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GBP Currency. 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553619.44000000 USD -105720.66000000 USD G4S plc 161386.17000000 USD -842.54000000 USD Hikma Pharmaceuticals plc 1095831.95000000 USD 130331.73000000 USD Kingfisher plc 2384080.51000000 USD 245500.78000000 USD Unilever plc 539451.76000000 USD 2226.26000000 USD ASOS plc 775247.70000000 USD -80069.04000000 USD Playtech plc 317808.58000000 USD 36204.88000000 USD Travis Perkins plc 500064.22000000 USD 38616.55000000 USD Evraz plc 2643890.27000000 USD -201498.78000000 USD St James's Place plc 4084682.04000000 USD 229130.39000000 USD Admiral Group plc 1589506.27000000 USD 8436.46000000 USD InterContinental Hotels Group plc 1692286.27000000 USD -233656.44000000 USD William Hill plc 787325.25000000 USD 204984.77000000 USD Close Brothers Group plc 1234747.72000000 USD 78483.17000000 USD Reckitt Benckiser Group plc 1769559.13000000 USD -114222.81000000 USD Hays plc 1302685.76000000 USD -47352.40000000 USD Beazley plc 1810751.75000000 USD 26654.49000000 USD Virgin Money UK plc 685614.36000000 USD 326583.71000000 USD Schroders plc 924375.90000000 USD -42073.11000000 USD Rio Tinto plc 235537.61000000 USD 38235.16000000 USD easyJet plc 1875388.51000000 USD 129135.29000000 USD Sage Group plc (The) 1172063.85000000 USD 44396.42000000 USD Antofagasta plc 330225.90000000 USD 62271.00000000 USD Pearson plc 952416.71000000 USD -47631.96000000 USD Rightmove plc 449059.30000000 USD 44015.94000000 USD Dunelm Group plc 1094281.85000000 USD -176234.91000000 USD BAE Systems plc 2433894.20000000 USD 155071.24000000 USD Rentokil Initial plc 468987.40000000 USD 16424.86000000 USD BP plc 1368152.67000000 USD -275342.25000000 USD Ninety One plc 639284.13000000 USD 62050.54000000 USD Barratt Developments plc 3098257.68000000 USD -95816.97000000 USD National Grid plc 2104688.82000000 USD 7165.01000000 USD Capita plc 211482.00000000 USD 5458.15000000 USD WH Smith plc 1402527.77000000 USD 267013.34000000 USD Next plc 1654567.70000000 USD -94132.38000000 USD Man Group plc 1473984.04000000 USD 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plc 129059.27000000 USD -1180.49000000 USD Auto Trader Group plc 133430.49000000 USD -12126.30000000 USD IMI plc 117462.74000000 USD 10283.41000000 USD Y 2025-01-21 0.00000000 USD 0.00000000 USD 163812903.00000000 USD 4098082.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -38207.46000000 -0.00553358312 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1056439.68000000 USD 818666.00000000 GBP 2020-06-17 -38207.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 9214.26000000 0.001334500477 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 792480.00000000 NOK 85462.54000000 USD 2020-06-17 9214.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 3116.16000000 0.000451313182 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1355033.45000000 USD 10532500.00000000 HKD 2020-06-17 3116.16000000 N N N N/A N/A 000000000 36835016.92000000 PA 699420.28000000 0.101296978589 N/A DE GB N 2 Morgan Stanley International 4PQUHN3JPFGFNF3BB653 N/A N/A Rec/pay the total return of custom basket plus CIBOR +/- spread (-0.35% to 0.35%). 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AUD Currency. Maturity 61 Months 01/21/25 Alumina Ltd. 986821.57000000 USD 65182.01000000 USD Bendigo & Adelaide Bank Ltd. 532128.50000000 USD -10497.61000000 USD CIMIC Group Ltd. 1967634.66000000 USD 232461.53000000 USD Challenger Ltd. 1161951.17000000 USD 274190.55000000 USD Northern Star Resources Ltd. 157227.36000000 USD 7731.75000000 USD BlueScope Steel Ltd. 1796517.04000000 USD -385703.66000000 USD Brambles Ltd. 335636.43000000 USD 19594.57000000 USD Seven Group Holdings Ltd. 295971.29000000 USD 28158.25000000 USD Treasury Wine Estates Ltd. 381535.08000000 USD 42539.89000000 USD Aristocrat Leisure Ltd. 110217.71000000 USD -2946.59000000 USD WiseTech Global Ltd. 465032.50000000 USD -115565.13000000 USD AusNet Services 108397.80000000 USD 667.01000000 USD Incitec Pivot Ltd. 203468.12000000 USD 7522.57000000 USD Iluka Resources Ltd. 199324.64000000 USD -17930.67000000 USD Flight Centre Travel Group Ltd. 41224.02000000 USD -37474.41000000 USD Fortescue Metals Group Ltd. 1853543.40000000 USD -28663.84000000 USD Telstra Corp. Ltd. 1562893.31000000 USD -205857.46000000 USD Transurban Group 699046.97000000 USD -71752.02000000 USD Qantas Airways Ltd. 666275.42000000 USD 62160.31000000 USD Coca-Cola Amatil Ltd. 116510.94000000 USD -15165.39000000 USD Ramsay Health Care Ltd. 2043593.02000000 USD 73481.32000000 USD Medibank Pvt Ltd. 382338.10000000 USD -30494.20000000 USD AGL Energy Ltd. 2362759.88000000 USD 47483.72000000 USD Beach Energy Ltd. 249758.06000000 USD -11853.61000000 USD Worley Ltd. 1617223.31000000 USD 284881.64000000 USD APA Group 1042461.77000000 USD -151406.16000000 USD Computershare Ltd. 152735.31000000 USD -2238.33000000 USD Harvey Norman Holdings Ltd. 376104.12000000 USD -14111.41000000 USD James Hardie Industries plc 2364022.71000000 USD 182632.31000000 USD South32 Ltd. 281442.84000000 USD -25671.03000000 USD REA Group Ltd. 495094.08000000 USD 36123.50000000 USD Afterpay Ltd. 104214.01000000 USD 1011.11000000 USD Sydney Airport 263327.02000000 USD -39354.42000000 USD SEEK Ltd. 2822812.21000000 USD 165520.69000000 USD Aurizon Holdings Ltd. 5335314.44000000 USD 222492.38000000 USD Y 2025-01-21 0.00000000 USD 0.00000000 USD 33534559.00000000 USD 587149.