N N N/A N/A N/A 7254758.16000000 PA -20598.36000000 -0.00099283865 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI Australia Net Return Index MSCI Australia Net Return Index Y 2020-03-20 0 USD 0 USD 7254758.16 AUD -20598.36 N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332102 2218.00000000 NS USD 2642325.58000000 0.127359798101 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 22074.16000000 0.001063972048 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2032068.91000000 USD 14324000.00000000 CNY 2020-03-18 22074.16 N N N N/A N/A N/A 1.00000000 NC N/A 66157.19000000 0.003188769175 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5964715.38000000 USD 42054626.00000000 CNY 2020-03-18 66157.19 N N N N/A N/A 000000000 -119397150.00000000 PA -175290.75000000 -0.00844899458 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-01-30 0 USD 0 USD -119397150 HKD -175290.75 N N N N/A N/A N/A 1.00000000 NC N/A -112479.73000000 -0.00542151043 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 23230494.00000000 NOK 2534168.76000000 USD 2020-03-18 -112479.73 N N N N/A N/A N/A 1.00000000 NC N/A 379696.63000000 0.018301335196 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17390831.19000000 USD 13388000.00000000 GBP 2020-03-18 379696.63 N N N N/A N/A N/A 1.00000000 NC N/A -2186.15000000 -0.00010537218 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2500000.00000000 MXN 128565.26000000 USD 2020-03-18 -2186.15 N N N N/A N/A N/A 1.00000000 NC N/A 80951.12000000 0.003901834950 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1430381.47000000 USD 21378808.00000000 ZAR 2020-03-18 80951.12 N N N N/A N/A N/A 195.00000000 NC 765.34000000 0.000036889302 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long N/A 3 Month Canadian Bankers Acceptance 2020-12-14 47792062.5 CAD 765.34 N N N Skyworks Solutions, Inc. 549300WZ3ORQ2BVKBD96 83088M102 113008.00000000 NS USD 13660407.04000000 0.658430094978 Long EC CORP US N 1 N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076102 11502.00000000 NS USD 2511806.76000000 0.121068805542 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -9643.56000000 -0.00046481851 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22812692.00000000 ILS 6623405.40000000 USD 2020-03-18 -9643.56 N N N N/A N/A N/A 1.00000000 NC N/A 327230.21000000 0.015772459606 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8904112.11000000 USD 176505598.00000000 MXN 2020-03-18 327230.21 N N N N/A N/A N/A 1.00000000 NC N/A 14072.45000000 0.000678290519 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 982826.90000000 USD 1150000000.00000000 KRW 2020-03-18 14072.45 N N N N/A N/A N/A 1.00000000 NC N/A 30879.93000000 0.001488409180 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2645276.06000000 USD 192093694.00000000 INR 2020-03-18 30879.93 N N N N/A N/A N/A 1963.00000000 NC USD 4110973.51000000 0.198148464443 N/A DCO GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A Brent Crude Oil 2020-01-31 129558000 USD 4110973.51 N N N Zendesk, Inc. 549300SLI6BN94BKKO36 98936J101 -66382.00000000 NS USD -5086852.66000000 -0.24518573057 Short EC CORP US N 1 N N N Laboratory Corp. of America Holdings OZ7UA8IXAIFILY2VZH07 50540R409 25388.00000000 NS USD 4294887.96000000 0.207013120410 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 45114.27000000 0.002174502779 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2514808.04000000 USD 1928600.00000000 GBP 2020-03-18 45114.27 N N N Cree, Inc. 549300OGU88P3AW3TO93 225447101 -96729.00000000 NS USD -4464043.35000000 -0.21516639133 Short EC CORP US N 1 N N N Manulife Financial Corp. 5493007GBX87QOZACS27 56501R106 606438.00000000 NS 12310427.54000000 0.593361233720 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -199713.71000000 -0.00962617853 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 52356277.73000000 USD 5642850669.00000000 JPY 2020-03-18 -199713.71 N N N N/A N/A N/A 1.00000000 NC N/A 1369.76000000 0.000066022279 