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(The) 68966.52000000 USD 5475.26000000 USD Core Laboratories NV 37835.84000000 USD 15398.74000000 USD Wiwynn Corp. 27337.97000000 USD -783.79000000 USD Marsh & McLennan Cos., Inc. 91049.76000000 USD 2603.36000000 USD Cabot Oil & Gas Corp. 25065.62000000 USD 1502.42000000 USD Petroleo Brasileiro SA (Preference) 18625.07000000 USD 2233.94000000 USD Korea Shipbuilding & Offshore Engineering Co. Ltd. 21715.75000000 USD 3404.26000000 USD Prestige Consumer Healthcare, Inc. 18592.20000000 USD -944.16000000 USD Wistron Corp. 86675.38000000 USD 12335.47000000 USD Agios Pharmaceuticals, Inc. 20215.44000000 USD -650.16000000 USD Marathon Oil Corp. 22025.88000000 USD 2182.09000000 USD Exact Sciences Corp. 102589.20000000 USD 4524.20000000 USD PolyOne Corp. 74099.75000000 USD -6864.75000000 USD Hypera SA 47150.66000000 USD -7916.77000000 USD Targa Resources Corp. 15614.46000000 USD -3236.48000000 USD Hyundai Glovis Co. Ltd. 46759.99000000 USD -8338.73000000 USD General Mills, Inc. 8939.25000000 USD 35.94000000 USD Axalta Coating Systems Ltd. 56623.05000000 USD -4268.70000000 USD Incyte Corp. 21729.73000000 USD 2292.73000000 USD Mondelez International, Inc., Class A 11299.73000000 USD -402.22000000 USD China Life Insurance Co. Ltd. 53494.00000000 USD -961.91000000 USD Ecolab, Inc. 45559.55000000 USD 3337.71000000 USD Cia Cervecerias Unidas SA, ADR 16095.68000000 USD 2011.96000000 USD Conagra Brands, Inc. 31828.85000000 USD 1275.47000000 USD Rumo SA 28949.45000000 USD 5821.70000000 USD Steel Dynamics, Inc. 9966.38000000 USD -1249.14000000 USD KT&G Corp. 29975.64000000 USD -3399.91000000 USD Avery Dennison Corp. 8670.84000000 USD -633.08000000 USD Samsung C&T Corp. 30544.99000000 USD -1054.65000000 USD Cheil Worldwide, Inc. 32711.20000000 USD -2902.61000000 USD Assurant, Inc. 5680.95000000 USD -100.50000000 USD CNX Resources Corp. 13528.60000000 USD -2646.88000000 USD Cheng Shin Rubber Industry Co. Ltd. 34472.97000000 USD 1223.91000000 USD Hyundai Engineering & Construction Co. Ltd. 12327.02000000 USD -935.49000000 USD Itausa SA (Preference) 21338.15000000 USD 3739.11000000 USD KB Financial Group, Inc. 3397.15000000 USD 459.76000000 USD Samsung Biologics Co. Ltd. 1297.52000000 USD 168.83000000 USD President Chain Store Corp. 130775.75000000 USD 2088.84000000 USD Mirae Asset Daewoo Co. Ltd. (Preference) 86410.78000000 USD 4610.27000000 USD Athene Holding Ltd., Class A 130405.39000000 USD 12627.77000000 USD Chailease Holding Co. Ltd. 26601.80000000 USD -1190.46000000 USD Pan Ocean Co. Ltd. 2299.43000000 USD 20.73000000 USD PRA Health Sciences, Inc. 110813.31000000 USD -7938.83000000 USD Constellation Brands, Inc., Class A 52659.95000000 USD -2543.45000000 USD Korea Gas Corp. 4874.44000000 USD -815.26000000 USD Gilead Sciences, Inc. 46779.52000000 USD 454.13000000 USD Cimarex Energy Co. 13332.65000000 USD 1067.42000000 USD Samsung Card Co. Ltd. 11015.97000000 USD -1216.61000000 USD Bio-Techne Corp. 18748.97000000 USD -820.76000000 USD Merck & Co., Inc. 36886.41000000 USD -2351.61000000 USD Marathon Petroleum Corp. 42575.82000000 USD 2519.47000000 USD HollyFrontier Corp. 27564.80000000 USD -5786.72000000 USD Ligand Pharmaceuticals, Inc. 60063.45000000 USD 6336.60000000 USD Nektar Therapeutics 110797.44000000 USD -4567.16000000 USD Louisiana-Pacific Corp. 43579.35000000 USD 407.76000000 USD S-Oil Corp. 75968.85000000 USD 13372.47000000 USD Lojas Renner SA 34589.29000000 USD 4064.66000000 USD Chemours Co. (The) 24744.20000000 USD 2224.56000000 USD BJ's Wholesale Club Holdings, Inc. 20722.12000000 USD 429.82000000 USD Alkermes plc 116915.13000000 USD 12863.38000000 USD AptarGroup, Inc. 43784.18000000 USD -1738.72000000 USD Range Resources Corp. 21776.84000000 USD 2361.27000000 USD Carpenter Technology Corp. 20880.80000000 USD -1298.10000000 USD Unum Group 67488.12000000 USD -11593.80000000 USD Pou Chen Corp. 33353.73000000 USD -1217.13000000 USD Thermo Fisher Scientific, Inc. 13768.92000000 USD 558.22000000 USD W R Grace & Co. 24846.09000000 USD -3471.90000000 USD Reliance Steel & Aluminum Co. 35408.89000000 USD -2290.22000000 USD Arch Capital Group Ltd. 7391.70000000 USD -1478.34000000 USD Halliburton Co. 95792.40000000 USD 13211.38000000 USD Aflac, Inc. 22518.75000000 USD 2606.25000000 USD Samsung Electro-Mechanics Co. Ltd. 39381.92000000 USD -440.90000000 USD Alnylam Pharmaceuticals, Inc. 23697.60000000 USD 2931.20000000 USD Petrobras Distribuidora SA 315437.38000000 USD -65321.90000000 USD Brown-Forman Corp., Class B 156030.66000000 USD 13431.48000000 USD Posco International Corp. 69345.87000000 USD -6811.45000000 USD Amcor plc 208814.92000000 USD -204.52000000 USD Cogna Educacao 66487.74000000 USD 10609.86000000 USD Horizon Therapeutics plc 55524.42000000 USD 7412.58000000 USD Korea Zinc Co. Ltd. 58560.91000000 USD -7392.26000000 USD Vale SA, ADR 62468.29000000 USD -2989.19000000 USD CNA Financial Corp. 50186.15000000 USD 2731.75000000 USD TreeHouse Foods, Inc. 52078.20000000 USD -4895.67000000 USD Nucor Corp. 54454.15000000 USD 2253.65000000 USD Charles River Laboratories International, Inc. 87349.35000000 USD -2995.98000000 USD Freeport-McMoRan, Inc. 56831.84000000 USD -1981.13000000 USD Hotai Motor Co. Ltd. 23976.74000000 USD -2195.59000000 USD Doosan Bobcat, Inc. 62434.11000000 USD -7866.85000000 USD Worthington Industries, Inc. 23051.40000000 USD -2484.36000000 USD Tyson Foods, Inc., Class A 31765.72000000 USD -3755.92000000 USD Philip Morris International, Inc. 15973.68000000 USD -947.58000000 USD Elanco Animal Health, Inc. 25032.15000000 USD 3092.55000000 USD Archer-Daniels-Midland Co. 28009.80000000 USD -205.08000000 USD Phison Electronics Corp. 10063.10000000 USD 197.72000000 USD Zhen Ding Technology Holding Ltd. 13165.45000000 USD -750.28000000 USD Cathay Financial Holding Co. Ltd. 14224.86000000 USD -107.45000000 USD Telefonica Brasil SA (Preference) 7065.70000000 USD -944.11000000 USD Kinder Morgan, Inc. 13698.51000000 USD 1914.36000000 USD GS Retail Co. 