NPORT-P false 0001444822 XXXXXXXX S000041116 C000145944 C000127655 C000127656 AQR Funds 811-22235 0001444822 549300V0TAB4ICSX2404 2 Greenwich Plaza 4th Floor Greenwich 06830 203-742-3600 AQR Long-Short Equity Fund S000041116 549300NH6JD9BB4DEY40 2020-12-31 2020-06-30 N 521229385.21 7756214.18 513473171.03 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 62079993.52000000 USD N N/A N/A N/A 63.00000000 NC 149676.91000000 0.029149898854 N/A DE CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long S&P/TSX 60 Index XC0009654721 2020-09-17 11699100.00000000 CAD 149676.91000000 N N N United States of America 254900HROIFWPRGM1V77 912796TN9 6105000.00000000 PA USD 6102397.74000000 1.188455032179 Long STIV UST US N 2 2020-10-08 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -763.99000000 -0.00014878868 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 119837.41000000 USD 172500.00000000 AUD 2020-09-16 -763.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -5106.54000000 -0.00099450960 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 386321.00000000 SGD 272166.23000000 USD 2020-09-16 -5106.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 6548.61000000 0.001275355825 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 551405.03000000 USD 495769.00000000 EUR 2020-09-16 6548.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -428.92000000 -0.00008353308 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24000.00000000 NZD 15057.16000000 USD 2020-09-16 -428.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 1220.60000000 0.000237714464 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 739756.00000000 NOK 78098.54000000 USD 2020-09-16 1220.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 26878.87000000 0.005234717511 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2365569.90000000 USD 2261500.00000000 CHF 2020-09-16 26878.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 5170.49000000 0.001006964003 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4907615.00000000 NOK 515186.38000000 USD 2020-09-16 5170.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -3303.06000000 -0.00064327801 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1224325.00000000 NOK 123932.92000000 USD 2020-09-16 -3303.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 912.03000000 0.000177619796 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 826065.21000000 USD 6412500.00000000 HKD 2020-09-16 912.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 2217.58000000 0.000431878455 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 92259.47000000 USD 909103.00000000 NOK 2020-09-16 2217.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 16635.45000000 0.003239789523 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 760555.47000000 USD 734652.00000000 CHF 2020-09-16 16635.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -8472.48000000 -0.00165003362 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 419227.05000000 USD 331344.00000000 GBP 2020-09-16 -8472.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -3162.87000000 -0.00061597570 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 585089.33000000 USD 789900.00000000 CAD 2020-09-16 -3162.87000000 N N N N/A N/A N/A 97.43000000 PA -4.07000000 -0.00000079264 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Italy Net Return Index MSCI Italy Net Return Index Y 2020-09-18 0.00000000 USD 0.00000000 USD 97.43000000 EUR -4.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 3179.26000000 0.000619167695 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 72476.69000000 USD 117250.00000000 NZD 2020-09-16 3179.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -2787.59000000 -0.00054288912 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 127993.45000000 USD 101000.00000000 GBP 2020-09-16 -2787.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 6547.93000000 0.001275223394 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 551405.71000000 USD 495769.00000000 EUR 2020-09-16 6547.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 27324.85000000 0.005321573071 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3033666.52000000 USD 2719840.00000000 EUR 2020-09-16 27324.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -251.83000000 -0.00004904443 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1823500.00000000 HKD 234912.77000000 USD 2020-09-16 -251.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -5106.88000000 -0.00099457581 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 386321.00000000 SGD 272165.89000000 USD 2020-09-16 -5106.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 13300.29000000 0.002590259968 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 487618.77000000 USD 4663232.00000000 SEK 2020-09-16 13300.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -2422.20000000 -0.00047172863 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 174559.19000000 USD 138858.00000000 GBP 2020-09-16 -2422.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 4429.80000000 0.000862713039 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1717375.60000000 USD 1529908.00000000 EUR 2020-09-16 4429.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -3393.11000000 -0.00066081544 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 205208.84000000 USD 162799.00000000 GBP 2020-09-16 -3393.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -1284.00000000 -0.00025006175 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 95761.05000000 USD 909103.00000000 NOK 2020-09-16 -1284.00000000 N N N N/A N/A N/A 51.00000000 NC -10046.52000000 -0.00195658129 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Long MSCI Singapore Index SIMSCI Index 2020-07-29 1508835.00000000 SGD -10046.52000000 N N N N/A N/A 000000000 1362118.14000000 PA 22901.67000000 0.004460149291 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus LIBOR +/- spread (-0.70%). GBP Currency. Maturity 6 Months 12/22/20 Y 2020-12-22 0.00000000 USD 0.00000000 USD 1362118.00000000 USD 22679.95000000 N N N United States of America 254900HROIFWPRGM1V77 9127963L1 6921000.00000000 PA USD 6915417.04000000 1.346792282472 Long STIV UST US N 2 2020-12-24 None 0.00000000 N N N N N N N/A N/A 000000000 564732066.70000005 PA USD 2989052.03000000 0.582124285871 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 (-0.99% to 0.02%). USD Currency. Maturity 56-61 Months 01/13/25 to 07/02/25 CIT Group, Inc. 442025.79000000 USD 145209.63000000 USD Semtech Corp. 249559.38000000 USD -8219.88000000 USD Jack in the Box, Inc. 1273903.46000000 USD 44446.53000000 USD Marsh & McLennan Cos., Inc. 1644371.55000000 USD 47017.05000000 USD CMS Energy Corp. 1627814.88000000 USD 52105.68000000 USD NortonLifeLock, Inc. 1814980.41000000 USD -119900.37000000 USD Visteon Corp. 2063494.00000000 USD 222616.36000000 USD Darden Restaurants, Inc. 1200802.96000000 USD -81141.76000000 USD NiSource, Inc. 1704976.98000000 USD 156701.93000000 USD Intuit, Inc. 1346479.74000000 USD 22457.24000000 USD Ollie's Bargain Outlet Holdings, Inc. 1789924.50000000 USD -70375.41000000 USD Sempra Energy 1474050.02000000 USD 164467.92000000 USD IAA, Inc. 1362138.12000000 USD 203773.32000000 USD SS&C Technologies Holdings, Inc. 1373763.04000000 USD -79657.83000000 USD East West Bancorp, Inc. 398784.96000000 USD 65583.84000000 USD Omnicom Group, Inc. 1032595.20000000 USD -108554.88000000 USD DTE Energy Co. 1259147.50000000 USD 87847.50000000 USD Murphy USA, Inc. 1096288.83000000 USD -1348.18000000 USD Realty Income Corp. 1057791.00000000 USD 59556.30000000 USD Comerica, Inc. 1300010.10000000 USD -259660.81000000 USD Boston Beer Co., Inc. (The), Class A 1129111.60000000 USD -6290.96000000 USD L Brands, Inc. 1094441.73000000 USD -200191.34000000 USD Adobe, Inc. 3213458.42000000 USD 280838.18000000 USD Macy's, Inc. 1435326.24000000 USD 335149.39000000 USD ON Semiconductor Corp. 148907.66000000 USD 2629.55000000 USD Netflix, Inc. 1270471.68000000 USD -60911.89000000 USD Public Service Enterprise Group, Inc. 1174874.84000000 USD -107784.49000000 USD Aflac, Inc. 992878.71000000 USD 114912.69000000 USD Dick's Sporting Goods, Inc. 1153134.48000000 USD 56734.44000000 USD Eaton Vance Corp. 1051078.00000000 USD -105107.80000000 USD Church & Dwight Co., Inc. 984106.30000000 USD -30172.47000000 USD Morningstar, Inc. 187208.16000000 USD 14557.18000000 USD Altria Group, Inc. 200960.00000000 USD -15001.60000000 USD Apple Hospitality REIT, Inc. 98570.64000000 USD 34795.64000000 USD Clorox Co. (The) 4826.14000000 USD -380.60000000 USD FNB Corp. 403275.00000000 USD -83718.95000000 USD Zscaler, Inc. 709888.50000000 USD -38314.53000000 USD ALLETE, Inc. 832747.89000000 USD -130836.42000000 USD News Corp., Class A 317338.02000000 USD 27292.14000000 USD Cabot Microelectronics Corp. 1022130.50000000 USD 107238.00000000 USD First Industrial Realty Trust, Inc. 313939.48000000 USD 18702.43000000 USD BlackRock, Inc. 979362.00000000 USD 25146.00000000 USD CNA Financial Corp. 561435.45000000 USD -30560.25000000 USD Entegris, Inc. 514148.35000000 USD 31511.82000000 USD Brinker International, Inc. 2368656.00000000 USD -554578.05000000 USD First Horizon National Corp. 1516559.40000000 USD 269509.05000000 USD Xcel Energy, Inc. 3027562.50000000 USD 187466.67000000 USD SITE Centers Corp. 755211.60000000 USD -99762.52000000 USD Omega Healthcare Investors, Inc. 699160.41000000 USD 99006.57000000 USD NRG Energy, Inc. 1295855.44000000 USD -152828.16000000 USD Booz Allen Hamilton Holding Corp. 811972.02000000 USD -22963.60000000 USD Cable One, Inc. 819980.70000000 USD 11397.54000000 USD Prosperity Bancshares, Inc. 1989645.66000000 USD 346462.38000000 USD Virtu Financial, Inc., Class A 1595454.40000000 USD -43942.60000000 USD Gentex Corp. 586293.27000000 USD 43340.66000000 USD Healthcare Trust of America, Inc., Class A 232713.00000000 USD 9477.00000000 USD Lowe's Cos., Inc. 1951132.80000000 USD 77302.20000000 USD Cboe Global Markets, Inc. 374052.80000000 USD 39177.70000000 USD Fiserv, Inc. 544426.74000000 USD 54487.29000000 USD Synopsys, Inc. 551070.00000000 USD 15203.88000000 USD Equinix, Inc. 574481.40000000 USD -9063.44000000 USD Genuine Parts Co. 257140.72000000 USD -12818.91000000 USD Coupa Software, Inc. 660740.40000000 USD -120326.82000000 USD First Citizens BancShares, Inc., Class A 980958.44000000 USD -76850.06000000 USD frontdoor, Inc. 400920.52000000 USD -7744.32000000 USD Archer-Daniels-Midland Co. 1146686.10000000 USD -71272.72000000 USD ServiceMaster Global Holdings, Inc. 1212853.27000000 USD -88695.63000000 USD Alteryx, Inc., Class A 310160.64000000 USD -47502.08000000 USD Commerce Bancshares, Inc. 3851752.96000000 USD 580321.28000000 USD Thor Industries, Inc. 1525296.54000000 USD 60421.96000000 USD Nordstrom, Inc. 355108.25000000 USD 113802.75000000 USD GoDaddy, Inc., Class A 524016.18000000 USD 45019.80000000 USD Smartsheet, Inc., Class A 427218.80000000 USD -43963.60000000 USD Autodesk, Inc. 2124724.77000000 USD 44770.32000000 USD Energizer Holdings, Inc. 2135862.75000000 USD 29683.50000000 USD ManpowerGroup, Inc. 1788668.75000000 USD -221664.84000000 USD Regency Centers Corp. 290391.92000000 USD 30943.92000000 USD Chipotle Mexican Grill, Inc. 372535.44000000 USD 6894.59000000 USD Consolidated Edison, Inc. 914014.51000000 USD -60612.39000000 USD AutoNation, Inc. 336416.16000000 USD -50668.32000000 USD PNM Resources, Inc. 3838464.64000000 USD 345501.76000000 USD PacWest Bancorp 323381.97000000 USD 49598.08000000 USD BancorpSouth Bank 974886.54000000 USD 111724.33000000 USD Evercore, Inc., Class A 848624.76000000 USD -88434.42000000 USD Aramark 277611.00000000 USD 88705.57000000 USD Hartford Financial Services Group, Inc. (The) 144138.45000000 USD -24041.77000000 USD Grand Canyon Education, Inc. 356688.20000000 USD 39833.40000000 USD EPAM Systems, Inc. 590207.42000000 USD -39837.42000000 USD Medical Properties Trust, Inc. 1094724.00000000 USD 97826.40000000 USD Boston Properties, Inc. 734156.74000000 USD -113315.85000000 USD Atmos Energy Corp. 2046667.74000000 USD 97421.22000000 USD Lam Research Corp. 1182569.76000000 USD 77251.28000000 USD Hershey Co. (The) 667543.00000000 USD 19158.00000000 USD New York Times Co. (The), Class A 2717113.41000000 USD -91152.27000000 USD Choice Hotels International, Inc. 1452470.10000000 USD 195200.74000000 USD Alphabet, Inc., Class A 2396504.50000000 USD -57510.70000000 USD Apartment Investment and Management Co., Class A 431316.76000000 USD -58440.90000000 USD Tractor Supply Co. 1412920.59000000 USD 100241.35000000 USD Navient Corp. 130047.97000000 USD 30893.33000000 USD Adient plc 395327.92000000 USD 107860.48000000 USD Perspecta, Inc. 403505.10000000 USD -5211.00000000 USD New York Community Bancorp, Inc. 2387177.40000000 USD 318290.32000000 USD Equifax, Inc. 2711750.76000000 USD 49697.55000000 USD CNO Financial Group, Inc. 1742065.02000000 USD -125964.99000000 USD Americold Realty Trust 1381106.10000000 USD -39949.35000000 USD Zynga, Inc., Class A 1311244.38000000 USD 45357.51000000 USD RH 2553465.10000000 USD 31905.49000000 USD Franklin Resources, Inc. 1179143.10000000 USD -150696.40000000 USD Discover Financial Services 254857.92000000 USD -42039.42000000 USD Electronic Arts, Inc. 2886216.85000000 USD 239989.86000000 USD Domino's Pizza, Inc. 1481084.96000000 USD -51235.02000000 USD Facebook, Inc., Class A 5541870.42000000 USD -283109.60000000 USD Elastic NV 449154.91000000 USD -49976.46000000 USD Genpact Ltd. 432835.04000000 USD -5096.36000000 USD RenaissanceRe Holdings Ltd. 968371.86000000 USD 102538.82000000 USD Black Knight, Inc. 312225.68000000 USD 15447.77000000 USD Fidelity National Information Services, Inc. 1018011.28000000 USD 55269.76000000 USD MercadoLibre, Inc. 250385.58000000 USD -30312.36000000 USD NextEra Energy, Inc. 1055066.81000000 USD 81270.50000000 USD WEC Energy Group, Inc. 1742832.60000000 USD 115128.36000000 USD Aon plc, Class A 1884976.20000000 USD 16540.03000000 USD Gap, Inc. (The) 1260132.24000000 USD 26936.77000000 USD Wyndham Hotels & Resorts, Inc. 749984.14000000 USD 116620.74000000 USD Micron Technology, Inc. 1808352.00000000 USD -57213.00000000 USD Silicon Laboratories, Inc. 388646.52000000 USD 4573.68000000 USD Amdocs Ltd. 1068322.24000000 USD -86862.60000000 USD CommVault Systems, Inc. 1148886.90000000 USD -58732.12000000 USD PPL Corp. 20852.88000000 USD 2041.71000000 USD PepsiCo, Inc. 357763.30000000 USD -1920.55000000 USD LKQ Corp. 246777.80000000 USD -21663.70000000 USD Alliance Data Systems Corp. 920673.60000000 USD -375247.95000000 USD Unum Group 749204.40000000 USD -128706.00000000 USD AMC Networks, Inc., Class A 926805.36000000 USD -315010.80000000 USD Markel Corp. 1496458.57000000 USD 176251.33000000 USD Tesla, Inc. 708355.36000000 USD -90582.01000000 USD Papa John's International, Inc. 705637.26000000 USD -8530.56000000 USD Western Alliance Bancorp 93463.16000000 USD -16362.84000000 USD Prologis, Inc. 1710645.57000000 USD 73316.00000000 USD MGM Resorts International 323887.20000000 USD -94187.92000000 USD Verisk Analytics, Inc. 806067.20000000 USD -4120.32000000 USD OGE Energy Corp. 670288.08000000 USD -69987.26000000 USD Skyworks Solutions, Inc. 1643768.16000000 USD -85492.40000000 USD Trade Desk, Inc. (The), Class A 226014.00000000 USD -24197.12000000 USD Kansas City Southern 844234.95000000 USD 48599.14000000 USD Sun Communities, Inc. 731043.84000000 USD 49300.20000000 USD Ford Motor Co. 61906.56000000 USD 3280.20000000 USD Floor & Decor Holdings, Inc., Class A 1078400.90000000 USD -11873.13000000 USD Primerica, Inc. 576470.40000000 USD 55966.08000000 USD Eldorado Resorts, Inc. 78677.84000000 USD -855.21000000 USD Oracle Corp. 1647267.08000000 USD 32486.36000000 USD Digital Realty Trust, Inc. 2072248.02000000 USD -9186.66000000 USD General Mills, Inc. 121018.95000000 USD 2296.71000000 USD Live Nation Entertainment, Inc. 1343464.98000000 USD 244723.68000000 USD MDU Resources Group, Inc. 1331199.24000000 USD -84625.38000000 USD Waste Connections, Inc. 578590.51000000 USD 6169.00000000 USD IAC/InterActiveCorp 638068.20000000 USD -82333.29000000 USD W R Berkley Corp. 679917.72000000 USD 67647.60000000 USD TripAdvisor, Inc. 607160.39000000 USD -128805.78000000 USD Xilinx, Inc. 3837.21000000 USD -99.84000000 USD Sabre Corp. 35826.70000000 USD -6667.50000000 USD Janus Henderson Group plc 817643.56000000 USD 158814.51000000 USD Leidos Holdings, Inc. 41027.46000000 USD 5264.76000000 USD Monster Beverage Corp. 955645.52000000 USD -15302.46000000 USD Bunge Ltd. 542381.31000000 USD -17386.20000000 USD Nielsen Holdings plc 60450.48000000 USD -4887.59000000 USD First Republic Bank 2722353.15000000 USD 247860.25000000 USD Cinemark Holdings, Inc. 1344362.25000000 USD -736124.59000000 USD Crown Castle International Corp. 390594.90000000 USD 16314.66000000 USD Alaska Air Group, Inc. 503578.88000000 USD -136657.92000000 USD BGC Partners, Inc., Class A 343828.90000000 USD 53958.55000000 USD Citrix Systems, Inc. 538096.58000000 USD 27637.93000000 USD KBR, Inc. 567335.45000000 USD -99126.46000000 USD Brandywine Realty Trust 801209.97000000 USD -80194.57000000 USD Aptiv plc 1237681.28000000 USD -31926.84000000 USD 2U, Inc. 791428.04000000 USD -59002.67000000 USD MSA Safety, Inc. 246618.20000000 USD 13145.50000000 USD SBA Communications Corp. 785317.12000000 USD 11247.08000000 USD Equity Commonwealth 457690.80000000 USD 26580.18000000 USD CoreLogic, Inc. 186132.18000000 USD 47266.83000000 USD Hancock Whitney Corp. 317300.40000000 USD -79474.77000000 USD Duke Realty Corp. 693820.95000000 USD 29603.55000000 USD DISH Network Corp., Class A 223590.29000000 USD 3730.33000000 USD Scientific Games Corp. 302799.56000000 USD -67963.42000000 USD Bank OZK 187713.06000000 USD 41189.70000000 USD CH Robinson Worldwide, Inc. 801826.52000000 USD 40872.26000000 USD Edison International 821438.75000000 USD 110715.00000000 USD Extra Space Storage, Inc. 226860.72000000 USD 25984.48000000 USD Norfolk Southern Corp. 293904.18000000 USD -27587.52000000 USD Expedia Group, Inc. 817643.40000000 USD 64655.50000000 USD Moody's Corp. 1279967.07000000 USD -1164.75000000 USD Sanderson Farms, Inc. 1207921.47000000 USD 122678.71000000 USD Conagra Brands, Inc. 1058757.68000000 USD -48628.12000000 USD LogMeIn, Inc. 788106.69000000 USD -5764.14000000 USD KLA Corp. 101129.60000000 USD -1794.00000000 USD RLI Corp. 1315816.70000000 USD 30291.03000000 USD Constellation Brands, Inc., Class A 362671.35000000 USD -17516.85000000 USD Southern Co. (The) 948077.25000000 USD 137320.35000000 USD ADT, Inc. 615250.02000000 USD 34855.44000000 USD National Fuel Gas Co. 699727.84000000 USD 36379.84000000 USD Sterling Bancorp 940846.44000000 USD 206311.89000000 USD Teradata Corp. 758388.80000000 USD -47040.43000000 USD salesforce.com, Inc. 134690.27000000 USD -9181.63000000 USD UDR, Inc. 307637.40000000 USD 35471.30000000 USD Aspen Technology, Inc. 788886.54000000 USD -35557.38000000 USD Avis Budget Group, Inc. 604936.92000000 USD -163042.83000000 USD Microsoft Corp. 6651724.35000000 USD 449317.82000000 USD United Bankshares, Inc. 3041382.96000000 USD 466213.44000000 USD Paramount Group, Inc. 882000.87000000 USD -173883.44000000 USD Hormel Foods Corp. 1101473.13000000 USD -6617.51000000 USD WP Carey, Inc. 465093.75000000 USD 22825.00000000 USD Dominion Energy, Inc. 1089029.70000000 USD 62648.05000000 USD XPO Logistics, Inc. 610043.25000000 USD 17263.56000000 USD Welltower, Inc. 699711.75000000 USD 106139.85000000 USD Boyd Gaming Corp. 577801.40000000 USD -74034.04000000 USD Okta, Inc. 491764.88000000 USD -47121.66000000 USD Monolithic Power Systems, Inc. 474474.00000000 USD -20980.96000000 USD Diversified Healthcare Trust 320892.15000000 USD -158451.83000000 USD American Tower Corp. 599812.80000000 USD 16750.40000000 USD Sally Beauty Holdings, Inc. 1700872.32000000 USD -384213.87000000 USD Trustmark Corp. 496064.12000000 USD 37907.73000000 USD White Mountains Insurance Group Ltd. 748558.71000000 USD 12737.73000000 USD CSX Corp. 602553.60000000 USD -33868.80000000 USD Loews Corp. 280869.39000000 USD 32518.27000000 USD Park Hotels & Resorts, Inc. 422935.96000000 USD 184740.48000000 USD Synovus Financial Corp. 712555.24000000 USD -152021.04000000 USD Walt Disney Co. (The) 692923.14000000 USD 76929.32000000 USD Nuance Communications, Inc. 755556.69000000 USD 50012.15000000 USD SVB Financial Group 2191940.10000000 USD 190992.60000000 USD Citigroup, Inc. 280283.50000000 USD -46074.00000000 USD Twilio, Inc., Class A 1675710.54000000 USD -190744.72000000 USD Hilton Worldwide Holdings, Inc. 1481045.80000000 USD 255679.52000000 USD WW International, Inc. 779902.02000000 USD 27325.80000000 USD Copart, Inc. 257720.65000000 USD -18043.85000000 USD US Bancorp 642361.72000000 USD 92114.88000000 USD Goodyear Tire & Rubber Co. (The) 443591.50000000 USD 42896.21000000 USD QUALCOMM, Inc. 1652177.94000000 USD 26446.44000000 USD J M Smucker Co. (The) 235427.25000000 USD 5829.50000000 USD Alexandria Real Estate Equities, Inc. 772310.00000000 USD -10281.60000000 USD Deluxe Corp. 1760015.18000000 USD -544562.23000000 USD Pebblebrook Hotel Trust 615669.86000000 USD 166311.99000000 USD Akamai Technologies, Inc. 191155.65000000 USD 7782.60000000 USD Expeditors International of Washington, Inc. 802526.16000000 USD 22585.56000000 USD VICI Properties, Inc. 2493323.67000000 USD 223522.33000000 USD M&T Bank Corp. 520473.82000000 USD -99719.52000000 USD Graham Holdings Co., Class B 739481.86000000 USD -101706.54000000 USD Brixmor Property Group, Inc. 514620.44000000 USD -84298.20000000 USD Tyler Technologies, Inc. 330576.64000000 USD 8319.69000000 USD Hain Celestial Group, Inc. (The) 1816425.46000000 USD 4425.77000000 USD Guidewire Software, Inc. 2011816.65000000 USD -61888.09000000 USD Empire State Realty Trust, Inc., Class A 429779.00000000 USD -73676.40000000 USD Bank of America Corp. 932353.75000000 USD 175478.79000000 USD Lamb Weston Holdings, Inc. 1722849.57000000 USD 214783.53000000 USD Procter & Gamble Co. (The) 428180.17000000 USD 4404.63000000 USD Healthpeak Properties, Inc. 464110.40000000 USD 28628.00000000 USD Healthcare Realty Trust, Inc. 302009.19000000 USD 27736.59000000 USD Athene Holding Ltd., Class A 1487607.05000000 USD 208904.10000000 USD Zillow Group, Inc., Class C 420092.12000000 USD 26105.36000000 USD Cracker Barrel Old Country Store, Inc. 479463.93000000 USD 82406.44000000 USD Retail Properties of America, Inc., Class A 1478815.68000000 USD -64647.68000000 USD Marriott Vacations Worldwide Corp. 179793.27000000 USD -34707.69000000 USD Philip Morris International, Inc. 125477.46000000 USD 8611.85000000 USD Home Depot, Inc. (The) 1151594.47000000 USD -28731.25000000 USD International Game Technology plc 1325592.70000000 USD -274789.18000000 USD Fortinet, Inc. 1178188.41000000 USD 11587.05000000 USD H&R Block, Inc. 1257182.64000000 USD -416840.75000000 USD JetBlue Airways Corp. 1053648.50000000 USD 273326.72000000 USD Southwest Gas Holdings, Inc. 2195168.55000000 USD 