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 31424.29000000 USD 287844.00000000 NOK 2020-03-18 1369.76 N N N N/A N/A N/A 1.00000000 NC N/A -32.15000000 -0.00000154962 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 82000.00000000 CNY 11727.12000000 USD 2020-03-18 -32.15 N N N N/A N/A N/A 1988.00000000 NC USD -664430.28000000 -0.03202546535 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Long MSCI Taiwan Index XC0009697373 2020-01-30 91368480 USD -664430.28 N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250N105 -344962.00000000 NS -13715596.67000000 -0.66109022898 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -31518.49000000 -0.00151918770 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 69328980.00000000 TWD 2299634.21000000 USD 2020-03-18 -31518.49 N N N N/A N/A N/A 1.00000000 NC N/A 262880.94000000 0.012670831973 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7997282.13000000 USD 11748916.00000000 AUD 2020-03-18 262880.94 N N N N/A N/A N/A 1.00000000 NC N/A -28580.64000000 -0.00137758365 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1596762.00000000 EUR 1770970.08000000 USD 2020-03-18 -28580.64 N N N Restaurant Brands International, Inc. 5299009RXTX9DN9AKJ98 76131D103 -60994.00000000 NS -3888247.14000000 -0.18741307826 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2472.36000000 0.000119167476 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 245970.41000000 USD 7428500.00000000 THB 2020-03-18 2472.36 N N N N/A N/A N/A 1.00000000 NC N/A -152758.96000000 -0.00736296482 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6257222.00000000 CHF 6347330.63000000 USD 2020-03-18 -152758.96 N N N N/A N/A N/A 1.00000000 NC N/A 60222.64000000 0.002902724527 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5887479.08000000 USD 24000000.00000000 BRL 2020-03-18 60222.64 N N N N/A N/A N/A 1.00000000 NC N/A 2490.91000000 0.000120061584 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 129418.12000000 USD 500356.00000000 PLN 2020-03-18 2490.91 N N N N/A N/A N/A 1.00000000 NC N/A 255222.36000000 0.012301689272 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8004940.71000000 USD 11748916.00000000 AUD 2020-03-18 255222.36 N N N GrafTech International Ltd. 549300GY32W00XP57351 384313508 152746.00000000 NS USD 1774908.52000000 0.085550392603 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 290950.99000000 0.014023805251 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7969212.08000000 USD 11748916.00000000 AUD 2020-03-18 290950.99 N N N N/A N/A N/A -4946.00000000 NC -45444.47000000 -0.00219041838 N/A DE GB N 1 LCH Clearnet F226TOH6YD6XJB17KS62 Short CAC 40 10 Euro Index FR0003500008 2020-01-17 -295276200 EUR -45444.47 N N N Ingersoll-Rand plc 549300BURLR9SLYY2705 N/A 8563.00000000 NS USD 1138193.96000000 0.054860821862 Long EC CORP IE N 1 N N N Atlantia SpA 8156008DEC771409C487 N/A -153704.00000000 NS -3587284.35000000 -0.17290670536 Short EC CORP IT N 2 N N N N/A N/A N/A 26626.00000000 NC -14003265.94000000 -0.67495585569 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long Australia Australia 3 Year Bond 2020-03-16 3062353977.42 AUD -14003265.94 N N N N/A N/A N/A 1.00000000 NC N/A -78469.44000000 -0.00378221825 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32183728.00000000 SEK 3370108.93000000 USD 2020-03-18 -78469.44 N N N Parsley Energy, Inc. 549300DMRA8DSL66G562 701877102 -86787.00000000 NS USD -1641142.17000000 -0.07910286946 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -19835.24000000 -0.00095605635 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1200000000.00000000 KRW 1020407.56000000 USD 2020-03-18 -19835.24 N N N Saipem SpA 549300PHV8MBDHWB8X12 N/A -105783.00000000 NS -517354.41000000 -0.02493642483 Short EC CORP IT N 2 N N N Dycom Industries, Inc. 549300F56EKTHQI3WT60 267475101 -67058.00000000 NS USD -3161784.70000000 -0.15239766971 Short EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912796SH3 2999000.00000000 PA USD 