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HKD Currency. Maturity 56-61 Months 01/13/25 to 06/25/25 BAIC Motor Corp. Ltd., Class H 49014.50000000 USD -2140.85000000 USD China Medical System Holdings Ltd. 74504.45000000 USD -1333.91000000 USD China Resources Pharmaceutical Group Ltd. 57346.85000000 USD -2815.79000000 USD Anhui Conch Cement Co. Ltd., Class H 57597.28000000 USD -2070.51000000 USD China Gas Holdings Ltd. 50185.48000000 USD 9071.41000000 USD Far East Horizon Ltd. 215980.56000000 USD -9256.25000000 USD CK Hutchison Holdings Ltd. 317303.77000000 USD -25827.63000000 USD CITIC Ltd. 56657.15000000 USD -6512.96000000 USD Alibaba Health Information Technology Ltd. 47050.91000000 USD 4782.68000000 USD Air China Ltd., Class H 68536.97000000 USD 10890.34000000 USD Hua Hong Semiconductor Ltd. 70113.40000000 USD -21853.19000000 USD Tencent Holdings Ltd. 115340.25000000 USD 12746.26000000 USD Alibaba Pictures Group Ltd. 44179.38000000 USD 2656.17000000 USD CITIC Securities Co. Ltd., Class H 86790.20000000 USD 2144.34000000 USD PICC Property & Casualty Co. Ltd., Class H 47369.93000000 USD -7303.84000000 USD China International Capital Corp. Ltd., Class H 56982.37000000 USD -3994.02000000 USD China Communications Construction Co. Ltd., Class H 65225.90000000 USD 6611.29000000 USD China National Building Material Co. Ltd., Class H 47194.57000000 USD -2990.46000000 USD Yue Yuen Industrial Holdings Ltd. 70878.54000000 USD -5436.51000000 USD Wharf Real Estate Investment Co. Ltd. 120015.19000000 USD -4216.55000000 USD China Resources Cement Holdings Ltd. 44399.66000000 USD 180.75000000 USD Techtronic Industries Co. Ltd. 64314.61000000 USD -1196.58000000 USD China CITIC Bank Corp. Ltd., Class H 95967.60000000 USD -2681.08000000 USD CLP Holdings Ltd. 83480.55000000 USD -2500.94000000 USD China Mengniu Dairy Co. Ltd. 84360.77000000 USD 2860.03000000 USD China Eastern Airlines Corp. Ltd., Class H 95771.98000000 USD 13367.00000000 USD HKT Trust & HKT Ltd. 104190.27000000 USD -3722.91000000 USD China Tower Corp. Ltd., Class H 49757.66000000 USD 5298.67000000 USD Haitian International Holdings Ltd. 48873.79000000 USD -1476.55000000 USD MTR Corp. Ltd. 306844.18000000 USD 14629.45000000 USD Postal Savings Bank of China Co. Ltd., Class H 52436.05000000 USD 5565.40000000 USD Xinjiang Goldwind Science & Technology Co. Ltd., Class H 44399.09000000 USD 8052.20000000 USD Hong Kong & China Gas Co. Ltd. 376341.90000000 USD 18235.07000000 USD Kerry Properties Ltd. 59745.54000000 USD -3166.43000000 USD AIA Group Ltd. 108548.21000000 USD 2486.56000000 USD Hysan Development Co. Ltd. 67792.97000000 USD -2278.34000000 USD Beijing Enterprises Holdings Ltd. 43654.92000000 USD -3896.90000000 USD Sinopharm Group Co. Ltd., Class H 50390.78000000 USD -1398.35000000 USD 3SBio, Inc. 49638.94000000 USD -629.66000000 USD Melco International Development Ltd. 44843.09000000 USD -4408.37000000 USD Huatai Securities Co. Ltd., Class H 73316.31000000 USD 1525.77000000 USD ZhongAn Online P&C Insurance Co. Ltd., Class H 66840.59000000 USD -16010.78000000 USD China Mobile Ltd. 151921.36000000 USD -9080.61000000 USD Ping An Insurance Group Co. of China Ltd., Class H 94705.42000000 USD 6049.38000000 USD Guangzhou Automobile Group Co. Ltd., Class H 48085.56000000 USD 11377.10000000 USD China Merchants Bank Co. Ltd., Class H 74146.30000000 USD 5538.80000000 USD China Southern Airlines Co. Ltd., Class H 84070.04000000 USD 16109.50000000 USD Budweiser Brewing Co. APAC Ltd. 140516.77000000 USD 6762.05000000 USD WH Group Ltd. 157283.39000000 USD -4484.37000000 USD Kunlun Energy Co. Ltd. 53704.03000000 USD 594.37000000 USD Yihai International Holding Ltd. 30915.16000000 USD -4478.36000000 USD China Molybdenum Co. Ltd., Class H 23771.56000000 USD 474.54000000 USD Sino Land Co. Ltd. 20243.20000000 USD 190.21000000 USD Power Assets Holdings Ltd. 13660.16000000 USD 370.97000000 USD Zoomlion Heavy Industry Science and Technology Co. Ltd., Class H 12387.93000000 USD 432.30000000 USD China Education Group Holdings Ltd. 11288.63000000 USD 253.81000000 USD Luye Pharma Group Ltd. 8915.17000000 USD 533.83000000 USD China East Education Holdings Ltd. 6362.31000000 USD -457.55000000 USD Zhejiang Expressway Co. Ltd., Class H 5681.35000000 USD -264.09000000 USD ZTE Corp., Class H 2469.19000000 USD 198.36000000 USD BBMG Corp., Class H 19611.84000000 USD 1935.19000000 USD Jiangxi Copper Co. Ltd., Class H 38717.83000000 USD -2172.51000000 USD BYD Co. Ltd., Class H 31185.20000000 USD -4219.30000000 USD Haier Electronics Group Co. Ltd. 39578.46000000 USD 664.96000000 USD Great Wall Motor Co. Ltd., Class H 5979.01000000 USD -737.97000000 USD Sun Hung Kai Properties Ltd. 19162.86000000 USD -380.71000000 USD Bosideng International Holdings Ltd. 9340.88000000 USD -1096.29000000 USD CSPC Pharmaceutical Group Ltd. 36362.63000000 USD 3538.99000000 USD Fuyao Glass Industry Group Co. Ltd., Class H 18196.56000000 USD 865.93000000 USD Kingboard Holdings Ltd. 35237.78000000 USD -121.17000000 USD China Galaxy Securities Co. Ltd., Class H 8438.06000000 USD 378.62000000 USD Yanzhou Coal Mining Co. Ltd., Class H 16568.83000000 USD 1853.23000000 USD China Literature Ltd. 5424.66000000 USD -666.30000000 USD Sun Art Retail Group Ltd. 3431.25000000 USD 530.81000000 USD GOME Retail Holdings Ltd. 670.49000000 USD 52.04000000 USD Shenzhen International Holdings Ltd. 13454.31000000 USD -968.81000000 USD New China Life Insurance Co. Ltd., Class H 11803.13000000 USD -570.24000000 USD COSCO SHIPPING Ports Ltd. 32364.09000000 USD -827.05000000 USD Hang Lung Properties Ltd. 33281.89000000 USD -986.45000000 USD Zhaojin Mining Industry Co. Ltd., Class H 15440.37000000 USD -696.76000000 USD Chongqing Rural Commercial Bank Co. Ltd., Class H 29660.70000000 USD -821.16000000 USD WuXi AppTec Co. Ltd., Class H 29253.65000000 USD -4470.92000000 USD Sands China Ltd. 14181.26000000 USD -198.45000000 USD Xiaomi Corp., Class B 2658.81000000 USD 20.75000000 USD Brilliance China Automotive Holdings Ltd. 5430.52000000 USD -274.89000000 USD Xinyi Solar Holdings Ltd. 9646.14000000 USD -1440.30000000 USD Uni-President China Holdings Ltd. 34010.39000000 USD -1084.13000000 USD Sinopec Engineering Group Co. Ltd., Class H 14384.08000000 USD -354.96000000 USD Kingboard Laminates Holdings Ltd. 23748.93000000 USD 1129.85000000 USD Shenzhen Expressway Co. Ltd., Class H 20323.26000000 USD 1352.75000000 USD Li Ning Co. Ltd. 8006.10000000 USD -90.14000000 USD AAC Technologies Holdings, Inc. 15439.50000000 USD -1521.10000000 USD COSCO SHIPPING