NPORT-P false 0001444822 XXXXXXXX S000024171 C000135924 C000070953 C000070952 AQR Funds 811-22235 0001444822 549300V0TAB4ICSX2404 2 Greenwich Plaza 4th Floor Greenwich 06830 203-742-3600 AQR International Equity Fund S000024171 LV6KC6PDTP56I8J0MN25 2020-09-30 2019-12-31 N 255697300.79 11539644.79 244157656 0 0 0 0 0 0 0 0 0 0 0 0 0 886417.2 N Toyota Tsusho Corp. 549300CEE2ENIUJNXB84 N/A 6000.00000000 NS 210765.81000000 0.086323653926 Long EC CORP JP N 2 N N N ORIX Corp. 35380016EMHNBOVYE123 N/A 33800.00000000 NS 560112.23000000 0.229405966282 Long EC CORP JP N 2 N N N Brother Industries Ltd. 549300O5FACQ67KI6R92 114813108 37200.00000000 NS 768300.51000000 0.314673937564 Long EC CORP JP N 2 N N N KION Group AG 5299005KY91C4C6U9H17 N/A 11931.00000000 NS 820463.36000000 0.336038350564 Long EC CORP DE N 2 N N N Dassault Systemes SE 96950065LBWY0APQIM86 N/A 4715.00000000 NS 777623.36000000 0.318492310558 Long EC CORP FR N 2 N N N Goodman Group N/A N/A 47543.00000000 NS 446770.61000000 0.182984477046 Long EC CORP AU N 2 N N N N/A N/A N/A -125.00000000 NC -28109.15000000 -0.01151270472 N/A DE GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short FTSE 100 Index GB0001383545 2020-03-20 -9373750 GBP -28109.15 N N N Crown Resorts Ltd. 549300D88XW2GD6R0Y98 N/A 8511.00000000 NS 71757.98000000 0.029390018390 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1529.35000000 -0.00062637806 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 85068.00000000 EUR 94342.28000000 USD 2020-03-18 -1529.35 N N N N/A N/A N/A 1.00000000 NC N/A -40.14000000 -0.00001644019 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5500.00000000 GBP 7260.27000000 USD 2020-03-18 -40.14 N N N Porsche Automobil Holding SE 52990053Z17ZYM1KFV27 N/A 4664.00000000 NS 346060.76000000 0.141736599895 Long EC CORP DE N 2 N N N N/A N/A N/A 22002258.52000000 PA -56703.01000000 -0.02322393281 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Sweden Net Return Index MSCI Sweden Net Return Index Y 2020-03-18 0 USD 0 USD 22002258.52 SEK -56703.01 N N N N/A N/A N/A 1.00000000 NC N/A 31.54000000 0.000012917882 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1295.81000000 USD 1000.00000000 GBP 2020-03-18 31.54 N N N N/A N/A N/A 72.00000000 NC -59179.80000000 -0.02423835523 N/A DE ES N 1 BME Clearing 5299009QA8BBE2OOB349 Long IBEX 35 Index ES0SI0000005 2020-01-17 6860376 EUR -59179.8 N N N N/A N/A N/A 1.00000000 NC N/A 2564.05000000 0.001050161621 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 889768.44000000 USD 96542000.00000000 JPY 2020-03-18 2564.05 N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 N/A 99587.00000000 NS 82500.06000000 0.033789667443 Long EC CORP GB N 2 N N N Hitachi High-Technologies Corp. 353800W8CVM6G32NTH93 N/A 23900.00000000 NS 1692586.75000000 0.693235173424 Long EC CORP JP N 2 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 17929.00000000 NS 1065665.61000000 0.436466186421 Long EC CORP FR N 2 N N N Capgemini SE 96950077L0TN7BAROX36 N/A 6285.00000000 NS 768686.25000000 0.314831925647 Long EC CORP FR N 2 N N N Experian plc 635400RXXHHYT1JTSZ26 N/A 8913.00000000 NS 302146.06000000 0.123750393475 Long EC CORP JE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -79.31000000 -0.00003248311 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2500.00000000 CHF 2517.72000000 USD 2020-03-18 -79.31 N N N Mitsubishi Corp. KVIPTY4PULAPGC1VVD26 N/A 42200.00000000 NS 1117935.75000000 0.457874542340 Long EC CORP JP N 2 N N N Klepierre SA 969500PB4U31KEFHZ621 N/A 5535.00000000 NS 210573.22000000 0.086244774564 Long EC CORP FR N 2 N N N/A N/A N/A 1.00000000 NC N/A -152.22000000 -0.00006234496 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 84000.00000000 SGD 62349.18000000 USD 2020-03-18 -152.22 N N N CK Asset Holdings Ltd. 5299006GJZSGP78B8S35 N/A 305500.00000000 NS 2204556.85000000 0.902923498741 Long EC CORP KY N 2 N N N Fortescue Metals Group Ltd. 529900VEJFORCO6I4826 N/A 247059.00000000 NS 1862419.40000000 0.762793774527 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -5597.97000000 -0.00229276857 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 192024.00000000 CHF 193879.24000000 USD 2020-03-18 -5597.97 N N N Taylor Wimpey plc 21380089BTRXTD8S3R66 N/A 324679.00000000 NS 832500.73000000 0.340968513393 Long EC CORP GB N 2 N N N Hulic Co. Ltd. N/A N/A 8000.00000000 NS 96321.60000000 0.039450575328 Long EC CORP JP N 2 N N N Carnival plc 4DR1VPDQMHD3N3QW8W95 N/A 3333.00000000 NS 159762.60000000 0.065434196337 Long EC CORP GB N 2 N N N Barclays plc 213800LBQA1Y9L22JB70 N/A 525163.00000000 NS 1252238.57000000 0.512881140208 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -22.45000000 -0.00000919487 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2000.00000000 GBP 2632.24000000 USD 2020-03-18 -22.45 N N N HKT Trust & HKT Ltd. N/A N/A 48000.00000000 NS 67645.80000000 0.027705786952 Long EC CORP HK N 2 N N N Sumitomo Mitsui Trust Holdings, Inc. 353800P843RLCDBLNT17 N/A 6100.00000000 NS 241138.85000000 0.098763583313 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -4556.99000000 -0.00186641290 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 213030.00000000 CHF 216741.55000000 USD 2020-03-18 -4556.99 N N N Shimizu Corp. 353800BRAE0QFP3ZLY22 N/A 31100.00000000 NS 316810.07000000 0.129756353001 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -5073.98000000 -0.00207815723 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 179268.00000000 CHF 181152.12000000 USD 2020-03-18 -5073.98 N N N N/A N/A N/A 1.00000000 NC N/A -12970.56000000 -0.00531237079 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 706500.00000000 AUD 483739.54000000 USD 2020-03-18 -12970.56 N N N N/A N/A N/A 1.00000000 NC N/A -19.96000000 -0.00000817504 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33000.00000000 ILS 9575.16000000 USD 2020-03-18 -19.96 N N N Henderson Land Development Co. Ltd. 529900SYQB7IVR9QGN76 N/A 98380.00000000 NS 482756.06000000 0.197723089215 Long EC CORP HK N 2 N N N Kerry Properties Ltd. 5299006T5ULIIRZ7LK49 N/A 337000.00000000 NS 1070339.39000000 0.438380433173 Long EC CORP BM N 2 N N N N/A N/A N/A 1.00000000 NC N/A 24.51000000 0.000010038595 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2207.68000000 USD 3000.00000000 SGD 2020-03-18 24.51 N N N Investor AB 549300VEBQPHRZBKUX38 N/A 9454.00000000 NS 516129.97000000 0.211392089216 Long EC CORP SE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 90495.65000000 0.037064432663 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4506772.28000000 USD 3463500.00000000 GBP 2020-03-18 90495.65 N N N Nomura Real Estate Holdings, Inc. N/A N/A 3900.00000000 NS 93542.64000000 0.038312392710 Long EC CORP JP N 2 N N N Wolters Kluwer NV 724500TEM53I0U077B74 N/A 14468.00000000 NS 1056388.48000000 0.432666539033 Long EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A -20514.05000000 -0.00840196876 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8413250.00000000 SEK 880989.72000000 USD 2020-03-18 -20514.05 N N N CK Infrastructure Holdings Ltd. 5299005U11RQ1C27MR12 N/A 17827.00000000 NS 126869.17000000 0.051961987216 Long EC CORP BM N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3888.24000000 0.001592512011 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 197627.00000000 USD 151818.00000000 GBP 2020-03-18 3888.24 N N N N/A N/A N/A 1.00000000 NC N/A 33548.67000000 0.013740576703 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2005194.27000000 USD 1809000.00000000 EUR 2020-03-18 33548.67 N N N Enagas SA 213800OU3FQKGM4M2U23 N/A 32112.00000000 NS 820211.83000000 0.335935331063 Long EC CORP ES N 2 N N N Lendlease Group N/A N/A 11993.00000000 NS 148275.72000000 0.060729498484 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 30607.16000000 0.012535818250 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 904137.11000000 USD 1387000.00000000 NZD 2020-03-18 30607.16 N N N British American Tobacco plc 213800FKA5MF17RJKT63 N/A 20870.00000000 NS 887018.64000000 0.363297491682 Long EC CORP GB N 2 N N N Taisho Pharmaceutical Holdings Co. Ltd. N/A N/A 1400.00000000 NS 103313.24000000 0.042314151312 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 56353.83000000 0.023080918666 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1714446.14000000 USD 2518713.00000000 AUD 2020-03-18 56353.83 N N N N/A N/A N/A 1.00000000 NC N/A -140.39000000 -0.00005749973 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17500.00000000 SGD 12880.73000000 USD 2020-03-18 -140.39 N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 N/A 8536.00000000 NS 315280.33000000 0.129129815204 Long EC CORP JP N 2 N N N London Stock Exchange Group plc 213800QAUUUP6I445N30 N/A 5349.00000000 NS 549727.85000000 0.225152820929 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -5859.19000000 -0.00239975681 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 211750.00000000 CHF 214109.67000000 USD 2020-03-18 -5859.19 N N N Hermes International 969500Y4IJGHJE2MTJ13 N/A 150.00000000 NS 112366.29000000 0.046022021934 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 5161.89000000 0.002114162662 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 203552.88000000 USD 157242.00000000 GBP 2020-03-18 5161.89 N N N N/A N/A N/A 1.00000000 NC N/A -6103.15000000 -0.00249967586 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 215578.00000000 CHF 217842.29000000 USD 2020-03-18 -6103.15 N N N N/A N/A N/A 1.00000000 NC N/A -3504.36000000 -0.00143528573 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1018144.14000000 USD 109774500.00000000 JPY 2020-03-18 -3504.36 N N N Hong Kong Exchanges & Clearing Ltd. 213800YTVSXYQN17BW16 N/A 20254.00000000 NS 658006.52000000 0.269500670501 Long EC CORP HK N 2 N N N N/A N/A N/A 1.00000000 NC N/A 151.86000000 0.000062197517 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 815000.00000000 SEK 87481.44000000 USD 2020-03-18 151.86 N N N N/A N/A N/A 1.00000000 NC N/A 66.03000000 0.000027044001 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11564.42000000 USD 40000.00000000 ILS 2020-03-18 66.03 N N N MS&AD Insurance Group Holdings, Inc. 529900CXROT5S2HMMP26 N/A 16800.00000000 NS 554546.12000000 0.227126246657 Long EC CORP JP N 2 N N N Marubeni Corp. 4P4N3ORD02UGQT1T1W12 N/A 174900.00000000 NS 1292226.89000000 0.529259213563 Long EC CORP JP N 2 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 N/A 9223.00000000 NS 2730529.84000000 1.118347007721 Long EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A -58119.54000000 -0.02380410303 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5162500.00000000 AUD 3571414.61000000 USD 2020-03-18 -58119.54 N N N N/A N/A N/A 1.00000000 NC N/A 7151.16000000 0.002928910818 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 883742.31000000 USD 790500.00000000 EUR 2020-03-18 7151.16 N N N N/A N/A N/A 1.00000000 NC N/A 625.03000000 0.000255994430 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 49093.90000000 USD 464000.00000000 SEK 2020-03-18 625.03 N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 N/A 58426.00000000 NS 3385718.57000000 1.386693591947 Long EC CORP DK N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1355.41000000 -0.00055513721 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 73208.00000000 EUR 81150.00000000 USD 2020-03-18 -1355.41 N N N N/A N/A N/A 1.00000000 NC N/A -35.10000000 -0.00001437595 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3000.00000000 CHF 3081.34000000 USD 2020-03-18 -35.1 N N N Adecco Group AG NI14Y5UMU60O7JE9P611 N/A 17161.00000000 NS 1084956.93000000 0.444367359916 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1152.95000000 -0.00047221537 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 70164.00000000 EUR 77921.88000000 USD 2020-03-18 -1152.95 N N N N/A N/A N/A 1.00000000 NC N/A 19843.58000000 0.008127363411 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 928893.95000000 USD 714762.00000000 GBP 2020-03-18 19843.58 N N N N/A N/A N/A -40.00000000 NC 29138.32000000 0.011934223352 N/A DE GB N 1 LCH Clearnet F226TOH6YD6XJB17KS62 Short AEX Index NL0000000107 2020-01-17 -4837040 EUR 29138.32 N N N N/A N/A N/A 1.00000000 NC N/A -5712.42000000 -0.00233964402 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 209203.00000000 CHF 211610.58000000 USD 2020-03-18 -5712.42 N N N Swiss Life Holding AG 5493000KUC3Z24U77V93 N/A 274.00000000 NS 137457.68000000 0.056298738385 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A -4103.98000000 -0.00168087295 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 214302.00000000 CHF 218515.93000000 USD 2020-03-18 -4103.98 N N N Daito Trust Construction Co. Ltd. 353800QQ4DRI3KXS3038 N/A 2487.00000000 NS 307334.22000000 0.125875315578 Long EC CORP JP N 2 N N N H Lundbeck A/S 5493006R4KC2OI5D3470 N/A 16350.00000000 NS 625068.96000000 0.256010386993 Long EC CORP DK N 2 N N N GlaxoSmithKline plc 5493000HZTVUYLO1D793 N/A 51121.00000000 NS 1201192.48000000 0.491974120197 Long EC CORP GB N 2 N N N N/A N/A N/A 915284.16000000 PA 21388.51000000 0.008760122598 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI France Net Return Index MSCI France Net Return Index Y 2020-03-20 0 USD 0 USD 915284.16 EUR 21388.51 N N N adidas AG 549300JSX0Z4CW0V5023 N/A 4613.00000000 NS 1501614.69000000 0.615018473965 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -20.08000000 -0.00000822419 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 256976.07000000 USD 228000.00000000 EUR 2020-03-18 -20.08 N N N Volvo AB 549300HGV012CNC8JD22 928856301 36900.00000000 NS 617750.00000000 0.253012750089 Long EC CORP SE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2261.78000000 -0.00092636046 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 178000.00000000 CHF 182647.11000000 USD 2020-03-18 -2261.78 N N N N/A N/A N/A 1.00000000 NC N/A 54714.14000000 0.022409348490 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1716085.83000000 USD 2518713.00000000 AUD 2020-03-18 54714.14 N N N N/A N/A N/A 1.00000000 NC N/A -1132.08000000 -0.00046366762 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 105500.00000000 SGD 77366.70000000 USD 2020-03-18 -1132.08 