2988449.28000000 0.144042921818 Long STIV UST US N 2 2020-03-26 None 0.00000000 N N N N N N HEICO Corp. 529900O1DTDLCJ7L0I14 422806109 9277.00000000 NS USD 1058969.55000000 0.051042214140 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -150865.28000000 -0.00727168966 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11043879.00000000 EUR 12295585.99000000 USD 2020-03-18 -150865.28 N N N EOG Resources, Inc. XWTZDRYZPBUHIQBKDB46 26875P101 -97502.00000000 NS USD -8166767.52000000 -0.39363728314 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 129994.79000000 0.006265734372 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5822915.59000000 USD 7728098.00000000 CAD 2020-03-18 129994.79 N N N Fortinet, Inc. 549300O0QJWDBAS0QX03 34959E109 60296.00000000 NS USD 6437200.96000000 0.310272367951 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 5031.43000000 0.000242514364 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 179595.31000000 USD 3530110.00000000 MXN 2020-03-18 5031.43 N N N Oceaneering International, Inc. 549300L6PH74701W0R30 675232102 -205342.00000000 NS USD -3061649.22000000 -0.14757115075 Short EC CORP US N 1 N N N Sun Life Financial, Inc. 549300V040JZX5S66Z78 866796105 16247.00000000 NS 740814.65000000 0.035707183463 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 14750.39000000 0.000710967152 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 615570.28000000 USD 5882444.00000000 SEK 2020-03-18 14750.39 N N N N/A N/A N/A 1.00000000 NC N/A -20719.76000000 -0.00099869011 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 800000000.00000000 KRW 672775.44000000 USD 2020-03-18 -20719.76 N N N N/A N/A N/A 1.00000000 NC N/A 19570.11000000 0.000943277118 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 673925.09000000 USD 800000000.00000000 KRW 2020-03-18 19570.11 N N N N/A N/A N/A 1.00000000 NC N/A -247704.64000000 -0.01193933600 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17329012.00000000 BRL 4046786.80000000 USD 2020-03-18 -247704.64 N N N N/A N/A N/A 1.00000000 NC N/A -95532.10000000 -0.00460463655 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8690266.00000000 EUR 9698397.40000000 USD 2020-03-18 -95532.1 N N N DXC Technology Co. 549300DOVZ3EDJB7O259 23355L106 56009.00000000 NS USD 2105378.31000000 0.101478999605 Long EC CORP US N 1 N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918104 82712.00000000 NS USD 13043682.40000000 0.628704036149 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 765725.25000000 0.036907871603 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 56286127.25000000 USD 74065000.00000000 CAD 2020-03-18 765725.25 N N N SS&C Technologies Holdings, Inc. 529900POY8H7NPPNKK71 78467J100 26404.00000000 NS USD 1621205.60000000 0.078141929011 Long EC CORP US N 1 N N N NewMarket Corp. 54930082CG88ERDREQ47 651587107 2853.00000000 NS USD 1388041.56000000 0.066903448301 Long EC CORP US N 1 N N N Gap, Inc. (The) T2ZG1WRWZ4BUCMQL9224 364760108 251964.00000000 NS USD 4454723.52000000 0.214717176566 Long EC CORP US N 1 N N N N/A N/A N/A -530.00000000 NC 22125.80000000 0.001066461091 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Euro Euribor 2020-03-16 -133010125 EUR 22125.8 N N N N/A N/A N/A 1.00000000 NC N/A 137593.99000000 0.006632014964 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5815314.85000000 USD 7728096.00000000 CAD 2020-03-18 137593.99 N N N Gildan Activewear, Inc. 549300SB3IBI34M00Z45 375916103 -20199.00000000 NS -597158.07000000 -0.02878295233 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1061.11000000 -0.00005114538 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9000000.00000000 MXN 469643.97000000 USD 2020-03-18 -1061.11 N N N N/A N/A N/A 1.00000000 NC N/A 75348.79000000 0.003631803269 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12052538.69000000 USD 9136935.00000000 GBP 2020-03-18 75348.79 N N N N/A N/A N/A 1.00000000 NC N/A -13689.28000000 -0.00065982176 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1263460.00000000 