173578.86000000 USD Entergy Corp. 203004.84000000 USD -20622.92000000 USD Lamar Advertising Co., Class A 641163.04000000 USD -57912.12000000 USD Brink's Co. (The) 212986.80000000 USD -30654.00000000 USD Axis Capital Holdings Ltd. 213264.48000000 USD 11672.76000000 USD HubSpot, Inc. 1325684.15000000 USD -95075.81000000 USD Spotify Technology SA 925352.96000000 USD -239697.92000000 USD Manhattan Associates, Inc. 1309662.60000000 USD 63675.74000000 USD Progressive Corp. (The) 1127227.81000000 USD 12804.61000000 USD Carvana Co. 951743.60000000 USD -44761.66000000 USD First Solar, Inc. 19107.00000000 USD 1374.16000000 USD NVIDIA Corp. 200592.48000000 USD -9540.96000000 USD TEGNA, Inc. 184968.56000000 USD -19924.80000000 USD Lincoln National Corp. 733445.44000000 USD 207733.12000000 USD Applied Materials, Inc. 2072951.40000000 USD 22632.72000000 USD Starbucks Corp. 1568497.26000000 USD 184175.22000000 USD Nutanix, Inc., Class A 264571.51000000 USD 4296.98000000 USD Citizens Financial Group, Inc. 1151776.92000000 USD -190798.37000000 USD Williams-Sonoma, Inc. 1122798.91000000 USD -52436.53000000 USD Robert Half International, Inc. 1935902.52000000 USD -182487.12000000 USD Hyatt Hotels Corp., Class A 1391976.91000000 USD 348133.87000000 USD Target Corp. 2059318.03000000 USD -13565.09000000 USD Alliant Energy Corp. 2280150.08000000 USD 139649.66000000 USD United Airlines Holdings, Inc. 983200.88000000 USD 269913.66000000 USD Cirrus Logic, Inc. 1743493.38000000 USD -292087.35000000 USD SolarWinds Corp. 239799.57000000 USD 20220.79000000 USD Vail Resorts, Inc. 941533.35000000 USD 33184.98000000 USD Colgate-Palmolive Co. 34285.68000000 USD 9.36000000 USD PotlatchDeltic Corp. 522265.99000000 USD 4119.90000000 USD Selective Insurance Group, Inc. 473816.16000000 USD 33061.12000000 USD McDonald's Corp. 897077.61000000 USD -73188.15000000 USD Anaplan, Inc. 135522.21000000 USD -2840.94000000 USD Cognizant Technology Solutions Corp., Class A 1935971.04000000 USD -12606.64000000 USD Federal Realty Investment Trust 286731.65000000 USD 42903.75000000 USD Yelp, Inc. 812418.12000000 USD -80433.96000000 USD Host Hotels & Resorts, Inc. 139104.68000000 USD 47184.72000000 USD Edgewell Personal Care Co. 454749.04000000 USD -9486.10000000 USD Ulta Beauty, Inc. 824257.84000000 USD 159248.38000000 USD Insperity, Inc. 395694.49000000 USD 23605.34000000 USD Five Below, Inc. 2789495.72000000 USD -76825.84000000 USD Yum! Brands, Inc. 2114346.48000000 USD -205061.08000000 USD FirstEnergy Corp. 456789.62000000 USD 48411.69000000 USD American Electric Power Co., Inc. 620634.52000000 USD 48862.11000000 USD Landstar System, Inc. 390389.56000000 USD 1216.60000000 USD EastGroup Properties, Inc. 435654.53000000 USD 15720.44000000 USD Sirius XM Holdings, Inc. 1542759.27000000 USD 119583.56000000 USD Match Group, Inc. 46031.50000000 USD 7464.80000000 USD MetLife, Inc. 1254863.72000000 USD -172835.83000000 USD Allstate Corp. (The) 2672753.43000000 USD -171094.04000000 USD Waste Management, Inc. 1174647.81000000 USD -59225.94000000 USD Take-Two Interactive Software, Inc. 1220958.36000000 USD 45139.68000000 USD Brown-Forman Corp., Class B 1556741.64000000 USD 134007.92000000 USD Discovery, Inc., Class A 514185.90000000 USD 67745.82000000 USD Regions Financial Corp. 7139.04000000 USD 1502.28000000 USD Copa Holdings SA, Class A 469601.28000000 USD -69288.48000000 USD Spire, Inc. 235044.67000000 USD 33516.49000000 USD Las Vegas Sands Corp. 104241.06000000 USD -18586.68000000 USD Pinnacle Financial Partners, Inc. 1797088.02000000 USD 285034.68000000 USD General Motors Co. 1278206.60000000 USD -230380.32000000 USD Mid-America Apartment Communities, Inc. 268442.47000000 USD 23386.59000000 USD Wyndham Destinations, Inc. 1303944.96000000 USD -400715.52000000 USD Liberty Global plc, Class C 359023.41000000 USD -15021.90000000 USD Hanover Insurance Group, Inc. (The) 209955.76000000 USD -24366.72000000 USD Interpublic Group of Cos., Inc. (The) 919329.84000000 USD -111433.92000000 USD Ingredion, Inc. 1359789.00000000 USD -104687.37000000 USD Dana, Inc. 1098489.66000000 USD -269440.86000000 USD Planet Fitness, Inc., Class A 1714070.43000000 USD 272183.10000000 USD AvalonBay Communities, Inc. 379950.48000000 USD -48108.06000000 USD Principal Financial Group, Inc. 899465.62000000 USD 124071.69000000 USD Palo Alto Networks, Inc. 115753.68000000 USD 1960.56000000 USD Bank of Hawaii Corp. 812761.35000000 USD 133408.80000000 USD CoreSite Realty Corp. 348531.74000000 USD 6362.59000000 USD CoStar Group, Inc. 751888.86000000 USD 20123.16000000 USD Rayonier, Inc. 212599.04000000 USD -9433.60000000 USD Switch, Inc., Class A 357112.80000000 USD 601.20000000 USD Harley-Davidson, Inc. 108605.13000000 USD -15534.60000000 USD Advanced Micro Devices, Inc. 358168.88000000 USD -25086.92000000 USD Proofpoint, Inc. 350583.60000000 USD 16879.25000000 USD Raymond James Financial, Inc. 342153.93000000 USD -63285.85000000 USD Automatic Data Processing, Inc. 364631.61000000 USD 20200.96000000 USD Service Corp. International 724287.36000000 USD 47118.72000000 USD Knight-Swift Transportation Holdings, Inc. 1568462.84000000 USD -63771.74000000 USD Brown & Brown, Inc. 338756.36000000 USD 19032.19000000 USD VEREIT, Inc. 361211.68000000 USD 22470.40000000 USD Campbell Soup Co. 303040.78000000 USD -610.60000000 USD Columbia Property Trust, Inc. 318224.52000000 USD -56185.76000000 USD Extended Stay America, Inc. 500539.89000000 USD -36232.11000000 USD Norwegian Cruise Line Holdings Ltd. 110803.92000000 USD 51928.80000000 USD Credit Acceptance Corp. 849752.28000000 USD 117745.68000000 USD Analog Devices, Inc. 213761.52000000 USD -1298.54000000 USD Cathay General Bancorp 327592.80000000 USD -52564.32000000 USD CubeSmart 335458.71000000 USD -24858.00000000 USD Coca-Cola Co. (The) 257848.28000000 USD -24930.72000000 USD American Airlines Group, Inc. 373893.49000000 USD -136683.68000000 USD Weingarten Realty Investors 217335.33000000 USD -31343.13000000 USD ASGN, Inc. 398079.60000000 USD -12059.40000000 USD Paycom Software, Inc. 254907.79000000 USD -14707.01000000 USD Intercontinental Exchange, Inc. 241091.20000000 USD 15370.88000000 USD New Jersey Resources Corp. 324279.80000000 USD -33768.80000000 USD Exelon Corp. 1631670.98000000 USD -189739.64000000 USD MongoDB, Inc. 1993150.04000000 USD -216979.84000000 USD Nexstar Media Group, Inc., Class A 884603.30000000 USD 105207.39000000 USD RealPage, Inc. 1398170.07000000 USD 59144.25000000 USD Marriott International, Inc., Class A 1570573.60000000 USD 371260.91000000 USD Webster Financial Corp. 544648.57000000 USD -121456.06000000 USD Urban Edge Properties 189136.58000000 USD -11313.14000000 USD Bright Horizons Family Solutions, Inc. 914628.80000000 USD 99422.96000000 USD Dropbox, Inc., Class A 1368919.37000000 USD -9477.47000000 USD Charter Communications, Inc., Class A 3206621.48000000 USD 135359.11000000 USD Hudson Pacific Properties, Inc. 278571.52000000 USD -37091.20000000 USD Pluralsight, Inc., Class A 899214.90000000 USD 98639.64000000 USD Workday, Inc., Class A 231014.88000000 USD 9370.80000000 USD Schneider National, Inc., Class B 2220941.42000000 USD 126936.66000000 USD Herman Miller, Inc. 1900132.80000000 USD -285487.35000000 USD PayPal Holdings, Inc. 744136.33000000 USD -74187.27000000 USD CarMax, Inc. 2454834.15000000 USD 146605.08000000 USD ACI Worldwide, Inc. 587140.46000000 USD 27419.51000000 USD Madison Square Garden Sports C 864153.87000000 USD 157134.93000000 USD Fidelity National Financial, Inc. 1470637.56000000 USD -212009.72000000 USD New Relic, Inc. 484367.00000000 USD 2952.60000000 USD Kirby Corp. 531904.36000000 USD 69119.76000000 USD First Hawaiian, Inc. 491322.76000000 USD -90911.81000000 USD International Bancshares Corp. 394742.56000000 USD 26320.90000000 USD Kilroy Realty Corp. 226053.70000000 USD -34196.88000000 USD Texas Roadhouse, Inc. 398060.04000000 USD -33316.80000000 USD JB Hunt Transport Services, Inc. 778479.46000000 USD -3428.57000000 USD VeriSign, Inc. 674679.46000000 USD -17765.23000000 USD Royal Caribbean Cruises Ltd. 821399.00000000 USD 301907.96000000 USD Dollar General Corp. 990080.47000000 USD 22139.22000000 USD OneMain Holdings, Inc. 439560.48000000 USD -92425.92000000 USD Wintrust Financial Corp. 1198285.02000000 USD -238448.28000000 USD Synaptics, Inc. 1233061.20000000 USD -192794.00000000 USD Cadence Design Systems, Inc. 963150.52000000 USD 34125.80000000 USD Broadridge Financial Solutions, Inc. 179946.94000000 USD -3821.68000000 USD Tanger Factory Outlet Centers, Inc. 126329.34000000 USD -32069.58000000 USD Mondelez International, Inc., Class A 401370.50000000 USD 14287.00000000 USD Vistra Energy Corp. 241855.18000000 USD -33121.95000000 USD Atlassian Corp. plc, Class A 1024294.14000000 USD -38239.86000000 USD Mercury General Corp. 116219.00000000 USD -10181.64000000 USD FleetCor Technologies, Inc. 183113.84000000 USD -18258.24000000 USD Lancaster Colony Corp. 663202.21000000 USD 35900.81000000 USD LiveRamp Holdings, Inc. 879935.93000000 USD 76453.11000000 USD Six Flags Entertainment Corp. 170296.65000000 USD -62764.20000000 USD SolarEdge Technologies, Inc. 966741.48000000 USD -70077.96000000 USD FedEx Corp. 191540.52000000 USD 6106.02000000 USD Comcast Corp., Class A 1100327.44000000 USD -89482.76000000 USD American Campus Communities, Inc. 304501.60000000 USD -40937.00000000 USD Umpqua Holdings Corp. 120029.84000000 USD -27864.07000000 USD KAR Auction Services, Inc. 559701.76000000 USD -106006.84000000 USD Charles Schwab Corp. (The) 1055927.04000000 USD 201546.24000000 USD Equity Residential 539026.48000000 USD -60207.48000000 USD Washington Federal, Inc. 615011.76000000 USD 66450.60000000 USD AMERCO 202467.30000000 USD 25419.80000000 USD Penn National Gaming, Inc. 673620.78000000 USD 42925.64000000 USD SEI Investments Co. 198092.94000000 USD 17654.70000000 USD ViacomCBS, Inc. 143231.44000000 USD -16583.40000000 USD Dollar Tree, Inc. 703163.16000000 USD -6710.46000000 USD SLM Corp. 182751.88000000 USD 38474.08000000 USD Vornado Realty Trust 185853.44000000 USD 33512.96000000 USD United Parcel Service, Inc., Class B 109845.84000000 USD 3309.80000000 USD T. Rowe Price Group, Inc. 247.00000000 USD -11.40000000 USD Fulton Financial Corp. 232302.33000000 USD -38386.14000000 USD American Water Works Co., Inc. 160181.70000000 USD 2539.80000000 USD Zendesk, Inc. 168207.00000000 USD -4788.00000000 USD Equity LifeStyle Properties, Inc. 779562.96000000 USD 49783.23000000 USD Qurate Retail, Inc., Series A 2641684.00000000 USD 75624.47000000 USD Flowers Foods, Inc. 112359.00000000 USD 3668.25000000 USD Liberty Broadband Corp., Class C 166602.24000000 USD -11665.92000000 USD Healthcare Services Group, Inc. 151285.10000000 USD -9370.28000000 USD Avalara, Inc. 169290.48000000 USD 40945.68000000 USD Lions Gate Entertainment Corp., Class A 56182.62000000 USD 2375.91000000 USD American Eagle Outfitters, Inc. 87592.40000000 USD -14545.16000000 USD Popular, Inc. 1855117.53000000 USD -268011.33000000 USD Pilgrim's Pride Corp. 136809.00000000 USD -23328.00000000 USD Southwest Airlines Co. 48911.58000000 USD 5480.73000000 USD Molson Coors Beverage Co., Class B 1197961.40000000 USD -256556.00000000 USD Paylocity Holding Corp. 564010.74000000 USD -39781.14000000 USD Ventas, Inc. 68552.64000000 USD -12935.52000000 USD Teradyne, Inc. 99806.31000000 USD -11390.74000000 USD Accenture plc, Class A 671858.88000000 USD 23092.02000000 USD Assurant, Inc. 70030.62000000 USD 8359.58000000 USD EPR Properties 80406.51000000 USD -21333.33000000 USD International Business Machines Corp. 62438.09000000 USD -5738.70000000 USD Werner Enterprises, Inc. 61377.30000000 USD -2890.50000000 USD Carnival Corp. 478216.08000000 USD -189584.20000000 USD Bed Bath & Beyond, Inc. 731601.40000000 USD 101993.15000000 USD American International Group, Inc. 110813.72000000 USD -19850.48000000 USD MSCI, Inc. 46400.98000000 USD 925.74000000 USD Booking Holdings, Inc. 108279.12000000 USD -11781.64000000 USD WEX, Inc. 142733.65000000 USD -6154.45000000 USD BOK Financial Corp. 68461.72000000 USD -11041.88000000 USD Jefferies Financial Group, Inc. 163057.30000000 USD -8703.38000000 USD MKS Instruments, Inc. 883951.44000000 USD -1873.44000000 USD Urban Outfitters, Inc. 141759.08000000 USD 29334.43000000 USD Service Properties Trust 152222.30000000 USD -103700.10000000 USD Outfront Media, Inc. 287863.55000000 USD -64601.70000000 USD RingCentral, Inc., Class A 1467516.49000000 USD -136860.42000000 USD Clean Harbors, Inc. 106944.34000000 USD 9842.16000000 USD BankUnited, Inc. 2119547.25000000 USD -323427.21000000 USD Tetra Tech, Inc. 41063.28000000 USD 1032.81000000 USD Chubb Ltd. 717175.68000000 USD -62700.48000000 USD FirstCash, Inc. 91637.84000000 USD 10660.30000000 USD Broadcom, Inc. 560207.75000000 USD 3076.78000000 USD Prudential Financial, Inc. 98231.70000000 USD -16205.54000000 USD Gartner, Inc. 261102.16000000 USD -18320.44000000 USD Aaron's, Inc. 1018367.40000000 USD -68863.17000000 USD Blackbaud, Inc. 569715.48000000 USD -29443.95000000 USD Arch Capital Group Ltd. 87726.30000000 USD -17545.26000000 USD Marvell Technology Group Ltd. 1148565.60000000 USD 3603.60000000 USD Cree, Inc. 2823777.33000000 USD 119267.50000000 USD Wendy's Co. (The) 404367.48000000 USD -23393.16000000 USD Best Buy Co., Inc. 3678692.31000000 USD 238164.45000000 USD Jack Henry & Associates, Inc. 532030.73000000 USD -15341.31000000 USD Douglas Emmett, Inc. 439971.00000000 USD -42763.00000000 USD Cincinnati Financial Corp. 1984673.88000000 USD 148160.88000000 USD Kemper Corp. 705329.52000000 USD 14978.04000000 USD Sabra Health Care REIT, Inc. 455266.50000000 USD -58998.50000000 USD Estee Lauder Cos., Inc. (The), Class A 567360.76000000 USD 36204.28000000 USD Invitation Homes, Inc. 261892.89000000 USD 8847.09000000 USD Simon Property Group, Inc. 6632.86000000 USD 1754.73000000 USD Assured Guaranty Ltd. 916400.22000000 USD -211361.46000000 USD Churchill Downs, Inc. 1170787.95000000 USD 153086.13000000 USD Texas Instruments, Inc. 397923.98000000 USD 16140.10000000 USD Fox Corp., Class A 463771.44000000 USD 68995.08000000 USD FTI Consulting, Inc. 178468.90000000 USD -3458.76000000 USD Dillard's, Inc., Class A 582596.10000000 USD 204991.78000000 USD Dunkin' Brands Group, Inc. 30397.18000000 USD -668.53000000 USD Penske Automotive Group, Inc. 532456.05000000 USD 63685.65000000 USD PNC Financial Services Group, Inc. (The) 578970.63000000 USD 115452.94000000 USD American Financial Group, Inc. 391611.66000000 USD -49244.58000000 USD Ross Stores, Inc. 761875.12000000 USD 146136.30000000 USD CenterPoint Energy, Inc. 2961398.06000000 USD -6344.72000000 USD Texas Capital Bancshares, Inc. 200840.22000000 USD 40553.72000000 USD Travelers Cos., Inc. (The) 701521.55000000 USD -69936.87000000 USD Old Republic International Corp. 386237.11000000 USD -43336.23000000 USD Autoliv, Inc. 428539.93000000 USD 20991.88000000 USD Capital One Financial Corp. 319209.00000000 USD -80988.00000000 USD Evergy, Inc. 266508.55000000 USD 19238.60000000 USD PS Business Parks, Inc. 213296.40000000 USD 16416.09000000 USD Ameriprise Financial, Inc. 1338356.80000000 USD -85186.00000000 USD Burlington Stores, Inc. 1641017.69000000 USD 124536.99000000 USD ServiceNow, Inc. 544400.64000000 USD 21813.12000000 USD Intel Corp. 3551030.16000000 USD -190519.92000000 USD Invesco Ltd. 154696.52000000 USD -5463.26000000 USD First American Financial Corp. 296139.34000000 USD -34288.52000000 USD Fair Isaac Corp. 167634.04000000 USD -589.47000000 USD Macquarie Infrastructure Corp. 178707.87000000 USD -6288.84000000 USD UGI Corp. 143545.20000000 USD 17604.60000000 USD Science Applications International Corp. 68591.44000000 USD 5256.27000000 USD AES Corp. (The) 115123.05000000 USD 5164.25000000 USD Jones Lang LaSalle, Inc. 104287.68000000 USD 16994.88000000 USD ANSYS, Inc. 109982.21000000 USD -2435.42000000 USD Camden Property Trust 114663.54000000 USD -10785.06000000 USD Grubhub, Inc. 75572.50000000 USD 13308.50000000 USD Fifth Third Bancorp 35031.76000000 USD -8721.60000000 USD Kellogg Co. 470479.32000000 USD 997.08000000 USD Global Payments, Inc. 1702136.70000000 USD 158854.05000000 USD Erie Indemnity Co., Class A 2509860.10000000 USD -71672.92000000 USD Tyson Foods, Inc., Class A 1674507.24000000 USD -195014.85000000 USD KeyCorp 572423.46000000 USD -117132.53000000 USD Delta Air Lines, Inc. 809242.50000000 USD 175462.42000000 USD DocuSign, Inc. 513358.01000000 USD 90294.49000000 USD Bank of New York Mellon Corp. (The) 3357023.05000000 USD -240593.89000000 USD CDK Global, Inc. 1046890.50000000 USD -125111.25000000 USD Truist Financial Corp. 2512170.10000000 USD 477011.26000000 USD Pinnacle West Capital Corp. 1689334.50000000 USD -157201.00000000 USD Ameren Corp. 1450330.68000000 USD 101209.83000000 USD Home BancShares, Inc. 1883973.10000000 USD 213753.77000000 USD Eversource Energy 3192405.26000000 USD 76676.00000000 USD McCormick & Co., Inc. (Non-Voting) 3597888.14000000 USD -166648.74000000 USD eBay, Inc. 2853122.65000000 USD 148722.57000000 USD Etsy, Inc. 1395755.97000000 USD 380061.19000000 USD Wayfair, Inc., Class A 1087250.22000000 USD 138540.36000000 USD MAXIMUS, Inc. 1248655.80000000 USD -46082.40000000 USD Avangrid, Inc. 521475.56000000 USD -35775.36000000 USD Altice USA, Inc., Class A 886340.42000000 USD 129372.67000000 USD Maxim Integrated Products, Inc. 1677139.31000000 USD -1383.55000000 USD Activision Blizzard, Inc. 2771184.90000000 USD 142392.90000000 USD Duke Energy Corp. 1254592.56000000 USD 162917.49000000 USD MGIC Investment Corp. 745658.55000000 USD -119268.95000000 USD Amazon.com, Inc. 7114996.78000000 USD 407378.84000000 USD First Financial Bankshares, Inc. 2836073.52000000 USD 381873.52000000 USD Mastercard, Inc., Class A 715002.60000000 USD -38180.22000000 USD Everest Re Group Ltd. 602516.40000000 USD -62121.72000000 USD CACI International, Inc., Class A 1276772.56000000 USD -234433.72000000 USD JPMorgan Chase & Co. 845787.52000000 USD 148188.16000000 USD Visa, Inc., Class A 2800578.66000000 USD 85683.18000000 USD Lear Corp. 210735.66000000 USD -24085.18000000 USD Sinclair Broadcast Group, Inc., Class A 1352638.04000000 USD 332663.96000000 USD VMware, Inc., Class A 454668.96000000 USD -24809.20000000 USD CyrusOne, Inc. 588111.00000000 USD 26919.72000000 USD Old Dominion Freight Line, Inc. 1435070.58000000 USD -48483.42000000 USD State Street Corp. 313746.35000000 USD -34213.41000000 USD Ally Financial, Inc. 570231.48000000 USD -88856.04000000 USD Pegasystems, Inc. 403061.28000000 USD -14461.92000000 USD Northern Trust Corp. 353221.68000000 USD -56317.80000000 USD Nasdaq, Inc. 845967.07000000 USD 4390.22000000 USD Highwoods Properties, Inc. 233648.47000000 USD -42185.66000000 USD Black Hills Corp. 2639449.44000000 USD 224534.88000000 USD Union Pacific Corp. 533753.99000000 USD 28697.13000000 USD Stericycle, Inc. 2559629.52000000 USD 330127.28000000 USD Iron Mountain, Inc. 222815.70000000 USD -34404.11000000 USD JBG SMITH Properties 227186.31000000 USD 31961.28000000 USD Taubman Centers, Inc. 2423361.28000000 USD 480693.22000000 USD Paychex, Inc. 465938.25000000 USD 12794.08000000 USD Colony Capital, Inc. 187694.40000000 USD 46141.54000000 USD Splunk, Inc. 2578728.60000000 USD -191685.06000000 USD SL Green Realty Corp. 289923.78000000 USD 47350.10000000 USD TransUnion 166333.44000000 USD -11790.87000000 USD Macerich Co. (The) 325036.92000000 USD 108345.64000000 USD John Wiley & Sons, Inc., Class A 158808.00000000 USD -15392.16000000 USD J2 Global, Inc. 134890.14000000 USD -38134.58000000 USD Snap, Inc., Class A 128114.46000000 USD 14061.26000000 USD Kimberly-Clark Corp. 2290294.05000000 USD 44882.31000000 USD People's United Financial, Inc. 103632.49000000 USD 17421.37000000 USD Voya Financial, Inc. 53880.75000000 USD 5497.80000000 USD Universal Display Corp. 25285.78000000 USD 2616.12000000 USD UMB Financial Corp. 51034.50000000 USD 4032.78000000 USD Wells Fargo & Co. 2138572.80000000 USD -587272.14000000 USD Cullen/Frost Bankers, Inc. 2300395.61000000 USD 335621.90000000 USD Qorvo, Inc. 2571038.33000000 USD -116305.00000000 USD LendingTree, Inc. 2214614.97000000 USD 43752.28000000 USD TJX Cos., Inc. (The) 2037618.56000000 USD 226205.69000000 USD Roku, Inc. 6292.62000000 USD 177.12000000 USD Synchrony Financial 1126858.16000000 USD -188148.70000000 USD Kohl's Corp. 1245203.04000000 USD -325441.38000000 USD American Express Co. 1615639.20000000 USD 258977.46000000 USD Rollins, Inc. 2081857.68000000 USD 54514.32000000 USD Associated Banc-Corp. 1666524.96000000 USD -349629.14000000 USD Microchip Technology, Inc. 961374.99000000 USD 3834.18000000 USD Post Holdings, Inc. 1270490.00000000 USD 88450.00000000 USD IDACORP, Inc. 1323131.28000000 USD -83897.76000000 USD Nu Skin Enterprises, Inc., Class A 1198434.04000000 USD -32508.98000000 USD Federated Hermes, Inc., Class B 2101953.00000000 USD -166737.20000000 USD CME Group, Inc. 838706.40000000 USD 147369.60000000 USD Weyerhaeuser Co. 1135465.30000000 USD -65215.95000000 USD Spectrum Brands Holdings, Inc. 1014344.10000000 USD -69832.84000000 USD Valley National Bancorp 967545.14000000 USD 186827.77000000 USD IHS Markit Ltd. 951149.00000000 USD -30109.22000000 USD Zions Bancorp NA 603160.00000000 USD 94110.70000000 USD Reinsurance Group of America, Inc. 563434.52000000 USD -141505.10000000 USD World Wrestling Entertainment, Inc., Class A 645927.70000000 USD 48165.84000000 USD Advance Auto Parts, Inc. 522364.15000000 USD 6453.92000000 USD ONE Gas, Inc. 543895.95000000 USD 48707.10000000 USD Liberty Media Corp.-Liberty SiriusXM 506656.15000000 USD 54187.36000000 USD Cheesecake Factory, Inc. (The) 519825.60000000 USD -88877.63000000 USD Alleghany Corp. 604577.04000000 USD 89906.64000000 USD Green Dot Corp., Class A 80098.56000000 USD -15096.00000000 USD Euronet Worldwide, Inc. 313618.86000000 USD -59830.44000000 USD Cousins Properties, Inc. 518803.36000000 USD 106960.80000000 USD Hilton Grand Vacations, Inc. 339133.85000000 USD -91592.16000000 USD Pool Corp. 308028.71000000 USD -10627.54000000 USD Republic Services, Inc. 237124.50000000 USD 16675.30000000 USD Wynn Resorts Ltd. 222278.16000000 USD 84357.68000000 USD Meredith Corp. 255381.60000000 USD 85478.24000000 USD Essential Utilities, Inc. 233756.16000000 USD 21139.88000000 USD Morgan Stanley 354666.90000000 USD -9027.61000000 USD American Homes 4 Rent, Class A 177244.10000000 USD 7050.23000000 USD FireEye, Inc. 180226.53000000 USD 25535.17000000 USD TreeHouse Foods, Inc. 88169.40000000 USD 13929.96000000 USD Cintas Corp. 44482.12000000 USD -2763.85000000 USD Huntington Bancshares, Inc. 159558.10000000 USD -34701.90000000 USD Spirit Realty Capital, Inc. 140032.62000000 USD 7029.75000000 USD Adtalem Global Education, Inc. 105006.65000000 USD -17697.75000000 USD PTC, Inc. 96926.34000000 USD -4672.50000000 USD National Retail Properties, Inc. 285223.72000000 USD 22911.15000000 USD Kraft Heinz Co. (The) 147012.90000000 USD 4211.47000000 USD MarketAxess Holdings, Inc. 63115.92000000 USD 124.74000000 USD Public Storage 56991.33000000 USD 634.82000000 USD Western Union Co. (The) 249711.00000000 USD -31993.50000000 USD Stifel Financial Corp. 458648.10000000 USD -80164.30000000 USD BorgWarner, Inc. 277105.00000000 USD 10597.50000000 USD NorthWestern Corp. 2423741.12000000 USD -342311.20000000 USD Twitter, Inc. 167390.01000000 USD 34444.47000000 USD Ryder System, Inc. 352068.86000000 USD 46554.56000000 USD Foot Locker, Inc. 636650.28000000 USD -87829.28000000 USD Square, Inc., Class A 1480178.70000000 USD -217358.05000000 USD Signature Bank 732829.68000000 USD 69773.72000000 USD Ceridian HCM Holding, Inc. 1773824.79000000 USD -72501.48000000 USD AutoZone, Inc. 230136.48000000 USD 3394.56000000 USD Globe Life, Inc. 785873.01000000 USD 114127.86000000 USD O'Reilly Automotive, Inc. 231075.16000000 USD -1840.21000000 USD Y 2025-01-13 0.00000000 USD 0.00000000 USD 564732067.00000000 USD 2505792.