N N N N/A N/A N/A 1.00000000 NC N/A 442.79000000 0.000181354132 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 57575.99000000 USD 384500.00000000 DKK 2020-03-18 442.79 N N N N/A N/A N/A 1.00000000 NC N/A 742.24000000 0.000304000297 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 152714.71000000 USD 1196500.00000000 HKD 2020-03-18 742.24 N N N N/A N/A N/A 1.00000000 NC N/A 4352.90000000 0.001782823472 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 169574.75000000 USD 131034.00000000 GBP 2020-03-18 4352.9 N N N Aviva plc YF0Y5B0IB8SM0ZFG9G81 N/A 192055.00000000 NS 1066010.78000000 0.436607558191 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -666.04000000 -0.00027279095 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 61000.00000000 SGD 44721.88000000 USD 2020-03-18 -666.04 N N N Wheelock & Co. Ltd. 254900QXFKSHVV2YBM95 N/A 64000.00000000 NS 426642.38000000 0.174740529127 Long EC CORP HK N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1400.21000000 -0.00057348601 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 77848.00000000 EUR 86334.48000000 USD 2020-03-18 -1400.21 N N N N/A N/A N/A 1.00000000 NC N/A -20512.95000000 -0.00840151823 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8413250.00000000 SEK 880990.82000000 USD 2020-03-18 -20512.95 N N N N/A N/A N/A 1.00000000 NC N/A -806.97000000 -0.00033051185 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 366000.00000000 DKK 54420.27000000 USD 2020-03-18 -806.97 N N N N/A N/A N/A 1.00000000 NC N/A 13274.25000000 0.005436753537 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 393796.02000000 USD 579000.00000000 AUD 2020-03-18 13274.25 N N N N/A N/A N/A 1.00000000 NC N/A 5158.40000000 0.002112733257 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 205953.56000000 USD 159048.00000000 GBP 2020-03-18 5158.4 N N N N/A N/A N/A 1.00000000 NC N/A 12862.44000000 0.005268087927 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 935875.09000000 USD 714762.00000000 GBP 2020-03-18 12862.44 N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 N/A 43813.00000000 NS 904510.57000000 0.370461686444 Long EC CORP IT N 2 N N N Vodafone Group plc 213800TB53ELEUKM7Q61 N/A 128107.00000000 NS 248703.70000000 0.101861929736 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2036.70000000 0.000834174128 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 99767.07000000 USD 98000.00000000 CHF 2020-03-18 2036.7 N N N N/A N/A N/A 1.00000000 NC N/A 373.30000000 0.000152893014 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21441.79000000 USD 21000.00000000 CHF 2020-03-18 373.3 N N N N/A N/A N/A 1.00000000 NC N/A 11.48000000 0.000004701880 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 51611.10000000 USD 402500.00000000 HKD 2020-03-18 11.48 N N N N/A N/A N/A 1.00000000 NC N/A -1289.71000000 -0.00052822836 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 74754.00000000 EUR 82958.05000000 USD 2020-03-18 -1289.71 N N N N/A N/A N/A 1.00000000 NC N/A 66.04000000 0.000027048097 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11564.41000000 USD 40000.00000000 ILS 2020-03-18 66.04 N N N Cie de Saint-Gobain NFONVGN05Z0FMN5PEC35 N/A 24835.00000000 NS 1017387.28000000 0.416692761827 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1036.87000000 -0.00042467232 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 85582.00000000 EUR 95414.04000000 USD 2020-03-18 -1036.87 N N N Sanofi 549300E9PC51EN656011 N/A 16680.00000000 NS 1675130.08000000 0.686085420151 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -4319.88000000 -0.00176929942 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 179268.00000000 CHF 181906.22000000 USD 2020-03-18 -4319.88 N N N N/A N/A N/A 1.00000000 NC N/A -1355.31000000 -0.00055509625 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 73208.00000000 EUR 81150.10000000 USD 2020-03-18 -1355.31 N N N Toshiba Corp. 549300LBHTST91VKHO68 N/A 26300.00000000 NS 892667.99000000 0.365611304033 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -4464.65000000 -0.00182859307 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 177500.00000000 GBP 231139.52000000 USD 2020-03-18 -4464.65 N N N Vicinity Centres N/A N/A 94695.00000000 NS 165627.42000000 0.067836259044 Long EC CORP AU N 2 N N N CapitaLand Mall Trust 54930031292WUTXF0L29 N/A 38494.00000000 NS 70465.73000000 0.028860749711 Long EC CORP SG N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3361.37000000 0.001376721113 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 187359.88000000 USD 143686.00000000 GBP 2020-03-18 3361.37 N N N KBC Group NV 213800X3Q9LSAKRUWY91 N/A 4115.00000000 NS 310248.97000000 0.127069113900 Long EC CORP BE N 2 N N N Deutsche Wohnen SE 529900QE24Q67I3FWZ10 N/A 9934.00000000 NS 404083.49000000 0.165501052320 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 21688.19000000 0.008882862964 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 927049.34000000 USD 714762.00000000 GBP 2020-03-18 21688.19 N N N N/A N/A N/A 1.00000000 NC N/A 6.01000000 0.000002461524 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10767.40000000 USD 84000.00000000 HKD 2020-03-18 6.01 N N N N/A N/A N/A 1.00000000 NC N/A 6509.65000000 0.002666166650 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 233392.48000000 USD 180738.00000000 GBP 2020-03-18 6509.65 N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 100649.00000000 NS 1123069.50000000 0.459977179662 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1153.05000000 -0.00047225633 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 70164.00000000 EUR 77921.78000000 USD 2020-03-18 -1153.05 N N N N/A N/A N/A 1.00000000 NC N/A 4214.11000000 0.001725979053 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1708360.52000000 USD 185284500.00000000 JPY 2020-03-18 4214.11 N N N N/A N/A N/A 1.00000000 NC N/A 120.18000000 0.000049222294 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 91033.50000000 USD 313500.00000000 ILS 2020-03-18 120.18 N N N N/A N/A N/A 1.00000000 NC N/A -3935.56000000 -0.00161189293 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 179268.00000000 CHF 182290.54000000 USD 2020-03-18 -3935.56 N N N N/A N/A N/A 1.00000000 NC N/A 795.98000000 0.000326010665 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 366903.07000000 USD 523000.00000000 AUD 2020-03-18 795.98 N N N Micro Focus International plc 213800F8E4X648142844 N/A 20122.00000000 NS 282424.94000000 0.115673186180 Long EC CORP GB N 2 N N N Tokyu Fudosan Holdings Corp. N/A N/A 12883.00000000 NS 88961.15000000 0.036435945305 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -598.26000000 -0.00024503020 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 156787.65000000 USD 16898226.00000000 JPY 2020-03-18 -598.26 N N N Obayashi Corp. 529900YT4O5S0LCXWD54 N/A 24000.00000000 NS 266559.94000000 0.109175335464 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -6122.31000000 -0.00250752325 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 216854.00000000 CHF 219148.65000000 USD 2020-03-18 -6122.31 N N N N/A N/A N/A 1.00000000 NC N/A 6035.64000000 0.002472025698 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 233863.83000000 USD 180736.00000000 GBP 2020-03-18 6035.64 N N N N/A N/A N/A 1.00000000 NC N/A -16211.47000000 -0.00663975492 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 817074.00000000 CHF 832576.41000000 USD 2020-03-18 -16211.47 N N N Novartis AG 5493007HIVTX6SY6XD66 N/A 29600.00000000 NS 2802812.41000000 1.147951883188 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A -263.35000000 -0.00010786063 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 440000.00000000 HKD 56168.79000000 USD 2020-03-18 -263.35 N N N N/A N/A N/A 1.00000000 NC N/A -23081.07000000 -0.00945334681 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 817074.00000000 CHF 825706.81000000 USD 2020-03-18 -23081.07 N N N N/A N/A N/A 1.00000000 NC N/A -223.01000000 -0.00009133852 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 156412.40000000 USD 16898226.00000000 JPY 2020-03-18 -223.01 N N N Koito Manufacturing Co. Ltd. N/A N/A 4500.00000000 NS 208376.75000000 0.085345163208 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -4789.70000000 -0.00196172427 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1853504.00000000 SEK 193818.55000000 USD 2020-03-18 -4789.7 N N N N/A N/A N/A 1.00000000 NC N/A -4354.97000000 -0.00178367128 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 140317.00000000 CHF 141408.29000000 USD 2020-03-18 -4354.97 N N N Sumitomo Corp. V82KK8NH1P0JS71FJC05 N/A 102200.00000000 NS 1518011.78000000 0.621734253543 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -927.26000000 -0.00037977920 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 76816.00000000 EUR 85644.37000000 USD 2020-03-18 -927.26 N N N N/A N/A N/A 1.00000000 NC N/A -24653.54000000 -0.01009738560 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 817076.00000000 CHF 824136.42000000 USD 2020-03-18 -24653.54 N N N N/A N/A N/A 1.00000000 NC N/A -509.60000000 -0.00020871760 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 594000.00000000 DKK 89121.49000000 USD 2020-03-18 -509.6 N N N Kone OYJ 2138001CNF45JP5XZK38 N/A 5532.00000000 NS 361725.55000000 0.148152450316 Long EC CORP FI N 2 N N N N/A N/A N/A 1.00000000 NC N/A 20029.62000000 0.008203560080 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 928707.91000000 USD 714762.00000000 GBP 2020-03-18 20029.62 N N N N/A N/A N/A 1.00000000 NC N/A -40.13000000 -0.00001643610 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5500.00000000 GBP 7260.28000000 USD 2020-03-18 -40.13 N N N N/A N/A N/A 2063424.30000000 PA -39654.59000000 -0.01624138708 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Netherlands Net Return Index MSCI Netherlands Net Return Index Y 2020-03-18 0 USD 0 USD 2063424.3 EUR -39654.59 N N N N/A N/A N/A 1.00000000 NC N/A -1499.72000000 -0.00061424246 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 76816.00000000 EUR 85071.91000000 USD 2020-03-18 -1499.72 N N N N/A N/A N/A 1.00000000 NC N/A 88.42000000 0.000036214305 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8135.31000000 USD 54500.00000000 DKK 2020-03-18 88.42 N N N N/A N/A N/A 1.00000000 NC N/A -4.90000000 -0.00000200690 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8500.00000000 DKK 1277.70000000 USD 2020-03-18 -4.9 N N N N/A N/A N/A 1.00000000 NC N/A -1644.67000000 -0.00067360984 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 90738.00000000 EUR 100617.05000000 USD 2020-03-18 -1644.67 N N N N/A N/A N/A 1.00000000 NC N/A -1488.15000000 -0.00060950372 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 76302.00000000 EUR 84504.20000000 USD 2020-03-18 -1488.15 N N N N/A N/A N/A 1.00000000 NC N/A 27.87000000 0.000011414755 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32997.76000000 USD 257500.00000000 HKD 2020-03-18 27.87 N N N N/A N/A N/A 1.00000000 NC N/A 92.13000000 0.000037733815 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 156097.24000000 USD 16898224.00000000 JPY 2020-03-18 92.13 N N N N/A N/A N/A 1.00000000 NC N/A 9763.79000000 0.003998969419 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 505794.52000000 USD 765000.00000000 NZD 2020-03-18 9763.79 N N N N/A N/A N/A 1.00000000 NC N/A -11363.75000000 -0.00465426732 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1135495.00000000 GBP 1495832.66000000 USD 2020-03-18 -11363.75 N N N N/A N/A N/A 1.00000000 NC N/A 43168.32000000 0.017680510497 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1727632.35000000 USD 2518714.00000000 AUD 2020-03-18 43168.32 N N N N/A N/A N/A 1.00000000 NC N/A 24992.73000000 0.010236308133 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 923744.80000000 USD 714762.00000000 GBP 2020-03-18 24992.73 N N N N/A N/A N/A 1.00000000 NC N/A 19844.74000000 0.008127838514 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 928892.79000000 USD 714762.00000000 GBP 2020-03-18 19844.74 N N N N/A N/A N/A 1.00000000 NC N/A -1516.81000000 -0.00062124203 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 86614.00000000 EUR 96097.17000000 USD 2020-03-18 -1516.81 N N N N/A N/A N/A 1.00000000 NC N/A 6268.54000000 0.002567414883 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 233633.59000000 USD 180738.00000000 GBP 2020-03-18 6268.54 N N N AXA SA F5WCUMTUM4RKZ1MAIE39 N/A 38854.00000000 NS 1097868.38000000 0.449655520939 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2445.28000000 0.001001516823 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 208525.21000000 USD 283538.00000000 SGD 2020-03-18 2445.28 N N N BAE Systems plc 8SVCSVKSGDWMW2QHOH83 N/A 134424.00000000 NS 1006475.49000000 0.412223604407 Long EC CORP GB N 2 N N N ComfortDelGro Corp. Ltd. 2549005O5PVA2JCH6Q33 N/A 43500.00000000 NS 76969.27000000 0.031524413881 Long EC CORP SG N 2 N N N Stockland N/A N/A 62453.00000000 NS 202632.77000000 0.082992593113 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3361.14000000 0.001376626911 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 187360.11000000 USD 143686.00000000 GBP 2020-03-18 3361.14 N N N N/A N/A N/A 1.00000000 NC N/A -665.98000000 -0.00027276638 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 61000.00000000 SGD 44721.94000000 USD 2020-03-18 -665.98 N N N N/A N/A N/A 1.00000000 NC N/A 15965.35000000 0.006538951209 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1017493.62000000 USD 917000.00000000 EUR 2020-03-18 15965.35 N N N N/A N/A N/A 1.00000000 NC N/A 442.86000000 0.000181382802 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 57575.92000000 USD 384500.00000000 DKK 2020-03-18 442.86 N N N N/A N/A N/A 1.00000000 NC N/A 15966.63000000 0.006539475460 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1017492.34000000 USD 917000.00000000 EUR 2020-03-18 15966.63 N N N N/A N/A N/A -101.00000000 NC 318954.19000000 0.130634523293 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SPI 200 Index XC0006013624 2020-03-19 -16672575 AUD 318954.19 N N N N/A N/A N/A 1.00000000 NC N/A 23485.43000000 0.009618961119 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 