EUR 1410230.10000000 USD 2020-03-18 -13689.28 N N N Lundin Mining Corp. 549300FQDIM6C8HTN269 550372106 -564437.00000000 NS -3373016.92000000 -0.16257903915 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -6069.67000000 -0.00029255741 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5779000.00000000 CNY 822671.80000000 USD 2020-03-18 -6069.67 N N N N/A N/A N/A 1.00000000 NC N/A 7071.21000000 0.000340831532 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2669084.81000000 USD 192093696.00000000 INR 2020-03-18 7071.21 N N N N/A N/A N/A 1.00000000 NC N/A -3710.14000000 -0.00017882833 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 435500.00000000 SGD 320329.85000000 USD 2020-03-18 -3710.14 N N N N/A N/A N/A 1.00000000 NC N/A 15895.13000000 0.000766143492 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 614425.44000000 USD 5882443.00000000 SEK 2020-03-18 15895.13 N N N N/A N/A N/A 1.00000000 NC N/A 20627.21000000 0.000994229220 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 920538.24000000 USD 906000.00000000 CHF 2020-03-18 20627.21 N N N N/A N/A N/A 1.00000000 NC N/A -182069.26000000 -0.00877571801 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10869986206.00000000 KRW 9240784.81000000 USD 2020-03-18 -182069.26 N N N TransDigm Group, Inc. N/A 893641100 -2879.00000000 NS USD -1612240.00000000 -0.07770978809 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 29550.77000000 0.001424343816 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 781107.97000000 USD 15500000.00000000 MXN 2020-03-18 29550.77 N N N N/A N/A N/A 1.00000000 NC N/A 40385.42000000 0.001946572737 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1933489.28000000 USD 2562494.00000000 CAD 2020-03-18 40385.42 N N N N/A N/A N/A 1.00000000 NC N/A -108559.97000000 -0.00523257843 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8690264.00000000 EUR 9685367.27000000 USD 2020-03-18 -108559.97 N N N N/A N/A N/A 1.00000000 NC N/A 47697.01000000 0.002298990559 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11164041.98000000 USD 8446725.00000000 GBP 2020-03-18 47697.01 N N N N/A N/A N/A 1.00000000 NC N/A -38333.82000000 -0.00184768584 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 69328980.00000000 TWD 2292818.88000000 USD 2020-03-18 -38333.82 N N N N/A N/A N/A 1.00000000 NC N/A 42914.43000000 0.002068470737 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3896487.69000000 USD 5294438.00000000 SGD 2020-03-18 42914.43 N N N N/A N/A N/A 1.00000000 NC N/A 290.76000000 0.000014014599 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14772.04000000 USD 14500.00000000 CHF 2020-03-18 290.76 N N N N/A N/A N/A 1.00000000 NC N/A 1077.24000000 0.000051922847 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 39951.76000000 USD 39496.00000000 CHF 2020-03-18 1077.24 N N N N/A N/A N/A 1.00000000 NC N/A -142818.69000000 -0.00688384492 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6452760.00000000 CHF 6560398.50000000 USD 2020-03-18 -142818.69 N N N N/A N/A N/A 1.00000000 NC N/A -139004.32000000 -0.00669999271 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10869986206.00000000 KRW 9283849.75000000 USD 2020-03-18 -139004.32 N N N N/A N/A N/A 1.00000000 NC N/A -8242.35000000 -0.00039728035 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 823500.00000000 SGD 604494.57000000 USD 2020-03-18 -8242.35 N N N N/A N/A N/A 1.00000000 NC N/A 2737.39000000 0.000131941892 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 155223.98000000 USD 1101500.00000000 CNY 2020-03-18 2737.39 N N N N/A N/A N/A 1.00000000 NC N/A -28582.86000000 -0.00137769066 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1596762.00000000 EUR 1770967.86000000 USD 2020-03-18 -28582.86 N N N iA Financial Corp., Inc. 549300ZXLJVHQAIXV215 45075E104 36437.00000000 NS 2001502.61000000 0.096472202456 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -137939.55000000 -0.00664867091 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10770515.00000000 