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 2020-12-31 N 379840585.44 6418378.50 373422206.94 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 40777058.07000000 USD N N/A N/A N/A 1.00000000 NC N/A 4999.53000000 0.001338841104 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 199174.72000000 USD 149238.00000000 GBP 2021-03-17 4999.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 13486.34000000 0.003611552754 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 507138.44000000 USD 425476.00000000 EUR 2021-03-17 13486.34000000 N N N N/A N/A N/A 594960.78000000 PA -16913.54000000 -0.00452933427 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Spain Net Return Index MSCI Spain Net Return Index Y 2021-03-19 0.00000000 USD 0.00000000 USD 594960.78000000 EUR -16913.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 12890.20000000 0.003451910400 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 510336.01000000 USD 427602.00000000 EUR 2021-03-17 12890.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -773.86000000 -0.00020723459 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25842.00000000 EUR 30847.16000000 USD 2021-03-17 -773.86000000 N N N N/A N/A 000000000 50162927.09000000 PA -95003.74000000 -0.02544137392 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus CDOR +/- spread (-2.83% to 0.20%). CAD Currency. Maturity 50-62 Months 01/21/25 to 12/29/25 Imperial Oil Ltd. 120923.37000000 USD -1242.88000000 USD Kinaxis, Inc. 57662.33000000 USD -1710.94000000 USD First Quantum Minerals Ltd. 143609.08000000 USD 6644.55000000 USD BCE, Inc. 250491.74000000 USD 4562.45000000 USD West Fraser Timber Co. Ltd. 1137878.53000000 USD -37545.69000000 USD Gibson Energy, Inc. 255671.49000000 USD -10113.39000000 USD Parkland Corp. 382894.28000000 USD -22164.37000000 USD Empire Co. Ltd., Class A 1095930.10000000 USD 6495.68000000 USD Topicus.com, Inc. 325.13000000 USD -41030.04000000 USD Suncor Energy, Inc. 340150.84000000 USD -15970.90000000 USD Centerra Gold, Inc. 707621.91000000 USD -12442.44000000 USD Loblaw Cos. Ltd. 276573.22000000 USD -8139.37000000 USD Canadian Natural Resources Ltd. 29006.31000000 USD -610.77000000 USD Innergex Renewable Energy, Inc. 812585.18000000 USD -62878.91000000 USD CI Financial Corp. 1043111.43000000 USD -26258.59000000 USD Northland Power, Inc. 144483.53000000 USD -7456.53000000 USD CAE, Inc. 822606.46000000 USD -52490.72000000 USD Fairfax Financial Holdings Ltd. 266192.83000000 USD 934.99000000 USD WSP Global, Inc. 246409.45000000 USD 5516.84000000 USD Inter Pipeline Ltd. 651791.59000000 USD 55942.87000000 USD Rogers Communications, Inc., Class B 92225.67000000 USD 297.37000000 USD Bank of Montreal 134270.94000000 USD -1106.73000000 USD Canada Goose Holdings, Inc. 486667.17000000 USD 29747.18000000 USD Air Canada 851249.89000000 USD 32325.83000000 USD TFI International, Inc. 783847.73000000 USD -12919.80000000 USD Emera, Inc. 1353413.78000000 USD 7148.53000000 USD Barrick Gold Corp. 112773.98000000 USD -2596.67000000 USD PrairieSky Royalty Ltd. 126471.80000000 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315167.57000000 USD -7976.66000000 USD Lightspeed POS, Inc. 209549.03000000 USD -33879.95000000 USD Intact Financial Corp. 730333.07000000 USD 2894.01000000 USD TMX Group Ltd. 698376.05000000 USD 5793.24000000 USD Thomson Reuters Corp. 736683.31000000 USD 10595.34000000 USD Gildan Activewear, Inc. 779714.30000000 USD -18602.77000000 USD Algonquin Power & Utilities Corp. 427904.04000000 USD -5804.13000000 USD CGI, Inc. 292124.42000000 USD -1694.03000000 USD George Weston Ltd. 437790.78000000 USD -11712.07000000 USD Canadian Utilities Ltd., Class A 229248.75000000 USD -1679.78000000 USD Cameco Corp. 1400393.16000000 USD -27651.27000000 USD Finning International, Inc. 1093940.99000000 USD -38993.47000000 USD Premium Brands Holdings Corp. 664094.71000000 USD 12136.62000000 USD Shopify, Inc., Class A 167117.10000000 USD 8143.69000000 USD Brookfield Asset Management, Inc., Class A 1586537.03000000 USD -21154.73000000 USD Onex Corp. 79723.73000000 USD 262.57000000 USD BlackBerry Ltd. 397964.34000000 USD 84096.50000000 USD Endeavour Mining Corp. 438284.78000000 USD -17412.00000000 USD Yamana Gold, Inc. 990219.81000000 USD -29839.61000000 USD Ballard Power Systems, Inc. 201013.25000000 USD -20315.50000000 USD Linamar Corp. 926528.45000000 USD -31632.23000000 USD Sun Life Financial, Inc. 65853.25000000 USD 125.77000000 USD Cenovus Energy, Inc. 156175.07000000 USD -3426.03000000 USD TransAlta Corp. 71113.89000000 USD 4386.45000000 USD Boralex, Inc., Class A 118610.30000000 USD 12807.99000000 USD National Bank of Canada 177847.75000000 USD 1158.51000000 USD Saputo, Inc. 991028.48000000 USD 10277.39000000 USD BRP, Inc. 904847.78000000 USD -23047.65000000 USD Pan American Silver Corp. 195410.01000000 USD 2441.38000000 USD Quebecor, Inc., Class B 459036.35000000 USD -7232.10000000 USD Alamos Gold, Inc., Class A 442956.71000000 USD -52896.66000000 USD Atco Ltd., Class I 946062.52000000 USD -11279.87000000 USD Alimentation Couche-Tard, Inc., Class B 48256.80000000 USD 1970.99000000 USD Nutrien Ltd. 248731.87000000 USD -1639.75000000 USD Fortis, Inc. 47878.07000000 USD 1156.21000000 USD Tourmaline Oil Corp. 1042501.35000000 USD -26382.60000000 USD Genworth MI Canada, Inc. 140709.92000000 USD -512.02000000 USD Cogeco Communications, Inc. 297677.68000000 USD -2836.08000000 USD Franco-Nevada Corp. 