925252.10000000 USD 714762.00000000 GBP 2020-03-18 23485.43 N N N N/A N/A N/A 1.00000000 NC N/A -16171.65000000 -0.00662344579 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 817076.00000000 CHF 832618.31000000 USD 2020-03-18 -16171.65 N N N N/A N/A N/A 1.00000000 NC N/A 124.25000000 0.000050889250 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7201.25000000 USD 6500.00000000 EUR 2020-03-18 124.25 N N N N/A N/A N/A 1.00000000 NC N/A -5073.76000000 -0.00207806713 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 179268.00000000 CHF 181152.34000000 USD 2020-03-18 -5073.76 N N N Mitsui Fudosan Co. Ltd. 353800ND4ZKNZDYKMF33 N/A 18105.00000000 NS 442484.91000000 0.181229176774 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -50.95000000 -0.00002086766 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 131000.00000000 ILS 38038.79000000 USD 2020-03-18 -50.95 N N N N/A N/A N/A 1.00000000 NC N/A -4.38000000 -0.00000179392 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1000.00000000 EUR 1122.62000000 USD 2020-03-18 -4.38 N N N Meggitt plc YMFO3TKB4UAWQTDZJJ31 N/A 43737.00000000 NS 380947.93000000 0.156025387956 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -705.15000000 -0.00028880929 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10711000.00000000 JPY 98296.04000000 USD 2020-03-18 -705.15 N N N N/A N/A N/A 1.00000000 NC N/A -1650.07000000 -0.00067582152 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 89708.00000000 EUR 99450.84000000 USD 2020-03-18 -1650.07 N N N Kingfisher plc 213800KBMEV7I92FY281 N/A 127324.00000000 NS 366531.33000000 0.150120760497 Long EC CORP GB N 2 N N N Taisei Corp. 529900TF7XJKIOWMLQ79 N/A 13500.00000000 NS 559184.15000000 0.229025851231 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -6204.48000000 -0.00254117773 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 482608.00000000 EUR 537694.72000000 USD 2020-03-18 -6204.48 N N N N/A N/A N/A 1.00000000 NC N/A 575.90000000 0.000235872185 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 57669.22000000 USD 386000.00000000 DKK 2020-03-18 575.9 N N N N/A N/A N/A 1.00000000 NC N/A 698.30000000 0.000286003728 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 90455.38000000 USD 313500.00000000 ILS 2020-03-18 698.3 N N N N/A N/A N/A 1.00000000 NC N/A -144.95000000 -0.00005936737 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 88500.00000000 DKK 13209.18000000 USD 2020-03-18 -144.95 N N N N/A N/A N/A 1.00000000 NC N/A 13274.74000000 0.005436954227 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 393795.53000000 USD 579000.00000000 AUD 2020-03-18 13274.74 N N N N/A N/A N/A 1.00000000 NC N/A 5901.54000000 0.002417102169 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 223134.92000000 USD 172552.00000000 GBP 2020-03-18 5901.54 N N N N/A N/A N/A 1.00000000 NC N/A -6037.11000000 -0.00247262776 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 216854.00000000 CHF 219233.85000000 USD 2020-03-18 -6037.11 N N N N/A N/A N/A 1.00000000 NC N/A 6349.58000000 0.002600606552 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 233551.22000000 USD 180737.00000000 GBP 2020-03-18 6349.58 N N N Poste Italiane SpA 815600354DEDBD0BA991 N/A 35547.00000000 NS 403916.15000000 0.165432514637 Long EC CORP IT Y 2 N N N N/A N/A N/A 1.00000000 NC N/A 71.06000000 0.000029104145 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7052.59000000 USD 24500.00000000 ILS 2020-03-18 71.06 N N N Ageas 5493005DJBML6LY3RV36 N/A 16331.00000000 NS 965694.53000000 0.395520888355 Long EC CORP BE N 2 N N N Banco de Sabadell SA SI5RG2M0WQQLZCXKRM20 N/A 84069.00000000 NS 98437.15000000 0.040317044164 Long EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A -927.38000000 -0.00037982835 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 76817.00000000 EUR 85645.38000000 USD 2020-03-18 -927.38 N N N N/A N/A N/A 1.00000000 NC N/A 43170.45000000 0.017681382884 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1727628.82000000 USD 2518712.00000000 AUD 2020-03-18 43170.45 N N N N/A N/A N/A 1.00000000 NC N/A 2671.71000000 0.001094256081 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 208298.78000000 USD 283538.00000000 SGD 2020-03-18 2671.71 N N N N/A N/A N/A 1.00000000 NC N/A -5316.64000000 -0.00217754384 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 482608.00000000 EUR 538582.56000000 USD 2020-03-18 -5316.64 N N N Nippon Express Co. Ltd. 529900NTHOQWZAW95H82 N/A 12300.00000000 NS 721013.76000000 0.295306635807 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 64.43000000 0.000026388687 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9608.41000000 USD 13000.00000000 SGD 2020-03-18 64.43 N N N Japan Real Estate Investment Corp. 3538003YAIR3CBGJJ928 N/A 26.00000000 NS 172548.76000000 0.070671042156 Long EC CORP JP N 2 N N N Nokia OYJ 549300A0JPRWG1KI7U06 N/A 131599.00000000 NS 486767.40000000 0.199366019470 Long EC CORP FI N 2 N N N N/A N/A N/A 1.00000000 NC N/A -3373.16000000 -0.00138154996 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1414000.00000000 DKK 209991.09000000 USD 2020-03-18 -3373.16 N N N N/A N/A N/A 1.00000000 NC N/A -4658.68000000 -0.00190806222 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 210474.00000000 CHF 213984.65000000 USD 2020-03-18 -4658.68 N N N N/A N/A N/A 1.00000000 NC N/A 62375.70000000 0.025547304566 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1708423.57000000 USD 2518712.00000000 AUD 2020-03-18 62375.7 N N N Carrefour SA 549300B8P6MUJ1YWTS08 N/A 5947.00000000 NS 100020.59000000 0.040965575947 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -3211.79000000 -0.00131545741 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1978184.41000000 USD 213673500.00000000 JPY 2020-03-18 -3211.79 N N N N/A N/A N/A 1.00000000 NC N/A -152.30000000 -0.00006237772 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 84000.00000000 SGD 62349.10000000 USD 2020-03-18 -152.3 N N N N/A N/A N/A 1.00000000 NC N/A -21429.74000000 -0.00877700922 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8413250.00000000 SEK 880074.03000000 USD 2020-03-18 -21429.74 N N N N/A N/A N/A 1.00000000 NC N/A 20030.78000000 0.008204035182 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 928706.75000000 USD 714762.00000000 GBP 2020-03-18 20030.78 N N N Ascendas REIT 549300ILIBAEMQZK3L20 N/A 81637.00000000 NS 180365.05000000 0.073872371219 Long EC CORP SG N 2 N N N N/A N/A N/A 1.00000000 NC N/A -222.81000000 -0.00009125661 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 156412.18000000 USD 16898224.00000000 JPY 2020-03-18 -222.81 N N N N/A N/A N/A 1.00000000 NC N/A 38.16000000 0.000015629245 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 91115.52000000 USD 313500.00000000 ILS 2020-03-18 38.16 N N N Shionogi & Co. Ltd. 35380049VXDTHZI3DY35 N/A 40200.00000000 NS 2486833.18000000 1.018535818512 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -301.49000000 -0.00012348169 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 57521.12000000 USD 534000.00000000 SEK 2020-03-18 -301.49 N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 N/A 19842.00000000 NS 321009.85000000 0.131476462896 Long EC CORP DK N 2 N N N N/A N/A N/A 1.00000000 NC 6.49000000 0.000002658118 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Long MSCI Singapore Index SIMSCI Index 2020-01-30 37150 SGD 6.49 N N N N/A N/A N/A 1.00000000 NC N/A 96.66000000 0.000039589174 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6599.92000000 USD 9000.00000000 SGD 2020-03-18 96.66 N N N N/A N/A N/A 1.00000000 NC N/A 0.49000000 0.000000200690 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4500.00000000 SEK 482.68000000 USD 2020-03-18 0.49 N N N N/A N/A N/A 1.00000000 NC N/A -19.59000000 -0.00000802350 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 80219.80000000 USD 531500.00000000 DKK 2020-03-18 -19.59 N N N N/A N/A N/A 1.00000000 NC N/A -8770.98000000 -0.00359234280 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 482608.00000000 EUR 535128.22000000 USD 2020-03-18 -8770.98 N N N N/A N/A N/A 1.00000000 NC N/A -2261.55000000 -0.00092626626 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 178000.00000000 CHF 182647.34000000 USD 2020-03-18 -2261.55 N N N N/A N/A N/A 1.00000000 NC N/A -73.20000000 -0.00002998062 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 91226.88000000 USD 313500.00000000 ILS 2020-03-18 -73.2 N N N N/A N/A N/A 1.00000000 NC N/A 62373.59000000 0.025546440370 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1708426.38000000 USD 2518713.00000000 AUD 2020-03-18 62373.59 N N N N/A N/A N/A 1.00000000 NC N/A -4789.54000000 -0.00196165874 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 159454.00000000 CHF 160853.50000000 USD 2020-03-18 -4789.54 N N N N/A N/A N/A 1.00000000 NC N/A -1563.52000000 -0.00064037312 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 86614.00000000 EUR 96050.46000000 USD 2020-03-18 -1563.52 N N N BHP Group Ltd. WZE1WSENV6JSZFK0JC28 N/A 42507.00000000 NS 1163939.81000000 0.476716490921 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 120.06000000 0.000049173145 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 91033.62000000 USD 313500.00000000 ILS 2020-03-18 120.06 N N N N/A N/A N/A 1.00000000 NC N/A 14507.08000000 0.005941685482 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 541651.51000000 USD 419000.00000000 GBP 2020-03-18 14507.08 N N N N/A N/A N/A 1.00000000 NC N/A 48319.11000000 0.019790126917 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1722481.56000000 USD 2518714.00000000 AUD 2020-03-18 48319.11 N N N N/A N/A N/A 1.00000000 NC N/A 4352.69000000 0.001782737462 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 169574.96000000 USD 131034.00000000 GBP 2020-03-18 4352.69 N N N N/A N/A N/A 1.00000000 NC N/A -20463.63000000 -0.00838131817 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8413250.00000000 SEK 881040.14000000 USD 2020-03-18 -20463.63 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 N/A 290498.00000000 NS 2274147.37000000 0.931425787442 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -672.48000000 -0.00027542859 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1158000.00000000 HKD 147846.66000000 USD 2020-03-18 -672.48 N N N N/A N/A N/A 1.00000000 NC N/A -5120.66000000 -0.00209727603 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 482610.00000000 EUR 538780.79000000 USD 2020-03-18 -5120.66 N N N N/A N/A N/A 1.00000000 NC N/A 337.13000000 0.000138078815 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 164681.81000000 USD 17853500.00000000 JPY 2020-03-18 337.13 N N N N/A N/A N/A 1.00000000 NC N/A -142.27000000 -0.00005826972 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 91295.95000000 USD 313500.00000000 ILS 2020-03-18 -142.27 N N N Hoya Corp. 353800X4VR3BHEUCJB42 N/A 8000.00000000 NS 763696.37000000 0.312788213366 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 796.44000000 0.000326199068 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 366902.61000000 USD 523000.00000000 AUD 2020-03-18 796.44 N N N N/A N/A N/A 1.00000000 NC N/A -4767.01000000 -0.00195243109 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 482608.00000000 EUR 539132.19000000 USD 2020-03-18 -4767.01 N N N Swire Properties Ltd. 5299001L12PHYVQ92465 N/A 21600.00000000 NS 71557.50000000 0.029307907510 Long EC CORP HK N 2 N N N N/A N/A N/A 1.00000000 NC N/A -4373.52000000 -0.00179126883 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 144144.00000000 CHF 145365.28000000 USD 2020-03-18 -4373.52 N N N N/A N/A N/A 1.00000000 NC N/A -38.20000000 -0.00001564562 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27000.00000000 DKK 4035.94000000 USD 2020-03-18 -38.2 N N N N/A N/A N/A 1.00000000 NC N/A -705.02000000 -0.00028875604 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10711000.00000000 JPY 98296.17000000 USD 2020-03-18 -705.02 N N N N/A N/A N/A 1.00000000 NC N/A -332.55000000 -0.00013620297 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 66000.00000000 SGD 48775.69000000 USD 2020-03-18 -332.55 N N N N/A N/A N/A 1.00000000 NC N/A -4177.32000000 -0.00171091092 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 210478.00000000 CHF 214470.17000000 USD 2020-03-18 -4177.32 N N N N/A N/A N/A 1.00000000 NC N/A 12863.64000000 0.005268579413 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 935876.54000000 USD 714764.00000000 GBP 2020-03-18 12863.64 N N N N/A N/A N/A 1.00000000 NC N/A -181786.89000000 -0.07445471625 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5028001.00000000 GBP 6492117.47000000 USD 2020-03-18 -181786.89 N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 N/A 11115.00000000 NS 104479.29000000 0.042791732076 Long EC CORP SE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -5712.66000000 -0.00233974231 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 209202.00000000 CHF 211609.30000000 USD 2020-03-18 -5712.66 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 11494.00000000 NS 401117.44000000 0.164286242983 Long EC CORP FR N 2 N N N Ipsen SA 549300M6SGDPB4Z94P11 N/A 1001.00000000 NS 88855.57000000 0.036392702754 Long EC CORP FR N 2 N N N RELX plc 549300WSX3VBUFFJOO66 N/A 34060.00000000 NS 859788.58000000 0.352144837104 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -144.93000000 -0.00005935918 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 88500.00000000 DKK 13209.20000000 USD 2020-03-18 -144.93 N N N Rio Tinto plc 213800YOEO5OQ72G2R82 N/A 25787.00000000 NS 1526460.77000000 0.625194718448 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -4658.44000000 -0.00190796392 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 210475.00000000 CHF 213985.93000000 USD 2020-03-18 -4658.44 N N N N/A N/A N/A 1.00000000 NC N/A 131.80000000 0.000053981514 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 441883.54000000 USD 425500.00000000 CHF 2020-03-18 131.8 N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 N/A 90814.00000000 NS 935889.98000000 0.383313796230 Long EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A 4211.97000000 0.001725102570 