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 2277.92000000 0.000443629799 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 824699.32000000 USD 6412500.00000000 HKD 2020-09-16 2277.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -59.62000000 -0.00001161112 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 165000.00000000 HKD 21219.33000000 USD 2020-09-16 -59.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 2431.48000000 0.000473535938 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 204133.40000000 USD 166630.00000000 GBP 2020-09-16 2431.48000000 N N N N/A N/A N/A 161.00000000 NC -12023.45000000 -0.00234159264 N/A DE GB N 1 LCH Clearnet F226TOH6YD6XJB17KS62 Long CAC 40 10 Euro Index FR0003500008 2020-07-17 7910735.00000000 EUR -12023.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -4296.42000000 -0.00083673699 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 210860.06000000 USD 166629.00000000 GBP 2020-09-16 -4296.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -4311.17000000 -0.00083960959 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 210876.05000000 USD 166630.00000000 GBP 2020-09-16 -4311.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -9676.16000000 -0.00188445288 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 831185.29000000 USD 662688.00000000 GBP 2020-09-16 -9676.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -3209.75000000 -0.00062510568 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1224325.00000000 NOK 124026.23000000 USD 2020-09-16 -3209.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -98.06000000 -0.00001909739 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 64500.00000000 ILS 18561.07000000 USD 2020-09-16 -98.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 2276.30000000 0.000443314301 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 199538.19000000 USD 162798.00000000 GBP 2020-09-16 2276.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -251.54000000 -0.00004898795 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1823500.00000000 HKD 234913.06000000 USD 2020-09-16 -251.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 7356.12000000 0.001432620127 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 243103.41000000 USD 2331616.00000000 SEK 2020-09-16 7356.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 3179.35000000 0.000619185223 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 72476.60000000 USD 117250.00000000 NZD 2020-09-16 3179.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -2108.62000000 -0.00041065826 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 139820.19000000 USD 111088.00000000 GBP 2020-09-16 -2108.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 3450.41000000 0.000671974738 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 578476.05000000 USD 789900.00000000 CAD 2020-09-16 3450.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -19.16000000 -0.00000373145 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 165000.00000000 HKD 21259.79000000 USD 2020-09-16 -19.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -19.18000000 -0.00000373534 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 165000.00000000 HKD 21259.77000000 USD 2020-09-16 -19.18000000 N N N N/A N/A N/A 93622.90000000 PA -5127.46000000 -0.00099858381 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI France Net Return Index MSCI France Net Return Index Y 2020-09-18 0.00000000 USD 0.00000000 USD 93622.90000000 EUR -5127.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -9070.75000000 -0.00176654799 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 419824.08000000 USD 331343.00000000 GBP 2020-09-16 -9070.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 8744.93000000 0.001703093850 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 573181.53000000 USD 789900.00000000 CAD 2020-09-16 8744.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 18546.79000000 0.003612027082 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 819520.13000000 USD 792196.00000000 CHF 2020-09-16 18546.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 1909.89000000 0.000371955168 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 144036.37000000 USD 504500.00000000 ILS 2020-09-16 1909.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -2522.18000000 -0.00049119995 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 552000.00000000 EUR 618715.55000000 USD 2020-09-16 -2522.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -4311.44000000 -0.00083966217 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 210876.32000000 USD 166630.00000000 GBP 2020-09-16 -4311.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 2754.66000000 0.000536475935 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 548082.95000000 USD 444345.00000000 GBP 2020-09-16 2754.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 17168.28000000 0.003343559307 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 760022.64000000 USD 734652.00000000 CHF 2020-09-16 17168.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 2308.03000000 0.000449493786 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 214723.13000000 USD 23409500.00000000 JPY 2020-09-16 2308.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 6637.38000000 0.001292643973 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 413500.00000000 GBP 519237.62000000 USD 2020-09-16 6637.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 5169.84000000 0.001006837414 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4907616.00000000 NOK 515185.84000000 USD 2020-09-16 5169.84000000 N N N N/A N/A 000000000 36111982.89000000 PA 295094.99000000 0.057470381443 N/A DE GB N 2 Morgan Stanley International 4PQUHN3JPFGFNF3BB653 N/A N/A Rec/pay the total return of custom basket plus STIBOR +/- spread (-0.50% to 0.35%). SEK Currency. Maturity 8-37 Months 02/12/21 Svenska Handelsbanken AB, Class A 1277766.64000000 USD 50450.48000000 USD Hennes & Mauritz AB, Class B 1291348.89000000 USD -97904.08000000 USD Tele2 AB, Class B 579744.33000000 USD -5135.82000000 USD SSAB AB, Class A 648198.83000000 USD 10883.92000000 USD Skanska AB, Class B 769819.09000000 USD 12827.08000000 USD Trelleborg AB, Class B 703012.46000000 USD 24660.66000000 USD Telia Co. AB 165873.62000000 USD -6209.92000000 USD Saab AB, Class B 2979799.82000000 USD 35103.85000000 USD Electrolux AB, Series B 1222615.39000000 USD -27622.34000000 USD Getinge AB, Class B 3024284.28000000 USD -133635.12000000 USD Hexpol AB 374647.13000000 USD 18281.29000000 USD BillerudKorsnas AB 1350534.34000000 USD 40668.75000000 USD Swedish Match AB 1164662.13000000 USD 22606.31000000 USD Assa Abloy AB, Class B 179377.12000000 USD -7174.77000000 USD Sandvik AB 1190578.52000000 USD 117585.74000000 USD Atlas Copco AB, Class A 2156441.82000000 USD 6305.65000000 USD Swedish Orphan Biovitrum AB 2072956.99000000 USD 58895.73000000 USD SKF AB, Class B 299152.52000000 USD 3641.29000000 USD Electrolux Professional AB, Class B 132942.08000000 USD 4704.20000000 USD Axfood AB 188538.31000000 USD 131.89000000 USD Volvo AB, Class B 1106540.59000000 USD -6894.86000000 USD AAK AB 338522.48000000 USD 13214.96000000 USD Svenska Cellulosa AB SCA, Class B 1997791.37000000 USD 81680.98000000 USD Millicom International Cellular SA 1629302.26000000 USD 8115.11000000 USD Securitas AB, Class B 417241.73000000 USD 9462.84000000 USD Nibe Industrier AB, Class B 184647.04000000 USD 1311.12000000 USD Elekta AB, Class B 895747.86000000 USD 20199.23000000 USD Essity AB, Class B 4360840.66000000 USD 25189.71000000 USD Hexagon AB, Class B 403679.62000000 USD -4806.24000000 USD Swedbank AB, Class A 197325.81000000 USD -3109.32000000 USD Alfa Laval AB 289937.07000000 USD 9329.41000000 USD Telefonaktiebolaget LM Ericsson, Class B 2518112.09000000 USD -7836.84000000 USD Y 2021-02-12 0.00000000 USD 0.00000000 USD 36111983.00000000 USD 274920.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 3131.19000000 0.000609805960 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 72524.76000000 USD 117250.00000000 NZD 2020-09-16 3131.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -2604.60000000 -0.00050725142 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 195398.07000000 USD 155521.00000000 GBP 2020-09-16 -2604.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -3114.96000000 -0.00060664513 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 544531.52000000 USD 481075.00000000 EUR 2020-09-16 -3114.96000000 N N N United States of America 254900HROIFWPRGM1V77 9127963B3 30000000.00000000 PA USD 29979512.40000000 5.838574260825 Long STIV UST US N 2 2020-11-27 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 6638.03000000 0.001292770562 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 413500.00000000 GBP 519238.27000000 USD 2020-09-16 6638.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -3043.52000000 -0.00059273203 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 772426.20000000 USD 683634.00000000 EUR 2020-09-16 -3043.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 1945.56000000 0.000378901977 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 59395000.00000000 JPY 552600.88000000 USD 2020-09-16 1945.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 1930.29000000 0.000375928112 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 667662.70000000 USD 594966.00000000 EUR 2020-09-16 1930.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 7355.82000000 0.001432561702 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 243103.71000000 USD 2331616.00000000 SEK 2020-09-16 7355.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 2276.05000000 0.000443265613 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 199538.44000000 USD 162798.00000000 GBP 2020-09-16 2276.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -3209.91000000 -0.00062513684 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1224326.00000000 NOK 124026.18000000 USD 2020-09-16 -3209.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -2268.72000000 -0.00044183807 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 130258.29000000 USD 1191500.00000000 SEK 2020-09-16 -2268.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -6883.12000000 -0.00134050236 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 588809.58000000 USD 789900.00000000 CAD 2020-09-16 -6883.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -428.90000000 -0.00008352919 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24000.00000000 NZD 15057.18000000 USD 2020-09-16 -428.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 33.76000000 0.000006574832 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20780.30000000 USD 29000.00000000 SGD 2020-09-16 33.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 1946.25000000 0.000379036356 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 59395000.00000000 JPY 552601.57000000 USD 2020-09-16 1946.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -194.39000000 -0.00003785786 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 272033.25000000 USD 378750.00000000 SGD 2020-09-16 -194.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 972.90000000 0.000189474359 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 510500.00000000 CAD 377062.86000000 USD 2020-09-16 972.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 28320.34000000 0.005515446881 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 720806.76000000 USD 1085250.00000000 AUD 2020-09-16 28320.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -5008.50000000 -0.00097541610 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 439000.00000000 CHF 459411.14000000 USD 2020-09-16 -5008.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -2572.55000000 -0.00050100962 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 209137.43000000 USD 166630.00000000 GBP 2020-09-16 -2572.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -3049.61000000 -0.00059391808 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 223385.89000000 USD 177739.00000000 GBP 2020-09-16 -3049.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -4250.85000000 -0.00082786214 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 753377.95000000 USD 1085250.00000000 AUD 2020-09-16 -4250.85000000 N N N N/A N/A N/A 426199.68000000 PA -15973.25000000 -0.00311082465 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Italy Net Return Index MSCI Italy Net Return Index Y 2020-09-18 0.00000000 USD 0.00000000 USD 426199.68000000 EUR -15973.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 30123.67000000 0.005866649262 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 719003.43000000 USD 1085250.00000000 AUD 2020-09-16 30123.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 5006.00000000 0.000974929223 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 266832.86000000 USD 378750.00000000 SGD 2020-09-16 5006.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -5140.91000000 -0.00100120323 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 774523.59000000 USD 683634.00000000 EUR 2020-09-16 -5140.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -3162.55000000 -0.00061591338 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 274000.00000000 AUD 185974.35000000 USD 2020-09-16 -3162.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -4473.43000000 -0.00087121007 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 206289.16000000 USD 162799.00000000 GBP 2020-09-16 -4473.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -3302.92000000 -0.00064325074 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1224326.00000000 NOK 123933.17000000 USD 2020-09-16 -3302.92000000 N N N N/A N/A 000000000 60860572.72999999 PA -1278990.95000000 -0.24908622731 N/A DE GB N 2 Morgan Stanley International 4PQUHN3JPFGFNF3BB653 N/A N/A Rec/pay the total return of custom basket plus SARON +/- spread (-0.35% to 0.35%). CHF Currency. Maturity 11-40 Months 05/12/21 Adecco Group AG (Registered) 4622965.04000000 USD -54982.15000000 USD EMS-Chemie Holding AG (Registered) 463811.35000000 USD -18584.97000000 USD Clariant AG (Registered) 751160.04000000 USD -11675.47000000 USD Julius Baer Group Ltd. 415230.24000000 USD 10932.56000000 USD Logitech International SA (Registered) 1492366.74000000 USD 67888.48000000 USD Nestle SA (Registered) 643493.11000000 USD -17604.75000000 USD Sunrise Communications Group AG 173357.31000000 USD 10000.51000000 USD Bucher Industries AG (Registered) 156846.17000000 USD -412.12000000 USD Credit Suisse Group AG (Registered) 2209755.28000000 USD 13925.98000000 USD LafargeHolcim Ltd. (Registered) 1090078.59000000 USD -4148.88000000 USD Alcon, Inc. 1384939.79000000 USD 95477.95000000 USD Schindler Holding AG 102236.62000000 USD -48.53000000 USD Helvetia Holding AG (Registered) 1247964.09000000 USD -61052.52000000 USD ABB Ltd. (Registered) 3269178.19000000 USD -158036.83000000 USD Dufry AG (Registered) 1227016.28000000 USD 253260.06000000 USD Idorsia Ltd. 1680128.59000000 USD -26302.52000000 USD Flughafen Zurich AG (Registered) 571537.43000000 USD -20530.06000000 USD Swiss Re AG 3302273.50000000 USD 48279.74000000 USD ams AG 2546098.21000000 USD -379069.83000000 USD UBS Group AG (Registered) 61013.71000000 USD 2024.30000000 USD Partners Group Holding AG 25499.39000000 USD -997.14000000 USD Zurich Insurance Group AG 200551.07000000 USD -1144.97000000 USD Straumann Holding AG (Registered) 2600376.34000000 USD -96641.31000000 USD Temenos AG (Registered) 7845178.37000000 USD -269336.99000000 USD OC Oerlikon Corp. AG (Registered) 162809.12000000 USD 560.23000000 USD Roche Holding AG 6496968.19000000 USD -223906.41000000 USD Vifor Pharma AG 2204553.62000000 USD 56242.41000000 USD dormakaba Holding AG 1014120.72000000 USD -78533.36000000 USD Chocoladefabriken Lindt & Spruengli AG 297336.37000000 USD -4374.18000000 USD Novartis AG (Registered) 4306917.07000000 USD -133762.53000000 USD Lonza Group AG (Registered) 1157389.54000000 USD -15870.68000000 USD Geberit AG (Registered) 1477110.73000000 USD 2952.11000000 USD Sika AG (Registered) 2320787.69000000 USD 5583.65000000 USD Sonova Holding AG (Registered) 3339524.23000000 USD -262805.97000000 USD Y 2021-05-12 0.00000000 USD 0.00000000 USD 60860573.00000000 USD -1272694.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -4251.79000000 -0.00082804521 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 753378.89000000 USD 1085250.00000000 AUD 2020-09-16 -4251.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -3949.77000000 -0.00076922616 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 210514.65000000 USD 166630.00000000 GBP 2020-09-16 -3949.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -4420.63000000 -0.00086092716 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 773803.31000000 USD 683634.00000000 EUR 2020-09-16 -4420.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 16634.50000000 0.003239604508 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 760556.42000000 USD 734652.00000000 CHF 2020-09-16 16634.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -558.13000000 -0.00010869701 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 83000.00000000 SGD 59013.16000000 USD 2020-09-16 -558.13000000 N N N N/A N/A N/A 1167086.70000000 PA -11939.47000000 -0.00232523735 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Australia Net Return Index MSCI Australia Net Return Index Y 2020-09-18 0.00000000 USD 0.00000000 USD 1167086.70000000 AUD -11939.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -2647.60000000 -0.00051562577 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 584574.06000000 USD 789900.00000000 CAD 2020-09-16 -2647.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 18545.76000000 0.003611826487 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 819521.16000000 USD 792196.00000000 CHF 2020-09-16 18545.76000000 N N N N/A N/A N/A 10731.67000000 PA -618.20000000 -0.00012039577 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI United Kingdom Net Return Index MSCI United Kingdom Net Return Index Y 2020-09-18 0.00000000 USD 0.00000000 USD 10731.67000000 GBP -618.20000000 N N N N/A N/A N/A 52.00000000 NC 48936.21000000 0.009530431726 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SPI 200 Index XC0006013624 2020-09-17 7659600.00000000 AUD 48936.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -764.14000000 -0.00014881790 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 119837.56000000 USD 172500.00000000 AUD 2020-09-16 -764.14000000 N N N N/A N/A N/A 321643.25000000 PA -2872.75000000 -0.00055947421 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Switzerland Net Return Index MSCI Switzerland Net Return Index Y 2020-09-18 0.00000000 USD 0.00000000 USD 321643.25000000 CHF -2872.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 862.72000000 0.000168016568 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 99638.11000000 USD 95000.00000000 CHF 2020-09-16 862.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 1613.45000000 0.000314222843 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 144332.52000000 USD 504499.00000000 ILS 2020-09-16 1613.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -5075.00000000 -0.00098836712 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 774457.68000000 USD 683634.00000000 EUR 2020-09-16 -5075.