907772.80000000 USD 81275.33000000 USD Canadian Pacific Railway Ltd. 198062.40000000 USD -2169.76000000 USD AltaGas Ltd. 719225.08000000 USD -768.10000000 USD Maple Leaf Foods, Inc. 310865.61000000 USD 244.62000000 USD TC Energy Corp. 325282.23000000 USD 23441.40000000 USD Canopy Growth Corp. 547638.65000000 USD 35206.86000000 USD Methanex Corp. 419846.91000000 USD 17847.24000000 USD Boyd Group Services, Inc. 84001.67000000 USD 856.18000000 USD Teck Resources Ltd., Class B 67545.13000000 USD -573.56000000 USD TransAlta Renewables, Inc. 59814.79000000 USD -7664.83000000 USD iA Financial Corp., Inc. 979792.88000000 USD -8880.71000000 USD Restaurant Brands International, Inc. 1774455.52000000 USD 28402.79000000 USD IGM Financial, Inc. 60702.25000000 USD -1453.48000000 USD SNC-Lavalin Group, Inc. 286063.01000000 USD 5388.80000000 USD Element Fleet Management Corp. 1548974.92000000 USD -48249.37000000 USD SSR Mining, Inc. 43413.25000000 USD -1552.30000000 USD Magna International, Inc. 454974.44000000 USD 37496.96000000 USD Canadian Tire Corp. Ltd., Class A 576564.83000000 USD 3914.82000000 USD Metro Inc/CN 349171.18000000 USD 5991.31000000 USD CCL Industries, Inc., Class B 60563.96000000 USD 1811.34000000 USD Royal Bank of Canada 1029630.99000000 USD -1520.56000000 USD Kinross Gold Corp. 987226.77000000 USD -26319.66000000 USD Keyera Corp. 360935.52000000 USD -13039.87000000 USD Stantec, Inc. 569760.64000000 USD 10103.71000000 USD Canadian National Railway Co. 328604.49000000 USD 3548.09000000 USD Descartes Systems Group, Inc. (The) 95745.66000000 USD -255.88000000 USD Enbridge, Inc. 360246.24000000 USD 12895.08000000 USD Y 2025-01-21 0.00000000 USD 0.00000000 USD 50162927.00000000 USD -96516.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 9519.60000000 0.002549285988 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 498898.25000000 USD 415500.00000000 EUR 2021-03-17 9519.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 5233.07000000 0.001401381573 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 174439.67000000 USD 131329.00000000 GBP 2021-03-17 5233.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -878.23000000 -0.00023518419 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 176500.00000000 CAD 137809.09000000 USD 2021-03-17 -878.23000000 N N N N/A N/A 000000000 50582460.61999999 PA -230652.82000000 -0.06176730138 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 (-1.50% to 0.35%). CHF Currency. Maturity 5-40 Months 05/12/21 Galenica AG 549944.75000000 USD 2474.84000000 USD Dufry AG (Registered) 2673887.04000000 USD -73114.70000000 USD Sika AG (Registered) 2979171.54000000 USD -57844.75000000 USD ams AG 815011.90000000 USD 13153.75000000 USD Swiss Life Holding AG (Registered) 618539.78000000 USD 5842.18000000 USD Bucher Industries AG (Registered) 249053.69000000 USD 4420.12000000 USD Kuehne + Nagel International AG (Registered) 149766.27000000 USD -836.20000000 USD Geberit AG (Registered) 401873.46000000 USD 13249.34000000 USD Novartis AG (Registered) 1666030.83000000 USD 36558.60000000 USD Clariant AG (Registered) 420034.40000000 USD -8419.02000000 USD Lonza Group AG (Registered) 409690.08000000 USD -8469.09000000 USD SIG Combibloc Group AG 102726.35000000 USD -4095.35000000 USD Sulzer AG (Registered) 297070.01000000 USD -5816.73000000 USD UBS Group AG (Registered) 624243.71000000 USD -1576.78000000 USD Tecan Group AG (Registered) 243279.25000000 USD 17037.18000000 USD Vifor Pharma AG 1523789.02000000 USD -56261.85000000 USD Swatch Group AG (The) 665743.95000000 USD 5826.72000000 USD VAT Group AG 96117.81000000 USD -3022.37000000 USD dormakaba Holding AG 1138468.42000000 USD 29419.11000000 USD Chocoladefabriken Lindt & Spruengli AG 974724.52000000 USD -17379.02000000 USD Zurich Insurance Group AG 1141630.24000000 USD -12286.64000000 USD Belimo Holding AG (Registered) 43437.55000000 USD 1252.63000000 USD Flughafen Zurich AG (Registered) 502505.31000000 USD 2399.92000000 USD Swiss Re AG 1488002.86000000 USD 1517.40000000 USD Helvetia Holding AG (Registered) 565513.81000000 USD 11743.06000000 USD Cie Financiere Richemont SA 92419.89000000 USD -938.50000000 USD Givaudan SA (Registered) 689624.04000000 USD -14248.12000000 USD EMS-Chemie Holding AG (Registered) 1050463.46000000 USD -20899.39000000 USD Credit Suisse Group AG (Registered) 2853769.00000000 USD 29526.00000000 USD DKSH Holding AG 340444.99000000 USD 8376.65000000 USD ABB Ltd. (Registered) 879931.79000000 USD -23346.51000000 USD Adecco Group AG (Registered) 3375058.75000000 USD -24233.66000000 USD Swisscom AG (Registered) 674248.84000000 USD -8814.05000000 USD Roche Holding AG 2701055.38000000 USD -3979.71000000 USD OC Oerlikon Corp. AG (Registered) 470562.52000000 USD 17707.12000000 USD Schindler Holding AG 364820.64000000 USD 3334.94000000 USD Straumann Holding AG (Registered) 1983216.24000000 USD -20872.10000000 USD Alcon, Inc. 1807635.04000000 USD -52599.52000000 USD Idorsia Ltd. 1634158.27000000 USD -19658.07000000 USD BKW AG 618503.07000000 USD 12320.50000000 USD Barry Callebaut AG (Registered) 905589.74000000 USD -19588.71000000 USD LafargeHolcim Ltd. 