EUR 12000430.50000000 USD 2020-03-18 -137939.55 N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181201 -454590.00000000 NS -3882332.68000000 -0.18712800195 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -334355.75000000 -0.01611590983 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12262564.00000000 CHF 12404166.96000000 USD 2020-03-18 -334355.75 N N N Freni Brembo SpA 549300BLWVJN2BAT0A44 N/A -338991.00000000 NS -4208797.31000000 -0.20286356068 Short EC CORP IT N 2 N N N Fluor Corp. CQ7WZ4NOFWT7FAE6Q943 343412102 -341778.00000000 NS USD -6452768.64000000 -0.31102272839 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -3394.13000000 -0.00016359668 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1874000.00000000 CNY 265348.13000000 USD 2020-03-18 -3394.13 N N N N/A N/A N/A 1.00000000 NC N/A -167760.67000000 -0.00808604557 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5553284.00000000 CHF 5601068.29000000 USD 2020-03-18 -167760.67 N N N N/A N/A N/A 1.00000000 NC N/A 229177.25000000 0.011046317876 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12695297.90000000 USD 9737070.00000000 GBP 2020-03-18 229177.25 N N N TJX Cos., Inc. (The) V167QI9I69W364E2DY52 872540109 101919.00000000 NS USD 6223174.14000000 0.299956299110 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 210421.83000000 0.010142308725 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8049741.24000000 USD 11748916.00000000 AUD 2020-03-18 210421.83 N N N N/A N/A N/A 1.00000000 NC N/A 19569.26000000 0.000943236148 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 673925.94000000 USD 800000000.00000000 KRW 2020-03-18 19569.26 N N N Cronos Group, Inc. N/A 22717L101 189147.00000000 NS 1452231.79000000 0.069997410225 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -0.04000000 -0.00000000192 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2.00000000 CAD 1.50000000 USD 2020-03-18 -0.04 N N N N/A N/A N/A 1.00000000 NC N/A -29612.97000000 -0.00142734184 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1633898.00000000 EUR 1811790.02000000 USD 2020-03-18 -29612.97 N N N N/A N/A N/A 1.00000000 NC N/A -11924.26000000 -0.00057474800 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6500000.00000000 MXN 328029.41000000 USD 2020-03-18 -11924.26 N N N N/A N/A N/A 1.00000000 NC N/A 134.26000000 0.000006471317 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15276.09000000 USD 53000.00000000 ILS 2020-03-18 134.26 N N N N/A N/A N/A 1.00000000 NC N/A 1590.03000000 0.000076639268 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 162037.39000000 USD 4892500.00000000 THB 2020-03-18 1590.03 N N N N/A N/A N/A 1.00000000 NC N/A -755826.13000000 -0.03643073512 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25049844.00000000 CHF 25266301.60000000 USD 2020-03-18 -755826.13 N N N N/A N/A N/A 1.00000000 NC N/A 14893.93000000 0.000717885764 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 615426.53000000 USD 5882442.00000000 SEK 2020-03-18 14893.93 N N N N/A N/A N/A 1.00000000 NC N/A -28593.27000000 -0.00137819242 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1550348.00000000 EUR 1718648.88000000 USD 2020-03-18 -28593.27 N N N N/A N/A N/A 1.00000000 NC N/A -6193.26000000 -0.00029851444 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 149201448.00000000 HUF 501379.92000000 USD 2020-03-18 -6193.26 N N N N/A N/A N/A 1.00000000 NC N/A 2340.41000000 0.000112807500 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 190878.99000000 USD 186000.00000000 CHF 2020-03-18 2340.41 N N N N/A N/A N/A 1.00000000 NC N/A 94615.43000000 0.004560453167 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2964967.56000000 USD 58500000.00000000 MXN 2020-03-18 94615.43 N N N N/A N/A N/A 1.00000000 NC N/A 14894.70000000 0.000717922877 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 615425.97000000 USD 5882444.00000000 SEK 2020-03-18 14894.7 N N N N/A N/A N/A 1.00000000 NC N/A 