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 3240.93000000 0.000469383611 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 310500.00000000 NOK 33115.62000000 USD 2020-06-17 3240.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 560.23000000 0.000081138062 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18051.00000000 CHF 19383.36000000 USD 2020-06-17 560.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 16195.45000000 0.002345585621 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 511435.88000000 USD 477000.00000000 EUR 2020-06-17 16195.45000000 N N N United States of America 254900HROIFWPRGM1V77 912796SR1 15286000.00000000 PA USD 15284619.98000000 2.213670188215 Long STIV UST US N 2 2020-05-21 None 0.00000000 N N N N N N AMC Networks, Inc. 549300VGG9K75226LR46 00164V103 3658.00000000 NS USD 88925.98000000 0.012879141983 Long EC CORP US N 1 N N N N/A N/A N/A 320585.68000000 PA -3018.32000000 -0.00043714302 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Sweden Net Return Index MSCI Sweden Net Return Index Y 2020-06-22 0.00000000 USD 0.00000000 USD 320585.68000000 SEK -3018.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 25680.75000000 0.003719340798 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1489832.98000000 USD 10229721.00000000 DKK 2020-06-17 25680.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -95697.12000000 -0.01385980560 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1347373.68000000 USD 2034501.00000000 AUD 2020-06-17 -95697.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -2746.25000000 -0.00039773914 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 440500.00000000 CHF 456596.15000000 USD 2020-06-17 -2746.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -7642.18000000 -0.00110681626 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 203807.10000000 USD 157718.00000000 GBP 2020-06-17 -7642.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 25196.41000000 0.003649193878 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1289000.00000000 GBP 1628415.95000000 USD 2020-06-17 25196.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -5345.60000000 -0.00077420278 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 57680.47000000 USD 543938.00000000 NOK 2020-06-17 -5345.60000000 N N N N/A N/A N/A 164404.30000000 PA -2579.20000000 -0.00037354531 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Hong Kong Net Return Index MSCI Hong Kong Net Return Index Y 2020-06-19 0.00000000 USD 0.00000000 USD 164404.30000000 HKD -2579.20000000 N N N N/A N/A 000000000 467106168.26000005 PA -2546128.26999999 -0.36875553687 N/A DE DE N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A N/A Rec/pay the total return of custom basket plus JPY1W +/- spread (-0.40% to 0.02%). JPY Currency. Maturity 61-99 Months 08/19/21 to 01/21/25 Amada Holdings Co. Ltd. 953090.89000000 USD 45796.93000000 USD MISUMI Group, Inc. 3242479.14000000 USD -456855.44000000 USD Konami Holdings Corp. 699336.05000000 USD 66868.07000000 USD Disco Corp. 311284.58000000 USD 9995.29000000 USD Hitachi Ltd. 1812636.41000000 USD 102388.60000000 USD Nintendo Co. Ltd. 3653343.98000000 USD 590936.45000000 USD Kawasaki Heavy Industries Ltd. 968303.31000000 USD -38030.47000000 USD Kaneka Corp. 1422739.83000000 USD 150502.80000000 USD Trend Micro, Inc. 158023.17000000 USD -24814.32000000 USD Asahi Group Holdings Ltd. 214125.11000000 USD -23600.68000000 USD GMO Payment Gateway, Inc. 2354868.82000000 USD -271100.75000000 USD Persol Holdings Co. Ltd. 197120.32000000 USD 14260.48000000 USD Ajinomoto Co., Inc. 260882.68000000 USD 32990.23000000 USD Ryohin Keikaku Co. Ltd. 185713.87000000 USD -14254.35000000 USD Daifuku Co. Ltd. 3208617.82000000 USD -626821.42000000 USD Sankyo Co. Ltd. 1351428.91000000 USD 53379.08000000 USD Lawson, Inc. 1042906.00000000 USD -113477.99000000 USD Japan Post Holdings Co. Ltd. 114210.16000000 USD -10189.87000000 USD Nidec Corp. 3885701.41000000 USD -101905.14000000 USD NGK Spark Plug Co. Ltd. 2402576.28000000 USD -231715.53000000 USD JGC Holdings Corp. 296133.00000000 USD -1280.01000000 USD Taiyo Nippon Sanso Corp. 2129299.17000000 USD -216969.65000000 USD Nippon Express Co. Ltd. 