Energy Transportation Co. Ltd., Class H 3583.05000000 USD 576.69000000 USD Lenovo Group Ltd. 20085.91000000 USD -72.77000000 USD Shanghai Fosun Pharmaceutical Group Co. Ltd., Class H 5028.84000000 USD 6.62000000 USD Industrial & Commercial Bank of China Ltd., Class H 39296.95000000 USD 4377.35000000 USD Swire Pacific Ltd., Class A 37203.43000000 USD -2935.87000000 USD CRRC Corp. Ltd., Class H 30142.58000000 USD -4710.39000000 USD ENN Energy Holdings Ltd. 33901.46000000 USD 2618.71000000 USD Semiconductor Manufacturing International Corp. 14031.81000000 USD 3999.07000000 USD Bank of Communications Co. Ltd., Class H 17336.79000000 USD 437.53000000 USD China Minsheng Banking Corp. Ltd., Class H 8948.68000000 USD 226.21000000 USD China Longyuan Power Group Corp. Ltd., Class H 8457.09000000 USD 251.19000000 USD Galaxy Entertainment Group Ltd. 13719.50000000 USD 59.33000000 USD China Life Insurance Co. Ltd., Class H 20177.63000000 USD -1808.03000000 USD Geely Automobile Holdings Ltd. 14298.78000000 USD 123.50000000 USD NWS Holdings Ltd. 10438.18000000 USD -46.31000000 USD Henderson Land Development Co. Ltd. 7627.40000000 USD -177.49000000 USD Guangdong Investment Ltd. 3449.78000000 USD 534.49000000 USD Zijin Mining Group Co. Ltd., Class H 2834.56000000 USD 241.19000000 USD China Oilfield Services Ltd., Class H 1822.59000000 USD 388.87000000 USD Kingsoft Corp. Ltd. 4684.05000000 USD -792.07000000 USD Want Want China Holdings Ltd. 6836.48000000 USD 3.03000000 USD China Railway Construction Corp. Ltd., Class H 6732.83000000 USD 1174.42000000 USD ASM Pacific Technology Ltd. 24306.38000000 USD -463.72000000 USD Zhuzhou CRRC Times Electric Co. Ltd., Class H 27439.17000000 USD -4727.87000000 USD SJM Holdings Ltd. 22422.71000000 USD -558.58000000 USD Huaneng Power International, Inc., Class H 40734.77000000 USD 1609.11000000 USD ANTA Sports Products Ltd. 8897.08000000 USD 644.23000000 USD CK Asset Holdings Ltd. 26985.57000000 USD -718.96000000 USD Genscript Biotech Corp. 16544.71000000 USD 1725.08000000 USD China Everbright Bank Co. Ltd., Class H 4908.75000000 USD -156.73000000 USD COSCO SHIPPING Holdings Co. Ltd., Class H 5342.88000000 USD 51.60000000 USD Jiangsu Expressway Co. Ltd., Class H 37610.36000000 USD 1365.15000000 USD Ping An Healthcare and Technology Co. Ltd. 7665.77000000 USD -1150.11000000 USD Fosun International Ltd. 41011.92000000 USD 1596.92000000 USD Hengan International Group Co. Ltd. 23613.64000000 USD -36.39000000 USD CGN Power Co. Ltd., Class H 43125.12000000 USD 3034.50000000 USD China Conch Venture Holdings Ltd. 21221.93000000 USD 1386.90000000 USD Kingdee International Software Group Co. Ltd. 25738.72000000 USD -6266.67000000 USD Xinyi Glass Holdings Ltd. 12341.22000000 USD -504.52000000 USD China Hongqiao Group Ltd. 36735.41000000 USD -958.98000000 USD Sinopec Shanghai Petrochemical Co. Ltd., Class H 15410.37000000 USD -2095.63000000 USD China Petroleum & Chemical Corp., Class H 40989.38000000 USD 5541.86000000 USD Dali Foods Group Co. Ltd. 31387.57000000 USD -1267.64000000 USD China Traditional Chinese Medicine Holdings Co. Ltd. 20317.74000000 USD 786.52000000 USD China Power International Development Ltd. 7545.78000000 USD 1764.62000000 USD Sinotruk Hong Kong Ltd. 22182.88000000 USD -80.16000000 USD GF Securities Co. Ltd., Class H 861.61000000 USD -19.89000000 USD Sino Biopharmaceutical Ltd. 37695.92000000 USD -1754.77000000 USD Beijing Capital International Airport Co. Ltd., Class H 33795.34000000 USD -5430.67000000 USD CNOOC Ltd. 34792.17000000 USD 3405.37000000 USD China Taiping Insurance Holdings Co. Ltd. 7430.78000000 USD -332.29000000 USD Haitong Securities Co. Ltd., Class H 31522.95000000 USD -553.07000000 USD China Shenhua Energy Co. Ltd., Class H 29487.54000000 USD -3116.87000000 USD China Resources Gas Group Ltd. 29356.88000000 USD 3389.42000000 USD AviChina Industry & Technology Co. Ltd., Class H 4561.61000000 USD 586.46000000 USD Lee & Man Paper Manufacturing Ltd. 2717.67000000 USD -198.28000000 USD China Lesso Group Holdings Ltd. 7875.49000000 USD -531.73000000 USD TravelSky Technology Ltd., Class H 23016.96000000 USD -6000.61000000 USD PetroChina Co. Ltd., Class H 25413.70000000 USD 2728.99000000 USD Agricultural Bank of China Ltd., Class H 23879.93000000 USD -154.87000000 USD Shenzhou International Group Holdings Ltd. 25530.15000000 USD 2160.92000000 USD China State Construction International Holdings Ltd. 12925.03000000 USD 2686.91000000 USD Shanghai Pharmaceuticals Holding Co. Ltd., Class H 30755.42000000 USD -411.53000000 USD Hansoh Pharmaceutical Group Co. Ltd. 18917.65000000 USD -364.06000000 USD SSY Group Ltd. 5480.92000000 USD 176.65000000 USD China Unicom Hong Kong Ltd. 27204.79000000 USD -2793.22000000 USD Weichai Power Co. Ltd., Class H 15073.03000000 USD -182.73000000 USD Swire Properties Ltd. 6127.61000000 USD -9.44000000 USD Bank of China Ltd., Class H 21855.56000000 USD -829.39000000 USD China Huarong Asset Management Co. Ltd., Class H 11848.91000000 USD 546.42000000 USD Sunny Optical Technology Group Co. Ltd. 14485.04000000 USD 1212.41000000 USD China Merchants Port Holdings Co. Ltd. 11861.37000000 USD -1479.71000000 USD Nine Dragons Paper Holdings Ltd. 7314.39000000 USD -375.42000000 USD China Railway Signal & Communication Corp. Ltd., Class H 31525.23000000 USD 2426.00000000 USD Tsingtao Brewery Co. Ltd., Class H 29852.66000000 USD -1002.94000000 USD China Telecom Corp. Ltd., Class H 10112.29000000 USD -1360.51000000 USD Wynn Macau Ltd. 6243.96000000 USD 1011.33000000 USD Hang Seng Bank Ltd. 26947.64000000 USD 1355.59000000 USD BYD Electronic International Co. Ltd. 27722.44000000 USD 1804.22000000 USD China Communications Services Corp. Ltd., Class H 36347.74000000 USD -3314.23000000 USD China Resources Power Holdings Co. Ltd. 16514.30000000 USD -483.33000000 USD Beijing Enterprises Water Group Ltd. 41596.27000000 USD 1895.03000000 USD China Construction Bank Corp., Class H 14640.90000000 USD -83.29000000 USD Minth Group Ltd. 11482.01000000 USD 1343.00000000 USD Y 2025-01-13 0.00000000 USD 0.00000000 USD 6905190.00000000 USD 1669.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -6.99000000 -0.00001742740 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 673.10000000 USD 546500.00000000 CLP 2020-09-16 -6.