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SGD Currency. Maturity 50-62 Months 01/21/25 to 12/10/25 CapitaLand Ltd. 168478.26000000 USD 521.93000000 USD SATS Ltd. 221768.95000000 USD 9488.44000000 USD Wilmar International Ltd. 133087.29000000 USD 9749.49000000 USD Yangzijiang Shipbuilding Holdings Ltd. 1265659.10000000 USD 27011.89000000 USD Venture Corp. Ltd. 39700.30000000 USD 76.97000000 USD City Developments Ltd. 353249.67000000 USD 4084.15000000 USD United Overseas Bank Ltd. 39202.16000000 USD 562.04000000 USD Singapore Technologies Engineering Ltd. 487941.49000000 USD 10777.01000000 USD ComfortDelGro Corp. Ltd. 1088306.11000000 USD -42126.84000000 USD Keppel Corp. Ltd. 632441.50000000 USD -1446.64000000 USD Genting Singapore Ltd. 427579.03000000 USD -9336.18000000 USD Singapore Airlines Ltd. 807287.67000000 USD 23787.33000000 USD Singapore Telecommunications Ltd. 109657.70000000 USD 1196.21000000 USD DBS Group Holdings Ltd. 354378.67000000 USD 4568.76000000 USD Jardine Cycle & Carriage Ltd. 706671.32000000 USD -18439.78000000 USD Y 2025-01-21 0.00000000 USD 0.00000000 USD 6835409.00000000 USD 20474.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -2214.90000000 -0.00059313558 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 69938.00000000 CHF 76950.71000000 USD 2021-03-17 -2214.90000000 N N N N/A N/A N/A 36.00000000 NC -56305.52000000 -0.01507824627 N/A DE CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long S&P/TSX 60 Index XC0009654721 2021-03-18 7408080.00000000 CAD -56305.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -2323.99000000 -0.00062234916 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 258000.00000000 CHF 289716.50000000 USD 2021-03-17 -2323.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -583.74000000 -0.00015632171 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25842.00000000 EUR 31037.28000000 USD 2021-03-17 -583.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 15532.62000000 0.004159533019 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 505090.93000000 USD 425475.00000000 EUR 2021-03-17 15532.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -4030.23000000 -0.00107926896 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 54624500.00000000 JPY 525427.46000000 USD 2021-03-17 -4030.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -882.13000000 -0.00023622858 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 23612.00000000 EUR 28010.20000000 USD 2021-03-17 -882.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 32217.97000000 0.008627759517 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 551931.24000000 USD 757250.00000000 AUD 2021-03-17 32217.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 3193.55000000 0.000855211591 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 109605.94000000 USD 927350.00000000 SEK 2021-03-17 3193.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 5199.15000000 0.001392298021 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 199995.71000000 USD 149984.00000000 GBP 2021-03-17 5199.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -766.85000000 -0.00020535736 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 255000.00000000 DKK 41154.44000000 USD 2021-03-17 -766.85000000 N N N N/A N/A 000000000 29204128.53000000 PA -334210.73000000 -0.08949942552 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 (-0.66% to 0.35%). DKK Currency. Maturity 4-37 Months 02/12/21 Coloplast A/S, Class B 747516.34000000 USD 4702.46000000 USD AP Moller - Maersk A/S, Class B 1272844.31000000 USD -1539.53000000 USD FLSmidth & Co. A/S 791509.72000000 USD 34906.77000000 USD Novo Nordisk A/S, Class B 558422.18000000 USD -16324.54000000 USD Genmab A/S 1394899.06000000 USD 17386.40000000 USD Ambu A/S, Class B 2026223.01000000 USD -338645.87000000 USD Novozymes A/S, Class B 1302559.93000000 USD -16681.07000000 USD DSV Panalpina A/S 1737422.81000000 USD -37135.39000000 USD Orsted A/S 2138330.07000000 USD -238817.31000000 USD ROCKWOOL International A/S, Class B 1053905.07000000 USD 70310.96000000 USD Pandora A/S 4176325.74000000 USD 334790.90000000 USD Tryg A/S 695196.92000000 USD -13905.22000000 USD H Lundbeck A/S 844108.70000000 USD -11116.83000000 USD GN Store Nord A/S 497974.42000000 USD -3186.49000000 USD Carlsberg A/S, Class B 3855673.96000000 USD 37316.03000000 USD Royal Unibrew A/S 204500.87000000 USD 7671.20000000 USD Vestas Wind Systems A/S 450962.03000000 USD -40416.61000000 USD Chr Hansen Holding A/S 2734408.80000000 USD -103964.62000000 USD SimCorp A/S 712902.84000000 USD -40038.67000000 USD Demant A/S 126600.66000000 USD 4511.75000000 USD ISS A/S 1881841.09000000 USD 50280.17000000 USD Y 2021-02-12 0.00000000 USD 0.00000000 USD 29204129.00000000 USD -299895.56000000 N N N N/A N/A 000000000 73595946.98999999 PA USD 471733.48000000 0.126327109430 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 (-0.76% to 0.20%). USD Currency. Maturity 13-14 Months 03/25/21 to 02/25/22 Deckers Outdoor Corp. 2335249.54000000 USD -33505.42000000 USD Graphic Packaging Holding Co. 830890.06000000 USD 4904.90000000 USD PPG Industries, Inc. 120279.48000000 USD -875.70000000 USD Brunswick Corp. 348264.32000000 USD -18820.16000000 USD Commercial Metals Co. 1372934.68000000 USD 26068.38000000 USD TopBuild Corp. 1206828.48000000 USD 44187.44000000 USD Cabot Corp. 1536556.56000000 USD 14379.54000000 USD Whirlpool Corp. 57215.33000000 USD 805.66000000 USD Leggett & Platt, Inc. 240504.70000000 USD -5429.00000000 USD Scotts Miracle-Gro Co. (The) 455831.46000000 USD -4165.98000000 USD Helen of Troy Ltd. 1201159.14000000 USD 29084.28000000 USD Royal Gold, Inc. 471919.32000000 USD 1952.28000000 USD Capri Holdings Ltd. 485814.00000000 