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1708362.66000000 USD 185284500.00000000 JPY 2020-03-18 4211.97 N N N Schneider Electric SE 969500A1YF1XUYYXS284 N/A 10687.00000000 NS 1097979.55000000 0.449701052995 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2953.15000000 -0.00120952586 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 459500.00000000 EUR 514903.34000000 USD 2020-03-18 -2953.15 N N N SoftBank Group Corp. 5493003BZYYYCDIO0R13 N/A 11800.00000000 NS 512321.15000000 0.209832105367 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -894.33000000 -0.00036629201 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1392000.00000000 HKD 177636.45000000 USD 2020-03-18 -894.33 N N N N/A N/A N/A 1.00000000 NC N/A -1379.45000000 -0.00056498330 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 79910.00000000 EUR 88679.12000000 USD 2020-03-18 -1379.45 N N N Carl Zeiss Meditec AG 529900GRL4MZ8NMOOK95 N/A 548.00000000 NS 69666.99000000 0.028533608628 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 5901.82000000 0.002417216849 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 223134.64000000 USD 172552.00000000 GBP 2020-03-18 5901.82 N N N N/A N/A N/A 1.00000000 NC N/A -1649.94000000 -0.00067576828 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 89708.00000000 EUR 99450.97000000 USD 2020-03-18 -1649.94 N N N N/A N/A N/A 1.00000000 NC N/A -1488.05000000 -0.00060946276 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 76302.00000000 EUR 84504.30000000 USD 2020-03-18 -1488.05 N N N N/A N/A N/A 1.00000000 NC N/A -3315.71000000 -0.00135802008 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 277000.00000000 AUD 191431.21000000 USD 2020-03-18 -3315.71 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 N/A 13400.00000000 NS 72444.91000000 0.029671365291 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 84675.76000000 0.034680772000 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2720171.99000000 USD 3989500.00000000 AUD 2020-03-18 84675.76 N N N N/A N/A N/A 1.00000000 NC N/A 45178.04000000 0.018503634389 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 950894.08000000 USD 1478000.00000000 NZD 2020-03-18 45178.04 N N N N/A N/A N/A 1.00000000 NC N/A -1644.54000000 -0.00067355659 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 90738.00000000 EUR 100617.18000000 USD 2020-03-18 -1644.54 N N N N/A N/A N/A 1.00000000 NC N/A -1323.38000000 -0.00054201863 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 70164.00000000 EUR 77751.45000000 USD 2020-03-18 -1323.38 N N N N/A N/A N/A 1.00000000 NC N/A -971.86000000 -0.00039804608 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 85070.00000000 EUR 94902.03000000 USD 2020-03-18 -971.86 N N N N/A N/A N/A 1.00000000 NC N/A 6286.00000000 0.002574566000 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 233613.47000000 USD 180736.00000000 GBP 2020-03-18 6286 N N N N/A N/A N/A 1.00000000 NC N/A -3503.09000000 -0.00143476557 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1018142.87000000 USD 109774500.00000000 JPY 2020-03-18 -3503.09 N N N N/A N/A N/A 1.00000000 NC N/A -672.66000000 -0.00027550231 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1158000.00000000 HKD 147846.48000000 USD 2020-03-18 -672.66 N N N N/A N/A N/A 1.00000000 NC N/A -2953.80000000 -0.00120979208 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 459500.00000000 EUR 514902.69000000 USD 2020-03-18 -2953.8 N N N Orion OYJ 74370029VAHCXDR7B745 N/A 8862.00000000 NS 410413.92000000 0.168093815579 Long EC CORP FI N 2 N N N Marks & Spencer Group plc 213800EJP14A79ZG1X44 N/A 125104.00000000 NS 354727.37000000 0.145286195735 Long EC CORP GB N 2 N N N Deutsche Boerse AG 529900G3SW56SHYNPR95 N/A 3287.00000000 NS 515443.16000000 0.211110791463 Long EC CORP DE N 2 N N N Royal Dutch Shell plc 21380068P1DRHMJ8KU70 N/A 45244.00000000 NS 1339866.10000000 0.548770872865 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -19.76000000 -0.00000809313 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 256975.75000000 USD 228000.00000000 EUR 2020-03-18 -19.76 N N N Orange SA 969500MCOONR8990S771 N/A 15643.00000000 NS 229892.87000000 0.094157551217 Long EC CORP FR N 2 N N N Scentre Group N/A N/A 104047.00000000 NS 280017.11000000 0.114687007807 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -5472.22000000 -0.00224126496 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 181136.00000000 CHF 182694.39000000 USD 2020-03-18 -5472.22 N N N N/A N/A N/A 1.00000000 NC N/A 308.02000000 0.000126156191 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 90845.66000000 USD 313500.00000000 ILS 2020-03-18 308.02 N N N N/A N/A N/A 1.00000000 NC N/A 91.94000000 0.000037655997 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 156097.45000000 USD 16898226.00000000 JPY 2020-03-18 91.94 N N N Dai-ichi Life Holdings, Inc. 549300ZUFXI7JXZVTZ25 N/A 38000.00000000 NS 626250.65000000 0.256494373455 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2837.72000000 0.001162249034 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 208131.29000000 USD 283536.00000000 SGD 2020-03-18 2837.72 N N N N/A N/A N/A 1.00000000 NC N/A -1036.75000000 -0.00042462317 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 85582.00000000 EUR 95414.16000000 USD 2020-03-18 -1036.75 N N N Sonova Holding AG 5299004A0QNX7FBNHS61 N/A 10052.00000000 NS 2297973.17000000 0.941184154389 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A -28.20000000 -0.00001154991 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 36388.46000000 USD 283500.00000000 HKD 2020-03-18 -28.2 N N N N/A N/A N/A 1.00000000 NC N/A -1588.03000000 -0.00065041171 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 86098.00000000 EUR 95444.41000000 USD 2020-03-18 -1588.03 N N N N/A N/A N/A 1.00000000 NC N/A -4177.05000000 -0.00171080033 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 210478.00000000 CHF 214470.44000000 USD 2020-03-18 -4177.05 N N N N/A N/A N/A 1.00000000 NC N/A -1000.99000000 -0.00040997690 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 47000.00000000 CHF 47823.27000000 USD 2020-03-18 -1000.99 N N N N/A N/A N/A 1.00000000 NC N/A -1131.99000000 -0.00046363076 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 105500.00000000 SGD 77366.79000000 USD 2020-03-18 -1131.99 N N N N/A N/A N/A 1.00000000 NC N/A 3120.39000000 0.001278022590 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 178004.14000000 USD 136456.00000000 GBP 2020-03-18 3120.39 N N N N/A N/A N/A 1.00000000 NC N/A 14.91000000 0.000006106710 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 842.31000000 USD 8000.00000000 SEK 2020-03-18 14.91 N N N N/A N/A N/A 1.00000000 NC N/A -3373.42000000 -0.00138165644 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1414000.00000000 DKK 209990.83000000 USD 2020-03-18 -3373.42 N N N N/A N/A N/A 5616169.78000000 PA -129915.68000000 -0.05320975067 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Switzerland Net Return Index MSCI Switzerland Net Return Index Y 2020-03-18 0 USD 0 USD 5616169.78 CHF -129915.68 N N N N/A N/A N/A 1.00000000 NC N/A 6286.33000000 0.002574701159 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 233614.47000000 USD 180737.00000000 GBP 2020-03-18 6286.33 N N N N/A N/A N/A 1.00000000 NC N/A 2671.97000000 0.001094362570 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 208298.52000000 USD 283538.00000000 SGD 2020-03-18 2671.97 N N N N/A N/A N/A 1.00000000 NC N/A -58115.07000000 -0.02380227224 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5162500.00000000 AUD 3571419.08000000 USD 2020-03-18 -58115.07 N N N N/A N/A N/A 1.00000000 NC N/A 131.24000000 0.000053752154 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 441884.10000000 USD 425500.00000000 CHF 2020-03-18 131.24 N N N N/A N/A N/A 1.00000000 NC N/A 151.75000000 0.000062152464 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 815000.00000000 SEK 87481.33000000 USD 2020-03-18 151.75 N N N N/A N/A N/A 1.00000000 NC N/A 383.67000000 0.000157140270 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 37000.00000000 GBP 49495.53000000 USD 2020-03-18 383.67 N N N Diageo plc 213800ZVIELEA55JMJ32 N/A 29687.00000000 NS 1250912.18000000 0.512337888761 Long EC CORP GB N 2 N N N Sompo Holdings, Inc. 353800CWW4SRGEYEB512 N/A 3600.00000000 NS 141370.58000000 0.057901350429 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1289.60000000 -0.00052818331 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 74754.00000000 EUR 82958.16000000 USD 2020-03-18 -1289.6 N N N Carlsberg A/S 5299001O0WJQYB5GYZ19 N/A 1077.00000000 NS 160727.13000000 0.065829240267 Long EC CORP DK N 2 N N N Sekisui House Ltd. 529900GMNDOYQSAJAE76 N/A 19400.00000000 NS 414284.23000000 0.169678983975 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -23080.10000000 -0.00945294953 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 817076.00000000 CHF 825709.86000000 USD 2020-03-18 -23080.1 N N N Berkeley Group Holdings plc 2138009OQSSLVVHQAL78 N/A 11863.00000000 NS 763662.29000000 0.312774255172 Long EC CORP GB N 2 N N N Unibail-Rodamco-Westfield N/A N/A 3742.00000000 NS 590616.94000000 0.241899823939 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -4355.12000000 -0.00178373272 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 140316.00000000 CHF 141407.10000000 USD 2020-03-18 -4355.12 N N N N/A N/A N/A 1.00000000 NC N/A 4160.47000000 0.001704009642 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 164901.12000000 USD 127368.00000000 GBP 2020-03-18 4160.47 N N N N/A N/A N/A 1.00000000 NC N/A -301.57000000 -0.00012351445 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 57521.20000000 USD 534000.00000000 SEK 2020-03-18 -301.57 N N N N/A N/A N/A 1.00000000 NC N/A 6412.82000000 0.002626507849 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 233486.65000000 USD 180736.00000000 GBP 2020-03-18 6412.82 N N N N/A N/A N/A 1.00000000 NC N/A -1451.11000000 -0.00059433319 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 82490.00000000 EUR 91515.12000000 USD 2020-03-18 -1451.11 N N N N/A N/A N/A 1.00000000 NC N/A -12969.95000000 -0.00531212095 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 706500.00000000 AUD 483740.15000000 USD 2020-03-18 -12969.95 N N N N/A N/A N/A 1.00000000 NC N/A -5119.97000000 -0.00209699342 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 482608.00000000 EUR 538779.23000000 USD 2020-03-18 -5119.97 N N N N/A N/A N/A 1.00000000 NC N/A -18395.85000000 -0.00753441456 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 817074.00000000 CHF 830392.03000000 USD 2020-03-18 -18395.85 N N N Leonardo SpA 529900X4EEX1U9LN3U39 N/A 90127.00000000 NS 1056949.65000000 0.432896378231 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 14.91000000 0.000006106710 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 842.31000000 USD 8000.00000000 SEK 2020-03-18 14.91 N N N N/A N/A N/A 1.00000000 NC N/A 88.43000000 0.000036218401 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8135.30000000 USD 54500.00000000 DKK 2020-03-18 88.43 N N N N/A N/A N/A 1.00000000 NC N/A 373.33000000 0.000152905301 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21441.76000000 USD 21000.00000000 CHF 2020-03-18 373.33 N N N N/A N/A N/A 1.00000000 NC N/A -4789.37000000 -0.00196158911 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 159455.00000000 CHF 160854.71000000 USD 2020-03-18 -4789.37 N N N Assa Abloy AB 549300YECS8HKCIMMB67 N/A 4648.00000000 NS 108649.13000000 0.044499579402 Long EC CORP SE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 5162.18000000 0.002114281437 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 203553.92000000 USD 157243.00000000 GBP 2020-03-18 5162.18 N N N N/A N/A N/A 1.00000000 NC N/A 5989.66000000 0.002453193603 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 223046.80000000 USD 172552.00000000 GBP 2020-03-18 5989.66 N N N N/A N/A N/A 1.00000000 NC N/A -4557.26000000 -0.00186652348 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 213030.00000000 CHF 216741.28000000 USD 2020-03-18 -4557.26 N N N Mitsubishi Heavy Industries Ltd. 353800TJ98PCAZROVE69 N/A 2500.00000000 NS 96942.15000000 0.039704734878 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 38.04000000 0.000015580097 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 91115.64000000 USD 313500.00000000 ILS 2020-03-18 38.04 N N N UCB SA 2138008J191VLSGY5A09 N/A 6940.00000000 NS 552247.61000000 0.226184842632 Long EC CORP BE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -760.21000000 -0.00031136029 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 70164.00000000 EUR 78314.62000000 USD 2020-03-18 -760.21 N N N Sumitomo Realty & Development Co. Ltd. N/A N/A 5661.00000000 NS 197509.41000000 0.080894211238 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1529.23000000 -0.00062632891 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 85068.00000000 EUR 94342.40000000 USD 2020-03-18 -1529.23 N N N N/A N/A N/A 1.00000000 NC N/A -3562.94000000 -0.00145927842 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 179269.00000000 CHF 182664.20000000 USD 2020-03-18 -3562.94 N N N Unilever plc 549300MKFYEKVRWML317 N/A 23453.00000000 NS 1342512.19000000 0.549854635727 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -5597.73000000 -0.00229267027 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 192024.00000000 CHF 193879.48000000 USD 2020-03-18 -5597.73 N N N N/A N/A N/A 1.00000000 NC N/A 2639.99000000 0.001081264476 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 122675.28000000 USD 1169500.00000000 SEK 2020-03-18 2639.99 N N N N/A N/A N/A 1.00000000 NC N/A 132.88000000 0.000054423851 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 91020.80000000 USD 313500.00000000 ILS 2020-03-18 132.88 N N N N/A N/A N/A 1.00000000 NC N/A -5042.63000000 -0.00206531717 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 210476.00000000 CHF 213602.78000000 USD 2020-03-18 -5042.63 N N N N/A N/A N/A 18.00000000 NC -19778.64000000 -0.00810076584 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long DAX Index DE0008469008 2020-03-20 5960925 EUR -19778.64 N N N N/A N/A N/A 