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 178.97000000 0.000446206366 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5521.50000000 USD 6834750.00000000 KRW 2020-09-16 178.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 1960.96000000 0.004889047525 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1013500.00000000 ZAR 59901.80000000 USD 2020-09-16 1960.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -681.89000000 -0.00170008190 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25107.55000000 USD 7702000.00000000 HUF 2020-09-16 -681.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 213.35000000 0.000531922267 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 83000.00000000 EUR 93624.10000000 USD 2020-09-16 213.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 3.23000000 0.000008053006 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35000.00000000 BRL 6417.98000000 USD 2020-09-16 3.23000000 N N N Clovis Oncology, Inc. 529900WCUY9ZAHMRV489 189464100 -4996.00000000 NS USD -33723.00000000 -0.08407787497 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -12.41000000 -0.00003094049 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 183000.00000000 INR 2389.95000000 USD 2020-09-16 -12.41000000 N N N N/A N/A N/A -1.00000000 NC -960.30000000 -0.00239421117 N/A DE GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Put Written FTSE 100 Index GB0001383545 10.00000000 5525.00000000 GBP 2020-08-21 XXXX 46.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.00000000 0.000000 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1.00000000 TWD 0.03000000 USD 2020-09-16 0.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 15.01000000 0.000037422794 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7151.47000000 USD 208500.00000000 TWD 2020-09-16 15.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -499.17000000 -0.00124452607 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 50000000.00000000 KRW 41202.93000000 USD 2020-09-16 -499.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 50.59000000 0.000126130525 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 86000.00000000 NOK 8988.00000000 USD 2020-09-16 50.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -93.44000000 -0.00023296375 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6691.47000000 USD 36000.00000000 BRL 2020-09-16 -93.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -2.28000000 -0.00000568447 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13000.00000000 SEK 1394.17000000 USD 2020-09-16 -2.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 201.86000000 0.000503275504 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 40164.01000000 USD 32562.00000000 GBP 2020-09-16 201.86000000 N N N Precigen, Inc. 549300XCWNQU35K64G19 74017N105 9854.00000000 NS USD 49171.46000000 0.122593834071 Long EC CORP US N 1 N N N N/A N/A 000000000 14869298.25000000 PA USD -66962.75000000 -0.16695091547 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 (-2.58% to 0.30%). USD Currency. Maturity 37-61 Months 07/03/23 to 06/30/25 Bitauto Holdings Ltd. 82356.60000000 USD -206.53000000 USD WESCO International, Inc., Series A 265.20000000 USD 265.20000000 USD Fitbit, Inc., Class A 612110.84000000 USD 18950.80000000 USD Portola Pharmaceuticals, Inc. 480368.98000000 USD 1335.10000000 USD Genworth Financial, Inc., Class A 139080.48000000 USD -27695.68000000 USD ForeScout Technologies, Inc. 356117.60000000 USD -17805.88000000 USD 58.com, Inc. 234585.06000000 USD -1304.70000000 USD Franklin Financial Network, Inc. 208575.00000000 USD 2592.00000000 USD AbbVie, Inc. 98.18000000 USD -2.44000000 USD CoreLogic, Inc. 7125.32000000 USD 236.28000000 USD LogMeIn, Inc. 499973.46000000 USD -2241.24000000 USD Advanced Disposal Services, Inc. 382887.47000000 USD -20559.42000000 USD IBERIABANK Corp. 617476.86000000 USD -21287.63000000 USD WillScot Corp. 89864.48000000 USD 19486.48000000 USD Tiffany & Co. 633234.42000000 USD 2336.85000000 USD TerraForm Power, Inc., Class A 254250.72000000 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USD 2020-09-16 62.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 785.87000000 0.001959323891 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 56654.60000000 USD 77969.00000000 CAD 2020-09-16 785.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -290.65000000 -0.00072464592 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 29813.15000000 USD 700000.00000000 CZK 2020-09-16 -290.65000000 N N N N/A N/A 000000000 4176631.37000000 PA -81362.33000000 -0.20285181655 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus BBSW +/- spread (-2.00% to 0.70%). AUD Currency. Maturity 58-61 Months 04/04/25 to 06/25/25 Washington H Soul Pattinson & Co. Ltd. 27423.75000000 USD -80.99000000 USD Commonwealth Bank of Australia 11832.12000000 USD -182.21000000 USD Alumina Ltd. 70809.45000000 USD 925.25000000 USD APA Group 55324.75000000 USD 844.95000000 USD Macquarie Group Ltd. 40251.19000000 USD 257.43000000 USD Wesfarmers Ltd. 66288.57000000 USD 2852.83000000 USD Ansell Ltd. 21784.90000000 USD 505.10000000 USD Evolution Mining Ltd. 10535.04000000 USD -885.88000000 USD Suncorp Group Ltd. 24424.85000000 USD -769.90000000 USD Lendlease Group 115119.39000000 USD -5163.45000000 USD Harvey Norman Holdings Ltd. 21195.31000000 USD -294.01000000 USD CIMIC Group Ltd. 24837.21000000 USD -310.99000000 USD Northern Star Resources Ltd. 21729.05000000 USD -328.24000000 USD Orica Ltd. 68080.92000000 USD -1227.37000000 USD Aurizon Holdings Ltd. 289356.77000000 USD 8281.40000000 USD Newcrest Mining Ltd. 16763.61000000 USD -679.13000000 USD JB Hi-Fi Ltd. 20135.79000000 USD 1044.02000000 USD Worley Ltd. 27889.59000000 USD -1208.26000000 USD Spark Infrastructure Group 61048.90000000 USD -1166.11000000 USD South32 Ltd. 28375.37000000 USD -288.16000000 USD Afterpay Ltd. 45735.78000000 USD -3554.72000000 USD CSL Ltd. 155133.41000000 USD 188.77000000 USD SEEK Ltd. 303239.02000000 USD -15378.05000000 USD Oil Search Ltd. 64020.46000000 USD 4332.46000000 USD Flight Centre Travel Group Ltd. 61841.22000000 USD -12665.46000000 USD Transurban Group 124614.03000000 USD 4734.20000000 USD REA Group Ltd. 11378.38000000 USD 144.30000000 USD Woolworths Group Ltd. 