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 224.58000000 0.000043737436 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 218500.00000000 NOK 22931.84000000 USD 2020-09-16 224.58000000 N N N Goldman Sachs Financial Square Funds - Treasury Instruments Fund N/A N/A 33863744.54000000 NS USD 33863744.54000000 6.595036790738 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 862.59000000 0.000167991250 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 99638.24000000 USD 95000.00000000 CHF 2020-09-16 862.59000000 N N N N/A N/A 000000000 73037831.79999999 PA 54797.83000000 0.010671994778 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 (-1.58% to 0.20%). CAD Currency. Maturity 56-62 Months 01/21/25 to 06/11/25 SSR Mining, Inc. 37057.51000000 USD 5056.42000000 USD Canada Goose Holdings, Inc. 1179144.25000000 USD 38186.78000000 USD Shopify, Inc., Class A 728678.25000000 USD -101456.62000000 USD Linamar Corp. 1367004.71000000 USD -89028.26000000 USD Algonquin Power & Utilities Corp. 862388.07000000 USD 61245.74000000 USD Canadian Utilities Ltd., Class A 775039.78000000 USD 46490.92000000 USD Atco Ltd., Class I 1316813.58000000 USD 99464.77000000 USD Genworth MI Canada, Inc. 489294.65000000 USD -13874.88000000 USD CI Financial Corp. 1129241.23000000 USD 24857.73000000 USD Pembina Pipeline Corp. 624100.00000000 USD 8820.08000000 USD Magna International, Inc. 1832860.75000000 USD 3136.83000000 USD Open Text Corp. 841606.77000000 USD -966.13000000 USD Yamana Gold, Inc. 853342.40000000 USD 84316.32000000 USD WSP Global, Inc. 643891.23000000 USD 11517.95000000 USD Descartes Systems Group, Inc. (The) 220299.73000000 USD -8447.90000000 USD Air Canada 408043.53000000 USD -43320.63000000 USD TransAlta Renewables, Inc. 244513.61000000 USD -2678.75000000 USD Kinross Gold Corp. 1304469.80000000 USD 166185.71000000 USD Emera, Inc. 1288005.94000000 USD 20183.17000000 USD Royal Bank of Canada 1034677.00000000 USD 1783.50000000 USD Canadian Natural Resources Ltd. 157907.82000000 USD 1082.72000000 USD TMX Group Ltd. 975382.26000000 USD -19900.04000000 USD iA Financial Corp., Inc. 871361.31000000 USD -39392.54000000 USD Lightspeed POS, Inc. 99038.58000000 USD -6029.34000000 USD Onex Corp. 935128.90000000 USD 4000.97000000 USD Boralex, Inc., Class A 277544.64000000 USD -14275.24000000 USD Element Fleet Management Corp. 1978155.60000000 USD -35004.45000000 USD Centerra Gold, Inc. 296616.82000000 USD 28177.24000000 USD CGI, Inc. 669699.40000000 USD -12479.61000000 USD Canadian National Railway Co. 581793.87000000 USD 9679.96000000 USD Metro, Inc. 752634.06000000 USD 8589.99000000 USD Restaurant Brands International, Inc. 1750206.78000000 USD 57148.30000000 USD Bank of Montreal 825220.27000000 USD -44062.94000000 USD Franco-Nevada Corp. 1111413.82000000 USD -76763.89000000 USD Nutrien Ltd. 480122.02000000 USD -67626.69000000 USD Canadian Imperial Bank of Commerce 1052706.98000000 USD -37870.45000000 USD Saputo, Inc. 916712.87000000 USD 792.68000000 USD Sun Life Financial, Inc. 621052.59000000 USD 1045.02000000 USD West Fraser Timber Co. Ltd. 904310.87000000 USD -88265.62000000 USD Loblaw Cos. Ltd. 597015.76000000 USD 1555.93000000 USD ARC Resources Ltd. 62592.52000000 USD -821.59000000 USD TransAlta Corp. 278690.34000000 USD -3146.98000000 USD Husky Energy, Inc. 6337.17000000 USD 425.63000000 USD BRP, Inc. 1664625.00000000 USD 61073.02000000 USD Tourmaline Oil Corp. 665580.35000000 USD 17723.70000000 USD Cameco Corp. 1431147.44000000 USD -14931.33000000 USD TFI International, Inc. 799699.85000000 USD 49203.57000000 USD Inter Pipeline Ltd. 692174.07000000 USD -10382.06000000 USD Lundin Mining Corp. 82484.50000000 USD 7127.78000000 USD Cogeco Communications, Inc. 408790.47000000 USD 8338.35000000 USD Pan American Silver Corp. 326748.36000000 USD 40787.65000000 USD Dollarama, Inc. 630430.41000000 USD 17288.12000000 USD Teck Resources Ltd., Class B 496820.15000000 USD 5506.71000000 USD George Weston Ltd. 743457.61000000 USD 13370.74000000 USD Thomson Reuters Corp. 798742.96000000 USD -3509.99000000 USD Empire Co. Ltd., Class A 2473331.87000000 USD 98817.98000000 USD Maple Leaf Foods, Inc. 433173.08000000 USD 3783.52000000 USD SNC-Lavalin Group, Inc. 1742803.66000000 USD -18744.95000000 USD National Bank of Canada 510159.22000000 USD 3064.45000000 USD Northland Power, Inc. 524617.56000000 USD -22162.43000000 USD BCE, Inc. 686938.73000000 USD 8898.29000000 USD Shaw Communications, Inc., Class B 457624.15000000 USD -12216.48000000 USD PrairieSky Royalty Ltd. 674063.41000000 USD 28968.08000000 USD AltaGas Ltd. 785462.62000000 USD 10345.54000000 USD CCL Industries, Inc., Class B 245354.36000000 USD -11320.59000000 USD Bausch Health Cos., Inc. 343196.73000000 USD 28088.38000000 USD Stantec, Inc. 442654.31000000 USD 7747.16000000 USD CAE, Inc. 138273.79000000 USD 10220.27000000 USD TC Energy Corp. 1709709.78000000 USD 51942.00000000 USD Wheaton Precious Metals Corp. 1570070.40000000 USD -160224.15000000 USD Bank of Nova Scotia (The) 721037.36000000 USD -28539.50000000 USD Canadian Pacific Railway Ltd. 634375.43000000 USD 7368.94000000 USD Suncor Energy, Inc. 65318.11000000 USD -3242.26000000 USD Canadian Tire Corp. Ltd., Class A 409521.69000000 USD -15347.40000000 USD Alimentation Couche-Tard, Inc., Class B 289611.46000000 USD -1364.59000000 USD Endeavour Mining Corp. 65453.19000000 USD -5874.60000000 USD Premium Brands Holdings Corp. 895598.11000000 USD 19291.85000000 USD First Quantum Minerals Ltd. 402856.91000000 USD -63646.15000000 USD Ovintiv, Inc. 475461.91000000 USD -20481.16000000 USD Parkland Corp. 132893.28000000 USD -4284.59000000 USD Alamos Gold, Inc., Class A 277072.72000000 USD 51091.21000000 USD Finning International, Inc. 1122761.84000000 USD -50103.66000000 USD Agnico Eagle Mines Ltd. 543312.50000000 USD -47884.94000000 USD Fairfax Financial Holdings Ltd. 4325.29000000 USD -208.28000000 USD Cenovus Energy, Inc. 1138411.50000000 USD 17948.86000000 USD Constellation Software, Inc. 107266.17000000 USD -2410.17000000 USD Gildan Activewear, Inc. 367219.49000000 USD 4565.85000000 USD Quebecor, Inc., Class B 440966.35000000 USD -1593.47000000 USD BlackBerry Ltd. 192158.47000000 USD 8676.65000000 USD Ritchie Bros Auctioneers, Inc. 226478.35000000 USD 1519.16000000 USD Intact Financial Corp. 1176366.82000000 USD 22681.40000000 USD Toromont Industries Ltd. 298788.13000000 USD 7244.07000000 USD Manulife Financial Corp. 1272465.45000000 USD -9514.34000000 USD Toronto-Dominion Bank (The) 501108.22000000 USD 11113.33000000 USD Innergex Renewable Energy, Inc. 654346.64000000 USD -2064.12000000 USD Methanex Corp. 544284.03000000 USD -75235.96000000 USD Imperial Oil Ltd. 630699.18000000 USD -23008.07000000 USD Keyera Corp. 303183.35000000 USD -14783.56000000 USD Rogers Communications, Inc., Class B 735757.99000000 USD 35077.23000000 USD Enbridge, Inc. 1200057.28000000 USD 43615.49000000 USD Kinaxis, Inc. 491439.51000000 USD -28812.63000000 USD Capital Power Corp. 430355.32000000 USD -4148.70000000 USD Brookfield Asset Management, Inc., Class A 1426626.87000000 USD 73525.77000000 USD Y 2025-01-21 0.00000000 USD 0.00000000 USD 73037832.00000000 USD 98306.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -4473.15000000 -0.00087115554 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 206287.64000000 USD 162798.00000000 GBP 2020-09-16 -4473.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 1613.28000000 0.000314189735 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 144332.98000000 USD 504500.00000000 ILS 2020-09-16 1613.28000000 N N N N/A N/A N/A 25.00000000 NC -48358.53000000 -0.00941792730 N/A DE ES N 1 BME Clearing 5299009QA8BBE2OOB349 Long IBEX 35 Index ES0SI0000005 2020-07-17 1802450.00000000 EUR -48358.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -1283.88000000 -0.00025003838 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 95760.93000000 USD 909103.00000000 NOK 2020-09-16 -1283.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -2082.04000000 -0.00040548175 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 750069.00000000 NOK 75867.66000000 USD 2020-09-16 -2082.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -2426.71000000 -0.00047260697 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3621372.85000000 USD 3215610.00000000 EUR 2020-09-16 -2426.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 22956.86000000 0.004470897662 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2851365.18000000 USD 310031250.00000000 JPY 2020-09-16 22956.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 29114.39000000 0.005670089820 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 720012.71000000 USD 1085250.00000000 AUD 2020-09-16 29114.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 7961.58000000 0.001550534759 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 573964.88000000 USD 789900.00000000 CAD 2020-09-16 7961.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -6560.11000000 -0.00127759547 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 278354.00000000 CHF 287911.56000000 USD 2020-09-16 -6560.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -6559.75000000 -0.00127752536 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 278354.00000000 CHF 287911.92000000 USD 2020-09-16 -6559.75000000 N N N N/A N/A 000000000 3637050.00000000 PA -7288.64000000 -0.00141947825 N/A DE US N 2 J.P. Morgan Securities ZBUT11V806EZRVTWT807 N/A N/A Y 2020-07-30 0.00000000 USD 0.00000000 USD 3637050.00000000 HKD -7288.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 2278.95000000 0.000443830394 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 824698.29000000 USD 6412500.00000000 HKD 2020-09-16 2278.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -2521.11000000 -0.00049099157 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 204335.60000000 USD 162798.00000000 GBP 2020-09-16 -2521.11000000 N N N United States of America 254900HROIFWPRGM1V77 9127962J7 7615000.00000000 PA USD 7611983.62000000 1.482450116085 Long STIV UST US N 2 2020-10-01 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -558.06000000 -0.00010868338 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 83000.00000000 SGD 59013.23000000 USD 2020-09-16 -558.06000000 N N N N/A N/A N/A 1131.00000000 NC USD 3756955.01000000 0.731675036197 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long S&P 500 E-Mini Index US78378X1072 2020-09-18 174750810.00000000 USD 3756955.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -133.75000000 -0.00002604809 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3874.99000000 USD 36000.00000000 NOK 2020-09-16 -133.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -366.87000000 -0.00007144871 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 119475.00000000 SEK 12467.00000000 USD 2020-09-16 -366.87000000 N N N N/A N/A N/A 2.00000000 NC -7221.90000000 -0.00140648049 N/A DE JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Long TOPIX Index JP9010100007 2020-09-10 31170000.00000000 JPY -7221.90000000 N N N N/A N/A N/A 167.00000000 NC 91479.02000000 0.017815735107 N/A DE US N 1 NASDAQ OMX Commodities Clearing 5493008EIVLUXM0PQX05 Long OMXS30 Index SE0000337842 2020-07-17 27826375.00000000 SEK 91479.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -3114.26000000 -0.00060650880 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 544529.70000000 USD 481074.00000000 EUR 2020-09-16 -3114.26000000 N N N N/A N/A 000000000 8645868.08999999 PA -79538.97000000 -0.01549038479 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus SIBOR +/- spread (-0.75% to 0.25%). SGD Currency. Maturity 56-61 Months 01/21/25 to 05/23/25 Venture Corp. Ltd. 119204.38000000 USD -4072.84000000 USD Singapore Technologies Engineering Ltd. 1057090.37000000 USD 39298.54000000 USD ComfortDelGro Corp. Ltd. 915131.69000000 USD -115843.80000000 USD Jardine Cycle & Carriage Ltd. 261224.23000000 USD 12874.44000000 USD Yangzijiang Shipbuilding Holdings Ltd. 1728492.62000000 USD -86179.98000000 USD United Overseas Bank Ltd. 518721.30000000 USD 16972.88000000 USD Oversea-Chinese Banking Corp. Ltd. 479709.49000000 USD 4033.18000000 USD CapitaLand Ltd. 584780.12000000 USD 15026.34000000 USD Singapore Press Holdings Ltd. 152098.34000000 USD -9884.98000000 USD DBS Group Holdings Ltd. 997605.01000000 USD 28527.13000000 USD Singapore Telecommunications Ltd. 123455.51000000 USD -5019.33000000 USD Genting Singapore Ltd. 1013033.42000000 USD -4372.19000000 USD City Developments Ltd. 405164.32000000 USD 5860.00000000 USD Wilmar International Ltd. 290157.29000000 USD 15684.36000000 USD Y 2025-01-21 0.00000000 USD 0.00000000 USD 8645868.00000000 USD -87096.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -2604.36000000 -0.00050720468 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 195397.83000000 USD 155521.00000000 GBP 2020-09-16 -2604.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -8941.38000000 -0.00174135290 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2883263.42000000 USD 310031250.00000000 JPY 2020-09-16 -8941.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -422.57000000 -0.00008229641 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 588500.00000000 DKK 88457.52000000 USD 2020-09-16 -422.57000000 N N N United States of America 254900HROIFWPRGM1V77 9127962R9 8123000.00000000 PA USD 8119232.96000000 1.581238011659 Long STIV UST US N 2 2020-10-15 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2520.85000000 -0.00049094093 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 204335.34000000 USD 162798.00000000 GBP 2020-09-16 -2520.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 2439.98000000 0.000475191331 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 204123.66000000 USD 166629.00000000 GBP 2020-09-16 2439.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 147.68000000 0.000028760996 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 386322.00000000 SGD 277421.16000000 USD 2020-09-16 147.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 902.07000000 0.000175680064 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32654.47000000 USD 322897.00000000 NOK 2020-09-16 902.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 1729.45000000 0.000336814092 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 268940.83000000 USD 218342.00000000 GBP 2020-09-16 1729.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 8140.04000000 0.001585290227 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 262613.06000000 USD 2520536.00000000 SEK 2020-09-16 8140.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 3131.26000000 0.000609819592 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 72524.05000000 USD 117249.00000000 NZD 2020-09-16 3131.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 22960.42000000 0.004471590979 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2851361.63000000 USD 310031251.00000000 JPY 2020-09-16 22960.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -5139.95000000 -0.00100101627 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 774522.63000000 USD 683634.00000000 EUR 2020-09-16 -5139.95000000 N N N United States of America 254900HROIFWPRGM1V77 9127963J6 52556000.00000000 PA USD 52518159.68000000 10.22802410000 Long STIV UST US N 2 2020-12-10 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 224.55000000 0.000043731593 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 218500.00000000 NOK 22931.81000000 USD 2020-09-16 224.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -2268.88000000 -0.00044186924 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 130258.45000000 USD 1191500.00000000 SEK 2020-09-16 -2268.88000000 N N N N/A N/A 000000000 34477831.20000000 PA -474814.77000000 -0.09247119358 N/A DE DE N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A N/A Rec/pay the total return of custom basket plus HKD1M +/- spread (-0.15% to 0.03%). HKD Currency. Maturity 61 Months 01/21/25 Wharf Real Estate Investment Co. Ltd. 2179475.78000000 USD -76567.41000000 USD CLP Holdings Ltd. 1478096.86000000 USD -15154.13000000 USD Wheelock & Co. Ltd. 242312.11000000 USD -10327.25000000 USD Budweiser Brewing Co. APAC Ltd. 1052412.00000000 USD 7464.24000000 USD Hong Kong & China Gas Co. Ltd. 1986483.79000000 USD 38658.75000000 USD New World Development Co. Ltd. 988787.82000000 USD -5371.96000000 USD MTR Corp. Ltd. 3257567.06000000 USD -20884.93000000 USD Minth Group Ltd. 223899.23000000 USD 18094.09000000 USD NWS Holdings Ltd. 240948.08000000 USD -18164.68000000 USD HKT Trust & HKT Ltd. 79243.30000000 USD 652.20000000 USD WH Group Ltd. 2566225.39000000 USD -69754.25000000 USD Galaxy Entertainment Group Ltd. 740852.94000000 USD -5107.13000000 USD BOC Hong Kong Holdings Ltd. 233738.30000000 USD 6275.59000000 USD ASM Pacific Technology Ltd. 138440.68000000 USD 2040.38000000 USD Henderson Land Development Co. Ltd. 1079125.07000000 USD -25260.98000000 USD Techtronic Industries Co. Ltd. 1597970.75000000 USD -13290.03000000 USD Melco International Development Ltd. 733087.01000000 USD -48943.51000000 USD Hang Lung Properties Ltd. 648996.78000000 USD -10746.38000000 USD Hysan Development Co. Ltd. 1533412.28000000 USD -4875.31000000 USD Kerry Properties Ltd. 1439088.21000000 USD -72700.66000000 USD CK Hutchison Holdings Ltd. 1932962.76000000 USD -83228.87000000 USD CK Asset Holdings Ltd. 1664110.48000000 USD -43747.70000000 USD Sun Hung Kai Properties Ltd. 1053957.28000000 USD -13683.75000000 USD Sino Land Co. Ltd. 245448.86000000 USD 649.27000000 USD Swire Properties Ltd. 951821.48000000 USD -11945.01000000 USD Yue Yuen Industrial Holdings Ltd. 986202.55000000 USD -28895.47000000 USD Wynn Macau Ltd. 277509.51000000 USD 16046.12000000 USD Hang Seng Bank Ltd. 2240022.19000000 USD 47430.88000000 USD AIA Group Ltd. 2685632.65000000 USD -23186.06000000 USD Y 2025-01-21 0.00000000 USD 0.00000000 USD 34477831.00000000 USD -464523.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 720.88000000 0.000140392924 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 557232.76000000 USD 495769.00000000 EUR 2020-09-16 720.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -167.81000000 -0.00003268135 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 583000.00000000 SEK 62457.38000000 USD 2020-09-16 -167.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -167.89000000 -0.00003269693 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 583000.00000000 SEK 62457.30000000 USD 2020-09-16 -167.89000000 N N N N/A N/A N/A 156.00000000 NC -104385.76000000 -0.02032935037 N/A DE GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long FTSE 100 Index GB0001383545 2020-09-18 9590100.00000000 GBP -104385.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 12891.53000000 0.002510653083 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2861430.51000000 USD 310031250.00000000 JPY 2020-09-16 12891.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -98.04000000 -0.00001909350 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 64500.00000000 ILS 18561.09000000 USD 2020-09-16 -98.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 2307.76000000 0.000449441203 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 214723.40000000 USD 23409500.00000000 JPY 2020-09-16 2307.76000000 N N N United States of America 254900HROIFWPRGM1V77 912796TP4 52556000.00000000 PA USD 52526335.29000000 10.22961631756 Long STIV UST US N 2 2020-11-05 None 0.00000000 N N N N N N N/A N/A N/A 3387452.26000000 PA -20380.55000000 -0.00396915577 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Netherlands Net Return Index MSCI Netherlands Net Return Index Y 2020-09-18 0.00000000 USD 0.00000000 USD 3387452.26000000 EUR -20380.55000000 N N N N/A N/A N/A 42302.04000000 PA -142.39000000 -0.00002773075 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Sweden Net Return Index MSCI Sweden Net Return Index Y 2020-09-18 0.00000000 USD 0.00000000 USD 42302.04000000 SEK -142.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -2081.94000000 -0.00040546227 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 750069.00000000 NOK 75867.76000000 USD 2020-09-16 -2081.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 725.54000000 0.000141300469 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 668867.45000000 USD 594966.00000000 EUR 2020-09-16 725.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 26875.91000000 0.005234141045 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2365572.86000000 USD 2261500.00000000 CHF 2020-09-16 26875.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -3231.63000000 -0.00062936686 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 278354.00000000 CHF 291240.04000000 USD 2020-09-16 -3231.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -3049.31000000 -0.00059385965 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 223384.36000000 USD 177738.00000000 GBP 2020-09-16 -3049.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 2753.97000000 0.000536341556 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 548083.64000000 USD 444345.00000000 GBP 2020-09-16 2753.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -5953.73000000 -0.00115950167 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2448651.00000000 NOK 248518.34000000 USD 2020-09-16 -5953.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 7106.30000000 0.001383967147 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 243353.23000000 USD 2331616.00000000 SEK 2020-09-16 7106.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -2431.24000000 -0.00047348919 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3621377.38000000 USD 3215610.00000000 EUR 2020-09-16 -2431.24000000 N N N N/A N/A 000000000 218886804.50000000 PA 924229.02000000 0.179995581491 N/A DE GB N 2 Morgan Stanley International 4PQUHN3JPFGFNF3BB653 N/A N/A Rec/pay the total return of custom basket plus EONIA +/- spread (-6.50% to 0.35%). EUR Currency. Maturity 6-37 Months 12/16/20 Boskalis Westminster 1032579.93000000 USD -21622.19000000 USD adidas AG 3839561.61000000 USD 109443.53000000 USD CTS Eventim AG & Co. KGaA 1756717.96000000 USD 111427.95000000 USD Koninklijke Ahold Delhaize NV 6057353.06000000 USD 115241.58000000 USD OCI NV 1362079.62000000 USD 217269.77000000 USD Telefonica SA 361018.41000000 USD 23895.77000000 USD United Internet AG (Registered) 3139028.92000000 USD -142055.91000000 USD Continental AG 553787.75000000 USD -3243.86000000 USD ASML Holding NV 598836.21000000 USD -6864.04000000 USD Bayerische Motoren Werke AG 593526.98000000 USD 4514.45000000 USD Aalberts NV 593284.60000000 USD 17190.04000000 USD Krones AG 213545.83000000 USD -2503.42000000 USD CaixaBank SA 131857.22000000 USD 3166.39000000 USD Signify NV 3213054.01000000 USD 141627.31000000 USD Mapfre SA 885128.37000000 USD -91483.31000000 USD Endesa SA 5315284.54000000 USD 7144.10000000 USD Melia Hotels International SA 326092.41000000 USD 47318.64000000 USD Heineken NV 3855024.76000000 USD 109852.79000000 USD E.ON SE 1940205.24000000 USD -26605.09000000 USD Deutsche Post AG (Registered) 1784439.50000000 USD 82395.99000000 USD Merck KGaA 1671260.24000000 USD -12125.69000000 USD Acciona SA 150219.19000000 USD 9399.96000000 USD Scout24 AG 112260.62000000 USD -1550.41000000 USD Banco Bilbao Vizcaya Argentaria SA 228974.51000000 USD -7021.23000000 USD Banco Santander SA 1633370.38000000 USD 51501.69000000 USD Rheinmetall AG 3364402.95000000 USD 78516.16000000 USD KION Group AG 565088.37000000 USD 12553.54000000 USD Fortum OYJ 2125094.07000000 USD -55363.12000000 USD ASM International NV 3139896.41000000 USD 343253.25000000 USD Amadeus IT Group SA 1088054.83000000 USD 97597.90000000 USD Enagas SA 2570263.34000000 USD 33333.12000000 USD ArcelorMittal SA 627547.01000000 USD 35433.52000000 USD GEA Group AG 1167270.24000000 USD 15799.62000000 USD Software AG 2186164.01000000 USD 60256.03000000 USD Nemetschek SE 239943.30000000 USD 3918.47000000 USD K+S AG (Registered) 177475.14000000 USD -22942.79000000 USD Huhtamaki OYJ 317040.95000000 USD 3685.94000000 USD Acerinox SA 521236.98000000 USD -12876.18000000 USD UCB SA 5041290.74000000 USD -147920.06000000 USD Red Electrica Corp. SA 4088784.35000000 USD -137857.96000000 USD Koninklijke DSM NV 2253571.46000000 USD -60351.19000000 USD Siemens Healthineers AG 1016304.64000000 USD 22564.08000000 USD Zalando SE 2740149.59000000 USD -127279.59000000 USD Solvay SA 178502.57000000 USD -1462.02000000 USD Koninklijke KPN NV 285260.10000000 USD -8594.21000000 USD Anheuser-Busch InBev SA/NV 3388243.39000000 USD 174324.48000000 USD Altice Europe NV 1344996.11000000 USD 104701.95000000 USD Aperam SA 148526.20000000 USD -6104.20000000 USD Kesko OYJ, Class B 1435050.68000000 USD 25370.11000000 USD HUGO BOSS AG 3587030.02000000 USD -262902.28000000 USD ASR Nederland NV 4059600.96000000 USD 46276.29000000 USD Aegon NV 1247611.04000000 USD -14356.70000000 USD Neste OYJ 604616.18000000 USD -3246.35000000 USD Hannover Rueck SE 2505086.42000000 USD 39978.64000000 USD Nokia OYJ 225996.45000000 USD -2218.30000000 USD Wolters Kluwer NV 39316.59000000 USD -798.64000000 USD Evonik Industries AG 1307961.90000000 USD -27371.23000000 USD Just Eat Takeaway.com NV 1256181.91000000 USD -75021.99000000 USD RWE AG 1088335.20000000 USD -13290.01000000 USD Telefonica Deutschland Holding AG 387137.05000000 USD -2425.57000000 USD BASF SE 1636100.57000000 USD -98198.29000000 USD ProSiebenSat.1 Media SE 2185847.54000000 USD 88194.61000000 USD LANXESS AG 894861.78000000 USD 1262.07000000 USD Beiersdorf AG 1905168.90000000 USD -18051.99000000 