3712071.81000000 USD 370790.82000000 USD Bank of Kyoto Ltd. (The) 1251833.72000000 USD -120074.21000000 USD Keikyu Corp. 1724500.59000000 USD -104039.75000000 USD Nabtesco Corp. 114373.78000000 USD -12279.05000000 USD Fast Retailing Co. Ltd. 4447660.20000000 USD 12635.81000000 USD Hisamitsu Pharmaceutical Co., Inc. 227380.49000000 USD 35690.65000000 USD Keihan Holdings Co. Ltd. 1512578.41000000 USD -172287.43000000 USD Park24 Co. Ltd. 352325.66000000 USD 4366.86000000 USD Keyence Corp. 1543260.31000000 USD -170522.75000000 USD Mebuki Financial Group, Inc. 1421448.23000000 USD 203032.76000000 USD Rohm Co. Ltd. 1541614.55000000 USD 23715.84000000 USD Kubota Corp. 886517.56000000 USD -88206.36000000 USD Oracle Corp. Japan 1351955.84000000 USD 180621.18000000 USD Nankai Electric Railway Co. Ltd. 143110.21000000 USD -19823.10000000 USD Kamigumi Co. Ltd. 1833119.19000000 USD 14198.86000000 USD West Japan Railway Co. 465085.88000000 USD 62006.95000000 USD Hakuhodo DY Holdings, Inc. 1632554.62000000 USD 111871.43000000 USD ORIX Corp. 3002948.49000000 USD -201485.22000000 USD Bridgestone Corp. 327533.57000000 USD 27199.57000000 USD Hino Motors Ltd. 154661.84000000 USD 3476.38000000 USD ANA Holdings, Inc. 277747.27000000 USD 366.22000000 USD NHK Spring Co. Ltd. 819933.08000000 USD 69468.41000000 USD Yokohama Rubber Co. Ltd. (The) 1384755.75000000 USD -51940.88000000 USD Taiyo Yuden Co. Ltd. 1449215.80000000 USD -154436.36000000 USD Coca-Cola Bottlers Japan Holdings, Inc. 2585958.34000000 USD -441872.70000000 USD T&D Holdings, Inc. 1166545.10000000 USD -164422.80000000 USD FANUC Corp. 2391902.73000000 USD -75158.77000000 USD Shimizu Corp. 3080053.43000000 USD 318577.94000000 USD Kobe Steel Ltd. 2562374.47000000 USD -48969.89000000 USD Nihon Unisys Ltd. 765522.67000000 USD 82730.37000000 USD Koito Manufacturing Co. Ltd. 2837460.33000000 USD 451427.78000000 USD Hikari Tsushin, Inc. 167333.01000000 USD 3034.79000000 USD Shimano, Inc. 4677718.22000000 USD -278795.00000000 USD Asahi Intecc Co. Ltd. 3403132.73000000 USD -180591.70000000 USD Hirose Electric Co. Ltd. 1546392.93000000 USD -169106.30000000 USD Hoshizaki Corp. 1047224.64000000 USD 13611.15000000 USD Toyota Boshoku Corp. 958050.24000000 USD 78315.34000000 USD Kyushu Electric Power Co., Inc. 1221485.63000000 USD -70113.07000000 USD Pan Pacific International Holdings Corp. 2738336.21000000 USD -300949.10000000 USD Dentsu Group, Inc. 1775689.31000000 USD 13774.93000000 USD Ezaki Glico Co. Ltd. 443900.03000000 USD 36120.94000000 USD Ito En Ltd. 618010.35000000 USD -139314.52000000 USD Sumitomo Chemical Co. Ltd. 203266.57000000 USD 19830.70000000 USD MS&AD Insurance Group Holdings, Inc. 1601525.11000000 USD 144025.25000000 USD Fujitsu Ltd. 4332305.00000000 USD 281819.97000000 USD Sony Financial Holdings, Inc. 2896568.69000000 USD -238149.43000000 USD Dai-ichi Life Holdings, Inc. 345566.34000000 USD 54191.68000000 USD Shimadzu Corp. 313178.72000000 USD -37370.93000000 USD Toshiba Corp. 2005528.74000000 USD 19161.03000000 USD Sumitomo Heavy Industries Ltd. 1978798.91000000 USD 67193.17000000 USD J Front Retailing Co. Ltd. 309501.08000000 USD -13441.54000000 USD Sony Corp. 3086069.53000000 USD 249613.02000000 USD Shionogi & Co. Ltd. 5098356.37000000 USD 580304.65000000 USD Mabuchi Motor Co. Ltd. 1646676.90000000 USD 99583.12000000 USD CyberAgent, Inc. 4639079.88000000 USD -489906.43000000 USD Chugoku Electric Power Co., Inc. (The) 1591948.71000000 USD -110852.86000000 USD Odakyu Electric Railway Co. Ltd. 3748787.25000000 USD -459079.49000000 USD Osaka Gas Co. Ltd. 283542.25000000 USD 36504.17000000 USD Pigeon Corp. 1163871.30000000 USD -185995.74000000 USD Kyushu Railway Co. 2542203.26000000 USD 117273.21000000 USD Mitsui Chemicals, Inc. 1987619.09000000 USD 382.26000000 USD Toyota Industries Corp. 2016853.43000000 USD -203254.45000000 USD Chiba Bank Ltd. (The) 2523090.70000000 USD -283882.17000000 USD IHI Corp. 888564.47000000 USD 86148.68000000 USD Keio Corp. 3246836.46000000 USD -487548.49000000 USD Shinsei Bank Ltd. 2874120.26000000 USD 403212.25000000 USD Kansai Paint Co. Ltd. 3029180.40000000 USD 39785.10000000 USD Otsuka Corp. 4808724.10000000 USD 650215.09000000 USD FUJIFILM Holdings Corp. 2045101.77000000 USD 296656.32000000 USD Sharp Corp. 434943.94000000 USD -49391.46000000 USD Isuzu Motors Ltd. 539357.04000000 USD 9266.02000000 USD JFE Holdings, Inc. 405652.59000000 USD 42909.77000000 USD Sumitomo Rubber Industries Ltd. 435826.16000000 USD 27045.73000000 USD Hachijuni Bank Ltd. (The) 786142.86000000 USD 134904.26000000 USD Idemitsu Kosan Co. Ltd. 1536032.64000000 USD -34216.34000000 USD Nagoya Railroad Co. Ltd. 2218327.43000000 USD -137776.50000000 USD Nomura Holdings, Inc. 326635.86000000 USD 29053.06000000 USD Dai Nippon Printing Co. Ltd. 886170.73000000 USD 93890.09000000 USD Fancl Corp. 433196.75000000 USD 10526.44000000 USD Yamaha Motor Co. Ltd. 1028132.03000000 USD -19192.77000000 USD Stanley Electric Co. Ltd. 942176.83000000 USD 66749.02000000 USD Shimamura Co. Ltd. 2296484.85000000 USD -100771.04000000 USD Kirin Holdings Co. Ltd. 904561.52000000 USD -56924.87000000 USD Mixi, Inc. 693675.11000000 USD 10121.00000000 USD Pola Orbis Holdings, Inc. 3432374.14000000 USD 173490.57000000 USD Toyoda Gosei Co. Ltd. 262089.51000000 USD 5547.07000000 USD THK Co. Ltd. 259917.65000000 USD -26824.91000000 USD Yaskawa Electric Corp. 5239635.30000000 USD -755475.93000000 USD Taisho Pharmaceutical Holdings Co. 