22992.89000000 USD -569.41000000 USD Computershare Ltd. 10407.65000000 USD 110.04000000 USD Iluka Resources Ltd. 23830.42000000 USD -437.15000000 USD QBE Insurance Group Ltd. 18828.05000000 USD -91.71000000 USD Viva Energy Group Ltd. 11516.05000000 USD 239.16000000 USD BlueScope Steel Ltd. 21871.49000000 USD 164.42000000 USD National Australia Bank Ltd. 7882.21000000 USD 104.92000000 USD Saracen Mineral Holdings Ltd. 70029.51000000 USD -11378.01000000 USD Bank of Queensland Ltd. 6359.49000000 USD -126.77000000 USD Treasury Wine Estates Ltd. 71972.93000000 USD -3498.51000000 USD Woodside Petroleum Ltd. 20054.51000000 USD -88.17000000 USD Magellan Financial Group Ltd. 40223.04000000 USD -1014.33000000 USD Challenger Ltd. 10925.39000000 USD 1834.56000000 USD Altium Ltd. 27891.12000000 USD -26.19000000 USD Crown Resorts Ltd. 22607.59000000 USD -829.04000000 USD Tabcorp Holdings Ltd. 25367.34000000 USD -495.23000000 USD Australia & New Zealand Banking Group Ltd. 15336.62000000 USD -286.69000000 USD Fortescue Metals Group Ltd. 128851.08000000 USD -4785.98000000 USD AGL Energy Ltd. 246256.72000000 USD -2825.94000000 USD Cochlear Ltd. 46870.18000000 USD 45.09000000 USD carsales.com Ltd. 59480.22000000 USD 444.64000000 USD Coca-Cola Amatil Ltd. 49555.07000000 USD -1846.13000000 USD Boral Ltd. 19288.17000000 USD -391.83000000 USD Qantas Airways Ltd. 95144.45000000 USD -15837.41000000 USD Star Entertainment Grp Ltd. (The) 58059.99000000 USD -5353.88000000 USD Beach Energy Ltd. 46007.33000000 USD -2259.15000000 USD Telstra Corp. Ltd. 42648.52000000 USD -917.20000000 USD Brambles Ltd. 35538.67000000 USD 40.78000000 USD Ramsay Health Care Ltd. 121459.62000000 USD -387.93000000 USD Medibank Pvt Ltd. 46411.84000000 USD 599.97000000 USD Bendigo & Adelaide Bank Ltd. 10280.13000000 USD -12.99000000 USD Origin Energy Ltd. 69217.87000000 USD -1904.79000000 USD NEXTDC Ltd. 21975.95000000 USD -1001.87000000 USD Santos Ltd. 21567.28000000 USD -568.63000000 USD AusNet Services 54597.24000000 USD 175.27000000 USD Sydney Airport 32448.86000000 USD 1489.92000000 USD Aristocrat Leisure Ltd. 37209.72000000 USD -1637.27000000 USD Coles Group Ltd. 21884.64000000 USD -674.98000000 USD Incitec Pivot Ltd. 33907.09000000 USD -1571.81000000 USD WiseTech Global Ltd. 85402.06000000 USD 11863.25000000 USD Domino's Pizza Enterprises Ltd. 13758.48000000 USD -435.91000000 USD Atlas Arteria Ltd. 124372.20000000 USD 2453.98000000 USD Ampol Ltd. 36392.16000000 USD 948.59000000 USD Qube Holdings Ltd. 12622.12000000 USD 648.55000000 USD Insurance Australia Group Ltd. 13364.48000000 USD -328.07000000 USD Cleanaway Waste Management Ltd. 5324.68000000 USD 346.59000000 USD Westpac Banking Corp. 10753.65000000 USD 48.20000000 USD Sonic Healthcare Ltd. 96588.28000000 USD -5007.66000000 USD James Hardie Industries plc 196539.84000000 USD -3422.54000000 USD Seven Group Holdings Ltd. 65587.65000000 USD 911.59000000 USD Y 2025-04-04 0.00000000 USD 0.00000000 USD 4176631.00000000 USD -67615.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 54.95000000 0.000137000837 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26955.39000000 USD 24000.00000000 EUR 2020-09-16 54.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -308.30000000 -0.00076865073 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 49540.00000000 GBP 61104.56000000 USD 2020-09-16 -308.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -52.85000000 -0.00013176513 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27824.59000000 USD 96000.00000000 ILS 2020-09-16 -52.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 7.92000000 0.000019746071 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 682.74000000 USD 34500.00000000 PHP 2020-09-16 7.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -42.86000000 -0.00010685815 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 60243.33000000 USD 48562.00000000 GBP 2020-09-16 -42.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 77.03000000 0.000192050491 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 95876.00000000 GBP 118930.86000000 USD 2020-09-16 77.03000000 N N N N/A N/A 000000000 39943096.39000000 PA USD -245938.72000000 -0.61317216595 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus Fed or LIBOR +/- spread (-23.16% to 1.40%). USD Currency. Maturity 56-63 Months 01/22/25 to 06/26/25 Cognex Corp. 129234.08000000 USD -6903.16000000 USD Cree, Inc. 97189.98000000 USD 2853.22000000 USD Equifax, Inc. 183911.60000000 USD -1508.70000000 USD Jefferies Financial Group, Inc. 92662.45000000 USD 726.32000000 USD Cirrus Logic, Inc. 120038.54000000 USD -6070.32000000 USD Liberty Global plc, Class C 120628.08000000 USD -1037.48000000 USD Arista Networks, Inc. 108375.48000000 USD 6897.82000000 USD NVIDIA Corp. 73702.54000000 USD 2031.18000000 USD PulteGroup, Inc. 101239.25000000 USD -6335.95000000 USD Colfax Corp. 65453.40000000 USD 1313.76000000 USD Cathay General Bancorp 40738.70000000 USD 851.95000000 USD VeriSign, Inc. 72804.16000000 USD -763.84000000 USD Cinemark Holdings, Inc. 101917.20000000 USD -26882.62000000 USD Guidewire Software, Inc. 49993.35000000 USD -1808.51000000 USD Bank OZK 85008.34000000 USD 3006.26000000 USD Evercore, Inc., Class A 67581.24000000 USD -1020.83000000 USD Vishay Intertechnology, Inc. 95559.66000000 USD -1604.62000000 USD Altice USA, Inc., Class A 38137.68000000 USD 3518.72000000 USD IDACORP, Inc. 67100.16000000 USD -130.56000000 USD Tesla, Inc. 84225.18000000 USD -6865.56000000 USD Brink's Co. (The) 65534.40000000 USD -1908.57000000 USD Booking Holdings, Inc. 122610.18000000 USD -4078.35000000 USD NCR Corp. 28907.08000000 USD 1273.27000000 USD Hill-Rom Holdings, Inc. 95069.48000000 USD 11583.63000000 USD Cintas Corp. 30631.40000000 USD 760.01000000 USD Copart, Inc. 30393.55000000 USD -1410.25000000 USD Gartner, Inc. 46833.38000000 USD -6.23000000 USD Ford Motor Co. 63639.36000000 USD 2475.94000000 USD West Pharmaceutical Services, Inc. 65424.96000000 USD 4584.96000000 USD AutoZone, Inc. 36099.84000000 USD -615.68000000 USD General Dynamics Corp. 25856.58000000 USD -896.02000000 USD EMCOR Group, Inc. 67065.96000000 USD 3204.24000000 USD Northrop Grumman Corp. 57183.84000000 USD -2534.26000000 USD Delta Air Lines, Inc. 99297.00000000 USD 9430.64000000 USD