USD MTU Aero Engines AG 1725510.93000000 USD 74831.89000000 USD Stora Enso OYJ, Class R 329731.38000000 USD -19076.49000000 USD Freenet AG 679950.32000000 USD -32721.52000000 USD Wirecard AG 61571.72000000 USD -910352.70000000 USD Deutsche Bank AG (Registered) 2206195.64000000 USD -14595.65000000 USD Infineon Technologies AG 911254.49000000 USD 31757.78000000 USD Akzo Nobel NV 1102344.71000000 USD -32137.41000000 USD Siemens AG (Registered) 1743701.83000000 USD -43019.04000000 USD Umicore SA 6281402.83000000 USD 230795.14000000 USD Nokian Renkaat OYJ 2686215.84000000 USD 86199.78000000 USD Orion OYJ, Class B 1504344.48000000 USD -18382.59000000 USD SBM Offshore NV 3836129.57000000 USD 115043.49000000 USD NN Group NV 2247553.70000000 USD -30692.08000000 USD Adyen NV 2162184.72000000 USD -28125.92000000 USD UPM-Kymmene OYJ 2502869.15000000 USD -80560.28000000 USD Symrise AG 2929930.62000000 USD -196931.07000000 USD Bayer AG (Registered) 4238311.31000000 USD -194789.47000000 USD Prosus NV 1129665.98000000 USD -44652.50000000 USD Randstad NV 2013249.64000000 USD 23166.16000000 USD Fraport AG Frankfurt Airport Services Worldwide 335501.90000000 USD 34639.97000000 USD Rational AG 1496236.24000000 USD -7710.71000000 USD FUCHS PETROLUB SE (Preference) 1037081.25000000 USD 2546.73000000 USD Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered) 302318.66000000 USD -6104.95000000 USD Dialog Semiconductor plc 2980021.86000000 USD 191081.86000000 USD Henkel AG & Co. KGaA (Preference) 320837.10000000 USD -8226.25000000 USD Uniper SE 467482.71000000 USD 3544.78000000 USD Deutsche Lufthansa AG (Registered) 648732.13000000 USD -98111.77000000 USD Bankinter SA 390007.10000000 USD 11813.16000000 USD Puma SE 2512675.96000000 USD 894.18000000 USD Kone OYJ, Class B 2192469.27000000 USD 31574.20000000 USD thyssenkrupp AG 1227438.43000000 USD 136057.84000000 USD Galapagos NV 1441844.87000000 USD -62004.64000000 USD Duerr AG 292224.33000000 USD 5284.55000000 USD Knorr-Bremse AG 1156531.82000000 USD 71929.32000000 USD Argenx SE 193353.58000000 USD 1910.44000000 USD HOCHTIEF AG 3597258.94000000 USD 2206.76000000 USD HeidelbergCement AG 4011135.28000000 USD -166396.34000000 USD Carl Zeiss Meditec AG 1637217.40000000 USD 90359.33000000 USD Cellnex Telecom SA 6395330.45000000 USD -268387.60000000 USD Koninklijke Vopak NV 1989726.96000000 USD 69733.88000000 USD Sampo OYJ, Class A 2141746.72000000 USD 967.11000000 USD Allianz SE (Registered) 740537.17000000 USD 3590.50000000 USD Unilever NV 2352806.91000000 USD 103601.68000000 USD Brenntag AG 1673155.55000000 USD 15652.56000000 USD Deutsche Telekom AG (Registered) 237241.69000000 USD -5726.69000000 USD Ferrovial SA 4065231.17000000 USD 238927.75000000 USD Delivery Hero SE 1220875.60000000 USD -21024.49000000 USD Naturgy Energy Group SA 2564027.56000000 USD -55947.76000000 USD Fresenius Medical Care AG & Co. KGaA 4307946.22000000 USD -14523.40000000 USD Stroeer SE & Co. KGaA 599577.68000000 USD 49649.42000000 USD Sartorius AG (Preference) 4556974.86000000 USD 68308.05000000 USD Ageas 2512146.71000000 USD -115485.03000000 USD Repsol SA 191678.94000000 USD 8902.48000000 USD SAP SE 1384335.61000000 USD -46377.15000000 USD Volkswagen AG (Preference) 41800.04000000 USD 366.52000000 USD Daimler AG (Registered) 3656097.16000000 USD 80180.33000000 USD Iberdrola SA 293630.03000000 USD 10617.22000000 USD Covestro AG 1628692.19000000 USD 45730.25000000 USD Aurubis AG 3047610.09000000 USD 83830.22000000 USD METRO AG 381705.02000000 USD 4993.84000000 USD Grifols SA 1996166.56000000 USD 74702.66000000 USD Koninklijke Philips NV 85774.15000000 USD 859.21000000 USD Y 2020-12-16 0.00000000 USD 0.00000000 USD 218886805.00000000 USD 308889.53000000 N N N N/A N/A N/A 171.39000000 PA -14.12000000 -0.00000274990 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Spain Net Return Index MSCI Spain Net Return Index Y 2020-09-18 0.00000000 USD 0.00000000 USD 171.39000000 EUR -14.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -2827.98000000 -0.00055075516 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 174964.97000000 USD 138858.00000000 GBP 2020-09-16 -2827.98000000 N N N N/A N/A N/A 237067.20000000 PA -66.49000000 -0.00001294906 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Hong Kong Net Return Index MSCI Hong Kong Net Return Index Y 2020-09-18 0.00000000 USD 0.00000000 USD 237067.20000000 HKD -66.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 2077.00000000 0.000404500199 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 204487.88000000 USD 166630.00000000 GBP 2020-09-16 2077.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 4427.65000000 0.000862294322 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1717378.87000000 USD 1529909.00000000 EUR 2020-09-16 4427.65000000 N N N N/A N/A N/A 553020.36000000 PA -42840.56000000 -0.00834329083 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Spain Net Return Index MSCI Spain Net Return Index Y 2020-09-18 0.00000000 USD 0.00000000 USD 553020.36000000 EUR -42840.56000000 N N N N/A N/A 000000000 299075221.39999998 PA USD 1200500.36000000 0.233800016774 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 (-0.96% to 0.20%). USD Currency. Maturity 56-62 Months 01/22/25 to 07/02/25 Littelfuse, Inc. 1532257.40000000 USD -41397.80000000 USD Masimo Corp. 401034.41000000 USD -5593.62000000 USD Armstrong World Industries, Inc. 493174.96000000 USD -4428.20000000 USD Anthem, Inc. 1005372.54000000 USD -10475.02000000 USD Range Resources Corp. 731815.55000000 USD 140383.80000000 USD National Oilwell Varco, Inc. 580478.50000000 USD 0.00000000 USD DENTSPLY SIRONA, Inc. 852120.40000000 USD -12830.32000000 USD Ionis Pharmaceuticals, Inc. 570438.00000000 USD -12674.25000000 USD Raytheon Technologies Corp. 1788643.74000000 USD -153262.56000000 USD Laboratory Corp. of America Holdings 621915.84000000 USD 15387.84000000 USD Centene Corp. 654247.25000000 USD -205.90000000 USD Seattle Genetics, Inc. 335761.92000000 USD -12045.65000000 USD Concho Resources, Inc. 286855.00000000 USD 30245.10000000 USD Marathon Oil Corp. 345357.72000000 USD -14107.75000000 USD Thermo Fisher Scientific, Inc. 164864.70000000 USD -5682.95000000 USD Hubbell, Inc. 282937.52000000 USD 7583.52000000 USD Premier, Inc., Class A 453695.80000000 USD -2514.65000000 USD Seagate Technology plc 315778.43000000 USD -17025.03000000 USD ResMed, Inc. 352896.00000000 USD -36024.80000000 USD Mettler-Toledo International, Inc. 218304.05000000 USD -6281.78000000 USD Molina Healthcare, Inc. 111415.48000000 USD 5746.68000000 USD NetApp, Inc. 14375.88000000 USD -388.80000000 USD AO Smith Corp. 132548.56000000 USD -1603.41000000 USD Eli Lilly and Co. 149567.98000000 USD -3835.31000000 USD Trinity Industries, Inc. 1340503.56000000 USD 71778.96000000 USD Mylan NV 1386240.72000000 USD 9482.99000000 USD AGCO Corp. 1405245.48000000 USD 20270.40000000 USD Insulet Corp. 2049054.48000000 USD -3364.36000000 USD NewMarket Corp. 2332796.00000000 USD -71880.50000000 USD DexCom, Inc. 1439170.00000000 USD -6474.58000000 USD BioMarin Pharmaceutical, Inc. 645191.54000000 USD -62876.62000000 USD MSC Industrial Direct Co., Inc., Class A 1695235.23000000 USD -6984.90000000 USD National Instruments Corp. 1527651.44000000 USD -16574.88000000 USD Neurocrine Biosciences, Inc. 388204.00000000 USD -8686.86000000 USD Xerox Holdings Corp. 1120466.49000000 USD -106257.45000000 USD Edwards Lifesciences Corp. 1052545.30000000 USD -10965.60000000 USD Arista Networks, Inc. 1072203.15000000 USD 84283.55000000 USD Alexion Pharmaceuticals, Inc. 2772552.48000000 USD -81022.56000000 USD HCA Healthcare, Inc. 719505.78000000 USD -15122.52000000 USD United Rentals, Inc. 640126.80000000 USD 27905.70000000 USD 3M Co. 1071183.33000000 USD -22180.41000000 USD GrafTech International Ltd. 671333.46000000 USD 30285.72000000 USD Fortive Corp. 1401035.62000000 USD 4969.68000000 USD Mercury Systems, Inc. 1588538.70000000 USD 40793.90000000 USD Snap-on, Inc. 976911.03000000 USD 17914.62000000 USD Juniper Networks, Inc. 488198.16000000 USD -24132.28000000 USD Regeneron Pharmaceuticals, Inc. 1872820.95000000 USD 61711.65000000 USD Syneos Health, Inc. 304298.00000000 USD -24396.08000000 USD Arrow Electronics, Inc. 3531696.35000000 USD 105914.90000000 USD Occidental Petroleum Corp. 1469508.30000000 USD 59422.74000000 USD HD Supply Holdings, Inc. 1337905.80000000 USD -28572.88000000 USD Cardinal Health, Inc. 2275327.43000000 USD -64087.59000000 USD WW Grainger, Inc. 541297.68000000 USD -6702.47000000 USD Intuitive Surgical, Inc. 1482127.83000000 USD 22524.66000000 USD General Dynamics Corp. 1579493.28000000 USD -80211.12000000 USD Henry Schein, Inc. 487731.67000000 USD 11527.14000000 USD Pure Storage, Inc., Class A 1028864.77000000 USD 7124.28000000 USD Air Lease Corp. 806031.51000000 USD 51460.53000000 USD Live Nation Entertainment, Inc. 262921.23000000 USD 21766.77000000 USD Incyte Corp. 470360.28000000 USD 34789.56000000 USD Marathon Petroleum Corp. 340830.84000000 USD 2279.50000000 USD Roper Technologies, Inc. 1709120.52000000 USD 61495.94000000 USD Illinois Tool Works, Inc. 895406.85000000 USD -12392.82000000 USD Donaldson Co., Inc. 423611.12000000 USD -6738.44000000 USD Univar Solutions, Inc. 388134.06000000 USD 17265.75000000 USD Cummins, Inc. 1146634.68000000 USD 12177.12000000 USD II-VI, Inc. 4143696.66000000 USD 89508.06000000 USD Integra LifeSciences Holdings Corp. 292747.70000000 USD -10061.45000000 USD Avanos Medical, Inc. 893485.39000000 USD 3344.11000000 USD Fastenal Co. 1473653.16000000 USD -26831.22000000 USD SYNNEX Corp. 1779422.89000000 USD 276340.20000000 USD Hologic, Inc. 3100458.00000000 USD 237157.84000000 USD HollyFrontier Corp. 1255483.20000000 USD -79112.64000000 USD Danaher Corp. 779289.81000000 USD -2203.50000000 USD Allison Transmission Holdings, Inc. 1300504.02000000 USD -18740.27000000 USD Boston Scientific Corp. 844922.15000000 USD -42835.70000000 USD Bluebird Bio, Inc. 341579.84000000 USD 19138.32000000 USD Teleflex, Inc. 316298.62000000 USD 3328.27000000 USD WPX Energy, Inc. 797.50000000 USD -35.00000000 USD Dover Corp. 362293.12000000 USD 4427.36000000 USD Centennial Resource Development, Inc., Class A 68842.39000000 USD 25525.83000000 USD AMETEK, Inc. 700392.69000000 USD 4780.57000000 USD Waters Corp. 417445.60000000 USD -18743.40000000 USD Arrowhead Pharmaceuticals, Inc. 45133.55000000 USD -8025.60000000 USD Woodward, Inc. 864372.30000000 USD 14266.88000000 USD Hewlett Packard Enterprise Co. 289302.09000000 USD 9217.23000000 USD Core Laboratories NV 169875.20000000 USD -5350.40000000 USD WESCO International, Inc. 1770737.74000000 USD -210814.12000000 USD Agios Pharmaceuticals, Inc. 1466956.40000000 USD -149767.80000000 USD Sage Therapeutics, Inc. 409022.46000000 USD -34232.76000000 USD Agilent Technologies, Inc. 481793.24000000 USD 2453.40000000 USD MasTec, Inc. 616603.54000000 USD 18963.96000000 USD Cerner Corp. 150535.80000000 USD -2327.76000000 USD EchoStar Corp., Class A 174917.76000000 USD -12235.43000000 USD ONEOK, Inc. 913716.10000000 USD 81139.75000000 USD Trex Co., Inc. 2698172.08000000 USD -199972.16000000 USD Humana, Inc. 2196991.50000000 USD 43911.50000000 USD Toro Co. (The) 967502.56000000 USD 6271.12000000 USD Cognex Corp. 2067924.44000000 USD -110333.81000000 USD Valero Energy Corp. 110111.04000000 USD -6552.00000000 USD Hess Corp. 2986380.21000000 USD -80697.40000000 USD Johnson Controls International plc 3628877.16000000 USD -117986.34000000 USD Deere & Co. 1960917.70000000 USD -20463.92000000 USD HEICO Corp. 2093247.90000000 USD 243669.60000000 USD AmerisourceBergen Corp. 1820510.82000000 USD 11200.92000000 USD Ligand Pharmaceuticals, Inc. 2568076.00000000 USD -15153.60000000 USD Vishay Intertechnology, Inc. 2118880.47000000 USD -36077.86000000 USD Allscripts Healthcare Solutions, Inc. 105341.20000000 USD -2134.06000000 USD Acadia Healthcare Co., Inc. 1617326.08000000 USD 126836.48000000 USD Exelixis, Inc. 1514042.24000000 USD 80357.76000000 USD Lockheed Martin Corp. 1776795.48000000 USD -83698.11000000 USD Belden, Inc. 579487.65000000 USD 35606.00000000 USD Vertex Pharmaceuticals, Inc. 1409455.05000000 USD 49618.10000000 USD Keysight Technologies, Inc. 591981.72000000 USD 20735.22000000 USD Biogen, Inc. 2706803.35000000 USD -140727.47000000 USD GATX Corp. 1327534.60000000 USD 33525.80000000 USD Zebra Technologies Corp., Class A 358841.90000000 USD 6827.74000000 USD ViaSat, Inc. 1983230.19000000 USD 152476.65000000 USD BWX Technologies, Inc. 1304815.68000000 USD 83163.57000000 USD Exact Sciences Corp. 1758100.68000000 USD 5257.72000000 USD United Therapeutics Corp. 1450064.00000000 USD 39067.84000000 USD Hill-Rom Holdings, Inc. 954207.76000000 USD 125860.16000000 USD Exxon Mobil Corp. 1140002.24000000 USD 48689.72000000 USD Repligen Corp. 1755756.44000000 USD -92183.96000000 USD Targa Resources Corp. 354556.62000000 USD 20669.22000000 USD Spirit AeroSystems Holdings, Inc., Class A 432667.62000000 USD 66147.18000000 USD Fluor Corp. 45517.44000000 USD 2826.00000000 USD Guardant Health, Inc. 761486.18000000 USD -26468.52000000 USD Encompass Health Corp. 745017.90000000 USD 44150.10000000 USD EQT Corp. 212700.60000000 USD -37892.88000000 USD Motorola Solutions, Inc. 605501.73000000 USD -302.47000000 USD Globus Medical, Inc., Class A 93511.60000000 USD -725.20000000 USD Patterson-UTI Energy, Inc. 315887.98000000 USD -81930.60000000 USD Rockwell Automation, Inc. 997905.00000000 USD -5294.05000000 USD Williams Cos., Inc. (The) 675076.86000000 USD -1419.72000000 USD Veeva Systems, Inc., Class A 220354.80000000 USD -5113.60000000 USD Perrigo Co. plc 135798.39000000 USD -3390.66000000 USD PBF Energy, Inc., Class A 603545.60000000 USD -100787.40000000 USD DaVita, Inc. 320754.42000000 USD 3647.70000000 USD Amphenol Corp., Class A 442929.63000000 USD 12297.18000000 USD Illumina, Inc. 811066.50000000 USD -21221.10000000 USD Becton Dickinson and Co. 168924.62000000 USD 1412.00000000 USD Kennametal, Inc. 222301.53000000 USD 2168.04000000 USD Ciena Corp. 574962.56000000 USD 5732.64000000 USD Dell Technologies, Inc., Class C 323816.36000000 USD -43733.48000000 USD CNX Resources Corp. 272985.35000000 USD -62486.82000000 USD Resideo Technologies, Inc. 186406.60000000 USD -11292.55000000 USD Bristol-Myers Squibb Co. 798033.60000000 USD 25108.20000000 USD ICU Medical, Inc. 327334.56000000 USD 2593.11000000 USD Patterson Cos., Inc. 318076.00000000 USD -38892.02000000 USD Dolby Laboratories, Inc., Class A 106907.01000000 USD 600.51000000 USD Fortune Brands Home & Security, Inc. 441117.00000000 USD 8625.00000000 USD Acuity Brands, Inc. 699763.66000000 USD 6402.50000000 USD Kosmos Energy Ltd. 727111.54000000 USD -192728.36000000 USD CommScope Holding Co., Inc. 583.10000000 USD 117.95000000 USD Parsley Energy, Inc., Class A 122745.24000000 USD 2528.46000000 USD Valmont Industries, Inc. 207129.26000000 USD -1020.88000000 USD PACCAR, Inc. 21556.80000000 USD -158.40000000 USD Lions Gate Entertainment Corp., Class A 22126.26000000 USD -29.86000000 USD Johnson & Johnson 1587290.81000000 USD -38262.93000000 USD Amgen, Inc. 864191.04000000 USD 36236.96000000 USD Pentair plc 1216211.86000000 USD -8003.50000000 USD Elanco Animal Health, Inc. 1311796.20000000 USD 8561.84000000 USD IDEXX Laboratories, Inc. 673196.24000000 USD -28444.05000000 USD Devon Energy Corp. 544750.92000000 USD -61969.02000000 USD Western Digital Corp. 311389.95000000 USD -3103.32000000 USD Baker Hughes Co. 663693.75000000 USD 30618.75000000 USD Xylem, Inc. 1297056.32000000 USD 42130.37000000 USD PerkinElmer, Inc. 591973.15000000 USD -3077.85000000 USD Murphy Oil Corp. 443628.60000000 USD 25717.60000000 USD Cabot Oil & Gas Corp. 159241.42000000 USD 15849.99000000 USD Emerson Electric Co. 567636.53000000 USD -5124.56000000 USD Stanley Black & Decker, Inc. 135616.74000000 USD 3954.68000000 USD Catalent, Inc. 2327421.60000000 USD -64456.56000000 USD West Pharmaceutical Services, Inc. 196729.22000000 USD 13786.72000000 USD Colfax Corp. 1687168.80000000 USD 33864.32000000 USD Penumbra, Inc. 2524044.30000000 USD -104733.30000000 USD Coherent, Inc. 1690820.82000000 USD 187955.04000000 USD Dycom Industries, Inc. 2167906.02000000 USD -14845.04000000 USD Boeing Co. (The) 3416895.30000000 USD 172242.84000000 USD Jazz Pharmaceuticals plc 1613832.84000000 USD -4161.16000000 USD Cisco Systems, Inc. 1907809.20000000 USD 19225.35000000 USD NOW, Inc. 1552847.68000000 USD -19792.96000000 USD Howmet Aerospace, Inc. 1859902.40000000 USD 123211.20000000 USD Curtiss-Wright Corp. 1634091.84000000 USD -82546.53000000 USD Zimmer Biomet Holdings, Inc. 1173189.44000000 USD -85610.59000000 USD Masco Corp. 1133641.38000000 USD 41317.74000000 USD Bio-Rad Laboratories, Inc., Class A 2570784.06000000 USD -22776.00000000 USD Alnylam Pharmaceuticals, Inc. 870886.80000000 USD -64070.03000000 USD Quanta Services, Inc. 1359123.35000000 USD 10739.95000000 USD Corning, Inc. 1124111.80000000 USD 58592.70000000 USD Gilead Sciences, Inc. 2373599.00000000 USD 98103.00000000 USD Eaton Corp. plc 815751.00000000 USD -12682.00000000 USD Prestige Consumer Healthcare, Inc. 964578.36000000 USD 81408.96000000 USD Graco, Inc. 775470.41000000 USD 16643.77000000 USD Halliburton Co. 484166.98000000 USD -746.02000000 USD Flowserve Corp. 492740.04000000 USD 3628.17000000 USD Sensata Technologies Holding plc 477474.75000000 USD 1795.50000000 USD Bio-Techne Corp. 792210.00000000 USD -26070.00000000 USD Jabil, Inc. 1845562.40000000 USD -44873.40000000 USD Tenet Healthcare Corp. 523143.57000000 USD -80883.60000000 USD Noble Energy, Inc. 629565.44000000 USD 81506.24000000 USD Cooper Cos., Inc. (The) 408157.96000000 USD -27182.71000000 USD Stryker Corp. 396237.81000000 USD -20604.63000000 USD Covetrus, Inc. 2157963.36000000 USD 19299.84000000 USD Ingersoll Rand, Inc. 3525262.96000000 USD 179271.90000000 USD EnerSys 336127.98000000 USD 4646.69000000 USD Cigna Corp. 239066.10000000 USD 5287.10000000 USD Align Technology, Inc. 249465.96000000 USD 11117.07000000 USD Haemonetics Corp. 275576.12000000 USD -4769.35000000 USD Crane Co. 2215955.28000000 USD 122611.72000000 USD Alkermes plc 1150211.97000000 USD 134393.88000000 USD Watsco, Inc. 811733.60000000 USD 12059.52000000 USD Textron, Inc. 437637.18000000 USD -22340.64000000 USD EOG Resources, Inc. 1328963.78000000 USD -47744.06000000 USD Lennox International, Inc. 440351.10000000 USD -5292.00000000 USD Chevron Corp. 705987.76000000 USD 18276.72000000 USD STERIS plc 277879.84000000 USD -2716.50000000 USD HealthEquity, Inc. 2384818.16000000 USD 102432.96000000 USD Helmerich & Payne, Inc. 558922.48000000 USD -66463.36000000 USD Cantel Medical Corp. 473835.99000000 USD -33531.69000000 USD Bruker Corp. 363435.12000000 USD -5092.38000000 USD Lumentum Holdings, Inc. 19298.91000000 USD 1462.29000000 USD Apple, Inc. 2476992.00000000 USD 89695.90000000 USD McKesson Corp. 1177958.76000000 USD -7908.34000000 USD NuVasive, Inc. 199930.72000000 USD -14691.28000000 USD Huntington Ingalls Industries, Inc. 1452454.76000000 USD -78745.04000000 USD L3Harris Technologies, Inc. 758085.56000000 USD 97223.68000000 USD Regal Beloit Corp. 2867326.84000000 USD 100809.59000000 USD Antero Resources Corp. 133296.66000000 USD -64549.17000000 USD F5 Networks, Inc. 181324.00000000 USD -923.00000000 USD NCR Corp. 66023.84000000 USD 2935.24000000 USD Lincoln Electric Holdings, Inc. 177662.16000000 USD 569.43000000 USD LivaNova plc 95586.18000000 USD 2383.20000000 USD AECOM 83051.80000000 USD 4110.60000000 USD Schlumberger Ltd. 260990.88000000 USD 20436.48000000 USD Cimarex Energy Co. 134755.98000000 USD -6470.64000000 USD Baxter International, Inc. 2486481.90000000 USD 28879.00000000 USD Abbott Laboratories 179842.81000000 USD 1042.51000000 USD Moderna, Inc. 145243.02000000 USD -2035.80000000 USD Varian Medical Systems, Inc. 46190.04000000 USD 1553.24000000 USD Nektar Therapeutics 2103066.96000000 USD -131668.70000000 USD Hexcel Corp. 1578539.76000000 USD -12566.88000000 USD CDW Corp. 259313.76000000 USD -2232.00000000 USD Timken Co. (The) 2143215.86000000 USD 42402.60000000 USD ITT, Inc. 1506446.04000000 USD 47958.02000000 USD World Fuel Services Corp. 2254103.04000000 USD 35001.60000000 USD Jacobs Engineering Group, Inc. 1667507.20000000 USD 12191.68000000 USD IPG Photonics Corp. 1385929.99000000 USD 28083.25000000 USD AbbVie, Inc. 2065412.66000000 USD 51330.28000000 USD Ubiquiti, Inc. 1440992.80000000 USD 5072.49000000 USD Cheniere Energy, Inc. 1414519.68000000 USD -7318.50000000 USD HP, Inc. 3102679.44000000 USD 108584.88000000 USD Trane Technologies plc 1128355.38000000 USD -36394.47000000 USD TransDigm Group, Inc. 1708523.25000000 USD 68178.60000000 USD Pfizer, Inc. 1576270.80000000 USD -41455.44000000 USD Allegion plc 507215.64000000 USD 10072.86000000 USD Northrop Grumman Corp. 1246976.64000000 USD -60231.60000000 USD Medtronic plc 1561834.40000000 USD -64380.96000000 USD IQVIA Holdings, Inc. 1242868.80000000 USD 25929.60000000 USD QIAGEN NV 3361484.01000000 USD 26697.14000000 USD Trimble, Inc. 839181.70000000 USD -3303.10000000 USD Owens Corning 1240213.92000000 USD -10008.90000000 USD Amedisys, Inc. 1264302.72000000 USD -118826.88000000 USD Universal Health Services, Inc., Class B 1508347.82000000 USD -64464.86000000 USD Kinder Morgan, Inc. 233709.02000000 USD -7857.06000000 USD Merck & Co., Inc. 1289400.42000000 USD 17340.96000000 USD PRA Health Sciences, Inc. 1765229.76000000 USD 23405.76000000 USD ConocoPhillips 685556.30000000 USD -32630.00000000 USD Equitrans Midstream Corp. 1216808.37000000 USD 108355.98000000 USD IDEX Corp. 879492.60000000 USD -18698.40000000 USD Flex Ltd. 1195221.75000000 USD -34982.10000000 USD Horizon Therapeutics plc 114272.48000000 USD 15276.08000000 USD InterDigital, Inc. 181159.37000000 USD -4862.48000000 USD Middleby Corp. (The) 197271.06000000 USD -8796.48000000 USD nVent Electric plc 1178154.46000000 USD -44660.42000000 USD EMCOR Group, Inc. 1320815.80000000 USD 63105.20000000 USD General Electric Co. 103652.08000000 USD 6222.16000000 USD Axon Enterprise, Inc. 590546.34000000 USD -19739.04000000 USD NetScout Systems, Inc. 1273271.40000000 USD 10461.15000000 USD ChampionX Corp. 145843.68000000 USD -4333.47000000 USD Avnet, Inc. 3026972.52000000 USD 67673.20000000 USD Teledyne Technologies, Inc. 28296.45000000 USD 1952.86000000 USD Charles River Laboratories International, Inc. 1121244.85000000 USD -24437.80000000 USD CVS Health Corp. 986244.60000000 USD -455.40000000 USD Caterpillar, Inc. 436045.50000000 USD -5963.31000000 USD Goldman Sachs Group, Inc. (The) 855299.36000000 USD -37090.96000000 USD UnitedHealth Group, Inc. 470445.25000000 USD -3748.25000000 USD Terex Corp. 907379.34000000 USD -24654.42000000 USD Carlisle Cos., Inc. 718139.67000000 USD -22443.74000000 USD FLIR Systems, Inc. 721212.89000000 USD 18132.54000000 USD Quest Diagnostics, Inc. 381310.16000000 USD -869.96000000 USD Apache Corp. 841819.50000000 USD 24319.23000000 USD TE Connectivity Ltd. 148828.75000000 USD 255.50000000 USD ABIOMED, Inc. 266199.12000000 USD 14513.34000000 USD Zoetis, Inc. 294361.92000000 USD -537.00000000 USD Honeywell International, Inc. 278769.52000000 USD -7230.00000000 USD Chemed Corp. 723065.21000000 USD -3318.21000000 USD Transocean Ltd. 1369528.08000000 USD 276899.12000000 USD MEDNAX, Inc. 943851.60000000 USD -29805.84000000 USD Oshkosh Corp. 747139.84000000 USD -28946.24000000 USD Nordson Corp. 861852.53000000 USD 19989.20000000 USD Westinghouse Air Brake Technologies Corp. 610587.42000000 USD 38817.96000000 USD Y 2025-01-22 0.00000000 USD 0.00000000 USD 299075221.00000000 USD 1051605.05000000 N N N N/A N/A 000000000 40859793.71000000 PA 287768.28000000 0.056043488975 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus EURIBOR +/- spread (-0.35% to 0.23%). EUR Currency. Maturity 56-62 Months 01/21/25 to 06/11/25 CNH Industrial NV 1213083.90000000 USD -8781.16000000 USD Leonardo SpA 177551.48000000 USD -19387.81000000 USD Campari International Srl 0.00000000 USD 0.09000000 USD Saipem SpA 899019.65000000 USD 61072.50000000 USD Autogrill SpA 105931.07000000 USD 9815.97000000 USD Ferrari NV 1013554.94000000 USD 10433.02000000 USD Banca Generali SpA 1282007.91000000 USD 14621.81000000 USD Freni Brembo SpA 1669719.38000000 USD -9829.36000000 USD Telecom Italia SpA 502391.73000000 USD 33022.10000000 USD FinecoBank Banca Fineco SpA 3908572.34000000 USD 119101.73000000 USD UniCredit SpA 690982.39000000 USD 15335.69000000 USD Italgas SpA 2506000.10000000 USD -39084.35000000 USD Tenaris SA 1663906.55000000 USD 134470.20000000 USD A2A SpA 3088002.53000000 USD -108354.92000000 USD Unipol Gruppo SpA 1302297.78000000 USD 11702.60000000 USD Pirelli & C SpA 2708620.99000000 USD 152047.64000000 USD Buzzi Unicem SpA 523749.48000000 USD -17119.71000000 USD Terna Rete Elettrica Nazionale SpA 211561.81000000 USD -5328.92000000 USD Mediobanca Banca di Credito Finanziario SpA 541127.84000000 USD 52265.62000000 USD Amplifon SpA 1035634.78000000 USD 26963.72000000 USD Atlantia SpA 822531.68000000 USD 15791.70000000 USD BPER Banca 1660502.97000000 USD -131931.22000000 USD Enel SpA 600297.35000000 USD 15080.90000000 USD Hera SpA 2354289.35000000 USD -111307.60000000 USD Eni SpA 2698079.93000000 USD 115122.56000000 USD DiaSorin SpA 1434580.87000000 USD 5681.10000000 USD Poste Italiane SpA 1497159.48000000 USD -129392.71000000 USD Prysmian SpA 86877.77000000 USD 3205.63000000 USD Assicurazioni Generali SpA 1510536.26000000 USD -9422.97000000 USD Davide Campari-Milano SpA 654839.14000000 USD 5429.69000000 USD Banco BPM SpA 963237.59000000 USD -31484.15000000 USD Salvatore Ferragamo SpA 1076337.85000000 USD 77839.92000000 USD Snam SpA 456806.82000000 USD -17390.22000000 USD Y 2025-01-21 0.00000000 USD 0.00000000 USD 40859794.00000000 USD 240189.