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USD Currency. Maturity 13-14 Months 03/25/21 to 05/25/21 PPG Industries, Inc. 66127.60000000 USD 1669.01000000 USD Cabot Corp. 1157168.24000000 USD -391.92000000 USD Tapestry, Inc. 301411.25000000 USD -45386.25000000 USD Kroger Co. 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NOK Currency. Maturity 12-37 Months 02/12/21 Subsea 7 SA 1591946.97000000 USD -18124.29000000 USD Leroy Seafood Group ASA 1280588.51000000 USD 45921.98000000 USD Norsk Hydro ASA 1231287.01000000 USD 13615.63000000 USD Equinor ASA 829883.38000000 USD -73539.53000000 USD Orkla ASA 1556067.95000000 USD 37750.43000000 USD Yara International ASA 1106572.87000000 USD 54824.95000000 USD Schibsted ASA, Class A 525862.12000000 USD -38260.57000000 USD Mowi ASA 100544.35000000 USD 1592.94000000 USD Salmar ASA 1609467.68000000 USD -174826.70000000 USD Y 2021-02-12 0.00000000 USD 0.00000000 USD 9832221.00000000 USD -151045.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -5625.79000000 -0.00081478267 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 265692.57000000 USD 2568370.00000000 SEK 2020-06-17 -5625.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -22552.28000000 -0.00326624475 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 675445.81000000 USD 918145.00000000 CAD 2020-06-17 -22552.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 268.71000000 0.000038917246 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21808.00000000 CHF 23009.55000000 USD 2020-06-17 268.71000000 N N N N/A N/A N/A 159100.71000000 PA -2433.44000000 -0.00035243490 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Switzerland Net Return Index MSCI Switzerland Net Return Index Y 2020-06-19 0.00000000 USD 0.00000000 USD 159100.71000000 CHF -2433.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -104.93000000 -0.00001519700 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19112.00000000 CHF 19824.59000000 USD 2020-06-17 -104.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -17084.62000000 -0.00247436403 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 438500.00000000 AUD 252691.69000000 USD 2020-06-17 -17084.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -589.01000000 -0.00008530626 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 773500.00000000 DKK 114003.55000000 USD 2020-06-17 -589.01000000 N N N N/A N/A 000000000 1186000.00000000 PA -380.34000000 -0.00005508460 N/A DE US N 2 J.P. 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Ltd. 1185699.31000000 USD -73442.81000000 USD Yue Yuen Industrial Holdings Ltd. 854972.36000000 USD -71347.74000000 USD ASM Pacific Technology Ltd. 822455.62000000 USD 53236.62000000 USD Wharf Real Estate Investment Co. Ltd. 2133282.44000000 USD 85932.05000000 USD Budweiser Brewing Co. APAC Ltd. 138873.34000000 USD 16437.35000000 USD Wheelock & Co. Ltd. 298141.37000000 USD -8011.26000000 USD CK Hutchison Holdings Ltd. 1133077.11000000 USD -38713.05000000 USD Sino Land Co. 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N/A N/A 000000000 339105343.47999996 PA USD -8096506.12999999 -1.17261628173 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus Fed +/- spread (-18.08% to 0.20%). USD Currency. Maturity 59-62 Months 01/22/25 to 03/31/25 Colfax Corp. 2268406.80000000 USD -106122.07000000 USD Cheniere Energy, Inc. 2954901.00000000 USD 94380.42000000 USD MEDNAX, Inc. 279604.44000000 USD 43809.37000000 USD Pentair plc 810305.28000000 USD -17153.64000000 USD F5 Networks, Inc. 3308622.27000000 USD 418891.50000000 USD Quanta Services, Inc. 816222.52000000 USD 48103.88000000 USD Huntington Ingalls Industries, Inc. 2694885.90000000 USD 312216.90000000 USD SYNNEX Corp. 1605933.90000000 USD -23447.42000000 USD Hill-Rom Holdings, Inc. 269406.80000000 USD 30047.16000000 USD Fluor Corp. 620511.09000000 USD -221803.53000000 USD Merck & Co., Inc. 2150088.30000000 USD 69938.52000000 USD Xylem, Inc. 711154.47000000 USD 73048.11000000 USD Centene Corp. 350934.87000000 USD -8387.94000000 USD General Dynamics Corp. 1994970.18000000 USD 10856.16000000 USD Range Resources Corp. 1005509.64000000 USD 357220.53000000 USD Avanos Medical, Inc. 1392415.65000000 USD 116336.25000000 USD Toro Co. (The) 