1.00000000 NC N/A -4.89000000 -0.00000200280 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8500.00000000 DKK 1277.71000000 USD 2020-03-18 -4.89 N N N N/A N/A N/A 1.00000000 NC N/A -4753.37000000 -0.00194684454 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 162000.00000000 CHF 163534.49000000 USD 2020-03-18 -4753.37 N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 N/A 88291.00000000 NS 2213667.06000000 0.906654780466 Long EC CORP NL N 2 N N N Thales SA 529900FNDVTQJOVVPZ19 N/A 10107.00000000 NS 1051682.74000000 0.430739202378 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -5304.64000000 -0.00217262898 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 482608.00000000 EUR 538594.56000000 USD 2020-03-18 -5304.64 N N N Vestas Wind Systems A/S 549300DYMC8BGZZC8844 N/A 2084.00000000 NS 210497.56000000 0.086213786390 Long EC CORP DK N 2 N N N Peugeot SA 969500TZ5950IT5FPQ42 N/A 94151.00000000 NS 2266889.14000000 0.928453023811 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2837.47000000 0.001162146641 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 208133.02000000 USD 283538.00000000 SGD 2020-03-18 2837.47 N N N N/A N/A N/A 1.00000000 NC N/A 506.74000000 0.000207546225 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 90646.94000000 USD 313500.00000000 ILS 2020-03-18 506.74 N N N N/A N/A N/A 1.00000000 NC N/A -5305.33000000 -0.00217291158 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 482610.00000000 EUR 538596.12000000 USD 2020-03-18 -5305.33 N N N N/A N/A N/A 1.00000000 NC N/A -6029.48000000 -0.00246950273 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 482608.00000000 EUR 537869.72000000 USD 2020-03-18 -6029.48 N N N N/A N/A N/A 1.00000000 NC N/A -8437.41000000 -0.00345572206 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 482608.00000000 EUR 535461.79000000 USD 2020-03-18 -8437.41 N N N N/A N/A N/A 1.00000000 NC N/A 506.63000000 0.000207501172 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 90647.05000000 USD 313500.00000000 ILS 2020-03-18 506.63 N N N N/A N/A N/A 1.00000000 NC N/A -82783.12000000 -0.03390560073 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2838500.00000000 GBP 3684892.65000000 USD 2020-03-18 -82783.12 N N N N/A N/A N/A 1.00000000 NC N/A 3549.96000000 0.001453962189 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 954131.23000000 USD 721500.00000000 GBP 2020-03-18 3549.96 N N N Swedbank AB M312WZV08Y7LYUC71685 N/A 4707.00000000 NS 69974.18000000 0.028659424875 Long EC CORP SE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 137.99000000 0.000056516761 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16231.42000000 USD 22000.00000000 SGD 2020-03-18 137.99 N N N N/A N/A N/A 1.00000000 NC N/A -181794.93000000 -0.07445800921 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5027999.00000000 GBP 6492106.78000000 USD 2020-03-18 -181794.93 N N N N/A N/A N/A 1.00000000 NC N/A -5302.78000000 -0.00217186718 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 342000.00000000 CHF 349971.60000000 USD 2020-03-18 -5302.78 N N N SAP SE 529900D6BF99LW9R2E68 N/A 16860.00000000 NS 2269326.66000000 0.929451362360 Long EC CORP DE N 2 N N N WH Group Ltd. 254900A4AYEDRWYSE928 N/A 1215000.00000000 NS 1256278.47000000 0.514535767823 Long EC CORP KY Y 2 N N N N/A N/A N/A 1.00000000 NC N/A 36860.40000000 0.015096966691 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1388843.65000000 USD 2115500.00000000 NZD 2020-03-18 36860.4 N N N Japan Airlines Co. Ltd. 3538002MH5L1QZZ93477 N/A 86700.00000000 NS 2699480.95000000 1.105630269484 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1516.69000000 -0.00062119289 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 86614.00000000 EUR 96097.29000000 USD 2020-03-18 -1516.69 N N N N/A N/A N/A 1.00000000 NC N/A 383.61000000 0.000157115695 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 37000.00000000 GBP 49495.47000000 USD 2020-03-18 383.61 N N N N/A N/A N/A 1.00000000 NC N/A -3214.26000000 -0.00131646906 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1978186.88000000 USD 213673500.00000000 JPY 2020-03-18 -3214.26 N N N N/A N/A N/A 1.00000000 NC N/A 6.03000000 0.000002469715 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10767.38000000 USD 84000.00000000 HKD 2020-03-18 6.03 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 90262Y729 169780.90000000 NS USD 169780.90000000 0.069537405781 Long STIV RF US N 1 N N N/A N/A N/A 1.00000000 NC N/A -4753.57000000 -0.00194692645 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 162000.00000000 CHF 163534.29000000 USD 2020-03-18 -4753.57 N N N G4S plc 549300L3KWKK8X35QR12 N/A 23875.00000000 NS 69043.22000000 0.028278130258 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -16172.67000000 -0.00662386355 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 817075.00000000 CHF 832616.25000000 USD 2020-03-18 -16172.67 N N N N/A N/A N/A 1.00000000 NC N/A 2036.83000000 0.000834227373 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 99766.94000000 USD 98000.00000000 CHF 2020-03-18 2036.83 N N N N/A N/A N/A 1.00000000 NC N/A -263.28000000 -0.00010783196 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 440000.00000000 HKD 56168.86000000 USD 2020-03-18 -263.28 N N N Prosus NV 635400Z5LQ5F9OLVT688 N/A 6908.00000000 NS 517005.70000000 0.211750763203 Long EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A 6566.91000000 0.002689618710 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 942173.27000000 USD 714764.00000000 GBP 2020-03-18 6566.91 N N N Astellas Pharma, Inc. 529900IB708DY2HBBB35 N/A 163300.00000000 NS 2787528.96000000 1.141692218735 Long EC CORP JP N 2 N N N Venture Corp. Ltd. 254900B1NLZC3J1MAE72 N/A 18400.00000000 NS 221973.26000000 0.090913905235 Long EC CORP SG N 2 N N N Fresenius Medical Care AG & Co. KGaA 549300CP8NY40UP89Q40 N/A 19141.00000000 NS 1409310.38000000 0.577213265841 Long EC CORP DE N 2 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 N/A 176210.00000000 NS 1399781.50000000 0.573310508845 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -4982.66000000 -0.00204075517 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 204097.00000000 CHF 207036.15000000 USD 2020-03-18 -4982.66 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 90262Y729 13961376.98100000 NS USD 13961376.98000000 5.718181116548 Long STIV RF US N 1 N N N Aurizon Holdings Ltd. 5299005PC1O6NOWL3H48 N/A 341894.00000000 NS 1254726.05000000 0.513899940946 Long EC CORP AU N 2 N N N Barratt Developments plc 2138006R85VEOF5YNK29 N/A 85161.00000000 NS 843216.47000000 0.345357374335 Long EC CORP GB N 2 N N N CK Hutchison Holdings Ltd. 254900Z8HM1VEPOQ2G79 N/A 15000.00000000 NS 143032.32000000 0.058581951655 Long EC CORP KY N 2 N N N N/A N/A N/A 1.00000000 NC N/A -35.09000000 -0.00001437186 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3000.00000000 CHF 3081.35000000 USD 2020-03-18 -35.09 N N N Medipal Holdings Corp. 353800PJDODZEA4NP730 N/A 3600.00000000 NS 79453.35000000 0.032541822075 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -19.94000000 -0.00000816685 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33000.00000000 ILS 9575.18000000 USD 2020-03-18 -19.94 N N N Dexus N/A N/A 23093.00000000 NS 190096.68000000 0.077858168821 Long EC CORP AU N 2 N N N FUJIFILM Holdings Corp. 529900UBKMFM0ST6H474 N/A 10800.00000000 NS 515763.72000000 0.211242083680 Long EC CORP JP N 2 N N N Yangzijiang Shipbuilding Holdings Ltd. 254900Z3JEM14YIGLM66 N/A 1185300.00000000 NS 988027.90000000 0.404667998614 Long EC CORP SG N 2 N N N Direct Line Insurance Group plc 213800FF2R23ALJQOP04 N/A 145300.00000000 NS 601186.15000000 0.246228670380 Long EC CORP GB N 2 N N N N/A N/A N/A 64.00000000 NC 17573.48000000 0.007197595311 N/A DE JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Long TOPIX Index JP9010100007 2020-03-12 1101440000 JPY 17573.48 N N N N/A N/A N/A 1.00000000 NC N/A -4151.76000000 -0.00170044227 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 213028.00000000 CHF 217144.70000000 USD 2020-03-18 -4151.76 N N N Newcrest Mining Ltd. 5299006MN50OZJUJI655 N/A 61437.00000000 NS 1297486.39000000 0.531413354492 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 133.00000000 0.000054473000 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 91020.68000000 USD 313500.00000000 ILS 2020-03-18 133 N N N N/A N/A N/A 1.00000000 NC N/A -4373.34000000 -0.00179119511 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 144144.00000000 CHF 145365.46000000 USD 2020-03-18 -4373.34 N N N N/A N/A N/A 1.00000000 NC N/A 625.10000000 0.000256023100 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 49093.83000000 USD 464000.00000000 SEK 2020-03-18 625.1 N N N N/A N/A N/A 1.00000000 NC N/A 742.43000000 0.000304078115 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 152714.52000000 USD 1196500.00000000 HKD 2020-03-18 742.43 N N N N/A N/A N/A 1.00000000 NC N/A 124.26000000 0.000050893345 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7201.24000000 USD 6500.00000000 EUR 2020-03-18 124.26 N N N N/A N/A N/A 1.00000000 NC N/A -16210.47000000 -0.00663934535 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 817076.00000000 CHF 832579.49000000 USD 2020-03-18 -16210.47 N N N N/A N/A N/A 1.00000000 NC N/A 64.44000000 0.000026392782 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9608.40000000 USD 13000.00000000 SGD 2020-03-18 64.44 N N N N/A N/A N/A 1.00000000 NC N/A 6565.72000000 0.002689131320 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 942171.81000000 USD 714762.00000000 GBP 2020-03-18 6565.72 N N N Vinci SA 213800WFQ334R8UXUG83 N/A 1832.00000000 NS 204036.48000000 0.083567512623 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3551.15000000 0.001454449579 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 954130.04000000 USD 721500.00000000 GBP 2020-03-18 3551.15 N N N N/A N/A N/A 1.00000000 NC N/A 188.44000000 0.000077179640 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 156000.93000000 USD 16898224.00000000 JPY 2020-03-18 188.44 N N N N/A N/A N/A 1.00000000 NC N/A 3632.57000000 0.001487796884 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 191818.02000000 USD 147249.00000000 GBP 2020-03-18 3632.57 N N N N/A N/A N/A 1.00000000 NC N/A 308.13000000 0.000126201244 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 90845.55000000 USD 313500.00000000 ILS 2020-03-18 308.13 N N N N/A N/A N/A 1.00000000 NC N/A 48321.24000000 0.019790999304 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1722478.03000000 USD 2518712.00000000 AUD 2020-03-18 48321.24 N N N N/A N/A N/A 1.00000000 NC N/A 3299.63000000 0.001351434173 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 176628.96000000 USD 135555.00000000 GBP 2020-03-18 3299.63 N N N N/A N/A N/A -251.00000000 NC 54404.35000000 0.022282467357 N/A DE US N 1 NASDAQ OMX Commodities Clearing 5493008EIVLUXM0PQX05 Short OMXS30 Index SE0000337842 2020-01-17 -44383075 SEK 54404.35 N N N Fresenius SE & Co. KGaA XDFJ0CYCOO1FXRFTQS51 N/A 6125.00000000 NS 344675.11000000 0.141169077245 Long EC CORP DE N 2 N N N Standard Life Aberdeen plc 0TMBS544NMO7GLCE7H90 N/A 16779.00000000 NS 72999.18000000 0.029898378447 Long EC CORP GB N 2 N N N New World Development Co. Ltd. 2549008GWMWXTIRL4S48 N/A 331000.00000000 NS 453715.86000000 0.185829053011 Long EC CORP HK N 2 N N N N/A N/A N/A 1.00000000 NC N/A -5042.89000000 -0.00206542366 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 210476.00000000 CHF 213602.52000000 USD 2020-03-18 -5042.89 N N N N/A N/A N/A 1.00000000 NC N/A 30608.29000000 0.012536281065 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 904135.98000000 USD 1387000.00000000 NZD 2020-03-18 30608.29 N N N Nikon Corp. 549300X7LIS9RFELXJ98 654111103 99100.00000000 NS 1211959.34000000 0.496383918430 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 55915.18000000 0.022901260159 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1714884.09000000 USD 2518712.00000000 AUD 2020-03-18 55915.18 N N N N/A N/A N/A 1.00000000 NC N/A -28.16000000 -0.00001153353 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 36388.42000000 USD 283500.00000000 HKD 2020-03-18 -28.16 N N N Vonovia SE 5299005A2ZEP6AP7KM81 N/A 7064.00000000 NS 379402.95000000 0.155392608290 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -5133.84000000 -0.00210267418 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 179268.00000000 CHF 181092.26000000 USD 2020-03-18 -5133.84 N N N N/A N/A N/A 1.00000000 NC N/A -20464.74000000 -0.00838177280 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8413250.00000000 SEK 881039.03000000 USD 2020-03-18 -20464.74 N N N N/A N/A N/A 1.00000000 NC N/A -22.45000000 -0.00000919487 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2000.00000000 GBP 2632.24000000 USD 2020-03-18 -22.45 N N N N/A N/A N/A 1.00000000 NC N/A -4766.34000000 -0.00195215668 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 482608.00000000 EUR 539132.86000000 USD 2020-03-18 -4766.34 N N N Telenet Group Holding NV 213800FA3K4S56INQI67 N/A 2236.00000000 NS 100515.05000000 0.041168092636 Long EC CORP BE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 59491.76000000 0.024366125140 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1711307.51000000 USD 2518712.00000000 AUD 2020-03-18 59491.76 N N N N/A N/A N/A 1.00000000 NC N/A -79977.11000000 -0.03275633920 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4529000.00000000 AUD 3104170.14000000 USD 2020-03-18 -79977.11 N N N N/A N/A N/A 1.00000000 NC N/A -2503.48000000 -0.00102535388 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1868250.00000000 DKK 279404.41000000 USD 2020-03-18 -2503.48 N N N N/A N/A N/A 1.00000000 NC N/A 3120.17000000 0.001277932484 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 178004.36000000 USD 136456.00000000 GBP 2020-03-18 3120.17 N N N Fiat Chrysler Automobiles NV 549300LKT9PW7ZIBDF31 N/A 73653.00000000 NS 1092018.72000000 0.447259667335 Long EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A -17052.88000000 -0.00698437242 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 817074.00000000 CHF 831735.00000000 USD 2020-03-18 -17052.88 