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -3162.14000000 -0.00061583353 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 585090.08000000 USD 789902.00000000 CAD 2020-09-16 -3162.14000000 N N N N/A N/A 000000000 8807040.00000000 PA -14353.43000000 -0.00279536123 N/A DE US N 2 J.P. Morgan Securities ZBUT11V806EZRVTWT807 N/A N/A Y 2020-09-18 0.00000000 USD 0.00000000 USD 8807040.00000000 CHF -14353.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -10148.45000000 -0.00197643237 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 420904.26000000 USD 331345.00000000 GBP 2020-09-16 -10148.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -584.92000000 -0.00011391442 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 822092.81000000 USD 662687.00000000 GBP 2020-09-16 -584.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -2787.75000000 -0.00054292028 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 127993.61000000 USD 101000.00000000 GBP 2020-09-16 -2787.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 972.42000000 0.000189380878 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 510500.00000000 CAD 377062.38000000 USD 2020-09-16 972.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -9652.53000000 -0.00187985089 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 420407.10000000 USD 331344.00000000 GBP 2020-09-16 -9652.53000000 N N N News Corp. 549300ITS31QK8VRBQ14 65249B109 15795.00000000 NS USD 187328.70000000 0.036482665613 Long EC CORP US N 1 N N N N/A N/A N/A 235.94000000 PA -11.78000000 -0.00000229418 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI France Net Return Index MSCI France Net Return Index Y 2020-09-18 0.00000000 USD 0.00000000 USD 235.94000000 EUR -11.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 13299.67000000 0.002590139222 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 487619.49000000 USD 4663233.00000000 SEK 2020-09-16 13299.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -6882.41000000 -0.00134036409 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 588811.08000000 USD 789903.00000000 CAD 2020-09-16 -6882.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -3210.34000000 -0.00062522059 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 585137.54000000 USD 789901.00000000 CAD 2020-09-16 -3210.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -5007.92000000 -0.00097530314 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 439000.00000000 CHF 459411.72000000 USD 2020-09-16 -5007.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 1929.46000000 0.000375766468 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 667663.53000000 USD 594966.00000000 EUR 2020-09-16 1929.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 2217.46000000 0.000431855085 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 92259.59000000 USD 909103.00000000 NOK 2020-09-16 2217.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 1910.06000000 0.000371988276 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 144036.48000000 USD 504501.00000000 ILS 2020-09-16 1910.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 29115.29000000 0.005670265097 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 720011.81000000 USD 1085250.00000000 AUD 2020-09-16 29115.29000000 N N N N/A N/A 000000000 12083522.67000000 PA 207975.62000000 0.040503697512 N/A DE GB N 2 Morgan Stanley International 4PQUHN3JPFGFNF3BB653 N/A N/A Rec/pay the total return of custom basket plus NIBOR +/- spread (-0.35% to 0.35%). NOK Currency. Maturity 12-37 Months 02/12/21 Orkla ASA 1594549.82000000 USD 9023.03000000 USD Leroy Seafood Group ASA 1427818.07000000 USD 27164.86000000 USD Salmar ASA 2011836.16000000 USD 67551.82000000 USD Norsk Hydro ASA 818965.14000000 USD 5507.53000000 USD Subsea 7 SA 1727816.85000000 USD 148225.34000000 USD Schibsted ASA, Class A 279271.30000000 USD 16022.37000000 USD Mowi ASA 214805.93000000 USD 1738.05000000 USD Yara International ASA 2388801.05000000 USD -119779.76000000 USD Equinor ASA 1619658.35000000 USD 53567.04000000 USD Y 2021-02-12 0.00000000 USD 0.00000000 USD 12083523.00000000 USD 209020.29000000 N N N N/A N/A N/A 270.84000000 PA 5.21000000 0.000001014658 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Netherlands Net Return Index MSCI Netherlands Net Return Index Y 2020-09-18 0.00000000 USD 0.00000000 USD 270.84000000 EUR 5.21000000 N N N N/A N/A N/A 373759.20000000 PA -2329.87000000 -0.00045374717 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Switzerland Net Return Index MSCI Switzerland Net Return Index Y 2020-09-18 0.00000000 USD 0.00000000 USD 373759.20000000 CHF -2329.87000000 N N N N/A N/A N/A 340973.04000000 PA -1413.29000000 -0.00027524125 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Sweden Net Return Index MSCI Sweden Net Return Index Y 2020-09-18 0.00000000 USD 0.00000000 USD 340973.04000000 SEK -1413.29000000 N N N N/A N/A 000000000 563420036.39999998 PA 1408857.73000000 0.274378060916 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 (-0.28% to 0.02%). JPY Currency. Maturity 61 Months 01/21/25 ITOCHU Corp. 395972.15000000 USD -1993.36000000 USD Shionogi & Co. Ltd. 1900821.54000000 USD -558.45000000 USD NGK Insulators Ltd. 361630.94000000 USD -20276.62000000 USD Nippon Telegraph & Telephone Corp. 2835543.32000000 USD 13989.92000000 USD Nissan Chemical Corp. 3549968.80000000 USD -9118.99000000 USD Toyo Suisan Kaisha Ltd. 541976.66000000 USD 19333.06000000 USD Toyota Industries Corp. 3401771.39000000 USD 30256.52000000 USD Maruichi Steel Tube Ltd. 296611.36000000 USD -7204.16000000 USD FamilyMart Co. Ltd. 2042980.14000000 USD 127072.77000000 USD Sumitomo Electric Industries Ltd. 581399.52000000 USD 33204.97000000 USD Sekisui House Ltd. 4227005.10000000 USD -25123.79000000 USD Goldwin, Inc. 1357154.37000000 USD -112316.64000000 USD Japan Tobacco, Inc. 1489534.87000000 USD -121082.92000000 USD Hakuhodo DY Holdings, Inc. 2581527.71000000 USD -49770.79000000 USD Komatsu Ltd. 231429.97000000 USD 1561.31000000 USD Asahi Group Holdings Ltd. 1306548.16000000 USD -105567.64000000 USD Alfresa Holdings Corp. 3364297.94000000 USD -13376.55000000 USD Suntory Beverage & Food Ltd. 1954813.86000000 USD -50098.01000000 USD Shimamura Co. Ltd. 3061490.05000000 USD -64693.56000000 USD Fujitsu Ltd. 5011167.45000000 USD 168172.07000000 USD Tokyo Electric Power Co. Holdings, Inc. 2117032.27000000 USD -140415.89000000 USD Nihon Unisys Ltd. 1273370.04000000 USD 24566.54000000 USD Nitto Denko Corp. 2001162.45000000 USD 39463.67000000 USD Recruit Holdings Co. Ltd. 2885337.83000000 USD 84529.50000000 USD Hitachi Ltd. 2183617.82000000 USD -86151.41000000 USD Yokogawa Electric Corp. 402685.27000000 USD 12129.31000000 USD Rinnai Corp. 519207.64000000 USD 3649.04000000 USD Kyushu Electric Power Co., Inc. 1910063.87000000 USD 13336.58000000 USD Toyoda Gosei Co. Ltd. 1209736.69000000 USD -39516.18000000 USD Lawson, Inc. 155931.55000000 USD -14439.45000000 USD Kao Corp. 349174.39000000 USD -6152.80000000 USD Benefit One, Inc. 60490.30000000 USD -1280.33000000 USD JSR Corp. 65959.62000000 USD 2581.97000000 USD Nippo Corp. 101031.68000000 USD 3957.59000000 USD CyberAgent, Inc. 3956870.10000000 USD -103645.05000000 USD SMC Corp. 411136.84000000 USD -751.01000000 USD Itochu Techno-Solutions Corp. 2444442.53000000 USD 149319.44000000 USD Sysmex Corp. 752264.55000000 USD 42556.26000000 USD Makita Corp. 1621854.75000000 USD 3636.89000000 USD Hikari Tsushin, Inc. 342972.31000000 USD 11606.46000000 USD Showa Denko KK 753885.98000000 USD -59900.25000000 USD Nippon Yusen KK 349582.63000000 USD -12232.63000000 USD Denso Corp. 490213.14000000 USD -15743.27000000 USD Mizuho Financial Group, Inc. 1030531.39000000 USD 35156.28000000 USD T&D Holdings, Inc. 683701.03000000 USD 66590.53000000 USD Takashimaya Co. Ltd. 15072.28000000 USD 1188.71000000 USD LINE Corp. 770037.97000000 USD -10589.50000000 USD Miura Co. Ltd. 216684.98000000 USD 938.02000000 USD Keihan Holdings Co. Ltd. 2246360.38000000 USD 22388.83000000 USD Cosmos Pharmaceutical Corp. 368242.71000000 USD 1621.83000000 USD Mitsubishi Heavy Industries Ltd. 1777840.88000000 USD -145458.90000000 USD Park24 Co. Ltd. 492062.95000000 USD -28171.59000000 USD Toyota Boshoku Corp. 1063967.35000000 USD 3117.48000000 USD Hankyu Hanshin Holdings, Inc. 101334.75000000 USD 3852.41000000 USD Suzuken Co. Ltd. 2809450.57000000 USD 2398.70000000 USD Ricoh Co. Ltd. 375282.88000000 USD 41146.02000000 USD Kamigumi Co. Ltd. 2448478.57000000 USD -25139.80000000 USD Kaneka Corp. 1704712.98000000 USD -62054.00000000 USD Tokyo Gas Co. Ltd. 2207693.28000000 USD 78354.12000000 USD Nippon Steel Corp. 1667829.04000000 USD 148183.77000000 USD Electric Power Development Co. Ltd. 2655802.39000000 USD -12182.42000000 USD Japan Post Holdings Co. Ltd. 1097621.06000000 USD 57244.17000000 USD Hamamatsu Photonics KK 1288924.07000000 USD 29755.96000000 USD Odakyu Electric Railway Co. Ltd. 5803002.55000000 USD -128639.60000000 USD Kuraray Co. Ltd. 469866.13000000 USD 33189.06000000 USD Tohoku Electric Power Co., Inc. 1399287.97000000 USD -15745.61000000 USD Asahi Intecc Co. Ltd. 4386652.50000000 USD 4764.37000000 USD Tosoh Corp. 3861445.22000000 USD -66109.93000000 USD Toyo Seikan Group Holdings Ltd. 2493398.70000000 USD -174789.52000000 USD Sumitomo Dainippon Pharma Co. Ltd. 2811709.34000000 USD 21347.02000000 USD MINEBEA MITSUMI, Inc. 255186.84000000 USD -5506.57000000 USD NTT Data Corp. 593678.41000000 USD -14295.11000000 USD Justsystems Corp. 455105.41000000 USD 23829.58000000 USD Fast Retailing Co. Ltd. 2816382.52000000 USD 36819.10000000 USD Takeda Pharmaceutical Co. Ltd. 722152.15000000 USD 22788.57000000 USD Pigeon Corp. 1888808.13000000 USD -65838.29000000 USD Astellas Pharma, Inc. 1073781.81000000 USD 14165.27000000 USD Z Holdings Corp. 1025714.51000000 USD 80050.25000000 USD Nomura Holdings, Inc. 1011506.47000000 USD 18823.27000000 USD Pola Orbis Holdings, Inc. 3388705.63000000 USD -268911.55000000 USD Japan Post Bank Co. Ltd. 1860792.51000000 USD 191214.55000000 USD Hisamitsu Pharmaceutical Co., Inc. 610830.53000000 USD 25015.43000000 USD NS Solutions Corp. 1750765.10000000 USD 3965.42000000 USD FANUC Corp. 2187093.91000000 USD 62301.00000000 USD Ezaki Glico Co. Ltd. 152556.75000000 USD -220.43000000 USD Nexon Co. Ltd. 557143.81000000 USD -505.50000000 USD Kubota Corp. 1754660.33000000 USD -8581.93000000 USD Kawasaki Heavy Industries Ltd. 1366370.25000000 USD 195930.24000000 USD Mitsubishi Materials Corp. 804499.98000000 USD 50201.13000000 USD Mitsubishi Motors Corp. 678097.83000000 USD 123615.42000000 USD Keikyu Corp. 2197383.90000000 USD 63396.88000000 USD Hachijuni Bank Ltd. (The) 320488.80000000 USD -5559.53000000 USD Murata Manufacturing Co. Ltd. 1721296.34000000 USD 7175.13000000 USD Chugai Pharmaceutical Co. Ltd. 867347.78000000 USD -37574.00000000 USD Nippon Shokubai Co. Ltd. 550382.86000000 USD -19693.74000000 USD M3, Inc. 3717099.26000000 USD -156989.85000000 USD Mebuki Financial Group, Inc. 2517210.04000000 USD -35132.51000000 USD Toshiba Corp. 1408302.17000000 USD 108171.09000000 USD Otsuka Corp. 4267506.35000000 USD 130762.31000000 USD Zensho Holdings Co. Ltd. 620895.08000000 USD -1439.65000000 USD Sumitomo Heavy Industries Ltd. 1933402.16000000 USD -140175.53000000 USD Matsumotokiyoshi Holdings Co. Ltd. 1580729.90000000 USD -18900.15000000 USD PeptiDream, Inc. 1156494.31000000 USD 27076.73000000 USD Tsuruha Holdings, Inc. 580075.25000000 USD 37941.21000000 USD Hoya Corp. 517098.58000000 USD 1760.49000000 USD Seiko Epson Corp. 798461.41000000 USD -82932.34000000 USD Nippon Shinyaku Co. Ltd. 1567154.22000000 USD -6015.67000000 USD TDK Corp. 219013.14000000 USD 784.46000000 USD Tobu Railway Co. Ltd. 997790.07000000 USD 44150.40000000 USD Japan Airport Terminal Co. Ltd. 3268675.07000000 USD 79592.60000000 USD Azbil Corp. 327040.42000000 USD 22600.00000000 USD Nankai Electric Railway Co. Ltd. 622905.31000000 USD 9370.70000000 USD Fancl Corp. 473779.51000000 USD -7668.18000000 USD Fukuoka Financial Group, Inc. 357326.70000000 USD -11566.66000000 USD ENEOS Holdings, Inc. 648394.57000000 USD 24575.45000000 USD Sumitomo Metal Mining Co. Ltd. 554944.78000000 USD 5518.47000000 USD Dentsu Group, Inc. 1235896.45000000 USD 142490.45000000 USD Isuzu Motors Ltd. 1179537.31000000 USD -19523.65000000 USD THK Co. Ltd. 567665.33000000 USD 28147.37000000 USD JTEKT Corp. 431792.71000000 USD -21749.11000000 USD Kintetsu Group Holdings Co. Ltd. 4011331.81000000 USD 153718.04000000 USD Nikon Corp. 2006359.76000000 USD -138961.00000000 USD Yamada Denki Co. Ltd. 594256.82000000 USD -17261.70000000 USD Concordia Financial Group Ltd. 487081.69000000 USD -19566.86000000 USD Shiseido Co. Ltd. 5569183.36000000 USD 76593.58000000 USD Hoshizaki Corp. 805680.28000000 USD 7509.97000000 USD Nintendo Co. Ltd. 2950654.43000000 USD -29297.39000000 USD Toppan Printing Co. Ltd. 2021318.66000000 USD -43431.02000000 USD NEC Networks & System Integration Corp. 374367.27000000 USD 29512.75000000 USD Taisei Corp. 3199968.19000000 USD 28670.68000000 USD Yamato Holdings Co. Ltd. 2650475.38000000 USD 113613.99000000 USD Suzuki Motor Corp. 3957534.26000000 USD 68722.73000000 USD Toyota Motor Corp. 5508646.17000000 USD 125966.49000000 USD SCSK Corp. 3581292.80000000 USD 1479.19000000 USD Marubeni Corp. 1195559.72000000 USD -72370.18000000 USD Sugi Holdings Co. Ltd. 2875321.12000000 USD 91830.42000000 USD Shimano, Inc. 3365053.73000000 USD 63708.71000000 USD Capcom Co. Ltd. 1449506.03000000 USD 28841.99000000 USD SoftBank Group Corp. 1376675.40000000 USD -38160.97000000 USD Sony Financial Holdings, Inc. 4114294.48000000 USD -20484.90000000 USD Bandai Namco Holdings, Inc. 2147633.33000000 USD 163036.71000000 USD Keio Corp. 4669979.39000000 USD 29694.22000000 USD Stanley Electric Co. Ltd. 561616.42000000 USD -13395.25000000 USD Disco Corp. 268277.53000000 USD -15038.04000000 USD Hitachi Metals Ltd. 2348025.14000000 USD 60275.40000000 USD DeNA Co. Ltd. 1535691.14000000 USD -132019.75000000 USD Omron Corp. 743458.50000000 USD -6391.45000000 USD Nidec Corp. 4459813.81000000 USD -288513.55000000 USD Toho Gas Co. Ltd. 1194582.47000000 USD 9536.67000000 USD Kyushu Railway Co. 1670755.05000000 USD -78075.51000000 USD Kansai Paint Co. Ltd. 3493077.75000000 USD -111976.34000000 USD Sawai Pharmaceutical Co. Ltd. 2528788.34000000 USD -119241.61000000 USD SG Holdings Co. Ltd. 1155230.93000000 USD -19340.24000000 USD NOK Corp. 342523.03000000 USD -13179.36000000 USD Kobe Bussan Co. Ltd. 1198175.23000000 USD -12229.50000000 USD Dai Nippon Printing Co. Ltd. 2041545.05000000 USD -5496.86000000 USD Daiichi Sankyo Co. Ltd. 3696980.88000000 USD 62693.87000000 USD Nifco, Inc. 23532.64000000 USD 547.20000000 USD Idemitsu Kosan Co. Ltd. 2467140.61000000 USD 107014.01000000 USD NH Foods Ltd. 1943619.68000000 USD 44815.13000000 USD Daiwa Securities Group, Inc. 3390969.32000000 USD 28567.73000000 USD Koito Manufacturing Co. Ltd. 3455249.86000000 USD -73281.61000000 USD Japan Post Insurance Co. Ltd. 1652318.18000000 USD -9731.15000000 USD Bank of Kyoto Ltd. (The) 806528.70000000 USD 28359.64000000 USD Kyocera Corp. 54584.58000000 USD -1490.73000000 USD Tokio Marine Holdings, Inc. 2556344.91000000 USD 55727.41000000 USD Nippon Electric Glass Co. Ltd. 4712.49000000 USD 315.44000000 USD SUMCO Corp. 1314488.95000000 USD 47598.92000000 USD Mitsui & Co. Ltd. 434127.00000000 USD -19608.51000000 USD Kose Corp. 532607.06000000 USD -51512.61000000 USD Kajima Corp. 2830188.50000000 USD 94427.60000000 USD Sekisui Chemical Co. Ltd. 1372596.80000000 USD 11360.49000000 USD Shikoku Electric Power Co., Inc. 52243.07000000 USD -703.12000000 USD Secom Co. Ltd. 544004.74000000 USD 3046.20000000 USD Kakaku.com, Inc. 945094.35000000 USD -37553.82000000 USD Tokyo Electron Ltd. 2047973.42000000 USD 277733.58000000 USD Asics Corp. 887199.99000000 USD 47379.86000000 USD Chubu Electric Power Co., Inc. 1870003.38000000 USD -74810.61000000 USD East Japan Railway Co. 699882.19000000 USD 57914.63000000 USD Shin-Etsu Chemical Co. Ltd. 715905.29000000 USD -9319.94000000 USD MonotaRO Co. Ltd. 2069189.28000000 USD -49824.42000000 USD Sharp Corp. 1004889.32000000 USD 36912.80000000 USD Coca-Cola Bottlers Japan Holdings, Inc. 2667881.35000000 USD 259140.34000000 USD JFE Holdings, Inc. 870433.60000000 USD 110937.16000000 USD Acom Co. Ltd. 1663516.57000000 USD 72134.61000000 USD Advantest Corp. 593533.06000000 USD 25443.17000000 USD Kobe Steel Ltd. 2524231.57000000 USD 394214.43000000 USD Terumo Corp. 2965090.21000000 USD -16030.94000000 USD Sojitz Corp. 1770183.46000000 USD -98355.43000000 USD Ajinomoto Co., Inc. 623970.58000000 USD 18782.26000000 USD Kobayashi Pharmaceutical Co. Ltd. 914413.93000000 USD 42245.68000000 USD Calbee, Inc. 2294090.54000000 USD -8491.15000000 USD McDonald's Holdings Co. Japan Ltd. 318880.59000000 USD 12847.01000000 USD Aeon Co. Ltd. 3133730.72000000 USD -84783.25000000 USD Mazda Motor Corp. 481538.76000000 USD 72112.17000000 USD Trend Micro, Inc. 542079.60000000 USD -3970.87000000 USD Skylark Holdings Co. Ltd. 382901.37000000 USD -17808.02000000 USD Sumitomo Chemical Co. Ltd. 1505302.59000000 USD -89814.29000000 USD NHK Spring Co. Ltd. 910513.19000000 USD -63865.78000000 USD Obayashi Corp. 5681304.45000000 USD -6130.20000000 USD Medipal Holdings Corp. 2931763.97000000 USD -57426.78000000 USD TOTO Ltd. 2737528.19000000 USD 105739.13000000 USD Ibiden Co. Ltd. 661498.88000000 USD -31705.24000000 USD Sohgo Security Services Co. Ltd. 466934.85000000 USD 15855.15000000 USD Osaka Gas Co. Ltd. 555451.66000000 USD -2205.12000000 USD Yaskawa Electric Corp. 3570165.83000000 USD 40207.92000000 USD Isetan Mitsukoshi Holdings Ltd. 1087696.25000000 USD 131456.03000000 USD Mabuchi Motor Co. Ltd. 2192327.70000000 USD -60569.87000000 USD Nichirei Corp. 626503.41000000 USD -13283.25000000 USD Sankyu, Inc. 2095602.35000000 USD -72838.26000000 USD Aisin Seiki Co. Ltd. 1650262.22000000 USD -121078.27000000 USD Softbank Corp. 325028.97000000 USD 486.19000000 USD SCREEN Holdings Co. Ltd. 328868.22000000 USD -8386.37000000 USD USS Co. Ltd. 320607.29000000 USD 23949.70000000 USD Nomura Research Institute Ltd. 841232.36000000 USD 39784.84000000 USD Kurita Water Industries Ltd. 255926.81000000 USD 113.92000000 USD Sumitomo Corp. 723440.29000000 USD -20073.59000000 USD Seibu Holdings, Inc. 383404.83000000 USD -37627.05000000 USD Honda Motor Co. Ltd. 993034.33000000 USD 56294.59000000 USD Kewpie Corp. 996848.70000000 USD -32186.07000000 USD KDDI Corp. 1384443.58000000 USD 7100.73000000 USD Tokyu Corp. 1117821.55000000 USD 62063.50000000 USD Rohm Co. Ltd. 2034636.73000000 USD -57513.62000000 USD JCR Pharmaceuticals Co. Ltd. 147660.41000000 USD -5473.11000000 USD Oracle Corp. Japan 189780.27000000 USD 11161.20000000 USD IHI Corp. 983693.13000000 USD 67782.64000000 USD Eisai Co. Ltd. 1986223.37000000 USD -5414.63000000 USD Obic Co. Ltd. 1991500.52000000 USD -39245.93000000 USD ABC-Mart, Inc. 1413788.63000000 USD -12464.80000000 USD Oriental Land Co. Ltd. 3343297.13000000 USD 208805.68000000 USD ANA Holdings, Inc. 2726358.74000000 USD 196364.74000000 USD Pan Pacific International Holdings Corp. 2023334.07000000 USD -54520.91000000 USD Sony Corp. 883586.30000000 USD -25792.99000000 USD Shinsei Bank Ltd. 2814555.23000000 USD -280708.33000000 USD Hirose Electric Co. Ltd. 2031451.69000000 USD 40414.06000000 USD Credit Saison Co. Ltd. 915763.91000000 USD -101347.25000000 USD Unicharm Corp. 3797758.97000000 USD -199342.66000000 USD Shimizu Corp. 3953459.30000000 USD 51172.95000000 USD Shizuoka Bank Ltd. (The) 1992951.19000000 USD 67635.25000000 USD Daifuku Co. Ltd. 2795463.81000000 USD -155498.41000000 USD Asahi Kasei Corp. 541899.35000000 USD 3443.83000000 USD Marui Group Co. Ltd. 2367890.38000000 USD 160561.14000000 USD Bridgestone Corp. 793976.32000000 USD -20677.95000000 USD Zenkoku Hosho Co. Ltd. 90667.06000000 USD 460.98000000 USD Konami Holdings Corp. 363720.61000000 USD 15470.91000000 USD West Japan Railway Co. 370187.22000000 USD 20290.58000000 USD MS&AD Insurance Group Holdings, Inc. 1079517.31000000 USD -71979.87000000 USD Sundrug Co. Ltd. 3491600.22000000 USD 12963.98000000 USD Haseko Corp. 2671719.71000000 USD 28395.77000000 USD NSK Ltd. 785068.95000000 USD -28861.16000000 USD Yamaha