300650.71000000 USD -22494.53000000 USD NetApp, Inc. 111353.99000000 USD 1095.11000000 USD PRA Health Sciences, Inc. 1267522.56000000 USD 49913.28000000 USD II-VI, Inc. 4207569.00000000 USD -227356.36000000 USD HD Supply Holdings, Inc. 2326483.76000000 USD 83468.64000000 USD National Oilwell Varco, Inc. 1770884.33000000 USD -73861.91000000 USD Coherent, Inc. 1144226.73000000 USD -53334.88000000 USD Ionis Pharmaceuticals, Inc. 329825.28000000 USD -19393.28000000 USD NetScout Systems, Inc. 1745828.19000000 USD 30240.37000000 USD Flex Ltd. 2244332.50000000 USD 481024.10000000 USD Arista Networks, Inc. 1211856.65000000 USD -205516.05000000 USD Spirit AeroSystems Holdings, Inc., Class A 1006400.08000000 USD -3785.04000000 USD DENTSPLY SIRONA, Inc. 567267.47000000 USD 62088.25000000 USD PACCAR, Inc. 542834.40000000 USD 12964.80000000 USD Belden, Inc. 234375.68000000 USD 259.84000000 USD Emerson Electric Co. 1495161.70000000 USD 7216.94000000 USD Ubiquiti, Inc. 1418631.60000000 USD 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NC N/A -11599.92000000 -0.00168001540 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 56964500.00000000 JPY 519919.54000000 USD 2020-06-17 -11599.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -1573.09000000 -0.00022783048 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 352500.00000000 DKK 50649.12000000 USD 2020-06-17 -1573.09000000 N N N N/A N/A 000000000 101017836.75999998 PA -4889293.13000000 -0.70811590065 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus EONIA +/- spread (-0.24% to 0.03%). EUR Currency. Maturity 59-61 Months 01/13/25 to 03/13/25 Veolia Environnement SA 1814389.23000000 USD -536259.58000000 USD Valeo SA 2406437.38000000 USD 592325.90000000 USD Aeroports de Paris 245572.60000000 USD 63566.33000000 USD Elior Group SA 435914.83000000 USD 224265.81000000 USD Atos SE 3003734.75000000 USD 65705.70000000 USD Rexel SA 579828.54000000 USD -185896.51000000 USD Publicis Groupe SA 3665619.10000000 USD -724559.32000000 USD Kering SA 2814587.96000000 USD -66229.35000000 USD Dassault Aviation SA 495177.23000000 USD -89125.74000000 USD Faurecia SE 1853380.85000000 USD 620110.28000000 USD JCDecaux SA 1119321.03000000 USD 226878.00000000 USD Danone SA 1460631.93000000 USD -2552.20000000 USD Electricite de France SA 596144.16000000 USD -285810.22000000 USD Orpea 2543343.63000000 USD 293790.49000000 USD Peugeot SA 6623533.88000000 USD -1472464.49000000 USD Bollore SA 10944.72000000 USD -545.44000000 USD Carrefour SA 3095596.22000000 USD -24828.03000000 USD Eurofins Scientific SE 4218275.27000000 USD -255966.36000000 USD Renault SA 1510189.55000000 USD 235975.98000000 USD LVMH Moet Hennessy Louis Vuitton SE 268828.84000000 USD 6512.56000000 USD Rubis SCA 173394.00000000 USD -7716.63000000 USD Imerys SA 212332.10000000 USD 66403.24000000 USD Sodexo SA 1611860.14000000 USD -455010.64000000 USD Capgemini SE 1043025.51000000 USD -138151.24000000 USD Edenred 1907814.41000000 USD 308814.86000000 USD SES SA 1549325.60000000 USD -394559.17000000 USD Engie SA 5223647.67000000 USD -2513464.70000000 USD Sopra Steria Group 570873.53000000 USD -136761.85000000 USD CNP Assurances 1449201.06000000 USD -442340.89000000 USD Air France-KLM 2318495.74000000 USD -32294.70000000 USD Orange SA 4510513.50000000 USD -163788.56000000 USD Cie Plastic Omnium SA 729010.99000000 USD 236025.17000000 USD Cie de Saint-Gobain 2741958.72000000 USD -899738.06000000 USD Alstom SA 1032386.29000000 USD -152593.93000000 USD Schneider Electric SE 385509.05000000 USD -29756.28000000 USD TOTAL SA 1180326.67000000 USD 97347.30000000 USD Arkema SA 902725.99000000 USD -112670.30000000 USD L'Oreal SA 1261703.23000000 USD 18330.59000000 USD Airbus SE 117034.65000000 USD 60550.49000000 USD Worldline SA 4146064.78000000 USD 654726.55000000 USD Bouygues SA 1584179.65000000 USD -315687.03000000 USD Thales SA 1091098.56000000 USD -134145.50000000 USD Bollore SA 1018065.58000000 USD 109048.99000000 USD Iliad SA 4207751.13000000 USD 48802.78000000 USD SEB SA 1588824.38000000 USD 9763.38000000 USD Sartorius Stedim Biotech 411281.15000000 USD -22408.65000000 USD Eutelsat Communications SA 2938300.96000000 USD -136310.05000000 USD Ubisoft Entertainment SA 2129215.17000000 USD -126940.49000000 USD SCOR SE 239989.61000000 USD -88880.75000000 USD Ingenico Group SA 3256928.10000000 USD 725914.54000000 USD Societe BIC SA 1133744.23000000 USD 6177.57000000 USD Accor SA 1080579.56000000 USD 147310.38000000 USD Natixis SA 2588503.69000000 USD 266014.27000000 USD Remy Cointreau SA 3199583.38000000 USD 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318000.00000000 CHF 333962.73000000 USD 2020-06-17 2360.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 3025.45000000 0.000438175661 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 257556.00000000 NOK 27806.14000000 USD 2020-06-17 3025.