USD -12021.47000000 USD Grocery Outlet Holding Corp. 1682294.25000000 USD 48004.32000000 USD Peloton Interactive, Inc., Class A 1606411.36000000 USD -4870.48000000 USD T-Mobile US, Inc. 3795083.55000000 USD -52064.55000000 USD Celanese Corp. 513263.00000000 USD -8571.50000000 USD W R Grace & Co. 388235.24000000 USD 1558.04000000 USD Costco Wholesale Corp. 169927.78000000 USD -2579.72000000 USD US Foods Holding Corp. 749241.83000000 USD 4273.67000000 USD Domtar Corp. 977605.20000000 USD 1544.40000000 USD Axalta Coating Systems Ltd. 461111.05000000 USD 2745.67000000 USD Element Solutions, Inc. 1050059.25000000 USD -592.25000000 USD Mosaic Co. (The) 847918.50000000 USD 51590.00000000 USD Sprouts Farmers Market, Inc. 845988.90000000 USD 19571.39000000 USD AptarGroup, Inc. 714565.80000000 USD -6316.20000000 USD Ecolab, Inc. 325189.08000000 USD -2490.85000000 USD Crown Holdings, Inc. 353405.40000000 USD 8870.75000000 USD Mattel, Inc. 14675.45000000 USD 165.86000000 USD Martin Marietta Materials, Inc. 252733.30000000 USD -4699.20000000 USD Chemours Co. (The) 119735.70000000 USD 4974.90000000 USD Ball Corp. 2741541.96000000 USD -53253.82000000 USD Eagle Materials, Inc. 392731.25000000 USD -4185.00000000 USD FMC Corp. 17814.15000000 USD 353.40000000 USD Mohawk Industries, Inc. 140809.05000000 USD -459.54000000 USD Sonoco Products Co. 369720.00000000 USD -1248.00000000 USD Valvoline, Inc. 866593.00000000 USD -14605.50000000 USD PVH Corp. 343919.07000000 USD -3736.26000000 USD NIKE, Inc., Class B 321136.90000000 USD 269.78000000 USD Greif, Inc., Class A 567294.88000000 USD -2420.20000000 USD International Flavors & Fragrances, Inc. 134852.76000000 USD 483.21000000 USD BJ's Wholesale Club Holdings, Inc. 512227.20000000 USD -2748.00000000 USD Louisiana-Pacific Corp. 197038.17000000 USD -1484.28000000 USD Verizon Communications, Inc. 95880.00000000 USD -375.36000000 USD Skechers USA, Inc., Class A 281410.20000000 USD -2583.90000000 USD Toll Brothers, Inc. 1076708.43000000 USD 41611.92000000 USD Huntsman Corp. 763200.12000000 USD -5768.02000000 USD Silgan Holdings, Inc. 650494.44000000 USD 8865.40000000 USD Telephone and Data Systems, Inc. 32126.10000000 USD 294.10000000 USD Westlake Chemical Corp. 361161.60000000 USD -6063.62000000 USD Newmont Corp. 233151.77000000 USD 272.51000000 USD International Paper Co. 298817.20000000 USD 1983.30000000 USD KB Home 645963.92000000 USD -29870.05000000 USD Eastman Chemical Co. 114319.20000000 USD 832.20000000 USD PulteGroup, Inc. 1110512.48000000 USD -34767.90000000 USD NVR, Inc. 106076.36000000 USD 1995.24000000 USD Compass Minerals International, Inc. 813099.28000000 USD -10670.94000000 USD Ingevity Corp. 163501.07000000 USD -2569.21000000 USD Vulcan Materials Co. 212973.16000000 USD -3073.04000000 USD Casey's General Stores, Inc. 1343222.40000000 USD 12558.40000000 USD CenturyLink, Inc. 995436.00000000 USD 9188.64000000 USD Sensient Technologies Corp. 1250180.19000000 USD -7965.09000000 USD Hasbro, Inc. 786110.16000000 USD -1680.80000000 USD Avery Dennison Corp. 208467.84000000 USD 1572.48000000 USD Nucor Corp. 492007.50000000 USD -9990.00000000 USD Steel Dynamics, Inc. 1005223.68000000 USD 24264.96000000 USD Tapestry, Inc. 1360402.68000000 USD 9629.62000000 USD AT&T, Inc. 362491.04000000 USD -2646.84000000 USD Polaris, Inc. 518227.92000000 USD -14250.18000000 USD O-I Glass, Inc. 725162.20000000 USD 29859.62000000 USD NewMarket Corp. 1652106.92000000 USD -7922.68000000 USD Garmin Ltd. 562521.66000000 USD -5030.07000000 USD Taylor Morrison Home Corp. 502021.80000000 USD 17614.80000000 USD VF Corp. 1031496.57000000 USD 483.08000000 USD Minerals Technologies, Inc. 976277.92000000 USD 942.96000000 USD Walmart, Inc. 3489727.35000000 USD -25903.63000000 USD Worthington Industries, Inc. 573108.42000000 USD 8260.62000000 USD Kroger Co. (The) 663434.64000000 USD 7728.93000000 USD Ralph Lauren Corp. 397116.72000000 USD 1148.40000000 USD Linde plc 513317.48000000 USD -6798.52000000 USD CF Industries Holdings, Inc. 471991.03000000 USD 18411.43000000 USD Carter's, Inc. 278823.48000000 USD 6461.52000000 USD Sherwin-Williams Co. (The) 629817.87000000 USD -4773.49000000 USD Sysco Corp. 523087.44000000 USD -3028.92000000 USD Under Armour, Inc., Class A 8859.72000000 USD -51.60000000 USD United States Steel Corp. 1333064.07000000 USD -36565.86000000 USD Avient Corp. 547364.92000000 USD 679.45000000 USD TRI Pointe Group, Inc. 29221.50000000 USD 423.50000000 USD DR Horton, Inc. 88424.36000000 USD 1898.84000000 USD Freeport-McMoRan, Inc. 209565.08000000 USD -11195.06000000 USD RPM International, Inc. 337973.94000000 USD -819.06000000 USD Berry Global Group, Inc. 136260.75000000 USD 2570.50000000 USD Albemarle Corp. 1358216.64000000 USD 20255.40000000 USD LyondellBasell Industries NV, Class A 344549.94000000 USD -3984.54000000 USD Westrock Co. 418758.60000000 USD -3655.60000000 USD Reliance Steel & Aluminum Co. 1292821.00000000 USD 14466.64000000 USD Tempur Sealy International, Inc. 70200.00000000 USD -1352.00000000 USD Walgreens Boots Alliance, Inc. 570762.56000000 USD 3148.64000000 USD Lennar Corp., Class A 273055.86000000 USD 7558.02000000 USD Sealed Air Corp. 372639.02000000 USD -2115.88000000 USD Columbia Sportswear Co. 1424818.28000000 USD 11088.08000000 USD Packaging Corp. of America 569982.03000000 USD 4670.29000000 USD Dow, Inc. 177322.50000000 USD 3865.95000000 USD Corteva, Inc. 460419.52000000 USD 4399.67000000 USD Olin Corp. 105337.84000000 USD -900.69000000 USD Newell Brands, Inc. 90588.41000000 USD -42.67000000 USD Liberty Global plc, Class C 606362.35000000 USD 1538.34000000 USD Amcor plc 1102048.64000000 USD -16853.76000000 USD Ashland Global Holdings, Inc. 39916.80000000 USD -297.36000000 USD Hanesbrands, Inc. 488692.44000000 USD 411.23000000 USD Lululemon Athletica, Inc. 305570.34000000 USD 2923.74000000 USD Air Products and Chemicals, Inc. 425403.54000000 USD -7193.34000000 USD Y 2021-03-25 0.00000000 USD 0.00000000 USD 73595947.00000000 USD 37763.