11012.39000000 0.000530795969 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1462664.91000000 USD 1700000000.00000000 KRW 2020-03-18 11012.39 N N N N/A N/A N/A 1.00000000 NC N/A 16605.27000000 0.000800372161 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 427949.52000000 USD 8500000.00000000 MXN 2020-03-18 16605.27 N N N N/A N/A N/A 1.00000000 NC N/A 10866.70000000 0.000523773727 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 906284.38000000 USD 6395500.00000000 CNY 2020-03-18 10866.7 N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830109 44067.00000000 NS USD 17158808.46000000 0.827052653039 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 79216.67000000 0.003818234654 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2995007.66000000 USD 2316066.00000000 GBP 2020-03-18 79216.67 N N N N/A N/A N/A 1.00000000 NC N/A -88.06000000 -0.00000424448 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 74500.00000000 ILS 21573.66000000 USD 2020-03-18 -88.06 N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 74762E102 161021.00000000 NS USD 6555164.91000000 0.315958217178 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -247709.72000000 -0.01193958086 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17329014.00000000 BRL 4046782.21000000 USD 2020-03-18 -247709.72 N N N N/A N/A N/A 1.00000000 NC N/A 78475.56000000 0.003782513234 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5956637.52000000 USD 42084196.00000000 CNY 2020-03-18 78475.56 N N N N/A N/A N/A 1.00000000 NC N/A -16512.64000000 -0.00079590740 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1401806.00000000 EUR 1563322.68000000 USD 2020-03-18 -16512.64 N N N N/A N/A N/A 1.00000000 NC N/A -6193.88000000 -0.00029854432 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 149201448.00000000 HUF 501379.30000000 USD 2020-03-18 -6193.88 N N N N/A N/A N/A 1.00000000 NC N/A -111711.15000000 -0.00538446496 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8690264.00000000 EUR 9682216.09000000 USD 2020-03-18 -111711.15 N N N ResMed, Inc. 529900T3QE5253CCXF22 761152107 4672.00000000 NS USD 724019.84000000 0.034897675495 Long EC CORP US N 1 N N N HCA Healthcare, Inc. 529900PH4ZGUH2MNEU89 40412C101 24331.00000000 NS USD 3596365.11000000 0.173344396987 Long EC CORP US N 1 N N N Fairfax Financial Holdings Ltd. GLS7OQD0WOEDI8YAP031 303901102 -929.00000000 NS -436216.13000000 -0.02102556878 Short EC CORP CA N 1 N N N MongoDB, Inc. 549300TPTG69WKWE1Z37 60937P106 -20624.00000000 NS USD -2714324.64000000 -0.13083014475 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 757.39000000 0.000036506113 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 40271.61000000 USD 39496.00000000 CHF 2020-03-18 757.39 N N N N/A N/A N/A 1.00000000 NC N/A 36166.58000000 0.001743225120 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2151469.43000000 USD 2840000.00000000 CAD 2020-03-18 36166.58 N N N N/A N/A N/A 1.00000000 NC N/A 2323.08000000 0.000111972196 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 123481.85000000 USD 477202.00000000 PLN 2020-03-18 2323.08 N N N Varian Medical Systems, Inc. TK3LAKL7I0QNTCVWSY07 92220P105 25106.00000000 NS USD 3565303.06000000 0.171847209643 Long EC CORP US N 1 N N N Unipol Gruppo SpA 8156005CE5E7340CCA86 N/A 521978.00000000 NS 2996711.24000000 0.144441147368 Long EC CORP IT N 2 N N N WW Grainger, Inc. 549300TWZSP6O1IH2V34 384802104 -6108.00000000 NS USD -2067680.16000000 -0.09966195298 Short EC CORP US N 1 N N N Qorvo, Inc. 254900YAUJV2EUEVBR11 74736K101 58345.00000000 NS USD 6781439.35000000 0.326864619936 Long EC CORP US N 1 N N N Henry Schein, Inc. VGO3WGL8H45T73F4RR92 806407102 68975.00000000 NS USD 4602012.00000000 0.221816464866 Long EC CORP US N 1 N N N N/A N/A 000000000 -31755000.00000000 PA 370.83000000 0.000017873964 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2020-03-19 0 USD 0 USD -31755000 ZAR 370.83 N N N 2020-01-30 AQR Funds Heather Bonner Heather Bonner Principal Financial Officer