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -40494.96000000 -0.00586488155 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 693385.65000000 USD 918141.00000000 CAD 2020-06-17 -40494.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -750.57000000 -0.00010870498 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 69588.00000000 CHF 71814.06000000 USD 2020-06-17 -750.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 993.37000000 0.000143869691 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 106500.00000000 ILS 31178.79000000 USD 2020-06-17 993.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 322.19000000 0.000046662749 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 23891.00000000 CHF 25235.13000000 USD 2020-06-17 322.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -6943.82000000 -0.00100567284 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 524192.56000000 USD 5108250.00000000 SEK 2020-06-17 -6943.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 3580.12000000 0.000518508469 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 302372.00000000 NOK 32672.77000000 USD 2020-06-17 3580.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -2163.89000000 -0.00031339600 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 89422500.00000000 JPY 832211.88000000 USD 2020-06-17 -2163.89000000 N N N United States of America 254900HROIFWPRGM1V77 912796UA5 27942000.00000000 PA USD 27937612.83000000 4.046202047063 Long STIV UST US N 2 2020-06-25 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1928.48000000 -0.00027930159 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 60421.31000000 USD 206374.00000000 ILS 2020-06-17 -1928.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -6435.87000000 -0.00093210649 N/A DFE N/A N 2 JP Morgan Chase 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N/A N/A N/A 1.00000000 NC N/A -31479.70000000 -0.00455920222 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 684371.81000000 USD 918143.00000000 CAD 2020-06-17 -31479.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 3258.00000000 0.000471855857 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 277368.00000000 NOK 29944.90000000 USD 2020-06-17 3258.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -30676.97000000 -0.00444294290 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 545500.00000000 AUD 304928.45000000 USD 2020-06-17 -30676.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 46.98000000 0.000006804109 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34014.00000000 SEK 3491.15000000 USD 2020-06-17 46.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 13021.96000000 0.001885969339 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 950240.42000000 USD 923749.00000000 CHF 2020-06-17 13021.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 24682.23000000 0.003574725233 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 591500.00000000 AUD 388588.02000000 USD 2020-06-17 24682.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -110764.31000000 -0.01604198542 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1362440.25000000 USD 2034500.00000000 AUD 2020-06-17 -110764.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 15222.86000000 0.002204725495 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 948040.57000000 USD 923750.00000000 CHF 2020-06-17 15222.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 2938.47000000 0.000425578355 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 193161.00000000 SGD 138998.65000000 USD 2020-06-17 2938.47000000 N N N N/A N/A 000000000 484000396.81999999 PA USD 3080268.22000001 0.446114979583 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus Fed +/- spread (-3.83% to 0.02%). USD Currency. Maturity 59-61 Months 01/13/25 to 03/31/25 Taubman Centers, Inc. 2420999.04000000 USD 505123.06000000 USD People's United Financial, Inc. 284835.85000000 USD -55678.32000000 USD AutoNation, Inc. 389023.84000000 USD 170804.48000000 USD Marriott International, Inc., Class A 531076.19000000 USD 7567.49000000 USD Nasdaq, Inc. 216486.00000000 USD 24555.60000000 USD United Airlines Holdings, Inc. 565912.35000000 USD -227454.04000000 USD Sally Beauty Holdings, Inc. 239071.04000000 USD -83485.15000000 USD BancorpSouth Bank 569359.56000000 USD 67408.32000000 USD First Republic Bank 2956238.12000000 USD 146231.03000000 USD NVIDIA Corp. 320537.60000000 USD -22082.56000000 USD Five Below, Inc. 1084626.18000000 USD 161289.73000000 USD New Relic, Inc. 267822.08000000 USD 19896.46000000 USD MongoDB, Inc. 2732848.10000000 USD -174082.90000000 USD Copa Holdings SA, Class A 568570.66000000 USD 321884.56000000 USD Alphabet, Inc., Class A 161511.05000000 USD -7483.76000000 USD Hormel Foods Corp. 147009.28000000 USD -5259.18000000 USD