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 2662.41000000 0.000712975808 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 106666.13000000 USD 79912.00000000 GBP 2021-03-17 2662.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -793.31000000 -0.00021244317 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26104.00000000 EUR 31148.30000000 USD 2021-03-17 -793.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 537.94000000 0.000144056778 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13182.17000000 USD 19063.00000000 NZD 2021-03-17 537.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -2191.19000000 -0.00058678620 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 68892.00000000 CHF 75790.41000000 USD 2021-03-17 -2191.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -858.46000000 -0.00022988991 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 23492.00000000 EUR 27887.03000000 USD 2021-03-17 -858.46000000 N N N N/A N/A 000000000 383669790.72000003 PA -1677168.98000000 -0.44913477260 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 (-0.15% to 0.02%). JPY Currency. Maturity 61 Months 01/21/25 Kirin Holdings Co. Ltd. 1435670.19000000 USD -23323.24000000 USD Sugi Holdings Co. Ltd. 1803572.19000000 USD -78943.13000000 USD Mazda Motor Corp. 313944.08000000 USD 386.35000000 USD Nitori Holdings Co. Ltd. 188191.34000000 USD -1580.07000000 USD Marubeni Corp. 594953.40000000 USD 5915.82000000 USD Bank of Kyoto Ltd. (The) 1183540.65000000 USD 13790.44000000 USD Nissan Motor Co. Ltd. 1559994.17000000 USD 40569.51000000 USD Nintendo Co. Ltd. 2952930.51000000 USD -58782.56000000 USD Hitachi Ltd. 1452470.74000000 USD -40696.49000000 USD Yamaguchi Financial Group, Inc. 661046.11000000 USD -34082.34000000 USD Mitsubishi Materials Corp. 836322.94000000 USD 42124.71000000 USD Seven & i Holdings Co. Ltd. 1851974.06000000 USD 70144.23000000 USD Concordia Financial Group Ltd. 153802.27000000 USD 325.62000000 USD Asics Corp. 1448132.24000000 USD 62228.44000000 USD Aisin Seiki Co. Ltd. 1265545.11000000 USD -11659.43000000 USD Ibiden Co. 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Ltd. 2320702.27000000 USD -25065.21000000 USD Mitsubishi Electric Corp. 799512.16000000 USD 3522.63000000 USD Nabtesco Corp. 842740.26000000 USD 24479.03000000 USD Kyowa Exeo Corp. 186318.68000000 USD -3499.36000000 USD Kose Corp. 273408.03000000 USD -3180.54000000 USD Omron Corp. 124979.83000000 USD 4127.84000000 USD THK Co. Ltd. 701796.34000000 USD -6043.18000000 USD Astellas Pharma, Inc. 506318.95000000 USD 29931.46000000 USD CyberAgent, Inc. 1083058.87000000 USD -21746.50000000 USD Shimadzu Corp. 703546.11000000 USD -33750.15000000 USD Air Water, Inc. 395009.66000000 USD -5609.89000000 USD Tokio Marine Holdings, Inc. 3436487.66000000 USD -11223.99000000 USD Kewpie Corp. 838843.49000000 USD 27680.59000000 USD Suzuken Co. Ltd. 1515688.90000000 USD -66622.43000000 USD Mitsui OSK Lines Ltd. 434569.87000000 USD 6362.69000000 USD Oriental Land Co. Ltd. 3453334.78000000 USD 110227.64000000 USD Rinnai Corp. 1139172.98000000 USD -11154.92000000 USD JGC Holdings Corp. 840147.71000000 USD 918.16000000 USD Mitsubishi Chemical Holdings Corp. 259297.26000000 USD -4910.01000000 USD Hino Motors Ltd. 135734.96000000 USD 27420.17000000 USD Kaken Pharmaceutical Co. Ltd. 1197940.87000000 USD 37502.85000000 USD Teijin Ltd. 2380490.55000000 USD 15694.28000000 USD Bridgestone Corp. 924843.19000000 USD 40339.39000000 USD Cosmos Pharmaceutical Corp. 290660.03000000 USD -6534.93000000 USD Santen Pharmaceutical Co. Ltd. 371924.51000000 USD -6438.88000000 USD Suntory Beverage & Food Ltd. 1572621.42000000 USD -61265.72000000 USD Nikon Corp. 54333.76000000 USD 1078.29000000 USD Square Enix Holdings Co. Ltd. 60630.65000000 USD -3756.04000000 USD Hitachi Capital Corp. 159687.98000000 USD -4337.10000000 USD Odakyu Electric Railway Co. Ltd. 3630787.93000000 USD -41584.88000000 USD Ezaki Glico Co. Ltd. 35176.00000000 USD 232.53000000 USD Tokyo Electric Power Co. Holdings, Inc. 334928.87000000 USD 2127.95000000 USD Sushiro Global Holdings Ltd. 88232.40000000 USD 6136.55000000 USD Chugoku Electric Power Co., Inc. (The) 1982131.64000000 USD 28137.33000000 USD Canon Marketing Japan, Inc. 301662.52000000 USD 6820.15000000 USD PALTAC Corp. 27215.70000000 USD 866.50000000 USD TIS, Inc. 1465716.32000000 USD 36337.69000000 USD Fancl Corp. 491019.37000000 USD 25956.85000000 USD Kobe Bussan Co. Ltd. 1152187.48000000 USD 42565.61000000 USD Toyoda Gosei Co. Ltd. 1531954.27000000 USD -7459.18000000 USD SMC Corp. 427516.32000000 USD -6704.82000000 USD Harmonic Drive Systems, Inc. 885918.16000000 USD -44889.79000000 USD Sumitomo Forestry Co. Ltd. 499997.41000000 USD 32129.26000000 USD Yamaha Motor Co. Ltd. 769495.80000000 USD 11202.93000000 USD Amada Co. Ltd. 949661.24000000 USD 48500.12000000 USD Kao Corp. 656677.80000000 USD 10824.39000000 