N N N Sandvik AB 5299008ZUAXN43LVZF54 N/A 92329.00000000 NS 1798325.88000000 0.736542899969 Long EC CORP SE N 2 N N N BLACKROCK LIQUIDITY FUNDS T-FUND 5493002L9DNZ83RX7V61 09248U718 27301.03000000 NS USD 27301.03000000 0.011181721862 Long STIV RF US N 1 N N Sun Hung Kai Properties Ltd. 529900LUMD393RD3S874 N/A 24000.00000000 NS 367557.20000000 0.150540927539 Long EC CORP HK N 2 N N N N/A N/A N/A 1.00000000 NC N/A -11361.98000000 -0.00465354238 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1135505.00000000 GBP 1495847.70000000 USD 2020-03-18 -11361.98 N N N Smith & Nephew plc 213800ZTMDN8S67S1H61 N/A 2834.00000000 NS 68301.49000000 0.027974338842 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A 48283.82000000 0.019775673141 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1722515.45000000 USD 2518712.00000000 AUD 2020-03-18 48283.82 N N N N/A N/A N/A 1.00000000 NC N/A -332.61000000 -0.00013622755 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 66000.00000000 SGD 48775.63000000 USD 2020-03-18 -332.61 N N N Suzuken Co. Ltd. N/A N/A 5400.00000000 NS 220092.74000000 0.090143697971 Long EC CORP JP N 2 N N N Safran SA 969500UIC89GT3UL7L24 N/A 679.00000000 NS 104877.91000000 0.042954995439 Long EC CORP FR N 2 N N N Sony Corp. 529900R5WX9N2OI2N910 N/A 39100.00000000 NS 2654800.70000000 1.087330515656 Long EC CORP JP N 2 N N N M&G plc 254900TWUJUQ44TQJY84 N/A 10131.00000000 NS 31831.10000000 0.013037109104 Long EC CORP GB N 2 N N N Sumitomo Heavy Industries Ltd. 353800VSTEIRMBC3S374 N/A 37200.00000000 NS 1056658.82000000 0.432777262573 Long EC CORP JP N 2 N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 N/A 519715.00000000 NS 1369028.15000000 0.560714815348 Long EC CORP IT N 2 N N N BHP Group plc 549300C116EOWV835768 N/A 54919.00000000 NS 1286967.21000000 0.527104998911 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A 5989.94000000 0.002453308283 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 223046.52000000 USD 172552.00000000 GBP 2020-03-18 5989.94 N N N N/A N/A N/A 6794847.27000000 PA 130076.74000000 0.053275716244 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Italy Net Return Index MSCI Italy Net Return Index Y 2020-03-20 0 USD 0 USD 6794847.27 EUR 130076.74 N N N ACS Actividades de Construccion y Servicios SA 95980020140005558665 N/A 1685.00000000 NS 67592.36000000 0.027683899455 Long EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A -4346.35000000 -0.00178014077 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 214302.00000000 CHF 218273.56000000 USD 2020-03-18 -4346.35 N N N N/A N/A N/A 1.00000000 NC N/A -1563.40000000 -0.00064032397 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 86614.00000000 EUR 96050.58000000 USD 2020-03-18 -1563.4 N N N Swedish Match AB 529900YVXCGNWAUYZG78 N/A 42589.00000000 NS 2194045.65000000 0.898618411539 Long EC CORP SE N 2 N N N Mitsubishi Estate Co. Ltd. 353800KOFMRGOXSJ5Z65 N/A 22820.00000000 NS 436657.91000000 0.178842604059 Long EC CORP JP N 2 N N N ITOCHU Corp. J48DJYXDTLHM30UMYI18 N/A 27800.00000000 NS 644311.85000000 0.263891724943 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -6028.81000000 -0.00246922832 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 482608.00000000 EUR 537870.39000000 USD 2020-03-18 -6028.81 N N N N/A N/A N/A 1.00000000 NC N/A 55367.36000000 0.022676888739 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1715431.91000000 USD 2518712.00000000 AUD 2020-03-18 55367.36 N N N Genting Singapore Ltd. 254900Y2N3AK93K1O866 N/A 106400.00000000 NS 72861.55000000 0.029842009132 Long EC CORP SG N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1001.05000000 -0.00041000147 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 47000.00000000 CHF 47823.21000000 USD 2020-03-18 -1001.05 N N N CLP Holdings Ltd. 25490002BUTSMP94GO68 N/A 6500.00000000 NS 68233.25000000 0.027946389688 Long EC CORP HK N 2 N N N Natixis SA KX1WK48MPD4Y2NCUIZ63 N/A 72620.00000000 NS 323487.06000000 0.132491057335 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -5858.95000000 -0.00239965852 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 211751.00000000 CHF 214110.95000000 USD 2020-03-18 -5858.95 N N N N/A N/A N/A 1.00000000 NC N/A 4679.46000000 0.001916573117 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 181242.10000000 USD 140070.00000000 GBP 2020-03-18 4679.46 N N N Endesa SA 549300LHK07F2CHV4X31 N/A 85725.00000000 NS 2289263.29000000 0.937616836393 Long EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A 45176.85000000 0.018503146999 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 950895.27000000 USD 1478000.00000000 NZD 2020-03-18 45176.85 N N N N/A N/A N/A 1.00000000 NC N/A 24.51000000 0.000010038595 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2207.68000000 USD 3000.00000000 SGD 2020-03-18 24.51 N N N N/A N/A N/A 1.00000000 NC N/A 6413.11000000 0.002626626625 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 233486.36000000 USD 180736.00000000 GBP 2020-03-18 6413.11 N N N N/A N/A N/A 1.00000000 NC N/A 2639.83000000 0.001081198944 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 122675.44000000 USD 1169500.00000000 SEK 2020-03-18 2639.83 N N N N/A N/A N/A 1.00000000 NC N/A 84679.16000000 0.034682164543 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2720168.59000000 USD 3989500.00000000 AUD 2020-03-18 84679.16 N N N Unilever NV 549300TK7G7NZTVM1Z30 N/A 6115.00000000 NS 350944.27000000 0.143736746063 Long EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A 6509.94000000 0.002666285426 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 233392.19000000 USD 180738.00000000 GBP 2020-03-18 6509.94 N N N N/A N/A N/A 1.00000000 NC N/A 25908.39000000 0.010611336308 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 922830.46000000 USD 714763.00000000 GBP 2020-03-18 25908.39 N N N Compass Group plc 2138008M6MH9OZ6U2T68 N/A 4593.00000000 NS 115108.75000000 0.047145255195 Long EC CORP GB N 2 N N N Atos SE 5493001EZOOA66PTBR68 N/A 15511.00000000 NS 1296145.07000000 0.530863988143 Long EC CORP FR N 2 N N N SKF AB 549300B6HWYEE57O8J84 N/A 3515.00000000 NS 71165.84000000 0.029147494764 Long EC CORP SE N 2 N N N Associated British Foods plc GBQKSY6W7G0OHCQ8OQ72 N/A 2961.00000000 NS 101861.09000000 0.041719392161 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A 21689.40000000 0.008883358546 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 927050.78000000 USD 714764.00000000 GBP 2020-03-18 21689.4 N N N N/A N/A N/A 1.00000000 NC N/A -1524.41000000 -0.00062435478 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 75320.00000000 EUR 83361.23000000 USD 2020-03-18 -1524.41 N N N Naturgy Energy Group SA TL2N6M87CW970S5SV098 N/A 14523.00000000 NS 365704.02000000 0.149781917958 Long EC CORP ES N 2 N N N Bouygues SA 969500MOCLNQFNZN0D63 N/A 10568.00000000 NS 450481.68000000 0.184504425288 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 0.49000000 0.000000200690 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4500.00000000 SEK 482.68000000 USD 2020-03-18 0.49 N N N N/A N/A N/A 1.00000000 NC N/A -1400.10000000 -0.00057344095 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 77848.00000000 EUR 86334.59000000 USD 2020-03-18 -1400.1 N N N Bayer AG 549300J4U55H3WP1XT59 N/A 42847.00000000 NS 3483317.41000000 1.426667288286 Long EC CORP DE N 2 N N N BT Group plc 213800LRO7NS5CYQMN21 N/A 443757.00000000 NS 1130777.72000000 0.463134246341 Long EC CORP GB N 2 N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 N/A 201820.00000000 NS 1133083.75000000 0.464078730342 Long EC CORP ES N 2 N N N BP plc 213800LH1BZH3DI6G760 N/A 38976.00000000 NS 245190.52000000 0.100423031584 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -3562.69000000 -0.00145917603 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 179268.00000000 CHF 182663.41000000 USD 2020-03-18 -3562.69 N N N N/A N/A N/A 1.00000000 NC N/A -6122.03000000 -0.00250740857 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 216854.00000000 CHF 219148.93000000 USD 2020-03-18 -6122.03 N N N N/A N/A N/A 1.00000000 NC N/A 45109.87000000 0.018475713905 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1725689.40000000 USD 2518712.00000000 AUD 2020-03-18 45109.87 N N N Mazda Motor Corp. 52990044YZJLICDQKK92 N/A 124500.00000000 NS 1060919.08000000 0.434522143348 Long EC CORP JP N 2 N N N Red Electrica Corp. SA 5493009HMD0C90GUV498 N/A 31078.00000000 NS 626214.34000000 0.256479501916 Long EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A -917.01000000 -0.00037558109 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 77848.00000000 EUR 86817.68000000 USD 2020-03-18 -917.01 N N N N/A N/A N/A 1.00000000 NC N/A -1499.61000000 -0.00061419741 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 76816.00000000 EUR 85072.02000000 USD 2020-03-18 -1499.61 N N N STMicroelectronics NV 213800Z8NOHIKRI42W10 N/A 48205.00000000 NS 1300600.90000000 0.532688968803 Long EC CORP NL N 2 N N N Groupe Bruxelles Lambert SA 549300KV0ZEHT2KVU152 N/A 1290.00000000 NS 136122.00000000 0.055751682019 Long EC CORP BE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1323.28000000 -0.00054197768 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 70164.00000000 EUR 77751.55000000 USD 2020-03-18 -1323.28 N N N Pandora A/S 5299007OWYZ6I1E46843 N/A 32138.00000000 NS 1397639.18000000 0.572433075782 Long EC CORP DK N 2 N N N N/A N/A N/A 1.00000000 NC N/A 5158.66000000 0.002112839746 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 205953.30000000 USD 159048.00000000 GBP 2020-03-18 5158.66 N N N Reckitt Benckiser Group plc 5493003JFSMOJG48V108 N/A 3400.00000000 NS 276176.87000000 0.113114155224 Long EC CORP GB N 2 N N N Pola Orbis Holdings, Inc. 353800E8OIV0XYBABS79 N/A 3900.00000000 NS 92894.34000000 0.038046867553 Long EC CORP JP N 2 N N N Alps Alpine Co. Ltd. 529900PWNU4ASLY9VI90 N/A 19100.00000000 NS 433557.33000000 0.177572695078 Long EC CORP JP N 2 N N N Link REIT 529900XUE70U36QX5M62 N/A 50382.00000000 NS 533745.80000000 0.218607029877 Long EC CORP HK N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2503.13000000 -0.00102521053 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1868250.00000000 DKK 279404.76000000 USD 2020-03-18 -2503.13 N N N Alfresa Holdings Corp. N/A N/A 13600.00000000 NS 276284.51000000 0.113158241492 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -760.31000000 -0.00031140125 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 70164.00000000 EUR 78314.52000000 USD 2020-03-18 -760.31 N N N N/A N/A N/A 1.00000000 NC N/A 3299.38000000 0.001351331780 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 176627.88000000 USD 135554.00000000 GBP 2020-03-18 3299.38 N N N N/A N/A N/A 1.00000000 NC N/A -5384.18000000 -0.00220520629 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 223234.00000000 CHF 226514.42000000 USD 2020-03-18 -5384.18 N N N N/A N/A N/A 1.00000000 NC N/A -4319.66000000 -0.00176920931 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 179268.00000000 CHF 181906.44000000 USD 2020-03-18 -4319.66 N N N N/A N/A N/A 1.00000000 NC N/A 2445.53000000 0.001001619216 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 208523.48000000 USD 283536.00000000 SGD 2020-03-18 2445.53 N N N N/A N/A N/A 1.00000000 NC N/A 138.01000000 0.000056524952 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16231.40000000 USD 22000.00000000 SGD 2020-03-18 138.01 N N N N/A N/A N/A 1.00000000 NC N/A -4789.46000000 -0.00196162597 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1853504.00000000 SEK 193818.79000000 USD 2020-03-18 -4789.46 N N N N/A N/A N/A 1.00000000 NC N/A 12923.96000000 0.005293284761 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1180005.51000000 USD 1058500.00000000 EUR 2020-03-18 12923.96 N N N Ashtead Group plc 2138007UTBN8X9K1A235 N/A 5275.00000000 NS 168666.67000000 0.069081049008 Long EC CORP GB N 2 N N N Nippon Telegraph & Telephone Corp. 353800VHQU5VIXVUA841 N/A 15200.00000000 NS 384160.10000000 0.157341001012 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 31.54000000 0.000012917882 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1295.81000000 USD 1000.00000000 GBP 2020-03-18 31.54 N N N N/A N/A N/A 1.00000000 NC N/A 2565.16000000 0.001050616246 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 889767.33000000 USD 96542000.00000000 JPY 2020-03-18 2565.16 N N N N/A N/A N/A 1.00000000 NC N/A 55850.07000000 0.022874592963 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1714949.20000000 USD 2518712.00000000 AUD 2020-03-18 55850.07 N N N N/A N/A N/A 1.00000000 NC N/A -5471.99000000 -0.00224117076 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 181136.00000000 CHF 182694.62000000 USD 2020-03-18 -5471.99 N N N Burberry Group plc 213800PE1KEFCNFR1R50 N/A 24606.00000000 NS 718387.38000000 0.294230945598 Long EC CORP GB N 2 N N N Essity AB 549300G8E6YUVJ1DA153 N/A 6985.00000000 NS 224960.55000000 0.092137413868 Long EC CORP SE N 2 N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 N/A 60070.00000000 NS 2936444.56000000 1.202683793786 Long EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A -6037.39000000 -0.00247274244 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 216854.00000000 CHF 219233.57000000 USD 2020-03-18 -6037.39 N N N N/A N/A N/A 1.00000000 NC N/A 6268.83000000 0.002567533659 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 233633.30000000 USD 180738.00000000 GBP 2020-03-18 6268.83 N N N N/A N/A N/A 1.00000000 NC N/A 55913.04000000 0.022900383676 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1714886.23000000 USD 2518712.00000000 AUD 2020-03-18 55913.04 N N N Evraz plc 5493005B7DAN39RXLK23 N/A 115888.00000000 NS 620559.37000000 0.254163387774 Long EC CORP GB N 2 N N N Japan Post Holdings Co. Ltd. 5299003D9N4JBS256X18 N/A 13800.00000000 NS 129781.60000000 0.053154835333 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3632.31000000 0.001487690396 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 191816.95000000 USD 147248.00000000 GBP 2020-03-18 3632.31 N N N Japan Retail Fund Investment Corp. 353800QDHNIP60E1LQ93 N/A 73.00000000 NS 157089.14000000 0.064339223505 Long EC CORP