Landstar System, Inc. 56828.86000000 USD -342.38000000 USD Fair Isaac Corp. 65214.24000000 USD -684.84000000 USD Hexcel Corp. 34005.44000000 USD -270.72000000 USD CACI International, Inc., Class A 86968.88000000 USD -11675.89000000 USD Fulton Financial Corp. 42972.93000000 USD 775.39000000 USD Workday, Inc., Class A 42905.44000000 USD 996.32000000 USD DocuSign, Inc. 55279.41000000 USD 3370.50000000 USD Teradata Corp. 31574.40000000 USD 509.78000000 USD LiveRamp Holdings, Inc. 28242.55000000 USD -2506.86000000 USD Axon Enterprise, Inc. 48181.83000000 USD -1610.48000000 USD BorgWarner, Inc. 43666.10000000 USD -2424.52000000 USD American Express Co. 150130.40000000 USD 9786.87000000 USD Edgewell Personal Care Co. 81483.40000000 USD 6096.58000000 USD Graham Holdings Co., Class B 30497.63000000 USD 235.85000000 USD Hologic, Inc. 143754.00000000 USD 10383.28000000 USD TEGNA, Inc. 35414.06000000 USD -985.88000000 USD Bank of Hawaii Corp. 36109.08000000 USD 740.88000000 USD AMC Networks, Inc., Class A 64930.64000000 USD -8678.54000000 USD Pentair plc 69863.61000000 USD -384.12000000 USD FireEye, Inc. 15535.30000000 USD -810.26000000 USD Western Union Co. 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JPY Currency. Maturity 56-64 Months 01/21/25 to 06/25/25 Japan Post Holdings Co. Ltd. 59234.43000000 USD -1660.37000000 USD Nissan Chemical Corp. 72028.35000000 USD -185.01000000 USD Mazda Motor Corp. 12083.78000000 USD -1809.59000000 USD Marubeni Corp. 47240.96000000 USD -2859.61000000 USD Hamamatsu Photonics KK 56608.15000000 USD 1529.52000000 USD TDK Corp. 49775.71000000 USD 178.28000000 USD Tokyo Electron Ltd. 24674.38000000 USD -1026.97000000 USD Mitsubishi Heavy Industries Ltd. 23610.10000000 USD -1931.73000000 USD PeptiDream, Inc. 147441.51000000 USD 3451.93000000 USD Kyushu Electric Power Co., Inc. 98059.44000000 USD 684.69000000 USD Tokyo Broadcasting System Holdings, Inc. 100777.02000000 USD -2216.38000000 USD Matsumotokiyoshi Holdings Co. Ltd. 14535.45000000 USD 232.38000000 USD Toyo Suisan Kaisha Ltd. 111747.76000000 USD 3986.20000000 USD Nidec Corp. 121263.82000000 USD -7844.80000000 USD Inpex Corp. 4370.98000000 USD -209.56000000 USD Trend Micro, Inc. 39119.15000000 USD -286.58000000 USD Daiwa Securities Group, Inc. 22684.88000000 USD -351.48000000 USD Aisin Seiki Co. Ltd. 14655.97000000 USD 1075.29000000 USD GMO Payment Gateway, Inc. 41837.40000000 USD 185.90000000 USD Fancl Corp. 8939.24000000 USD -314.05000000 USD Haseko Corp. 42929.33000000 USD 302.67000000 USD Nippon Steel Corp. 34962.99000000 USD 3106.39000000 USD Kuraray Co. Ltd. 30347.70000000 USD 2143.63000000 USD IHI Corp. 7254.37000000 USD 499.87000000 USD Tobu Railway Co. Ltd. 13215.76000000 USD 448.56000000 USD Kakaku.com, Inc. 17831.97000000 USD -708.57000000 USD JTEKT Corp. 3123.27000000 USD -157.32000000 USD Kyocera Corp. 16375.38000000 USD -642.85000000 USD Isuzu Motors Ltd. 20900.89000000 USD -345.94000000 USD Oriental Land Co. Ltd. 171789.98000000 USD 11540.87000000 USD Amada Co. Ltd. 40939.32000000 USD -2240.97000000 USD Keihan Holdings Co. Ltd. 26795.56000000 USD 262.08000000 USD Sekisui Chemical Co. Ltd. 81668.08000000 USD 675.94000000 USD Japan Post Insurance Co. Ltd. 113316.88000000 USD -667.36000000 USD Suzuken Co. Ltd. 158031.59000000 USD 134.93000000 USD Takeda Pharmaceutical Co. Ltd. 68263.14000000 USD 2154.14000000 USD FamilyMart Co. Ltd. 130476.04000000 USD 8115.56000000 USD Mitsui Chemicals, Inc. 106672.15000000 USD -4952.32000000 USD Shikoku Electric Power Co., Inc. 40271.31000000 USD 541.99000000 USD Kyowa Exeo Corp. 57621.50000000 USD 68.22000000 USD Kansai Paint Co. Ltd. 1094624.48000000 USD -35089.99000000 USD Takara Bio, Inc. 39883.53000000 USD 1216.02000000 USD Sharp Corp. 78289.14000000 USD 2879.01000000 USD Sumitomo Mitsui Trust Holdings, Inc. 39452.51000000 USD -979.78000000 USD PALTAC Corp. 9226.67000000 USD -63.95000000 USD Kobayashi Pharmaceutical Co. Ltd. 17584.88000000 USD 812.42000000 USD Cosmos Pharmaceutical Corp. 122747.57000000 USD 540.60000000 USD FUJIFILM Holdings Corp. 8560.34000000 USD -504.70000000 USD TIS, Inc. 110097.60000000 USD 3112.58000000 USD Konami Holdings Corp. 16684.43000000 USD 709.67000000 USD Nippon Paint Holdings Co. Ltd. 510557.88000000 USD 5538.02000000 USD Dai Nippon Printing Co. Ltd. 170128.75000000 USD -458.07000000 USD Odakyu Electric Railway Co. Ltd. 270135.54000000 USD -5988.29000000 USD Oracle Corp. Japan 130473.94000000 USD -7673.32000000 USD Konica Minolta, Inc. 86245.13000000 USD 9627.90000000 USD Tohoku Electric Power Co., Inc. 88346.08000000 USD -766.81000000 USD Seiko Epson Corp. 24056.94000000 USD 2498.68000000 USD Electric Power Development Co. Ltd. 92886.73000000 USD -974.49000000 USD Lion Corp. 36077.45000000 USD 1114.87000000 USD Daiichi Sankyo Co. Ltd. 40895.81000000 USD 306.28000000 USD Mercari, Inc. 49681.92000000 USD -867.34000000 USD ITOCHU Corp. 25965.38000000 USD -77.62000000 USD Kusuri no Aoki Holdings Co. Ltd. 47167.63000000 USD 2517.79000000 USD NET One Systems Co. Ltd. 3337.65000000 USD 9.87000000 USD Sundrug Co. Ltd. 59572.33000000 USD 221.19000000 USD ANA Holdings, Inc. 20567.67000000 USD 1433.63000000 USD Daicel Corp. 102304.84000000 USD -408.12000000 USD Kansai Electric Power Co., Inc. (The) 18410.97000000 USD 467.41000000 USD Japan Airport Terminal Co. Ltd. 162153.59000000 USD 3948.46000000 USD Sumitomo Dainippon Pharma Co. Ltd. 156591.01000000 USD 1188.69000000 USD Seven Bank Ltd. 91817.90000000 USD 4.18000000 USD SG Holdings Co. Ltd. 48950.46000000 USD -388.37000000 USD Idemitsu Kosan Co. Ltd. 19207.84000000 USD 833.15000000 USD KDDI Corp. 41772.00000000 USD -544.57000000 USD Kintetsu Group Holdings Co. Ltd. 40382.53000000 USD 678.33000000 USD Shimizu Corp. 127690.39000000 USD 1652.80000000 USD NGK Insulators Ltd. 11084.47000000 USD -380.32000000 USD SCSK Corp. 68494.67000000 USD 28.29000000 USD NSK Ltd. 21641.64000000 USD -712.88000000 USD T&D Holdings, Inc. 13742.73000000 USD -1005.56000000 USD Koei Tecmo Holdings Co. Ltd. 6516.86000000 USD -123.44000000 USD Sekisui House Ltd. 135554.36000000 USD -805.69000000 USD Hankyu Hanshin Holdings, Inc. 91201.28000000 USD -3467.17000000 USD Ricoh Co. Ltd. 6458.02000000 USD -683.28000000 USD West Japan Railway Co. 16826.69000000 USD 557.53000000 USD Toray Industries, Inc. 26904.16000000 USD -528.71000000 USD Japan Post Bank Co. 