USD Tobu Railway Co. Ltd. 658938.77000000 USD -7099.34000000 USD Sankyo Co. Ltd. 1739806.89000000 USD 87505.12000000 USD Calbee, Inc. 1428850.47000000 USD 26275.73000000 USD Seino Holdings Co. Ltd. 1258749.11000000 USD 10440.61000000 USD Asahi Intecc Co. Ltd. 3279973.45000000 USD -191981.63000000 USD Iida Group Holdings Co. Ltd. 701571.22000000 USD -20639.64000000 USD Tokyo Century Corp. 738038.33000000 USD -51095.79000000 USD Toyo Seikan Group Holdings Ltd. 1363449.47000000 USD 1003.63000000 USD Dai Nippon Printing Co. Ltd. 1570321.26000000 USD -41921.60000000 USD GMO internet, Inc. 439338.68000000 USD 4456.59000000 USD Toyo Suisan Kaisha Ltd. 1226408.22000000 USD 8429.69000000 USD Daiwa Securities Group, Inc. 2003216.66000000 USD 22901.72000000 USD Sompo Holdings, Inc. 300017.08000000 USD -11871.05000000 USD NGK Spark Plug Co. Ltd. 169061.88000000 USD -2945.14000000 USD Shizuoka Bank Ltd. (The) 1729376.88000000 USD 2523.35000000 USD Nexon Co. Ltd. 496764.00000000 USD -25515.45000000 USD Kubota Corp. 1236575.85000000 USD -19941.36000000 USD Marui Group Co. Ltd. 644526.35000000 USD 3788.61000000 USD Kurita Water Industries Ltd. 493098.41000000 USD 1382.31000000 USD SUMCO Corp. 298633.20000000 USD 10249.79000000 USD T&D Holdings, Inc. 1231383.52000000 USD 26485.57000000 USD Fast Retailing Co. Ltd. 1434687.77000000 USD -128005.65000000 USD Shionogi & Co. Ltd. 240554.84000000 USD -3034.63000000 USD Credit Saison Co. Ltd. 634355.45000000 USD -20376.31000000 USD Seria Co. Ltd. 128486.25000000 USD -1504.12000000 USD Mitsubishi Logistics Corp. 83988.77000000 USD 6267.58000000 USD Fuji Electric Co. Ltd. 90240.16000000 USD -2113.33000000 USD Justsystems Corp. 48627.55000000 USD -852.03000000 USD Tokyo Electron Ltd. 522987.98000000 USD 20603.56000000 USD NOK Corp. 848525.05000000 USD -46260.42000000 USD Tokyu Corp. 1187822.56000000 USD -29337.24000000 USD Toho Gas Co. Ltd. 1543635.97000000 USD -78749.95000000 USD Sumitomo Mitsui Trust Holdings, Inc. 388769.56000000 USD -12871.94000000 USD Sony Corp. 2075822.61000000 USD 75676.74000000 USD Fujitsu Ltd. 2991883.91000000 USD 128662.33000000 USD JFE Holdings, Inc. 613523.43000000 USD 22603.55000000 USD Daiichi Sankyo Co. Ltd. 1895141.95000000 USD -102107.15000000 USD FP Corp. 311017.42000000 USD -3180.31000000 USD PeptiDream, Inc. 1052947.21000000 USD 15474.60000000 USD Hakuhodo DY Holdings, Inc. 1607674.45000000 USD 31308.15000000 USD Mercari, Inc. 859978.40000000 USD -21064.37000000 USD Panasonic Corp. 2077318.60000000 USD 38128.26000000 USD Shiseido Co. Ltd. 3495825.07000000 USD 8857.26000000 USD SCSK Corp. 2035803.57000000 USD 35821.51000000 USD Kuraray Co. Ltd. 522775.65000000 USD 9778.51000000 USD Kajima Corp. 1990787.28000000 USD 21178.42000000 USD NHK Spring Co. Ltd. 263336.66000000 USD -3668.89000000 USD Sumitomo Mitsui Financial Group, Inc. 430874.34000000 USD 12025.91000000 USD Hoshizaki Corp. 385662.42000000 USD -12142.35000000 USD K's Holdings Corp. 1857373.57000000 USD 80848.69000000 USD Zensho Holdings Co. Ltd. 461618.36000000 USD -10903.55000000 USD Seven Bank Ltd. 1824199.72000000 USD 14082.92000000 USD Japan Tobacco, Inc. 1215075.02000000 USD 46616.58000000 USD Toyota Industries Corp. 2423259.23000000 USD -44952.05000000 USD USS Co. Ltd. 372065.02000000 USD 387.97000000 USD McDonald's Holdings Co. Japan Ltd. 38768.99000000 USD -735.96000000 USD Nomura Research Institute Ltd. 819213.91000000 USD 45397.74000000 USD Yamaha Corp. 2516068.90000000 USD -137660.08000000 USD Hamamatsu Photonics KK 1155719.81000000 USD 27862.47000000 USD Toray Industries, Inc. 115069.26000000 USD -524.63000000 USD Hitachi Construction Machinery Co. Ltd. 946835.83000000 USD -10489.22000000 USD Seibu Holdings, Inc. 922090.64000000 USD 31899.02000000 USD Dentsu Group, Inc. 877975.07000000 USD 56865.91000000 USD Medipal Holdings Corp. 1869245.94000000 USD -56846.26000000 USD Disco Corp. 202219.76000000 USD 7564.52000000 USD Tosoh Corp. 2734229.35000000 USD -81012.69000000 USD Hitachi Metals Ltd. 1415486.88000000 USD -40218.74000000 USD Daifuku Co. Ltd. 1645816.20000000 USD -16233.85000000 USD Koito Manufacturing Co. Ltd. 442363.44000000 USD 2254.65000000 USD Kaneka Corp. 1348810.29000000 USD 66126.47000000 USD Mani, Inc. 466446.18000000 USD -29355.42000000 USD Sotetsu Holdings, Inc. 244602.75000000 USD 8084.06000000 USD Kinden Corp. 1185506.15000000 USD 29817.97000000 USD Lawson, Inc. 651504.56000000 USD 18241.13000000 USD COMSYS Holdings Corp. 634314.63000000 USD -24764.90000000 USD Haseko Corp. 1257958.89000000 USD 2179.50000000 USD Pola Orbis Holdings, Inc. 2353529.80000000 USD 1800.79000000 USD Japan Airlines Co. Ltd. 63638.23000000 USD 2691.10000000 USD DeNA Co. Ltd. 781461.47000000 USD -32172.38000000 USD Nippon Electric Glass Co. Ltd. 488505.63000000 USD 23269.36000000 USD Mitsui & Co. Ltd. 997385.64000000 USD 6745.51000000 USD Sharp Corp. 1101601.83000000 USD -69971.29000000 USD Mitsubishi Heavy Industries Ltd. 973909.74000000 USD 48721.21000000 USD MINEBEA MITSUMI, Inc. 485432.74000000 USD -25656.97000000 USD Sojitz Corp. 784712.69000000 USD -14662.19000000 USD Ono Pharmaceutical Co. Ltd. 1223473.06000000 USD -4149.17000000 USD Secom Co. Ltd. 424357.94000000 USD 7523.04000000 USD Shimano, Inc. 819276.02000000 USD -1154.00000000 USD Fukuoka Financial Group, Inc. 262026.70000000 USD 561.61000000 USD KDDI Corp. 1701925.01000000 USD 38157.49000000 USD Isetan Mitsukoshi Holdings Ltd. 1273662.33000000 USD -25474.81000000 USD Asahi Kasei Corp. 32800.42000000 USD 1014.76000000 USD Hitachi Transport System Ltd. 1185903.56000000 USD 23733.23000000 USD Resona Holdings, Inc. 436895.88000000 USD -4258.45000000 USD Kagome Co. Ltd. 434093.97000000 USD 10368.67000000 USD Dai-ichi Life Holdings, Inc. 940080.83000000 USD 11758.74000000 USD Recruit Holdings Co. Ltd. 1444901.73000000 USD -76788.52000000 USD Shimamura Co. Ltd. 2826515.67000000 USD 78247.82000000 USD JTEKT Corp. 166183.53000000 USD -2935.84000000 USD Japan Post Bank Co. Ltd. 1317606.15000000 USD 28312.01000000 USD SCREEN Holdings Co. Ltd. 848062.03000000 USD 51704.93000000 USD Terumo Corp. 2058836.68000000 USD -139222.14000000 USD Kobayashi Pharmaceutical Co. Ltd. 611131.73000000 USD -6725.16000000 USD East Japan Railway Co. 1834673.32000000 USD -56851.92000000 USD Taiheiyo Cement Corp. 2479861.37000000 USD -126968.71000000 USD Lion Corp. 1831392.03000000 USD 10407.65000000 USD Keisei Electric Railway Co. Ltd. 1431852.65000000 USD 32764.17000000 USD Takeda Pharmaceutical Co. Ltd. 1523572.64000000 USD 42014.50000000 USD Denso Corp. 1738006.84000000 USD -77001.00000000 USD Asahi Group Holdings Ltd. 1947919.08000000 USD -3653.13000000 USD Stanley Electric Co. Ltd. 838745.76000000 USD -14850.07000000 USD Subaru Corp. 2080928.99000000 USD -96310.27000000 USD Eisai Co. Ltd. 665072.74000000 USD 11254.97000000 USD Hankyu Hanshin Holdings, Inc. 259444.42000000 USD -4007.34000000 USD Mitsubishi UFJ Lease & Finance Co. Ltd. 906596.33000000 USD 19658.44000000 USD Sumitomo Heavy Industries Ltd. 1151809.95000000 USD 20876.58000000 USD Idemitsu Kosan Co. Ltd. 2285353.59000000 USD -19468.71000000 USD Chugai Pharmaceutical Co. 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Ltd. 1798511.26000000 USD -16708.20000000 USD Nippo Corp. 827458.58000000 USD 24219.03000000 USD ITOCHU Corp. 523434.14000000 USD -13628.23000000 USD Yokogawa Electric Corp. 215407.95000000 USD 17338.47000000 USD ORIX Corp. 43075.53000000 USD 184.09000000 USD Goldwin, Inc. 759661.57000000 USD 43175.38000000 USD Nisshin Seifun Group, Inc. 1132604.20000000 USD -11588.14000000 USD M3, Inc. 887992.88000000 USD -21755.93000000 USD Toyota Tsusho Corp. 1541775.17000000 USD 107728.90000000 USD Maruichi Steel Tube Ltd. 602540.23000000 USD 586.86000000 USD J Front Retailing Co. Ltd. 493314.84000000 USD -19233.27000000 USD MS&AD Insurance Group Holdings, Inc. 833646.24000000 USD -11455.78000000 USD Toyota Motor Corp. 3449504.51000000 USD 13992.21000000 USD Sumitomo Rubber Industries Ltd. 983467.89000000 USD -51474.42000000 USD Obayashi Corp. 3438286.30000000 USD -25109.68000000 USD Japan Post Insurance Co. Ltd. 2234949.02000000 USD 38204.05000000 USD Azbil Corp. 32821.27000000 USD 1148.17000000 USD Benefit One, Inc. 660118.53000000 USD 13650.48000000 USD Ito En Ltd. 1855336.52000000 USD 34644.93000000 USD Olympus Corp. 37219.62000000 USD -1723.22000000 USD Pigeon Corp. 1415654.76000000 USD 84051.56000000 USD Fujitsu General Ltd. 189836.09000000 USD -2463.01000000 USD Welcia Holdings Co. Ltd. 754448.01000000 USD 9862.91000000 USD Kyocera Corp. 570819.27000000 USD -9000.84000000 USD Mizuho Financial Group, Inc. 487506.83000000 USD 4087.49000000 USD Toyota Boshoku Corp. 1086499.77000000 USD -33737.46000000 USD Kyushu Electric Power Co., Inc. 1373394.27000000 USD -25751.98000000 USD Taisho Pharmaceutical Holdings Co. Ltd. 829405.76000000 USD 28808.34000000 USD Nippon Steel Corp. 132840.96000000 USD -2108.25000000 USD NH Foods Ltd. 1365378.23000000 USD -38126.45000000 USD Keyence Corp. 56251.70000000 USD -2758.78000000 USD Seiko Epson Corp. 202097.75000000 USD -8639.91000000 USD MEIJI Holdings Co. Ltd. 239291.10000000 USD 752.81000000 USD Unicharm Corp. 2219536.18000000 USD 18515.61000000 USD Shin-Etsu Chemical Co. Ltd. 228170.62000000 USD -12569.55000000 USD Toshiba Corp. 1338802.34000000 USD -56728.25000000 USD Yaskawa Electric Corp. 1989228.97000000 USD -135815.05000000 USD Zenkoku Hosho Co. Ltd. 774171.13000000 USD -10603.50000000 USD Nippon Telegraph & Telephone Corp. 808258.60000000 USD -3382.16000000 USD FUJIFILM Holdings Corp. 506419.42000000 USD 7695.66000000 USD Nifco, Inc. 278443.50000000 USD 16199.35000000 USD NET One Systems Co. Ltd. 920940.46000000 USD 47091.76000000 USD NSK Ltd. 38291.47000000 USD -913.78000000 USD Acom Co. Ltd. 836018.47000000 USD 20968.92000000 USD Nippon Sanso Holdings Corp. 729179.15000000 USD 6816.93000000 USD Sankyu, Inc. 1482315.51000000 USD -15430.49000000 USD Central Japan Railway Co. 1003964.26000000 USD -42984.70000000 USD House Foods Group, Inc. 247071.38000000 USD -2476.74000000 USD Toho Co. Ltd. 1096645.33000000 USD -4977.82000000 USD Kusuri no Aoki Holdings Co. Ltd. 895792.56000000 USD 12066.94000000 USD Kyushu Railway Co. 427144.40000000 USD 1377.99000000 USD Aeon Co. Ltd. 3326564.82000000 USD -331072.93000000 USD NEC Networks & System Integration Corp. 593064.37000000 USD 1165.27000000 USD Oji Holdings Corp. 39851.68000000 USD 121.03000000 USD Lasertec Corp. 246483.20000000 USD -10206.55000000 USD Taisei Corp. 2463195.42000000 USD -9133.08000000 USD Otsuka Holdings Co. Ltd. 454172.09000000 USD 1236.30000000 USD SG Holdings Co. Ltd. 572591.99000000 USD 44559.46000000 USD Kikkoman Corp. 4774351.59000000 USD -387885.17000000 USD Murata Manufacturing Co. Ltd. 570336.14000000 USD -22391.24000000 USD GungHo Online Entertainment, Inc. 1734265.21000000 USD -336554.67000000 USD ABC-Mart, Inc. 1050884.25000000 