SLM Corp. 186911.24000000 USD 4778.58000000 USD Prosperity Bancshares, Inc. 1711668.75000000 USD 25187.25000000 USD Synchrony Financial 1348518.99000000 USD -748432.23000000 USD KeyCorp 167091.81000000 USD -14452.98000000 USD Macquarie Infrastructure Corp. 1072923.00000000 USD 413872.08000000 USD Lowe's Cos., Inc. 98527.25000000 USD 5389.37000000 USD Fortinet, Inc. 1837651.88000000 USD 248880.83000000 USD Bright Horizons Family Solutions, Inc. 39780.00000000 USD -13416.00000000 USD Flowers Foods, Inc. 110582.28000000 USD 5261.45000000 USD Citizens Financial Group, Inc. 1166633.82000000 USD -215038.50000000 USD Virtu Financial, Inc., Class A 4105995.48000000 USD 611363.40000000 USD RH 926031.99000000 USD 436148.44000000 USD Cinemark Holdings, Inc. 61384.56000000 USD 55771.75000000 USD PacWest Bancorp 127232.00000000 USD 63474.00000000 USD Norwegian Cruise Line Holdings Ltd. 151565.84000000 USD -122386.65000000 USD ServiceMaster Global Holdings, Inc. 120744.00000000 USD 7644.23000000 USD Boyd Gaming Corp. 8695.26000000 USD -3179.72000000 USD Advance Auto Parts, Inc. 112263.96000000 USD 4057.27000000 USD Equifax, Inc. 2542732.15000000 USD 473422.88000000 USD LendingTree, Inc. 2956063.41000000 USD 1336848.69000000 USD Penn National Gaming, Inc. 726552.75000000 USD 446844.30000000 USD Qorvo, Inc. 2196522.46000000 USD -253895.44000000 USD Conagra Brands, Inc. 2690976.78000000 USD -166924.94000000 USD Eversource Energy 5629712.22000000 USD 1032941.70000000 USD Regions Financial Corp. 132181.92000000 USD -22104.00000000 USD Square, Inc., Class A 1692607.32000000 USD 430415.94000000 USD Alliance Data Systems Corp. 626058.25000000 USD -546428.85000000 USD IAA, Inc. 790824.16000000 USD 144422.52000000 USD Comcast Corp., Class A 1301661.18000000 USD -132564.94000000 USD Colony Capital, Inc. 1121967.00000000 USD 1046389.41000000 USD Cable One, Inc. 450458.74000000 USD 46111.46000000 USD Cree, Inc. 990504.18000000 USD 95530.86000000 USD Post Holdings, Inc. 749799.89000000 USD 96786.27000000 USD Cullen/Frost Bankers, Inc. 532906.08000000 USD -15951.84000000 USD NextEra Energy, Inc. 2789507.66000000 USD 239511.38000000 USD Kansas City Southern 1220800.82000000 USD -23421.56000000 USD PayPal Holdings, Inc. 12924.90000000 USD -795.15000000 USD Edgewell Personal Care Co. 125793.92000000 USD -60650.64000000 USD First Financial Bankshares, Inc. 1830139.08000000 USD -183922.59000000 USD CSX Corp. 131847.30000000 USD -7110.09000000 USD Monster Beverage Corp. 3232474.56000000 USD -321753.60000000 USD PotlatchDeltic Corp. 711736.86000000 USD 93416.88000000 USD GoDaddy, Inc., Class A 88292.06000000 USD 4035.06000000 USD Hyatt Hotels Corp., Class A 259809.60000000 USD -76395.12000000 USD Associated Banc-Corp. 1934564.24000000 USD -31763.76000000 USD Americold Realty Trust 1099764.32000000 USD -140216.72000000 USD DocuSign, Inc. 13675.20000000 USD -2185.96000000 USD Fair Isaac Corp. 1009838.58000000 USD -22909.56000000 USD American Eagle Outfitters, Inc. 117381.75000000 USD 15694.53000000 USD Grand Canyon Education, Inc. 459006.85000000 USD -9837.79000000 USD Brinker International, Inc. 353850.63000000 USD 375063.99000000 USD Ford Motor Co. 95812.71000000 USD -21225.59000000 USD Marriott Vacations Worldwide Corp. 108658.90000000 USD -19175.85000000 USD Zscaler, Inc. 607139.36000000 USD -163130.80000000 USD Federated Hermes, Inc., Class B 1380724.95000000 USD -276869.78000000 USD Autodesk, Inc. 226188.90000000 USD -2056.64000000 USD Clorox Co. (The) 108627.75000000 USD -1034.55000000 USD Dunkin' Brands Group, Inc. 444128.40000000 USD -97524.24000000 USD Crown Castle International Corp. 199127.60000000 USD -8108.52000000 USD CME Group, Inc. 354984.23000000 USD 26407.73000000 USD Ally Financial, Inc. 71414.07000000 USD 32811.87000000 USD Spotify Technology SA 772358.40000000 USD 116642.40000000 USD JB Hunt Transport Services, Inc. 243763.89000000 USD -17179.50000000 USD H&R Block, Inc. 91224.32000000 USD 39133.16000000 USD Kellogg Co. 163172.80000000 USD 6582.40000000 USD Southern Co. (The) 247257.38000000 USD 6955.54000000 USD Bunge Ltd. 923298.09000000 USD -32847.04000000 USD Adient plc 665366.13000000 USD 582470.46000000 USD Fiserv, Inc. 310142.35000000 USD 16455.60000000 USD Proofpoint, Inc. 90792.15000000 USD 584.10000000 USD Oracle Corp. 3893126.49000000 USD 186882.96000000 USD Credit Acceptance Corp. 87445.98000000 USD 7140.06000000 USD BOK Financial Corp. 114912.00000000 USD 16038.00000000 USD PNM Resources, Inc. 2032316.00000000 USD 495243.32000000 USD ServiceNow, Inc. 366249.24000000 USD -7041.78000000 USD Comerica, Inc. 942928.92000000 USD -219532.58000000 USD Knight-Swift Transportation Holdings, Inc. 3504220.80000000 USD -99327.19000000 USD Royal Caribbean Cruises Ltd. 332637.80000000 USD 23248.30000000 USD Skyworks Solutions, Inc. 2136718.28000000 USD 24304.68000000 