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Ltd. 75538.07000000 USD -1602.08000000 USD Mitsubishi Logistics Corp. 46456.24000000 USD -56.07000000 USD Sotetsu Holdings, Inc. 13345.16000000 USD 78.00000000 USD Central Japan Railway Co. 46397.48000000 USD -2879.53000000 USD Kikkoman Corp. 221396.37000000 USD 1490.30000000 USD Asahi Kasei Corp. 15553.00000000 USD -98.84000000 USD Aeon Co. Ltd. 125628.41000000 USD -2923.63000000 USD Toppan Printing Co. Ltd. 167189.30000000 USD -4690.17000000 USD AEON Financial Service Co. Ltd. 19742.13000000 USD 1560.51000000 USD Keikyu Corp. 91812.70000000 USD 2673.89000000 USD GungHo Online Entertainment, Inc. 28606.88000000 USD 356.57000000 USD Iyo Bank Ltd. (The) 22036.14000000 USD -332.48000000 USD Nippon Shinyaku Co. Ltd. 92070.31000000 USD 353.42000000 USD K's Holdings Corp. 17758.16000000 USD -219.20000000 USD SHO-BOND Holdings Co. Ltd. 17793.37000000 USD 186.69000000 USD Keyence Corp. 125718.46000000 USD -1855.30000000 USD DeNA Co. 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N/A -258.31000000 -0.00064401612 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 42250.72000000 USD 57000.00000000 CAD 2020-09-16 -258.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 322.00000000 0.000802807453 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 334000.00000000 NOK 35032.41000000 USD 2020-09-16 322.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 430.49000000 0.001073293728 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 120000.00000000 BRL 22423.93000000 USD 2020-09-16 430.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 7.92000000 0.000019746071 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 682.74000000 USD 34500.00000000 PHP 2020-09-16 7.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 31.39000000 0.000078261260 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27176000.00000000 IDR 1874.85000000 USD 2020-09-16 31.39000000 N N N N/A N/A 00C7JCFF7 -1.00000000 NC USD -19015.00000000 -0.04740802398 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written S&P 500 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MXN Currency. Maturity 56-61 Months 01/13/25 to 06/04/25 Y 2025-01-13 0.00000000 USD 0.00000000 USD 264249.00000000 USD -2059.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 125.67000000 0.000313319293 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 93500.00000000 CAD 69007.96000000 USD 2020-09-16 125.67000000 N N N N/A N/A 000000000 1447200.00000000 PA -2962.50000000 -0.00738607788 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2020-07-30 0.00000000 USD 0.00000000 USD 1447200.00000000 HKD -2962.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -7513.36000000 -0.01873224039 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 115991.72000000 USD 89000000.00000000 CLP 2020-09-16 -7513.36000000 N N N N/A N/A 000000000 -103290.00000000 PA -254.93000000 -0.00063558914 N/A DE US N 2 J.P. Morgan Securities ZBUT11V806EZRVTWT807 N/A N/A Y 2020-09-17 0.00000000 USD 0.00000000 USD -103290.00000000 ZAR -254.93000000 N N N N/A N/A 000000000 4443384.45000000 PA -14144.47000000 -0.03526486315 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus CDOR +/- spread (-2.91% to 0.70%). CAD Currency. Maturity 58-61 Months 04/04/25 to 06/25/25 SNC-Lavalin Group, Inc. 109521.14000000 USD -1177.96000000 USD TransAlta Corp. 48942.77000000 USD -552.66000000 USD Emera, Inc. 98647.57000000 USD 1545.82000000 USD iA Financial Corp., Inc. 29433.81000000 USD -1305.83000000 USD Endeavour Mining Corp. 13332.61000000 USD 59.18000000 USD Empire Co. Ltd., Class A 39559.90000000 USD 892.54000000 USD Thomson Reuters Corp. 79901.47000000 USD -351.12000000 USD Canadian Pacific Railway Ltd. 74273.30000000 USD -62.55000000 USD Husky Energy, Inc. 39389.66000000 USD -2417.52000000 USD Cronos Group, Inc. 3151.25000000 USD -296.14000000 USD Inter Pipeline Ltd. 57222.63000000 USD -858.30000000 USD Fortis, Inc. 48070.36000000 USD 107.48000000 USD TransAlta Renewables, Inc. 43073.60000000 USD -522.12000000 USD Pan American Silver Corp. 32708.24000000 USD -1820.65000000 USD Centerra Gold, Inc. 40095.72000000 USD 1463.90000000 USD George Weston Ltd. 40216.60000000 USD 792.39000000 USD Innergex Renewable Energy, Inc. 60876.33000000 USD -269.48000000 USD Suncor Energy, Inc. 30247.98000000 USD -1501.44000000 USD Shaw Communications, Inc., Class B 39889.84000000 USD -905.03000000 USD Onex Corp. 30764.39000000 USD -179.25000000 USD Restaurant Brands International, Inc. 120664.50000000 USD 2639.64000000 USD Gildan Activewear, Inc. 12284.02000000 USD 152.74000000 USD Bank of Montreal 2235.50000000 USD -117.79000000 USD Equinox Gold Corp. 12277.28000000 USD 84.68000000 USD Bausch Health Cos., Inc. 26183.00000000 USD -2142.89000000 USD CCL Industries, Inc., Class B 25469.53000000 USD -1129.89000000 USD Canadian Utilities Ltd., Class A 9684.89000000 USD 242.38000000 USD BCE, Inc. 97049.75000000 USD 1275.45000000 USD CI Financial Corp. 107759.41000000 USD 2372.10000000 USD Parkland Corp. 40374.53000000 USD -1301.70000000 USD Toronto-Dominion Bank (The) 15308.17000000 USD -287.03000000 USD Yamana Gold, Inc. 56594.86000000 USD 5591.99000000 USD Open Text Corp. 16603.68000000 USD -46.19000000 USD Dollarama, Inc. 9713.26000000 USD 266.34000000 USD Maple Leaf Foods, Inc. 5460.08000000 USD 79.08000000 USD Algonquin Power & Utilities Corp. 86237.51000000 USD 3339.72000000 USD Methanex Corp. 22973.26000000 USD 3175.58000000 USD Kinaxis, Inc. 17296.15000000 USD 1014.05000000 USD Teck Resources Ltd., Class B 73896.66000000 USD -52.36000000 USD Canadian Natural Resources Ltd. 20209.01000000 USD -138.57000000 USD Tourmaline Oil Corp. 72211.49000000 USD 385.41000000 USD Sun Life Financial, Inc. 17970.10000000 USD 12.58000000 USD Loblaw Cos. Ltd. 30581.23000000 USD 240.22000000 USD Brookfield Asset Management, Inc., Class A 70330.85000000 USD 2586.80000000 USD Royal Bank of Canada 8820.20000000 USD -64.59000000 USD First Quantum Minerals Ltd. 14130.72000000 USD -2232.47000000 USD Canadian Tire Corp. Ltd., Class A 28942.07000000 USD -879.79000000 USD Constellation Software, Inc. 6774.71000000 USD -120.11000000 USD Agnico Eagle Mines Ltd. 