JP N 2 N N N BGP Holdings plc N/A N/A 143427.00000000 NS 202.31000000 0.000082860395 Long EC CORP MT Y 3 N N N Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 N/A 33177.00000000 NS 106429.97000000 0.043590674871 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A 24993.88000000 0.010236779140 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 923743.65000000 USD 714762.00000000 GBP 2020-03-18 24993.88 N N N N/A N/A N/A 1.00000000 NC N/A -2628.72000000 -0.00107664860 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1905750.00000000 DKK 284937.70000000 USD 2020-03-18 -2628.72 N N N N/A N/A N/A 1.00000000 NC N/A 6035.35000000 0.002471906922 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 233864.12000000 USD 180736.00000000 GBP 2020-03-18 6035.35 N N N N/A N/A N/A 1.00000000 NC N/A -5772.97000000 -0.00236444357 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 205374.00000000 CHF 207572.41000000 USD 2020-03-18 -5772.97 N N N Centrica plc E26EDV109X6EEPBKVH76 N/A 58915.00000000 NS 69648.86000000 0.028526183098 Long EC CORP GB N 2 N N N Rio Tinto Ltd. 529900X2VMAQT2PE0V24 N/A 7677.00000000 NS 543148.11000000 0.222457947417 Long EC CORP AU N 2 N N N N/A N/A N/A 1656229.48000000 PA 28291.92000000 0.011587562095 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Singapore Net Return Index MSCI Singapore Net Return Index Y 2020-03-20 0 USD 0 USD 1656229.48 SGD 28291.92 N N N N/A N/A N/A 1.00000000 NC N/A -3315.95000000 -0.00135811837 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 277000.00000000 AUD 191430.97000000 USD 2020-03-18 -3315.95 N N N N/A N/A N/A 1.00000000 NC N/A 2297.97000000 0.000941182856 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 208672.52000000 USD 283538.00000000 SGD 2020-03-18 2297.97 N N N Allianz SE 529900K9B0N5BT694847 N/A 10309.00000000 NS 2525991.43000000 1.034573918910 Long EC CORP DE N 2 N N N Mapfre SA 95980020140005693107 N/A 143273.00000000 NS 379894.51000000 0.155593937222 Long EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A -18394.84000000 -0.00753400089 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 817075.00000000 CHF 830394.08000000 USD 2020-03-18 -18394.84 N N N N/A N/A N/A 1.00000000 NC N/A -1451.61000000 -0.00059453798 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 77332.00000000 EUR 85701.55000000 USD 2020-03-18 -1451.61 N N N N/A N/A N/A 1.00000000 NC N/A -894.55000000 -0.00036638212 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1392000.00000000 HKD 177636.23000000 USD 2020-03-18 -894.55 N N N L'Oreal SA 529900JI1GG6F7RKVI53 N/A 2409.00000000 NS 712359.22000000 0.291761983494 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1113.17000000 -0.00045592262 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 63000.00000000 CHF 64332.11000000 USD 2020-03-18 -1113.17 N N N N/A N/A N/A 1.00000000 NC N/A -1587.91000000 -0.00065036256 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 86098.00000000 EUR 95444.53000000 USD 2020-03-18 -1587.91 N N N Coles Group Ltd. 549300OHQRG2HN8LZ793 N/A 6517.00000000 NS 67840.42000000 0.027785497744 Long EC CORP AU N 2 N N N Industria de Diseno Textil SA 549300TTCXZOGZM2EY83 N/A 4314.00000000 NS 152458.94000000 0.062442825876 Long EC CORP ES N 2 N N N Zurich Insurance Group AG 529900QVNRBND50TXP03 N/A 3131.00000000 NS 1284334.89000000 0.526026875847 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1889.19000000 -0.00077375824 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 68500.00000000 CHF 69269.57000000 USD 2020-03-18 -1889.19 N N N N/A N/A N/A 1.00000000 NC N/A 54716.27000000 0.022410220877 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1716083.00000000 USD 2518712.00000000 AUD 2020-03-18 54716.27 N N N Coca-Cola HBC AG 549300EFP3TNG7JGVE49 N/A 26699.00000000 NS 907499.04000000 0.371685678371 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1587.35000000 -0.00065013320 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 88676.00000000 EUR 98350.50000000 USD 2020-03-18 -1587.35 N N N N/A N/A N/A 1.00000000 NC N/A -56098.63000000 -0.02297639603 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3216500.00000000 AUD 2205285.70000000 USD 2020-03-18 -56098.63 N N N N/A N/A N/A 1.00000000 NC N/A -16933.96000000 -0.00693566619 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6559746.00000000 SEK 685961.56000000 USD 2020-03-18 -16933.96 N N N N/A N/A N/A 1.00000000 NC N/A -970.39000000 -0.00039744401 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 87128.00000000 EUR 97222.86000000 USD 2020-03-18 -970.39 N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 N/A 31352.00000000 NS 456213.87000000 0.186852166536 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -17051.86000000 -0.00698395466 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 817075.00000000 CHF 831737.06000000 USD 2020-03-18 -17051.86 N N N Nintendo Co. Ltd. 353800FEEXU6I9M0ZF27 N/A 4400.00000000 NS 1759824.67000000 0.720773904382 Long EC CORP JP N 2 N N N Fuji Electric Co. Ltd. 5299000HVNGZZTYYM906 N/A 8600.00000000 NS 261244.78000000 0.106998397789 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -509.71000000 -0.00020876265 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 594000.00000000 DKK 89121.38000000 USD 2020-03-18 -509.71 N N N N/A N/A N/A 1.00000000 NC N/A 33551.18000000 0.013741604727 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2005191.76000000 USD 1809000.00000000 EUR 2020-03-18 33551.18 N N N BlueScope Steel Ltd. 529900H6UQI16XACWC95 N/A 161752.00000000 NS 1713212.60000000 0.701682932277 Long EC CORP AU N 2 N N N Sampo OYJ 743700UF3RL386WIDA22 N/A 2628.00000000 NS 114746.71000000 0.046996973955 Long EC CORP FI N 2 N N N N/A N/A N/A 1.00000000 NC N/A 27.92000000 0.000011435234 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32997.71000000 USD 257500.00000000 HKD 2020-03-18 27.92 N N N Fortum OYJ 635400IUIZZIUJSAMF76 N/A 71461.00000000 NS 1763903.16000000 0.722444337358 Long EC CORP FI N 2 N N N N/A N/A N/A 1.00000000 NC N/A 6349.25000000 0.002600471393 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 233550.22000000 USD 180736.00000000 GBP 2020-03-18 6349.25 N N N N/A N/A N/A 1.00000000 NC N/A -4982.90000000 -0.00204085347 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 204096.00000000 CHF 207034.87000000 USD 2020-03-18 -4982.9 N N N Mirvac Group N/A N/A 104753.00000000 NS 234468.45000000 0.096031578055 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 507.23000000 0.000207746915 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 111202.76000000 USD 871000.00000000 HKD 2020-03-18 507.23 N N N Daiwa House Industry Co. Ltd. N/A N/A 8395.00000000 NS 259882.84000000 0.106440586077 Long EC CORP JP N 2 N N N Covestro AG 3912005AWHKLQ1CPLV11 N/A 2176.00000000 NS 101249.54000000 0.041468918754 Long EC CORP DE Y 2 N N N N/A N/A N/A 1.00000000 NC N/A -24219.32000000 -0.00991954149 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1672500.00000000 AUD 1151644.29000000 USD 2020-03-18 -24219.32 N N N Investec plc 2138007Z3U5GWDN3MY22 N/A 33561.00000000 NS 197230.39000000 0.080779932618 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1889.11000000 -0.00077372548 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 68500.00000000 CHF 69269.65000000 USD 2020-03-18 -1889.11 N N N Nippon Building Fund, Inc. 52990053R8NL2MB32172 N/A 35.00000000 NS 256558.84000000 0.105079170648 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1451.71000000 -0.00059457893 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 77332.00000000 EUR 85701.45000000 USD 2020-03-18 -1451.71 N N N N/A N/A N/A 1.00000000 NC N/A -6102.88000000 -0.00249956528 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 215578.00000000 CHF 217842.56000000 USD 2020-03-18 -6102.88 N N N N/A N/A N/A 1.00000000 NC N/A 336.92000000 0.000137992805 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 164682.02000000 USD 17853500.00000000 JPY 2020-03-18 336.92 N N N N/A N/A N/A 1.00000000 NC N/A 4160.68000000 0.001704095652 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 164900.91000000 USD 127368.00000000 GBP 2020-03-18 4160.68 N N N Yue Yuen Industrial Holdings Ltd. 254900YUFIBANZ1XU687 N/A 147500.00000000 NS 435315.84000000 0.178292930531 Long EC CORP BM N 2 N N N N/A N/A N/A 1.00000000 NC N/A 59489.65000000 0.024365260944 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1711310.32000000 USD 2518713.00000000 AUD 2020-03-18 59489.65 N N N N/A N/A N/A 1.00000000 NC N/A -5133.61000000 -0.00210257998 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 179268.00000000 CHF 181092.49000000 USD 2020-03-18 -5133.61 N N N Bureau Veritas SA 969500TPU5T3HA5D1F11 N/A 4262.00000000 NS 111416.91000000 0.045633183011 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -4.38000000 -0.00000179392 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1000.00000000 EUR 1122.62000000 USD 2020-03-18 -4.38 N N N Singapore Exchange Ltd. 549300IQ650PPXM76X03 N/A 25572.00000000 NS 168420.66000000 0.068980290341 Long EC CORP SG N 2 N N N 3i Group plc 35GDVHRBMFE7NWATNM84 N/A 24852.00000000 NS 361639.39000000 0.148117161642 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -73.31000000 -0.00003002568 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 91226.99000000 USD 313500.00000000 ILS 2020-03-18 -73.31 N N N N/A N/A N/A 1.00000000 NC N/A 2298.23000000 0.000941289344 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 208672.26000000 USD 283538.00000000 SGD 2020-03-18 2298.23 N N N Persimmon plc 213800XI72Y57UWN6F31 N/A 27867.00000000 NS 995384.33000000 0.407680982160 Long EC CORP GB N 2 N N N Teijin Ltd. 3538000RF6UCIMPKCO54 N/A 3700.00000000 NS 69123.95000000 0.028311194960 Long EC CORP JP N 2 N N N ING Groep NV 549300NYKK9MWM7GGW15 N/A 74566.00000000 NS 896463.18000000 0.367165705424 Long EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A 575.97000000 0.000235900855 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 57669.15000000 USD 386000.00000000 DKK 2020-03-18 575.97 N N N N/A N/A N/A 1.00000000 NC N/A 48285.97000000 0.019776553719 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1722513.30000000 USD 2518712.00000000 AUD 2020-03-18 48285.97 N N N Nitto Denko Corp. 3538009GX5P09USH2J25 N/A 1200.00000000 NS 67473.35000000 0.027635156359 Long EC CORP JP N 2 N N N Brambles Ltd. N/A N/A 46986.00000000 NS 386728.12000000 0.158392788633 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -79973.23000000 -0.03275475007 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4529000.00000000 AUD 3104174.02000000 USD 2020-03-18 -79973.23 N N N N/A N/A N/A 1.00000000 NC N/A -50.91000000 -0.00002085128 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 131000.00000000 ILS 38038.83000000 USD 2020-03-18 -50.91 N N N CNP Assurances 969500QKVPV2H8UXM738 N/A 20638.00000000 NS 411215.44000000 0.168422095271 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -16933.10000000 -0.00693531395 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6559746.00000000 SEK 685962.42000000 USD 2020-03-18 -16933.1 N N N N/A N/A N/A 1.00000000 NC N/A -264.17000000 -0.00010819648 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 340500.00000000 DKK 51115.27000000 USD 2020-03-18 -264.17 N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 N/A 6481.00000000 NS 225027.07000000 0.092164658559 Long EC CORP SE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -5303.22000000 -0.00217204739 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 342000.00000000 CHF 349971.16000000 USD 2020-03-18 -5303.22 N N N CIMIC Group Ltd. 529900Q5XXSXHRQERC81 N/A 64151.00000000 NS 1491486.51000000 0.610870260812 Long EC CORP AU N 2 N N N Antofagasta plc 213800MY6QVH4FVLD628 N/A 19484.00000000 NS 235907.19000000 0.096620844852 Long EC CORP GB N 2 N N N N/A N/A N/A 2.00000000 NC 1942.14000000 0.000795445054 N/A DE HK N 1 HKCC & SEOCH 213800NM8ZN1F16ARD34 Long Hang Seng Index HK0000004322 2020-01-30 2827000 HKD 1942.14 N N N Shinsei Bank Ltd. 549300PZYOQ2NW83V760 N/A 76900.00000000 NS 1173278.24000000 0.480541245038 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -21430.84000000 -0.00877745975 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8413250.00000000 SEK 880072.93000000 USD 2020-03-18 -21430.84 N N N Engie SA LAXUQCHT4FH58LRZDY46 N/A 135286.00000000 NS 2191407.50000000 0.897537900675 Long EC CORP FR N 2 N N N Konica Minolta, Inc. 549300SVK6KRUOL1A740 N/A 56200.00000000 NS 366091.83000000 0.149940753854 Long EC CORP JP N 2 N N N Sage Group plc (The) 2138005RN5XYLTF8G138 N/A 26863.00000000 NS 266499.56000000 0.109150605541 Long EC CORP GB N 2 N N N Anglo American plc 549300S9XF92D1X8ME43 N/A 34041.00000000 NS 977927.95000000 0.400531347663 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -24654.54000000 -0.01009779517 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 817075.00000000 CHF 824134.38000000 USD 2020-03-18 -24654.54 N N N Sysmex Corp. 5299001ZO4CKWACMZI55 N/A 4700.00000000 NS 319999.24000000 0.131062545915 Long EC CORP JP N 2 N N N Ingenico Group SA 969500C1KK5OLNWK1S69 N/A 2756.00000000 NS 299793.08000000 0.122786680094 Long EC CORP FR N 2 N N N Siemens AG W38RGI023J3WT1HWRP32 N/A 20418.00000000 NS 2666418.63000000 1.092088887845 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3888.48000000 0.001592610309 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 197626.76000000 USD 151818.00000000 GBP 2020-03-18 3888.48 N N N N/A N/A N/A 1.00000000 NC N/A -296.52000000 -0.00012144612 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 509500.00000000 HKD 65049.34000000 USD 2020-03-18 -296.52 N N N N/A N/A N/A 1.00000000 NC N/A 4679.69000000 0.001916667319 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 181241.87000000 USD 140070.00000000 GBP 2020-03-18 4679.69 N N N N/A N/A N/A 1.00000000 NC N/A 96.65000000 0.000039585078 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6599.93000000 USD 9000.00000000 SGD 2020-03-18 96.65 N N N N/A N/A N/A 1.00000000 NC N/A -5772.77000000 -0.00236436165 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 205376.00000000 CHF 207574.69000000 USD 2020-03-18 -5772.77 N N N Kamigumi Co. Ltd. N/A N/A 13200.00000000 