USD Mercury General Corp. 1486768.64000000 USD 7667.52000000 USD Janus Henderson Group plc 110671.68000000 USD -4688.60000000 USD Adobe, Inc. 2339064.00000000 USD 91507.50000000 USD Commerce Bancshares, Inc. 2942101.55000000 USD 125109.51000000 USD Atlassian Corp. plc, Class A 1447132.18000000 USD -44913.18000000 USD Target Corp. 868990.59000000 USD -77846.33000000 USD Evercore, Inc., Class A 847642.18000000 USD -133605.78000000 USD CommVault Systems, Inc. 2213284.48000000 USD 118646.92000000 USD Global Payments, Inc. 1731192.69000000 USD 256348.07000000 USD Ameriprise Financial, Inc. 1427034.00000000 USD -92601.25000000 USD Retail Properties of America, Inc., Class A 272748.52000000 USD -167519.88000000 USD Vail Resorts, Inc. 766319.48000000 USD 177896.52000000 USD Facebook, Inc., Class A 3526652.40000000 USD -59705.32000000 USD Advanced Micro Devices, Inc. 1188983.64000000 USD -55918.50000000 USD Gartner, Inc. 351282.96000000 USD 37220.40000000 USD Prologis, Inc. 1483951.68000000 USD -48006.40000000 USD Genpact Ltd. 1503858.40000000 USD -350213.60000000 USD Discovery, Inc., Class A 1370189.52000000 USD 296733.43000000 USD Aptiv plc 1486555.60000000 USD 593837.30000000 USD Manhattan Associates, Inc. 989973.22000000 USD -242227.49000000 USD Macerich Co. 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CAD Currency. Maturity 59-62 Months 01/21/25 to 03/31/25 National Bank of Canada 573427.44000000 USD 86481.42000000 USD SNC-Lavalin Group, Inc. 2711501.17000000 USD 606.24000000 USD Agnico Eagle Mines Ltd. 281239.32000000 USD 14733.94000000 USD Yamana Gold, Inc. 156363.89000000 USD -35098.21000000 USD Methanex Corp. 441389.94000000 USD -1305.57000000 USD Pembina Pipeline Corp. 1537852.06000000 USD -207720.12000000 USD Onex Corp. 530509.44000000 USD 11712.15000000 USD Quebecor, Inc., Class B 1067992.84000000 USD 40001.80000000 USD Alimentation Couche-Tard, Inc., Class B 2489630.25000000 USD 3951.54000000 USD Shopify, Inc., Class A 355707.65000000 USD -51294.69000000 USD CI Financial Corp. 589483.77000000 USD -6576.61000000 USD Linamar Corp. 1059820.32000000 USD -1377.58000000 USD Atco Ltd., Class I 536713.24000000 USD 10708.93000000 USD AltaGas Ltd. 1212550.10000000 USD -62358.13000000 USD Canada Goose Holdings, Inc. 1273848.39000000 USD -202260.41000000 USD Finning International, Inc. 782532.58000000 USD 188996.36000000 USD Shaw Communications, Inc., Class B 167887.21000000 USD 27528.22000000 USD Vermilion Energy, Inc. 237509.44000000 USD -56431.71000000 USD Kinross Gold Corp. 342549.06000000 USD -53020.48000000 USD Empire Co. Ltd., Class A 2530928.97000000 USD -41578.54000000 USD Bausch Health Cos., Inc. 137186.19000000 USD 6136.87000000 USD TC Energy Corp. 3680862.82000000 USD -528514.02000000 USD Teck Resources Ltd., Class B 952020.57000000 USD -36000.14000000 USD Canadian Imperial Bank of Commerce 1143967.88000000 USD 90872.79000000 USD Stars Group, Inc. (The) 1086801.35000000 USD -391635.92000000 USD Thomson Reuters Corp. 1954526.71000000 USD 280472.67000000 USD BRP, Inc. 1055086.48000000 USD -337961.38000000 USD Inter Pipeline Ltd. 1330884.12000000 USD -11427.23000000 USD Enbridge, Inc. 4076946.54000000 USD -291937.76000000 USD Open Text Corp. 402932.45000000 USD 11474.34000000 USD Tourmaline Oil Corp. 187534.60000000 USD 9668.62000000 USD Keyera Corp. 694793.09000000 USD 85531.34000000 USD iA Financial Corp., Inc. 128730.76000000 USD 9689.57000000 USD First Quantum Minerals Ltd. 1099733.31000000 USD -27832.35000000 USD CGI, Inc. 762603.81000000 USD 1099.27000000 USD Seven Generations Energy Ltd., Class A 131969.73000000 USD 4960.52000000 USD Bombardier, Inc., Class B 26402.16000000 USD 8211.48000000 USD Air Canada 1468556.28000000 USD -32451.42000000 USD Suncor Energy, Inc. 398416.43000000 USD -123430.95000000 USD Magna International, Inc. 2726193.05000000 USD -10054.36000000 USD Lundin Mining Corp. 209746.83000000 USD 6591.38000000 USD Stantec, Inc. 106953.74000000 USD 4049.54000000 USD Cenovus Energy, Inc. 376057.32000000 USD 59473.56000000 USD Element Fleet Management Corp. 1370836.07000000 USD -39424.51000000 USD Cameco Corp. 1543799.43000000 USD -205302.73000000 USD Wheaton Precious Metals Corp. 653013.17000000 USD -9048.45000000 USD Constellation Software, Inc. 568029.20000000 USD 41956.44000000 USD West Fraser Timber Co. Ltd. 263212.42000000 USD 58595.76000000 USD Fairfax Financial Holdings Ltd. 280201.11000000 USD -17783.01000000 USD Ovintiv, Inc. 113367.10000000 USD 4041.29000000 USD PrairieSky Royalty Ltd. 965910.56000000 USD -11335.40000000 USD Manulife Financial Corp. 346833.23000000 USD 65761.70000000 USD Franco-Nevada Corp. 635157.94000000 USD 42576.09000000 USD Y 2025-01-21 0.00000000 USD 0.00000000 USD 49758704.00000000 USD -1617277.93000000 N N N 2020-04-30 AQR Funds Heather Bonner Heather Bonner Principal Financial Officer XXXX