22731.40000000 USD -669.16000000 USD BlackBerry Ltd. 21436.01000000 USD -1040.97000000 USD Ritchie Bros Auctioneers, Inc. 12254.18000000 USD -128.23000000 USD BRP, Inc. 64484.97000000 USD 2365.87000000 USD Metro, Inc. 22274.60000000 USD -59.48000000 USD Northland Power, Inc. 44151.97000000 USD -2099.12000000 USD Rogers Communications, Inc., Class B 30256.45000000 USD -721.27000000 USD CGI, Inc. 10521.15000000 USD -193.02000000 USD Cogeco Communications, Inc. 18804.07000000 USD -158.26000000 USD Descartes Systems Group, Inc. (The) 10875.09000000 USD 417.02000000 USD Alimentation Couche-Tard, Inc., Class B 16525.04000000 USD 77.86000000 USD Wheaton Precious Metals Corp. 71558.76000000 USD -7302.50000000 USD IGM Financial, Inc. 15673.65000000 USD -163.74000000 USD Stantec, Inc. 132002.92000000 USD 2310.26000000 USD Magna International, Inc. 222805.97000000 USD 381.33000000 USD Canadian National Railway Co. 146952.50000000 USD 1251.12000000 USD Premium Brands Holdings Corp. 49627.88000000 USD 1178.90000000 USD Shopify, Inc., Class A 144405.60000000 USD -20106.15000000 USD Franco-Nevada Corp. 90382.70000000 USD -4093.71000000 USD Toromont Industries Ltd. 12257.21000000 USD 241.58000000 USD PrairieSky Royalty Ltd. 45491.19000000 USD 1955.00000000 USD Alamos Gold, Inc., Class A 47232.54000000 USD 7852.67000000 USD Element Fleet Management Corp. 23146.18000000 USD -247.08000000 USD Fairfax Financial Holdings Ltd. 17610.13000000 USD 389.96000000 USD Canadian Imperial Bank of Commerce 14904.99000000 USD -583.89000000 USD TMX Group Ltd. 2274.08000000 USD 46.41000000 USD Cameco Corp. 20055.63000000 USD -209.26000000 USD Lundin Mining Corp. 4456.16000000 USD -385.07000000 USD Capital Power Corp. 16364.26000000 USD 107.11000000 USD Nutrien Ltd. 2249.12000000 USD -209.61000000 USD Quebecor, Inc., Class B 19488.21000000 USD -79.12000000 USD Kinross Gold Corp. 116703.44000000 USD 12180.18000000 USD Linamar Corp. 75773.50000000 USD -4934.85000000 USD WSP Global, Inc. 59550.28000000 USD 767.29000000 USD Boyd Group Services, Inc. 36466.67000000 USD -371.40000000 USD Atco Ltd., Class I 98094.35000000 USD 6703.57000000 USD Gibson Energy, Inc. 38365.83000000 USD -1457.27000000 USD Intact Financial Corp. 34167.94000000 USD 890.47000000 USD Air Canada 67333.05000000 USD 4913.66000000 USD Manulife Financial Corp. 29672.27000000 USD -367.16000000 USD CAE, Inc. 23421.39000000 USD -1731.15000000 USD Imperial Oil Ltd. 21508.60000000 USD -646.89000000 USD Hydro One Ltd. 21983.33000000 USD 101.58000000 USD Canada Goose Holdings, Inc. 5316.79000000 USD 316.81000000 USD Finning International, Inc. 4022.13000000 USD 179.47000000 USD Barrick Gold Corp. 12619.75000000 USD -550.74000000 USD AltaGas Ltd. 25729.82000000 USD -912.94000000 USD Pembina Pipeline Corp. 13350.00000000 USD 407.31000000 USD TC Energy Corp. 18199.76000000 USD 552.92000000 USD Keyera Corp. 16184.60000000 USD -681.14000000 USD Bank of Nova Scotia (The) 19118.41000000 USD -234.67000000 USD Boralex, Inc., Class A 3072.70000000 USD 132.14000000 USD Enbridge, Inc. 40562.40000000 USD 1474.20000000 USD TFI International, Inc. 75891.44000000 USD 4528.17000000 USD Cenovus Energy, Inc. 25267.16000000 USD 398.38000000 USD Saputo, Inc. 55889.27000000 USD 70.40000000 USD West Fraser Timber Co. Ltd. 122709.58000000 USD -11977.12000000 USD SSR Mining, Inc. 21799.79000000 USD 1132.24000000 USD Y 2025-04-04 0.00000000 USD 0.00000000 USD 4443384.00000000 USD -1404.49000000 N N N N/A N/A 000000000 1900953.92000000 PA -15199.26000000 -0.03789465593 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus CIBOR +/- spread (-0.70% to 0.70%). DKK Currency. Maturity 56-61 Months 01/21/25 to 06/25/25 DSV Panalpina A/S 193833.58000000 USD -10097.01000000 USD Ambu A/S, Class B 29589.10000000 USD 2255.38000000 USD FLSmidth & Co. A/S 165330.13000000 USD 2436.56000000 USD Coloplast A/S, Class B 26185.82000000 USD 246.12000000 USD Carlsberg A/S, Class B 331785.62000000 USD -6405.10000000 USD ISS A/S 33598.90000000 USD 6457.46000000 USD Vestas Wind Systems A/S 7782.61000000 USD 14.44000000 USD Pandora A/S 97159.18000000 USD -4003.02000000 USD Orsted A/S 84611.02000000 USD 1114.77000000 USD H Lundbeck A/S 147283.65000000 USD 4626.72000000 USD AP Moller - Maersk A/S, Class B 7032.05000000 USD -385.61000000 USD Demant A/S 39486.65000000 USD 3403.14000000 USD GN Store Nord A/S 81794.47000000 USD -2412.58000000 USD Genmab A/S 48555.81000000 USD -1306.75000000 USD SimCorp A/S 43044.63000000 USD -47.90000000 USD ROCKWOOL International A/S, Class B 137710.07000000 USD -135.48000000 USD Jyske Bank A/S (Registered) 16919.76000000 USD -1118.00000000 USD Tryg A/S 58660.68000000 USD -2075.36000000 USD Novozymes A/S, Class B 94268.83000000 USD -1641.74000000 USD Chr Hansen Holding A/S 145125.67000000 USD -3163.77000000 USD Novo Nordisk A/S, Class B 8990.39000000 USD -267.16000000 USD Danske Bank A/S 39517.14000000 USD -786.59000000 USD Royal Unibrew A/S 62688.16000000 USD -2124.17000000 USD Y 2025-01-21 0.00000000 USD 0.00000000 USD 1900954.00000000 USD -15415.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 409.52000000 0.001021011516 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 180000.00000000 PLN 45917.56000000 USD 2020-09-16 409.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -892.30000000 -0.00222467419 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 67500.00000000 SGD 47554.23000000 USD 2020-09-16 -892.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 178.80000000 0.000445782523 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14959.95000000 USD 12212.00000000 GBP 2020-09-16 178.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -529.29000000 -0.00131962098 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 59500000.00000000 KRW 49096.21000000 USD 2020-09-16 -529.29000000 N N N N/A N/A N/A 6.00000000 NC 1637.94000000 0.004083697018 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Federal Republic of Germany Euro-Bobl 2020-09-08 809880.00000000 EUR 1637.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -263.30000000 -0.00065645715 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 28426.53000000 USD 271000.00000000 NOK 2020-09-16 -263.30000000 N N N 2020-07-30 AQR Funds Heather Bonner Heather Bonner Principal Financial Officer