NS 290160.74000000 0.118841548839 Long EC CORP JP N 2 N N N Telefonaktiebolaget LM Ericsson 549300W9JLPW15XIFM52 N/A 196111.00000000 NS 1713581.75000000 0.701834125570 Long EC CORP SE N 2 N N N Nestle SA KY37LUS27QQX7BB93L28 N/A 68116.00000000 NS 7374597.25000000 3.020424331891 Long EC CORP CH N 2 N N N Roche Holding AG 549300U41AUUVOAAOB37 N/A 18470.00000000 NS 6002802.00000000 2.458576191442 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A 56355.96000000 0.023081791053 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1714443.31000000 USD 2518712.00000000 AUD 2020-03-18 56355.96 N N N N/A N/A N/A 1.00000000 NC N/A 14507.76000000 0.005941963990 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 541650.83000000 USD 419000.00000000 GBP 2020-03-18 14507.76 N N N N/A N/A N/A 1.00000000 NC N/A -1379.34000000 -0.00056493825 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 79910.00000000 EUR 88679.23000000 USD 2020-03-18 -1379.34 N N N Infineon Technologies AG TSI2PJM6EPETEQ4X1U25 N/A 68897.00000000 NS 1556683.65000000 0.637573146590 Long EC CORP DE N 2 N N N Melrose Industries plc 213800RGNXXZY2M7TR85 N/A 27575.00000000 NS 87832.64000000 0.035973739852 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -598.07000000 -0.00024495238 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 156787.44000000 USD 16898224.00000000 JPY 2020-03-18 -598.07 N N N Wynn Macau Ltd. 254900NMDQ8ENTHU1I31 N/A 155200.00000000 NS 382432.29000000 0.156633339402 Long EC CORP KY N 2 N N N N/A N/A N/A 165.00000000 NC -67265.55000000 -0.02755004741 N/A DE IT N 1 Cassa di Compensazione e Garanzia 8156006407E264D2C725 Long FTSE/MIB Index IT0003465736 2020-03-20 19313250 EUR -67265.55 N N N N/A N/A N/A 1.00000000 NC N/A -4464.36000000 -0.00182847430 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 177500.00000000 GBP 231139.81000000 USD 2020-03-18 -4464.36 N N N N/A N/A N/A 1.00000000 NC N/A -4346.63000000 -0.00178025545 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 214302.00000000 CHF 218273.28000000 USD 2020-03-18 -4346.63 N N N Goldman Sachs Financial Square Funds - Treasury Instruments Fund N/A N/A 3424629.39000000 NS USD 3424629.39000000 1.402630352086 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 11.54000000 0.000004726454 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 51611.04000000 USD 402500.00000000 HKD 2020-03-18 11.54 N N N N/A N/A N/A 1.00000000 NC N/A -806.90000000 -0.00033048318 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 366000.00000000 DKK 54420.34000000 USD 2020-03-18 -806.9 N N N N/A N/A N/A 1.00000000 NC N/A 55365.21000000 0.022676008160 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1715434.06000000 USD 2518712.00000000 AUD 2020-03-18 55365.21 N N N Aozora Bank Ltd. X0XUGKC9FD2CYUQNC010 N/A 12000.00000000 NS 317025.01000000 0.129844386284 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 25907.21000000 0.010610853013 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 922830.32000000 USD 714762.00000000 GBP 2020-03-18 25907.21 N N N N/A N/A N/A 1.00000000 NC N/A -4152.01000000 -0.00170054466 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 213027.00000000 CHF 217143.41000000 USD 2020-03-18 -4152.01 N N N Fujitsu Ltd. 3538000246DHJLRTUZ24 N/A 22000.00000000 NS 2069228.20000000 0.847496750214 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -24217.88000000 -0.00991895171 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1672500.00000000 AUD 1151645.73000000 USD 2020-03-18 -24217.88 N N N N/A N/A N/A 1.00000000 NC N/A -6203.80000000 -0.00254089922 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 482608.00000000 EUR 537695.40000000 USD 2020-03-18 -6203.8 N N N NTT DOCOMO, Inc. 353800TVPXCGWDZIIU09 N/A 19200.00000000 NS 534837.84000000 0.219054298260 Long EC CORP JP N 2 N N N Resona Holdings, Inc. 52990067JE75XZCYYT81 N/A 356000.00000000 NS 1551637.20000000 0.635506264853 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 90490.01000000 0.037062122680 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4506777.92000000 USD 3463500.00000000 GBP 2020-03-18 90490.01 N N N N/A N/A N/A 1.00000000 NC N/A -140.38000000 -0.00005749563 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17500.00000000 SGD 12880.74000000 USD 2020-03-18 -140.38 N N N N/A N/A N/A 1.00000000 NC N/A -142.39000000 -0.00005831887 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 91296.07000000 USD 313500.00000000 ILS 2020-03-18 -142.39 N N N N/A N/A N/A 1.00000000 NC N/A -971.98000000 -0.00039809523 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 85071.00000000 EUR 94903.03000000 USD 2020-03-18 -971.98 N N N N/A N/A N/A 1.00000000 NC N/A -3935.78000000 -0.00161198303 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 179268.00000000 CHF 182290.32000000 USD 2020-03-18 -3935.78 N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 N/A 19439.00000000 NS 317675.74000000 0.130110906700 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 36858.66000000 0.015096254036 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1388845.39000000 USD 2115500.00000000 NZD 2020-03-18 36858.66 N N N N/A N/A N/A 1.00000000 NC N/A 7152.26000000 0.002929361346 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 883741.21000000 USD 790500.00000000 EUR 2020-03-18 7152.26 N N N Kering SA 549300VGEJKB7SVUZR78 N/A 901.00000000 NS 593682.54000000 0.243155406111 Long EC CORP FR N 2 N N N Deutsche Lufthansa AG 529900PH63HYJ86ASW55 N/A 32342.00000000 NS 594146.16000000 0.243345291617 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -56095.87000000 -0.02297526562 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3216500.00000000 AUD 2205288.46000000 USD 2020-03-18 -56095.87 N N N PCCW Ltd. 254900SI7GPUPA1TJX39 N/A 64000.00000000 NS 37868.58000000 0.015509888414 Long EC CORP HK N 2 N N N N/A N/A N/A 1.00000000 NC N/A -19.69000000 -0.00000806446 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 80219.90000000 USD 531500.00000000 DKK 2020-03-18 -19.69 N N N Renesas Electronics Corp. 5299000EPC47VJQOFB81 N/A 49700.00000000 NS 339547.93000000 0.139069130807 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1587.22000000 -0.00065007996 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 88676.00000000 EUR 98350.63000000 USD 2020-03-18 -1587.22 N N N N/A N/A N/A 1.00000000 NC N/A -1113.25000000 -0.00045595539 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 63000.00000000 CHF 64332.03000000 USD 2020-03-18 -1113.25 N N N ASX Ltd. N/A N/A 5022.00000000 NS 276512.08000000 0.113251447662 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 71.07000000 0.000029108241 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7052.58000000 USD 24500.00000000 ILS 2020-03-18 71.07 N N N GPT Group (The) N/A N/A 55477.00000000 NS 218526.38000000 0.089502161668 Long EC CORP AU N 2 N N N N/A N/A 000000000 -4419240.00000000 PA -30954.44000000 -0.01267805421 N/A DE US N 2 J.P. Morgan Securities ZBUT11V806EZRVTWT807 N/A N/A Y 2020-03-20 0 USD 0 USD -4419240 CHF -30954.44 N N N N/A N/A N/A 1.00000000 NC N/A 40727.29000000 0.016680734353 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1730071.98000000 USD 2518712.00000000 AUD 2020-03-18 40727.29 N N N Dassault Aviation SA 969500CVFTUT88V8QN95 N/A 131.00000000 NS 171903.07000000 0.070406585980 Long EC CORP FR N 2 N N N Snam SpA 8156002278562044AF79 N/A 20829.00000000 NS 109514.75000000 0.044854112623 Long EC CORP IT N 2 N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 N/A 14447.00000000 NS 1446028.38000000 0.592251909561 Long EC CORP GB N 2 N N N Royal Dutch Shell plc 21380068P1DRHMJ8KU70 N/A 57386.00000000 NS 1703427.67000000 0.697675304517 Long EC CORP GB N 2 N N N Kyushu Railway Co. 5299002CCI6HLWAN3K50 N/A 2900.00000000 NS 97085.06000000 0.039763266731 Long EC CORP JP N 2 N N N SUMCO Corp. 353800SUSRUOM0V6KU92 N/A 72200.00000000 NS 1196266.03000000 0.489956387032 Long EC CORP JP N 2 N N N Hitachi Ltd. 549300T6IPOCDWLKC615 N/A 74100.00000000 NS 3126704.99000000 1.280609029929 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 45107.74000000 0.018474841517 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1725692.93000000 USD 2518714.00000000 AUD 2020-03-18 45107.74 N N N N/A N/A N/A 1.00000000 NC N/A 23486.59000000 0.009619436221 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 925250.94000000 USD 714762.00000000 GBP 2020-03-18 23486.59 N N N N/A N/A N/A 1.00000000 NC N/A 40725.15000000 0.016679857870 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1730075.52000000 USD 2518714.00000000 AUD 2020-03-18 40725.15 N N N N/A N/A N/A 1.00000000 NC N/A -38.21000000 -0.00001564972 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27000.00000000 DKK 4035.93000000 USD 2020-03-18 -38.21 N N N N/A N/A N/A 1.00000000 NC N/A -916.90000000 -0.00037553604 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 77848.00000000 EUR 86817.79000000 USD 2020-03-18 -916.9 N N N South32 Ltd. 213800LAZNPXSBKVHR17 N/A 575536.00000000 NS 1086679.04000000 0.445072686969 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 55852.21000000 0.022875469446 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1714947.06000000 USD 2518712.00000000 AUD 2020-03-18 55852.21 N N N Rohm Co. Ltd. 5493009V2FGDEP7JFE59 N/A 11600.00000000 NS 925553.53000000 0.379080281635 Long EC CORP JP N 2 N N N Sartorius Stedim Biotech 52990006IVXY7GCSSR39 N/A 503.00000000 NS 83491.80000000 0.034195855812 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -970.27000000 -0.00039739487 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 87128.00000000 EUR 97222.98000000 USD 2020-03-18 -970.27 N N N N/A N/A N/A 1.00000000 NC N/A 12922.48000000 0.005292678596 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1180006.99000000 USD 1058500.00000000 EUR 2020-03-18 12922.48 N N N N/A N/A N/A 1.00000000 NC N/A -79.31000000 -0.00003248311 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2500.00000000 CHF 2517.72000000 USD 2020-03-18 -79.31 N N N N/A N/A N/A 1.00000000 NC N/A 9764.42000000 0.003999227449 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 505793.89000000 USD 765000.00000000 NZD 2020-03-18 9764.42 N N N Glencore plc 2138002658CPO9NBH955 N/A 225706.00000000 NS 702785.28000000 0.287840771210 Long EC CORP JE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -5383.90000000 -0.00220509161 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 223234.00000000 CHF 226514.70000000 USD 2020-03-18 -5383.9 N N N Tokyo Electron Ltd. 549300H5LSF8DP3RIJ34 N/A 12600.00000000 NS 2750958.67000000 1.126714072812 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -296.44000000 -0.00012141335 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 509500.00000000 HKD 65049.42000000 USD 2020-03-18 -296.44 N N N Next plc 213800WQD8ECPZP9PH98 N/A 3954.00000000 NS 368444.52000000 0.150904348459 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2629.07000000 -0.00107679195 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1905750.00000000 DKK 284937.35000000 USD 2020-03-18 -2629.07 N N N Airbus SE MINO79WLOO247M1IL051 N/A 2576.00000000 NS 378067.30000000 0.154845564212 Long EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1451.23000000 -0.00059438234 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 82490.00000000 EUR 91515.00000000 USD 2020-03-18 -1451.23 N N N N/A N/A N/A 279.00000000 NC 6359.58000000 0.002604702266 N/A DE GB N 1 LCH Clearnet F226TOH6YD6XJB17KS62 Long CAC 40 10 Euro Index FR0003500008 2020-01-17 16656300 EUR 6359.58 N N N N/A N/A N/A 1.00000000 NC N/A 188.25000000 0.000077101821 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 156001.14000000 USD 16898226.00000000 JPY 2020-03-18 188.25 N N N UBS Group AG 549300SZJ9VS8SGXAN81 N/A 83882.00000000 NS 1058539.53000000 0.433547547655 Long EC CORP CH N 2 N N N N/A N/A N/A 410900.88000000 PA 1131.12000000 0.000463274434 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Australia Net Return Index MSCI Australia Net Return Index Y 2020-03-18 0 USD 0 USD 410900.88 AUD 1131.12 N N N N/A N/A N/A 1.00000000 NC N/A 698.18000000 0.000285954580 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 90455.50000000 USD 313500.00000000 ILS 2020-03-18 698.18 N N N Publicis Groupe SA 2138004KW8BV57III342 N/A 7986.00000000 NS 362096.64000000 0.148304438178 Long EC CORP FR N 2 N N N HOCHTIEF AG 529900Y25S8NZIYTT924 N/A 1507.00000000 NS 191865.08000000 0.078582454936 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 507.09000000 0.000207689575 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 111202.90000000 USD 871000.00000000 HKD 2020-03-18 507.09 N N N CapitaLand Commercial Trust 5493006N1HMMKB2HAT92 N/A 92500.00000000 NS 136992.78000000 0.056108328628 Long EC CORP SG N 2 N N N N/A N/A N/A 1.00000000 NC N/A -4104.25000000 -0.00168098353 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 214302.00000000 CHF 218515.66000000 USD 2020-03-18 -4104.25 N N N N/A N/A N/A 1.00000000 NC N/A -1524.52000000 -0.00062439983 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 75320.00000000 EUR 83361.12000000 USD 2020-03-18 -1524.52 N N N Taiheiyo Cement Corp. N/A N/A 2800.00000000 NS 82188.72000000 0.033662151474 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -8771.68000000 -0.00359262950 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 482610.00000000 EUR 535129.77000000 USD 2020-03-18 -8771.68 N N N N/A N/A N/A 1.00000000 NC N/A -264.24000000 -0.00010822515 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 340500.00000000 DKK 51115.20000000 USD 2020-03-18 -264.24 N N N N/A N/A N/A 1.00000000 NC N/A -5317.32000000 -0.00217782234 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 482608.00000000 EUR 538581.88000000 USD 2020-03-18 -5317.32 N N N N/A N/A N/A 1.00000000 NC N/A -82787.73000000 -0.03390748885 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2838500.00000000 GBP 3684888.04000000 USD 2020-03-18 -82787.73 N N N N/A N/A N/A 1.00000000 NC N/A -8438.08000000 -0.00345599648 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 482608.00000000 EUR 535461.12000000 USD 2020-03-18 -8438.08 N N N 2020-01-30 AQR Funds Heather Bonner Heather Bonner Principal Financial Officer XXXX