Motor Co. Ltd. 636298.45000000 USD -2094.23000000 USD Kirin Holdings Co. Ltd. 2023657.22000000 USD 31829.58000000 USD Oji Holdings Corp. 669946.53000000 USD 25849.79000000 USD Sompo Holdings, Inc. 454415.02000000 USD 3294.62000000 USD Square Enix Holdings Co. Ltd. 45597.72000000 USD -925.19000000 USD Taiyo Nippon Sanso Corp. 2635521.30000000 USD 124854.13000000 USD Lion Corp. 3035315.95000000 USD 93797.03000000 USD Mitsubishi UFJ Lease & Finance Co. Ltd. 548285.51000000 USD -7291.27000000 USD Resona Holdings, Inc. 829124.76000000 USD -50783.96000000 USD Benesse Holdings, Inc. 2327941.41000000 USD 79515.09000000 USD Fuji Electric Co. Ltd. 368820.79000000 USD 9425.91000000 USD Subaru Corp. 573747.20000000 USD -44054.49000000 USD Kaken Pharmaceutical Co. Ltd. 2263527.73000000 USD -24829.86000000 USD COMSYS Holdings Corp. 868892.72000000 USD -36053.18000000 USD Kikkoman Corp. 6650584.71000000 USD 44768.07000000 USD Daicel Corp. 2680076.91000000 USD -10691.50000000 USD Sumitomo Mitsui Financial Group, Inc. 764810.85000000 USD -39196.83000000 USD Hitachi Construction Machinery Co. Ltd. 1477838.75000000 USD -26369.72000000 USD Nisshin Seifun Group, Inc. 742100.25000000 USD 38973.46000000 USD NGK Spark Plug Co. Ltd. 2870267.65000000 USD 213209.91000000 USD Shimadzu Corp. 1689931.79000000 USD -41181.64000000 USD Mitsui OSK Lines Ltd. 234871.31000000 USD 9127.09000000 USD Alps Alpine Co. Ltd. 1737471.57000000 USD -154063.27000000 USD Chiba Bank Ltd. (The) 2861235.32000000 USD 75966.84000000 USD Seven & i Holdings Co. Ltd. 1988982.15000000 USD -108115.63000000 USD JGC Holdings Corp. 2373663.56000000 USD -138029.31000000 USD Yamaguchi Financial Group, Inc. 1190321.07000000 USD -49820.25000000 USD ORIX Corp. 4280227.94000000 USD -267894.14000000 USD Konica Minolta, Inc. 635362.31000000 USD 70928.23000000 USD Kinden Corp. 1988187.97000000 USD 2461.95000000 USD Yamaha Corp. 3876968.19000000 USD 213384.12000000 USD Hitachi Transport System Ltd. 994909.50000000 USD -9891.08000000 USD K's Holdings Corp. 305986.77000000 USD 7134.26000000 USD Nissan Motor Co. Ltd. 2211346.90000000 USD 165122.55000000 USD Seven Bank Ltd. 2897608.56000000 USD 131.84000000 USD Kansai Electric Power Co., Inc. (The) 1849817.81000000 USD 46961.79000000 USD Sumitomo Rubber Industries Ltd. 910223.88000000 USD -60627.52000000 USD Nagoya Railroad Co. Ltd. 2866452.59000000 USD 63207.56000000 USD Japan Airlines Co. Ltd. 1495974.87000000 USD -150788.30000000 USD Koei Tecmo Holdings Co. Ltd. 273707.97000000 USD -12825.15000000 USD Ono Pharmaceutical Co. Ltd. 1310475.15000000 USD 15600.86000000 USD Rohto Pharmaceutical Co. Ltd. 2102860.06000000 USD 40485.29000000 USD Welcia Holdings Co. Ltd. 525116.21000000 USD -3994.29000000 USD Chugoku Electric Power Co., Inc. (The) 2354438.48000000 USD 17259.34000000 USD Nissin Foods Holdings Co. Ltd. 1630236.83000000 USD -50730.44000000 USD Keisei Electric Railway Co. Ltd. 1310029.70000000 USD 9876.61000000 USD Mitsubishi Corp. 729044.51000000 USD -35179.31000000 USD Ito En Ltd. 2280531.43000000 USD 16529.12000000 USD Tokyo Broadcasting System Holdings, Inc. 1799589.59000000 USD -39578.47000000 USD Hino Motors Ltd. 556336.92000000 USD -15052.51000000 USD Renesas Electronics Corp. 270385.26000000 USD -32839.71000000 USD TIS, Inc. 1786968.74000000 USD 50519.65000000 USD Yamazaki Baking Co. Ltd. 1271115.76000000 USD -23844.40000000 USD NET One Systems Co. Ltd. 70090.55000000 USD -3329.81000000 USD Teijin Ltd. 3467732.86000000 USD -89544.75000000 USD Aozora Bank Ltd. 1326967.14000000 USD 98875.90000000 USD Sankyo Co. Ltd. 2314036.63000000 USD -158830.45000000 USD Sumitomo Mitsui Trust Holdings, Inc. 371980.82000000 USD 9238.00000000 USD Lasertec Corp. 501012.07000000 USD -14410.81000000 USD Yokohama Rubber Co. Ltd. (The) 295526.56000000 USD 18392.25000000 USD Casio Computer Co. Ltd. 329721.79000000 USD -7213.16000000 USD Nabtesco Corp. 250672.24000000 USD -4460.69000000 USD Toray Industries, Inc. 373354.16000000 USD -7336.95000000 USD Iida Group Holdings Co. Ltd. 258188.21000000 USD -5549.64000000 USD AEON Financial Service Co. Ltd. 222647.38000000 USD -17598.97000000 USD Air Water, Inc. 726227.87000000 USD 24737.35000000 USD Toho Co. Ltd. 1047512.92000000 USD 9599.85000000 USD AGC, Inc. 693802.60000000 USD -43897.47000000 USD Santen Pharmaceutical Co. Ltd. 189617.43000000 USD 1820.19000000 USD MEIJI Holdings Co. Ltd. 294431.68000000 USD -3822.82000000 USD Izumi Co. Ltd. 1223612.12000000 USD 10053.62000000 USD FUJIFILM Holdings Corp. 727629.10000000 USD -42899.27000000 USD Ryohin Keikaku Co. Ltd. 260290.92000000 USD 7233.23000000 USD MISUMI Group, Inc. 2581142.69000000 USD 103628.08000000 USD Nippon Express Co. Ltd. 4220874.44000000 USD -115414.59000000 USD Panasonic Corp. 1444262.30000000 USD -28950.25000000 USD Nitori Holdings Co. Ltd. 509779.59000000 USD -38949.20000000 USD Rakuten, Inc. 3767275.62000000 USD -3810.02000000 USD Daikin Industries Ltd. 1925420.21000000 USD -108060.78000000 USD Keyence Corp. 4651583.15000000 USD -81362.36000000 USD Taisho Pharmaceutical Holdings Co. Ltd. 1847149.24000000 USD -3816.28000000 USD GungHo Online Entertainment, Inc. 1871247.47000000 USD 115996.35000000 USD Mitsui Chemicals, Inc. 2399077.61000000 USD -111378.31000000 USD Mitsubishi Gas Chemical Co., Inc. 3085996.10000000 USD -66657.93000000 USD Inpex Corp. 2137410.59000000 USD 158681.97000000 USD Sega Sammy Holdings, Inc. 1777704.73000000 USD -77091.88000000 USD Amada Co. Ltd. 1659680.09000000 USD -90848.35000000 USD Hitachi Capital Corp. 792490.62000000 USD 681.65000000 USD Mercari, Inc. 1990382.06000000 USD -34747.91000000 USD Otsuka Holdings Co. Ltd. 697311.25000000 USD -21692.34000000 USD Dai-ichi Life Holdings, Inc. 535059.04000000 USD 56197.62000000 USD Brother Industries Ltd. 1647719.36000000 USD -84676.77000000 USD Canon, Inc. 1813275.91000000 USD 91525.79000000 USD Mitsubishi Chemical Holdings Corp. 413465.20000000 USD -16843.16000000 USD Persol Holdings Co. Ltd. 704509.12000000 USD 13202.93000000 USD House Foods Group, Inc. 513941.60000000 USD 28251.41000000 USD Olympus Corp. 132842.22000000 USD -11802.57000000 USD Kyowa Kirin Co. Ltd. 2564028.57000000 USD 26106.01000000 USD Taiyo Yuden Co. Ltd. 891207.23000000 USD -17659.50000000 USD Central Japan Railway Co. 927949.50000000 USD -57591.00000000 USD Taiheiyo Cement Corp. 4007890.90000000 USD -41655.46000000 USD Yakult Honsha Co. Ltd. 2088607.15000000 USD 175291.68000000 USD Mitsubishi UFJ Financial Group, Inc. 700917.00000000 USD -36548.04000000 USD Nippon Paint Holdings Co. Ltd. 6746657.67000000 USD 73181.04000000 USD Mitsubishi Electric Corp. 495022.11000000 USD -8876.38000000 USD J Front Retailing Co. Ltd. 119754.22000000 USD -27765.10000000 USD Y 2025-01-21 0.00000000 USD 0.00000000 USD 563420036.00000000 USD 735613.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 902.11000000 0.000175687854 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32654.43000000 USD 322897.00000000 NOK 2020-09-16 902.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 2077.26000000 0.000404550834 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 204487.62000000 USD 166630.00000000 GBP 2020-09-16 2077.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -3162.32000000 -0.00061586859 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 274000.00000000 AUD 185974.58000000 USD 2020-09-16 -3162.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -3392.83000000 -0.00066076091 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 205207.32000000 USD 162798.00000000 GBP 2020-09-16 -3392.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -524.15000000 -0.00010207933 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34080.69000000 USD 322897.00000000 NOK 2020-09-16 -524.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -5075.97000000 -0.00098855603 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 774458.65000000 USD 683634.00000000 EUR 2020-09-16 -5075.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -7176.02000000 -0.00139754526 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 589102.48000000 USD 789900.00000000 CAD 2020-09-16 -7176.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -5889.15000000 -0.00114692457 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2880211.19000000 USD 310031250.00000000 JPY 2020-09-16 -5889.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -7175.31000000 -0.00139740699 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 589103.98000000 USD 789903.00000000 CAD 2020-09-16 -7175.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 2431.23000000 0.000473487250 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 204133.65000000 USD 166630.00000000 GBP 2020-09-16 2431.23000000 N N N United States of America 254900HROIFWPRGM1V77 912796TU3 51000000.00000000 PA USD 50965964.64000000 9.925730790912 Long STIV UST US N 2 2020-12-03 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -9677.20000000 -0.00188465543 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 831186.33000000 USD 662688.00000000 GBP 2020-09-16 -9677.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -2522.96000000 -0.00049135186 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 552000.00000000 EUR 618714.77000000 USD 2020-09-16 -2522.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 724.70000000 0.000141136877 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 668868.29000000 USD 594966.00000000 EUR 2020-09-16 724.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -1507.25000000 -0.00029354016 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 138166.78000000 USD 185500.00000000 CAD 2020-09-16 -1507.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 21.12000000 0.000004113165 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24417.43000000 USD 189500.00000000 HKD 2020-09-16 21.12000000 N N N N/A N/A N/A 7.00000000 NC -3592.82000000 -0.00069970939 N/A DE GB N 1 LCH Clearnet F226TOH6YD6XJB17KS62 Long AEX Index NL0000000107 2020-07-17 783370.00000000 EUR -3592.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -4419.68000000 -0.00086074214 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 773803.48000000 USD 683635.00000000 EUR 2020-09-16 -4419.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -59.65000000 -0.00001161696 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 165000.00000000 HKD 21219.30000000 USD 2020-09-16 -59.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 21.09000000 0.000004107322 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24417.46000000 USD 189500.00000000 HKD 2020-09-16 21.09000000 N N N N/A N/A N/A 14.00000000 NC -29168.22000000 -0.00568057332 N/A DE HK N 1 HKCC & SEOCH 213800NM8ZN1F16ARD34 Long Hang Seng Index HK0000004322 2020-07-30 16972900.00000000 HKD -29168.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -3949.50000000 -0.00076917358 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 210514.38000000 USD 166630.00000000 GBP 2020-09-16 -3949.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -5892.75000000 -0.00114762568 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2880214.79000000 USD 310031250.00000000 JPY 2020-09-16 -5892.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -2827.76000000 -0.00055071231 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 174964.75000000 USD 138858.00000000 GBP 2020-09-16 -2827.76000000 N N N N/A N/A N/A 13.00000000 NC -14863.03000000 -0.00289460693 N/A DE IT N 1 Cassa di Compensazione e Garanzia 8156006407E264D2C725 Long FTSE/MIB Index IT0003465736 2020-09-18 1253785.00000000 EUR -14863.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 7962.30000000 0.001550674981 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 573964.16000000 USD 789900.00000000 CAD 2020-09-16 7962.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 17167.33000000 0.003343374292 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 760023.59000000 USD 734652.00000000 CHF 2020-09-16 17167.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 1729.79000000 0.000336880307 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 268940.49000000 USD 218342.00000000 GBP 2020-09-16 1729.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 12887.95000000 0.002509955870 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2861434.09000000 USD 310031250.00000000 JPY 2020-09-16 12887.95000000 N N N N/A N/A 000000000 238219862.90000001 PA -1569621.71000000 -0.30568719040 N/A DE DE N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A N/A Rec/pay the total return of custom basket plus GBP1W +/- spread (-0.25% to 0.02%). GBP Currency. Maturity 61 Months 01/21/25 William Hill plc 1355165.54000000 USD -204630.67000000 USD Balfour Beatty plc 1305220.05000000 USD -30258.54000000 USD BHP Group plc 817970.15000000 USD -1954.80000000 USD Diageo plc 3282387.96000000 USD 192153.37000000 USD ASOS plc 1685688.64000000 USD -74887.55000000 USD Persimmon plc 1622782.78000000 USD -39904.73000000 USD Man Group plc 1414094.46000000 USD -405.20000000 USD GVC Holdings plc 1388368.28000000 USD -7648.82000000 USD Avast plc 1392263.10000000 USD 66255.41000000 USD National Grid plc 548224.77000000 USD 18621.07000000 USD Lloyds Banking Group plc 2292003.88000000 USD 105515.48000000 USD Tesco plc 3709453.91000000 USD 468.69000000 USD Croda International plc 5755684.47000000 USD -97722.41000000 USD BT Group plc 6183420.03000000 USD -219437.05000000 USD Auto Trader Group plc 1490240.34000000 USD 69748.31000000 USD Drax Group plc 859138.40000000 USD 74438.56000000 USD Signature Aviation plc 490229.04000000 USD 7020.01000000 USD InterContinental Hotels Group plc 2657935.09000000 USD 266840.13000000 USD Beazley plc 2730515.52000000 USD 90645.80000000 USD Reckitt Benckiser Group plc 4478483.62000000 USD -166286.16000000 USD Prudential plc 2528315.95000000 USD -78527.70000000 USD Informa plc 1580277.35000000 USD 80368.56000000 USD Ashtead Group plc 1414899.12000000 USD -23194.82000000 USD Marks & Spencer Group plc 2909784.10000000 USD -375959.40000000 USD British American Tobacco plc 1612237.26000000 USD -20636.35000000 USD Royal Bank of Scotland Group plc 2250737.43000000 USD -30272.83000000 USD Moneysupermarket.com Group plc 1691117.12000000 USD -16278.71000000 USD TUI AG 1304969.88000000 USD -279027.30000000 USD Glencore plc 1782161.44000000 USD -1464.17000000 USD ITV plc 1169955.09000000 USD -59604.76000000 USD ConvaTec Group plc 364855.66000000 USD -31893.93000000 USD JD Sports Fashion plc 1350763.80000000 USD -52438.94000000 USD Standard Life Aberdeen plc 414570.27000000 USD 24440.66000000 USD easyJet plc 1238411.70000000 USD 202343.20000000 USD Rightmove plc 575446.37000000 USD 40767.19000000 USD Ocado Group plc 6762855.85000000 USD -92847.97000000 USD Meggitt plc 2021086.19000000 USD -173858.66000000 USD Virgin Money UK plc 737863.85000000 USD 87241.29000000 USD WH Smith plc 1479254.65000000 USD -68144.88000000 USD AstraZeneca plc 3627200.64000000 USD 82619.37000000 USD Centrica plc 2343631.07000000 USD -277037.59000000 USD Quilter plc 344210.42000000 USD 2474.75000000 USD United Utilities Group plc 1171193.78000000 USD 43436.44000000 USD Next plc 1488982.15000000 USD -121802.62000000 USD Unilever plc 1119223.24000000 USD 38320.85000000 USD Rotork plc 730075.21000000 USD 3514.22000000 USD Inchcape plc 1900676.06000000 USD -32377.47000000 USD RELX plc 1721535.70000000 USD 27893.87000000 USD Bellway plc 3276648.04000000 USD -171378.22000000 USD Imperial Brands plc 1566963.28000000 USD 16600.91000000 USD Halma plc 3360903.89000000 USD -57197.52000000 USD Investec plc 1816748.60000000 USD -48107.38000000 USD Barclays plc 2951105.23000000 USD -143382.59000000 USD J Sainsbury plc 1124949.22000000 USD 58483.81000000 USD Ashmore Group plc 513914.49000000 USD 28574.74000000 USD Hikma Pharmaceuticals plc 651780.98000000 USD -61652.59000000 USD Smiths Group plc 1187861.28000000 USD -99871.16000000 USD Jupiter Fund Management plc 291179.67000000 USD 7407.22000000 USD RSA Insurance Group plc 299475.29000000 USD -4708.13000000 USD Evraz plc 3326594.30000000 USD -127439.65000000 USD Babcock International Group plc 246060.49000000 USD -34538.45000000 USD Tate & Lyle plc 3801279.93000000 USD -270364.38000000 USD Spectris plc 279094.33000000 USD 1475.32000000 USD Spirax-Sarco Engineering plc 4635580.98000000 USD 35152.39000000 USD Kingfisher plc 3603375.92000000 USD 100209.46000000 USD Sage Group plc (The) 1699342.35000000 USD -23791.96000000 USD Admiral Group plc 2439948.18000000 USD 20399.16000000 USD Whitbread plc 1383851.90000000 USD 89061.26000000 USD Severn Trent plc 5813342.72000000 USD 13675.11000000 USD Burberry Group plc 3242929.24000000 USD 8363.12000000 USD Schroders plc 1557137.22000000 USD 20321.63000000 USD Micro Focus International plc 1394955.31000000 USD -112134.47000000 USD Dunelm Group plc 1426834.12000000 USD -7167.06000000 USD Hays plc 1784078.25000000 USD -61574.56000000 USD Anglo American plc 3375082.39000000 USD 85914.53000000 USD John Wood Group plc 1036645.80000000 USD 216324.63000000 USD Berkeley Group Holdings plc 981593.99000000 USD -56498.28000000 USD Howden Joinery Group plc 657568.02000000 USD -18718.02000000 USD Smith & Nephew plc 282057.38000000 USD -25071.71000000 USD HSBC Holdings plc 5690554.51000000 USD 105916.71000000 USD Intertek Group plc 2485725.27000000 USD -36635.80000000 USD Legal & General Group plc 250869.12000000 USD 3156.62000000 USD Mondi plc 442204.26000000 USD -2853.22000000 USD Travis Perkins plc 760605.28000000 USD -18299.46000000 USD Rolls-Royce Holdings plc 2944252.74000000 USD 488545.91000000 USD Bunzl plc 310128.69000000 USD -11003.07000000 USD Coca-Cola HBC AG 2473695.73000000 USD -118103.28000000 USD GlaxoSmithKline plc 384117.34000000 USD -8206.24000000 USD Aviva plc 8794301.86000000 USD -153162.95000000 USD M&G plc 4528272.64000000 USD 230190.00000000 USD Rio Tinto plc 290387.00000000 USD 2723.36000000 USD Experian plc 2516763.38000000 USD -9453.08000000 USD Royal Dutch Shell plc, Class A 1566846.01000000 USD 83363.97000000 USD Royal Mail plc 4041534.47000000 USD 79219.79000000 USD BAE Systems plc 2265109.80000000 USD -113221.38000000 USD Taylor Wimpey plc 2286390.57000000 USD -150843.63000000 USD Associated British Foods plc 1882053.61000000 USD -59033.55000000 USD Hiscox Ltd. 3868071.52000000 USD 177966.66000000 USD Indivior plc 1254828.82000000 USD 53200.70000000 USD Hargreaves Lansdown plc 4955176.16000000 USD 155822.08000000 USD Rentokil Initial plc 2723041.32000000 USD -50562.27000000 USD Johnson Matthey plc 1904435.84000000 USD 38371.29000000 USD St James's Place plc 5264110.50000000 USD -74916.56000000 USD BP plc 2119612.78000000 USD 52201.44000000 USD Britvic plc 942450.42000000 USD -51620.08000000 USD Standard Chartered plc 1407596.12000000 USD 39889.81000000 USD Barratt Developments plc 1972873.03000000 USD -66727.23000000 USD WPP plc 1710504.13000000 USD -33513.43000000 USD Intermediate Capital Group plc 1262361.98000000 USD 18186.94000000 USD Weir Group plc (The) 2234395.98000000 USD -27799.83000000 USD DS Smith plc 2848517.09000000 USD 62591.50000000 USD Close Brothers Group plc 331818.46000000 USD 2390.55000000 USD Pearson plc 234977.66000000 USD 3700.70000000 USD Antofagasta plc 907510.56000000 USD -40116.81000000 USD B&M European Value Retail SA 237638.96000000 USD -8537.26000000 USD Direct Line Insurance Group plc 431092.27000000 USD 14991.58000000 USD IMI plc 569033.21000000 USD 4438.01000000 USD Compass Group plc 441178.65000000 USD -4382.75000000 USD Aggreko plc 1560537.17000000 USD -127672.59000000 USD Ninety One plc 608992.67000000 USD -21110.96000000 USD SSE plc 637057.82000000 USD -8698.01000000 USD Wm Morrison Supermarkets plc 211078.67000000 USD 3077.27000000 USD G4S plc 181075.20000000 USD -9350.11000000 USD Capita plc 129150.28000000 USD -5731.51000000 USD NMC Health plc 0.50000000 USD -0.46000000 USD Vodafone Group plc 125422.56000000 USD -779.51000000 USD Melrose Industries plc 127066.09000000 USD -7867.75000000 USD Y 2025-01-21 0.00000000 USD 0.00000000 USD 238219863.00000000 USD -1275267.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -524.19000000 -0.00010208712 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 34080.73000000 USD 322897.00000000 NOK 2020-09-16 -524.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 3451.14000000 0.000672116907 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 578475.32000000 USD 789900.00000000 CAD 2020-09-16 3451.14000000 N N N N/A N/A 000000000 76710492.84999999 PA -157406.04000000 -0.03065516347 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 (-0.55% to 0.03%). EUR Currency. Maturity 1-61 Months 07/16/20 to 06/11/25 Cie Plastic Omnium SA 716676.91000000 USD 66390.80000000 USD Bouygues SA 1869850.37000000 USD 66023.53000000 USD Capgemini SE 843354.30000000 USD 46330.60000000 USD Kering SA 1418736.53000000 USD 112965.85000000 USD Atos SE 1815399.59000000 USD 118794.49000000 USD Rexel SA 987710.49000000 USD 11346.22000000 USD Orange SA 3188126.37000000 USD -118997.81000000 USD Eurofins Scientific SE 2991576.20000000 USD 152983.84000000 USD Sartorius Stedim Biotech 600376.80000000 USD 37346.93000000 USD Carrefour SA 1860672.47000000 USD -88042.21000000 USD CNP Assurances 1126614.46000000 USD -184674.79000000 USD Engie SA 516342.23000000 USD -38909.84000000 USD Worldline SA 1222135.14000000 USD -157948.42000000 USD Airbus SE 1525653.27000000 USD 285995.82000000 USD JCDecaux SA 860808.65000000 USD 205886.39000000 USD LVMH Moet Hennessy Louis Vuitton SE 323616.05000000 USD 2012.68000000 USD Sodexo SA 1391554.54000000 USD -197972.30000000 USD STMicroelectronics NV 1442209.27000000 USD 12393.17000000 USD Orpea 2584965.79000000 USD 50125.53000000 USD Danone SA 1584217.35000000 USD -58052.55000000 USD SES SA 745871.80000000 USD -160920.58000000 USD Natixis SA 535784.35000000 USD -28962.82000000 USD Valeo SA 1586742.01000000 USD 26376.27000000 USD Edenred 1842042.94000000 USD 125546.20000000 USD Ingenico Group SA 5006292.08000000 USD -546466.58000000 USD Air France-KLM 1907987.56000000 USD 710140.95000000 USD Faurecia SE 1441616.75000000 USD 59181.48000000 USD Thales SA 104568.65000000 USD -6295.48000000 USD Bollore SA 844834.54000000 USD 61642.91000000 USD Aeroports de Paris 332022.13000000 USD 69555.70000000 USD Elior Group SA 12409.15000000 USD 3941.64000000 USD Rubis SCA 202730.18000000 USD -14892.20000000 USD TOTAL SA 566346.20000000 USD 56166.06000000 USD SEB SA 1707066.91000000 USD -259114.91000000 USD Accor SA 1059379.14000000 USD 164434.35000000 USD Societe BIC SA 923160.70000000 USD -18243.46000000 USD Remy Cointreau SA 2945164.09000000 USD -138226.06000000 USD Alstom SA 1165116.65000000 USD -33465.00000000 USD Peugeot SA 4005145.24000000 USD -43861.81000000 USD Dassault Aviation SA 553251.21000000 USD -78916.70000000 USD Renault SA 3116434.25000000 USD 374774.82000000 USD Electricite de France SA 574364.13000000 USD -22662.49000000 USD Legrand SA 210623.48000000 USD 9542.82000000 USD Sanofi 3205480.85000000 USD 10753.55000000 USD Schneider Electric SE 507350.80000000 USD 19635.60000000 USD Eutelsat Communications SA 1772437.56000000 USD -421257.15000000 USD Imerys SA 317644.40000000 USD -4224.85000000 USD Publicis Groupe SA 1204187.44000000 USD -111085.07000000 USD Sopra Steria Group 645641.50000000 USD -4266.98000000 USD Cie de Saint-Gobain 1783843.27000000 USD 6386.72000000 USD Cie Generale des Etablissements Michelin SCA 535445.44000000 USD -27673.87000000 USD Amundi SA 515389.65000000 USD 374.35000000 USD Air Liquide SA 577769.08000000 USD 11144.08000000 USD Arkema SA 1228752.80000000 USD 5568.63000000 USD Iliad SA 4156999.14000000 USD -264556.85000000 USD Y 2020-07-16 0.00000000 USD 0.00000000 USD 76710493.00000000 USD -145928.86000000 N N N N/A N/A N/A 2296231614.00000000 PA -660187.40000000 -0.12857291037 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Japan Net Return Index MSCI Japan Net Return Index Y 2020-09-18 0.00000000 USD 0.00000000 USD 2296231614.00000000 JPY -660187.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -194.05000000 -0.00003779165 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 272032.91000000 USD 378750.00000000 SGD 2020-09-16 -194.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -8129.79000000 -0.00158329401 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 773985.37000000 USD 680500.00000000 EUR 2020-09-16 -8129.79000000 N N N N/A N/A 000000000 99676321.35999999 PA USD -279713.28999999 -0.05447476241 N/A DE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Rec/pay the total return of custom basket plus LIBOR +/- spread (-3.18% to 0.20%). USD Currency. Maturity 13-14 Months 03/25/21 to 08/25/21 Leggett & Platt, Inc. 540642.15000000 USD -25532.46000000 USD AptarGroup, Inc. 1144323.62000000 USD -44759.22000000 USD Casey's General Stores, Inc. 1824891.60000000 USD -35394.50000000 USD Worthington Industries, Inc. 78255.40000000 USD 776.26000000 USD Valvoline, Inc. 1009509.25000000 USD 24023.50000000 USD VF Corp. 2113094.50000000 USD -39182.75000000 USD Linde plc 2019287.20000000 USD -28274.40000000 USD CF Industries Holdings, Inc. 169290.24000000 USD 3609.60000000 USD Sensient Technologies Corp. 557590.40000000 USD 16141.90000000 USD International Paper Co. 3952639.39000000 USD 160530.37000000 USD Sealed Air Corp. 112248.45000000 USD 5911.41000000 USD Columbia Sportswear Co. 1923928.08000000 USD -69956.68000000 USD Commercial Metals Co. 1620514.80000000 USD 17476.14000000 USD Martin Marietta Materials, Inc. 302831.62000000 USD -1084.84000000 USD O-I Glass, Inc. 407431.58000000 USD 21778.08000000 USD Toll Brothers, Inc. 915681.23000000 USD -58160.79000000 USD International Flavors & Fragrances, Inc. 2656279.86000000 USD -1301.46000000 USD Allegheny Technologies, Inc. 491749.02000000 USD 36676.08000000 USD Westlake Chemical Corp. 1054222.50000000 USD 4519.50000000 USD Mosaic Co. (The) 463945.86000000 USD 7417.20000000 USD NVR, Inc. 329133.75000000 USD -6620.55000000 USD Axalta Coating Systems Ltd. 203401.00000000 USD 7486.60000000 USD Carter's, Inc. 64721.40000000 USD 1299.24000000 USD Ralph Lauren Corp. 877782.08000000 USD -26628.80000000 USD Mohawk Industries, Inc. 473285.76000000 USD -15813.40000000 USD Chemours Co. (The) 248501.15000000 USD -6313.71000000 USD Huntsman Corp. 939040.32000000 USD 7315.84000000 USD CenturyLink, Inc. 134121.16000000 USD 133.72000000 USD NIKE, Inc., Class B 830679.60000000 USD 28381.20000000 USD Dow, Inc. 26208.68000000 USD 501.54000000 USD Royal Gold, Inc. 486588.48000000 USD -20313.66000000 USD Ball Corp. 2160583.08000000 USD -9016.68000000 USD Eastman Chemical Co. 1186874.52000000 USD 32722.56000000 USD T-Mobile US, Inc. 2664677.75000000 USD 154533.40000000 USD AT&T, Inc. 476696.87000000 USD 8042.19000000 USD Nucor Corp. 117273.12000000 USD 28.32000000 USD Domtar Corp. 1202467.82000000 USD 5696.20000000 USD Ingevity Corp. 134106.07000000 USD -7040.76000000 USD Costco Wholesale Corp. 401450.04000000 USD 3548.32000000 USD Tapestry, Inc. 1019930.56000000 USD 52225.36000000 USD Newmont Corp. 172131.12000000 USD -8782.20000000 USD Helen of Troy Ltd. 934503.36000000 USD -28100.52000000 USD Hasbro, Inc. 824.45000000 USD -50.49000000 USD Tempur Sealy International, Inc. 455299.60000000 USD -10820.88000000 USD Eagle Materials, Inc. 168738.66000000 USD -360.45000000 USD Corteva, Inc. 330963.66000000 USD 7288.86000000 USD PVH Corp. 680339.95000000 USD 16566.03000000 USD NewMarket Corp. 182218.40000000 USD -5014.10000000 USD Newell Brands, Inc. 72126.96000000 USD -3133.98000000 USD GCI Liberty, Inc., Class A 2828584.64000000 USD -177780.84000000 USD Sysco Corp. 81388.74000000 USD -506.26000000 USD Sonoco Products Co. 422607.78000000 USD 13981.86000000 USD Sherwin-Williams Co. (The) 882376.95000000 USD -7085.28000000 USD Walmart, Inc. 1242238.38000000 USD 725.97000000 USD PolyOne Corp. 1503372.45000000 USD 75655.80000000 USD Whirlpool Corp. 1127688.18000000 USD 45532.38000000 USD FMC Corp. 793373.68000000 USD -4141.28000000 USD Telephone and Data Systems, Inc. 364201.60000000 USD 2931.20000000 USD Avery Dennison Corp. 240273.54000000 USD -5728.32000000 USD Silgan Holdings, Inc. 882012.09000000 USD 30498.72000000 USD Amcor plc 3149509.33000000 USD -61694.60000000 USD RPM International, Inc. 870771.06000000 USD -11717.01000000 USD Reliance Steel & Aluminum Co. 1572040.80000000 USD 33782.40000000 USD Albemarle Corp. 2009544.67000000 USD -84848.02000000 USD Element Solutions, Inc. 380476.95000000 USD 3857.37000000 USD Compass Minerals International, Inc. 1317907.50000000 USD -20816.18000000 USD Westrock Co. 1347436.80000000 USD 78672.00000000 USD Hanesbrands, Inc. 691094.77000000 USD 32442.89000000 USD DR Horton, Inc. 1095858.35000000 USD 26482.42000000 USD BJ's Wholesale Club Holdings, Inc. 1095402.57000000 USD -38502.21000000 USD Liberty Global plc, Class C 716691.69000000 USD -4331.47000000 USD Crown Holdings, Inc. 133646.76000000 USD 4514.40000000 USD Walgreens Boots Alliance, Inc. 1784322.27000000 USD 14732.55000000 USD Mattel, Inc. 620997.73000000 USD -15412.56000000 USD PulteGroup, Inc. 1609789.15000000 USD 68592.25000000 USD Louisiana-Pacific Corp. 331526.25000000 USD -24945.25000000 USD Olin Corp. 1235738.01000000 USD -5377.45000000 USD United States Cellular Corp. 331698.15000000 USD -1074.50000000 USD Garmin Ltd. 86092.50000000 USD -1121.41000000 USD Sprouts Farmers Market, Inc. 1100881.80000000 USD 58507.20000000 USD LyondellBasell Industries NV, Class A 633015.04000000 USD 16567.04000000 USD Deckers Outdoor Corp. 4265198.02000000 USD 72320.94000000 USD Brunswick Corp. 719088.34000000 USD 449.36000000 USD United States Steel Corp. 836725.80000000 USD 41720.40000000 USD US Foods Holding Corp. 340998.24000000 USD 2247.96000000 USD Celanese Corp. 263768.70000000 USD 3788.20000000 USD TRI Pointe Group, Inc. 522449.85000000 USD 48012.75000000 USD Berry Global Group, Inc. 1623574.56000000 USD -97443.78000000 USD PPG Industries, Inc. 802343.90000000 USD 24888.85000000 USD Packaging Corp. of America 371555.40000000 USD 14408.01000000 USD KB Home 1104418.64000000 USD 46797.40000000 USD Scotts Miracle-Gro Co. (The) 478175.32000000 USD -14508.48000000 USD Lennar Corp., Class A 612626.04000000 USD -18492.12000000 USD Vulcan Materials Co. 434669.20000000 USD 3977.12000000 USD Polaris, Inc. 1178624.25000000 USD -5730.75000000 USD Carpenter Technology Corp. 100883.40000000 USD 2866.95000000 USD Kroger Co. (The) 1997962.40000000 USD 63155.68000000 USD Freeport-McMoRan, Inc. 1161801.55000000 USD -49203.35000000 USD W R Grace & Co. 315479.29000000 USD -8878.87000000 USD Minerals Technologies, Inc. 820524.12000000 USD 50703.60000000 USD Air Products and Chemicals, Inc. 937347.72000000 USD -16149.12000000 USD Cabot Corp. 2042084.85000000 USD 36377.22000000 USD Under Armour, Inc., Class A 936491.26000000 USD -13460.86000000 USD Graphic Packaging Holding Co. 1030335.52000000 USD 39033.44000000 USD Capri Holdings Ltd. 152798.88000000 USD -5083.52000000 USD Lululemon Athletica, Inc. 13728.44000000 USD -742.72000000 USD Skechers USA, Inc., Class A 7091.88000000 USD 280.24000000 USD Steel Dynamics, Inc. 1656245.38000000 USD -38724.02000000 USD Alcoa Corp. 315450.60000000 USD -16558.35000000 USD Verizon Communications, Inc. 305806.11000000 USD 4714.95000000 USD Ashland Global Holdings, Inc. 191061.50000000 USD -2654.40000000 USD Ecolab, Inc. 1321425.90000000 USD -19394.64000000 USD Y 2021-03-25 0.00000000 USD 0.00000000 USD 99676321.00000000 USD 364084.04000000 N N N N/A N/A N/A 427629.15000000 PA -7975.70000000 -0.00155328466 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Canada Net Return Index MSCI Canada Net Return Index Y 2020-09-18 0.00000000 USD 0.00000000 USD 427629.15000000 CAD -7975.70000000 N N N N/A N/A 000000000 76230410.31000000 PA -1323921.83000000 -0.25783661244 N/A DE DE N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A N/A Rec/pay the total return of custom basket plus AUD1M or BBSW +/- spread (-0.13% to 0.03%). AUD Currency. Maturity 12-61 Months 12/31/20 to 01/21/25 AusNet Services 928399.14000000 USD 22044.31000000 USD SEEK Ltd. 3281287.61000000 USD -166402.61000000 USD Boral Ltd. 700201.86000000 USD 15167.23000000 USD Medibank Pvt Ltd. 652591.61000000 USD 1220.62000000 USD Coles Group Ltd. 429633.23000000 USD -21767.60000000 USD Crown Resorts Ltd. 207395.68000000 USD -14535.88000000 USD Brambles Ltd. 238087.14000000 USD 11673.26000000 USD Atlas Arteria Ltd. 826175.56000000 USD 17057.74000000 USD Iluka Resources Ltd. 202818.47000000 USD -1890.92000000 USD Alumina Ltd. 2007329.52000000 USD 3055.68000000 USD Origin Energy Ltd. 504619.02000000 USD -13886.52000000 USD NEXTDC Ltd. 656602.86000000 USD -29933.90000000 USD Sonic Healthcare Ltd. 551465.50000000 USD -27155.02000000 USD Oil Search Ltd. 1340420.55000000 USD 90710.26000000 USD Beach Energy Ltd. 756901.58000000 USD -37167.01000000 USD Ampol Ltd. 180310.32000000 USD 4699.94000000 USD Qube Holdings Ltd. 148434.69000000 USD -7626.85000000 USD Telstra Corp. Ltd. 2276250.16000000 USD -60915.57000000 USD Spark Infrastructure Group 599550.20000000 USD -9342.26000000 USD Woolworths Group Ltd. 797559.32000000 USD -8663.96000000 USD Qantas Airways Ltd. 1363903.24000000 USD -239648.41000000 USD carsales.com Ltd. 323248.04000000 USD -1010.66000000 USD Harvey Norman Holdings Ltd. 1170415.34000000 USD -31264.66000000 USD APA Group 2376505.57000000 USD 58363.39000000 USD Seven Group Holdings Ltd. 993136.35000000 USD 8461.24000000 USD Orica Ltd. 312996.46000000 USD 6683.51000000 USD CIMIC Group Ltd. 2468378.54000000 USD -135581.43000000 USD Cochlear Ltd. 1239105.90000000 USD 35526.88000000 USD REA Group Ltd. 1155394.63000000 USD -14428.89000000 USD Bank of Queensland Ltd. 893121.15000000 USD -15968.13000000 USD Treasury Wine Estates Ltd. 40555.71000000 USD -1971.35000000 USD Aristocrat Leisure Ltd. 50191.95000000 USD -2208.46000000 USD Ramsay Health Care Ltd. 2899328.75000000 USD 1929.72000000 USD Viva Energy Group Ltd. 125648.85000000 USD -2609.42000000 USD Northern Star Resources Ltd. 83879.43000000 USD 2620.90000000 USD Newcrest Mining Ltd. 555926.29000000 USD -30910.35000000 USD Flight Centre Travel Group Ltd. 1444868.96000000 USD -305211.34000000 USD Australia & New Zealand Banking Group Ltd. 910699.62000000 USD -17023.77000000 USD Fortescue Metals Group Ltd. 3136795.79000000 USD -116511.52000000 USD National Australia Bank Ltd. 18856.49000000 USD -606.69000000 USD Santos Ltd. 232382.52000000 USD -6126.79000000 USD Cleanaway Waste Management Ltd. 257020.27000000 USD -16729.53000000 USD South32 Ltd. 607646.15000000 USD 706.50000000 USD Altium Ltd. 197050.44000000 USD 11297.26000000 USD Transurban Group 2489858.24000000 USD 95675.01000000 USD AGL Energy Ltd. 3774035.54000000 USD -44549.85000000 USD Challenger Ltd. 150515.21000000 USD 25274.06000000 USD Orora Ltd. 504825.83000000 USD 167573.55000000 USD Westpac Banking Corp. 559377.73000000 USD 479.27000000 USD CSL Ltd. 920060.43000000 USD -3337.74000000 USD JB Hi-Fi Ltd. 1149116.55000000 USD 41061.27000000 USD Saracen Mineral Holdings Ltd. 1468898.23000000 USD -238658.44000000 USD BlueScope Steel Ltd. 2612181.04000000 USD -119533.59000000 USD WiseTech Global Ltd. 605133.01000000 USD 84059.31000000 USD Worley Ltd. 554799.65000000 USD 21284.51000000 USD Insurance Australia Group Ltd. 900974.94000000 USD 31517.76000000 USD Afterpay Ltd. 550124.94000000 USD 42757.07000000 USD Suncorp Group Ltd. 362973.46000000 USD -13098.32000000 USD Tabcorp Holdings Ltd. 250055.30000000 USD -10280.50000000 USD Lendlease Group 656316.18000000 USD -31967.61000000 USD Incitec Pivot Ltd. 552683.00000000 USD -35111.59000000 USD Sydney Airport 1194913.04000000 USD 110345.66000000 USD Ansell Ltd. 647776.80000000 USD 20714.27000000 USD Domino's Pizza Enterprises Ltd. 765729.00000000 USD -57875.32000000 USD Evolution Mining Ltd. 434359.95000000 USD -31258.15000000 USD James Hardie Industries plc 2767916.84000000 USD -68047.67000000 USD Computershare Ltd. 142068.09000000 USD -501.69000000 USD Commonwealth Bank of Australia 1279607.11000000 USD -7304.00000000 USD Washington H Soul Pattinson & Co. Ltd. 472261.60000000 USD 1782.84000000 USD Star Entertainment Grp Ltd. (The) 539995.09000000 USD -69016.47000000 USD Coca-Cola Amatil Ltd. 579849.09000000 USD -41228.78000000 USD Bendigo & Adelaide Bank Ltd. 1319197.04000000 USD -11797.34000000 USD Macquarie Group Ltd. 872081.45000000 USD 5158.94000000 USD Magellan Financial Group Ltd. 818263.37000000 USD -23190.91000000 USD Aurizon Holdings Ltd. 5446340.80000000 USD 155670.90000000 USD Wesfarmers Ltd. 745031.30000000 USD -32063.67000000 USD Y 2020-12-31 0.00000000 USD 0.00000000 USD 76230410.00000000 USD -1081348.28000000 N N N United States of America 254900HROIFWPRGM1V77 9127962Z1 30000000.00000000 PA USD 29982412.50000000 5.839139061512 Long STIV UST US N 2 2020-11-12 None 0.00000000 N N N N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 90262Y729 133641343.38100000 NS USD 133668071.65000000 26.03214329229 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 28319.44000000 0.005515271604 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 720807.66000000 USD 1085250.00000000 AUD 2020-09-16 28319.44000000 N N N N/A N/A N/A 274444.19000000 PA 245.14000000 0.000047741540 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Netherlands Net Return Index MSCI Netherlands Net Return Index Y 2020-09-18 0.00000000 USD 0.00000000 USD 274444.19000000 EUR 245.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -133.76000000 -0.00002605004 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3875.00000000 USD 36000.00000000 NOK 2020-09-16 -133.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -3042.55000000 -0.00059254313 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 772425.23000000 USD 683634.00000000 EUR 2020-09-16 -3042.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 7106.60000000 0.001384025573 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 243352.93000000 USD 2331616.00000000 SEK 2020-09-16 7106.60000000 N N N United States of America 254900HROIFWPRGM1V77 9127963A5 30000000.00000000 PA USD 29980906.20000000 5.838845706360 Long STIV UST US N 2 2020-11-19 None 0.00000000 N N N N N N N/A N/A N/A 22.00000000 NC 34125.71000000 0.006646055125 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long DAX Index DE0008469008 2020-09-18 6779025.00000000 EUR 34125.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -585.95000000 -0.00011411501 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 822093.84000000 USD 662687.00000000 GBP 2020-09-16 -585.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 5006.34000000 0.000974995439 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 266832.52000000 USD 378750.00000000 SGD 2020-09-16 5006.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 8140.37000000 0.001585354495 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 262612.73000000 USD 2520536.00000000 SEK 2020-09-16 8140.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 22849.26000000 0.004449942331 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1059301.08000000 USD 7165221.00000000 DKK 2020-09-16 22849.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -8130.75000000 -0.00158348097 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 773986.33000000 USD 680500.00000000 EUR 2020-09-16 -8130.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 30124.57000000 0.005866824539 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 719002.53000000 USD 1085250.00000000 AUD 2020-09-16 30124.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 22847.94000000 0.004449685258 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1059302.55000000 USD 7165222.00000000 DKK 2020-09-16 22847.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -4296.18000000 -0.00083669025 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 210861.06000000 USD 166630.00000000 GBP 2020-09-16 -4296.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -1971.77000000 -0.00038400643 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 139680.86000000 USD 111086.00000000 GBP 2020-09-16 -1971.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 33.74000000 0.000006570937 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20780.32000000 USD 29000.00000000 SGD 2020-09-16 33.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 721.57000000 0.000140527303 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 557232.07000000 USD 495769.00000000 EUR 2020-09-16 721.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 910.99000000 0.000177417253 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 826066.25000000 USD 6412500.00000000 HKD 2020-09-16 910.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -1507.08000000 -0.00029350705 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 138166.61000000 USD 185500.00000000 CAD 2020-09-16 -1507.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -3232.02000000 -0.00062944281 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 278356.00000000 CHF 291241.77000000 USD 2020-09-16 -3232.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -5953.42000000 -0.00115944129 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2448651.00000000 NOK 248518.65000000 USD 2020-09-16 -5953.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -194.76000000 -0.00003792992 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 60144.00000000 SEK 6265.84000000 USD 2020-09-16 -194.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -2422.41000000 -0.00047176953 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 174559.40000000 USD 138858.00000000 GBP 2020-09-16 -2422.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -2646.87000000 -0.00051548360 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 584574.07000000 USD 789901.00000000 CAD 2020-09-16 -2646.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -422.68000000 -0.00008231783 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 588500.00000000 DKK 88457.41000000 USD 2020-09-16 -422.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -8937.77000000 -0.00174064985 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2883259.81000000 USD 310031250.00000000 JPY 2020-09-16 -8937.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -194.75000000 -0.00003792797 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 60144.00000000 SEK 6265.85000000 USD 2020-09-16 -194.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 8744.21000000 0.001702953629 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 573182.25000000 USD 789900.00000000 CAD 2020-09-16 8744.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 2439.73000000 0.000475142643 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 204123.91000000 USD 166629.00000000 GBP 2020-09-16 2439.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 148.02000000 0.000028827212 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 386321.00000000 SGD 277420.79000000 USD 2020-09-16 148.02000000 N N N N/A N/A 000000000 40036375.64000000 PA -682155.40000000 -0.13285122543 N/A DE GB N 2 Morgan Stanley International 4PQUHN3JPFGFNF3BB653 N/A N/A Rec/pay the total return of custom basket plus CIBOR +/- spread (-0.35% to 0.35%). DKK Currency. Maturity 9-37 Months 02/12/21 Carlsberg A/S, Class B 6519282.47000000 USD -125854.40000000 USD Genmab A/S 676072.26000000 USD 43769.94000000 USD GN Store Nord A/S 3112846.89000000 USD -91815.99000000 USD DSV Panalpina A/S 5676081.10000000 USD -324171.32000000 USD ISS A/S 1545073.14000000 USD 296952.17000000 USD AP Moller - Maersk A/S, Class B 964562.13000000 USD -52893.31000000 USD Novozymes A/S, Class B 1981326.66000000 USD -34505.55000000 USD Novo Nordisk A/S, Class B 4150822.65000000 USD -123360.61000000 USD Orsted A/S 1904788.19000000 USD -53241.06000000 USD Pandora A/S 3223838.97000000 USD -76045.27000000 USD ROCKWOOL International A/S, Class B 1883851.97000000 USD -1853.42000000 USD H Lundbeck A/S 1100546.63000000 USD -34572.19000000 USD Vestas Wind Systems A/S 339567.72000000 USD 630.26000000 USD Coloplast A/S, Class B 761882.72000000 USD -18366.30000000 USD Chr Hansen Holding A/S 4781101.85000000 USD -104228.97000000 USD FLSmidth & Co. A/S 1414730.29000000 USD 20849.59000000 USD Y 2021-02-12 0.00000000 USD 0.00000000 USD 40036376.00000000 USD -678706.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 27321.08000000 0.005320838856 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3033671.42000000 USD 2719841.00000000 EUR 2020-09-16 27321.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -2108.78000000 -0.00041068942 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 139819.11000000 USD 111087.00000000 GBP 2020-09-16 -2108.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -366.86000000 -0.00007144677 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 119476.00000000 SEK 12467.12000000 USD 2020-09-16 -366.86000000 N N N N/A N/A N/A 5269.35000000 PA -210.21000000 -0.00004093884 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Singapore Net Return Index MSCI Singapore Net Return Index Y 2020-09-18 0.00000000 USD 0.00000000 USD 5269.35000000 SGD -210.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -2572.81000000 -0.00050106025 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 209137.69000000 USD 166630.00000000 GBP 2020-09-16 -2572.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 1220.50000000 0.000237694989 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 739756.00000000 NOK 78098.44000000 USD 2020-09-16 1220.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -1971.94000000 -0.00038403953 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 139681.03000000 USD 111086.00000000 GBP 2020-09-16 -1971.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -3211.07000000 -0.00062536276 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 585137.53000000 USD 789900.00000000 CAD 2020-09-16 -3211.07000000 N N N 2020-07-30 AQR Funds Heather Bonner Heather Bonner Principal Financial Officer