USD 62224.39000000 USD GMO Payment Gateway, Inc. 107506.69000000 USD 1793.35000000 USD Sega Sammy Holdings, Inc. 1344956.59000000 USD 5691.87000000 USD Yaoko Co. Ltd. 41787.78000000 USD -1223.96000000 USD ENEOS Holdings, Inc. 21909.38000000 USD 700.87000000 USD Yakult Honsha Co. Ltd. 90777.41000000 USD 1262.73000000 USD Rakuten, Inc. 1001736.97000000 USD 6280.70000000 USD Yamazaki Baking Co. Ltd. 698120.34000000 USD -658.09000000 USD Kansai Electric Power Co., Inc. (The) 2059969.17000000 USD -48362.16000000 USD Taiyo Yuden Co. Ltd. 464816.65000000 USD -7878.33000000 USD NTT Data Corp. 38327.26000000 USD 1092.14000000 USD Mitsubishi Gas Chemical Co., Inc. 2083384.00000000 USD 79030.00000000 USD Honda Motor Co. Ltd. 1803021.49000000 USD -68230.31000000 USD Yamato Holdings Co. Ltd. 296179.46000000 USD 2728.39000000 USD Canon, Inc. 707097.51000000 USD 14193.08000000 USD Shinsei Bank Ltd. 2707964.28000000 USD 121921.46000000 USD Coca-Cola Bottlers Japan Holdings, Inc. 991888.40000000 USD 2543.87000000 USD Renesas Electronics Corp. 1494686.28000000 USD -24910.00000000 USD Daicel Corp. 1578076.85000000 USD 18136.61000000 USD Sekisui Chemical Co. Ltd. 540397.79000000 USD 8205.55000000 USD Kintetsu Group Holdings Co. Ltd. 2668961.53000000 USD -20355.17000000 USD Park24 Co. Ltd. 1035326.21000000 USD -15436.13000000 USD Sumitomo Dainippon Pharma Co. Ltd. 653253.57000000 USD 82849.59000000 USD Nippon Yusen KK 552939.19000000 USD 11166.93000000 USD Aozora Bank Ltd. 610201.80000000 USD -794.55000000 USD Ryohin Keikaku Co. Ltd. 116647.91000000 USD -3640.97000000 USD Itochu Techno-Solutions Corp. 956975.21000000 USD -26341.66000000 USD Capcom Co. Ltd. 252925.47000000 USD -5789.93000000 USD Makita Corp. 932922.64000000 USD -6931.54000000 USD Alfresa Holdings Corp. 1273884.99000000 USD -82070.61000000 USD Nihon Unisys Ltd. 1501201.46000000 USD 59998.76000000 USD Sumitomo Electric Industries Ltd. 180210.85000000 USD 9924.30000000 USD Mitsubishi Motors Corp. 2332862.18000000 USD -77796.35000000 USD Nichirei Corp. 42149.67000000 USD -1219.10000000 USD Keihan Holdings Co. Ltd. 1529389.18000000 USD -10743.25000000 USD Nagoya Railroad Co. Ltd. 1794237.68000000 USD -6766.36000000 USD Showa Denko KK 2150838.12000000 USD -8842.93000000 USD Ricoh Co. Ltd. 1350686.14000000 USD -53570.55000000 USD Rohm Co. Ltd. 1783710.20000000 USD 105.36000000 USD Chiba Bank Ltd. (The) 2184683.76000000 USD -2790.16000000 USD Mitsubishi UFJ Financial Group, Inc. 749596.04000000 USD -19242.87000000 USD Lixil Corp. 47710.67000000 USD -844.47000000 USD Koei Tecmo Holdings Co. Ltd. 6104.87000000 USD 392.64000000 USD Mitsubishi Corp. 236657.68000000 USD 793.27000000 USD Sekisui House Ltd. 2134964.84000000 USD 106056.75000000 USD Kansai Paint Co. Ltd. 1834109.21000000 USD -73405.76000000 USD Hoya Corp. 623226.68000000 USD 24765.35000000 USD JSR Corp. 432180.02000000 USD -12715.70000000 USD FANUC Corp. 518383.14000000 USD 9190.12000000 USD Kawasaki Heavy Industries Ltd. 1652985.18000000 USD -227211.91000000 USD Hirose Electric Co. Ltd. 1639129.46000000 USD -35414.16000000 USD SHO-BOND Holdings Co. Ltd. 359581.97000000 USD 905.89000000 USD Nissin Foods Holdings Co. Ltd. 762867.88000000 USD -20710.33000000 USD Rohto Pharmaceutical Co. Ltd. 1336758.54000000 USD -19326.19000000 USD AEON Financial Service Co. Ltd. 89951.97000000 USD 175.95000000 USD Nitto Denko Corp. 2060341.12000000 USD 110937.69000000 USD Nidec Corp. 1619301.97000000 USD -21839.07000000 USD Sawai Pharmaceutical Co. 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Maturity 50-61 Months 01/13/25 to 12/10/25 SEB SA 410944.05000000 USD -10342.59000000 USD Getlink SE 767222.06000000 USD -20163.28000000 USD Renault SA 1829229.52000000 USD 35223.83000000 USD Iliad SA 1945701.33000000 USD 104034.38000000 USD Electricite de France SA 1891609.27000000 USD 23984.74000000 USD Teleperformance 247657.98000000 USD -2047.06000000 USD Faurecia SE 891005.17000000 USD -20661.68000000 USD Airbus SE 1519298.81000000 USD 63718.05000000 USD Veolia Environnement SA 110760.74000000 USD 1249.11000000 USD Sodexo SA 1633626.22000000 USD -98907.18000000 USD Cie Generale des Etablissements Michelin SCA 2444191.08000000 USD -17774.21000000 USD Rexel SA 1935243.64000000 USD 118877.45000000 USD Bollore SA 426936.39000000 USD -4031.63000000 USD Dassault Aviation SA 656621.14000000 USD -6858.07000000 USD Atos SE 3102632.77000000 USD 928.00000000 USD Korian SA 150706.54000000 USD 9498.33000000 USD Schneider Electric SE 363052.89000000 USD 11651.60000000 USD Eiffage SA 535023.77000000 USD -12528.57000000 USD LVMH Moet Hennessy Louis Vuitton SE 4531624.35000000 USD -126962.79000000 USD AXA SA 1961275.53000000 USD 20373.50000000 USD Safran SA 684574.64000000 USD 20403.67000000 USD Engie SA 595831.62000000 USD -1343.42000000 USD Societe BIC SA 607665.39000000 USD -58162.51000000 USD L'Oreal SA 1194639.89000000 USD -39250.40000000 USD Arkema SA 1143189.27000000 USD -24560.36000000 USD Hermes International 200001.77000000 USD -11327.57000000 USD Natixis SA 120119.93000000 USD -10171.39000000 USD Casino Guichard Perrachon SA 40270.84000000 USD -253.57000000 USD EssilorLuxottica SA 520798.59000000 USD 6371.61000000 USD Worldline SA 3708630.14000000 USD -292241.83000000 USD Dassault Systemes SE 1487681.90000000 USD -96163.88000000 USD SCOR SE 128156.78000000 USD 4790.63000000 USD Vivendi SA 361508.04000000 USD 6906.79000000 USD SES SA 759543.67000000 USD -18936.76000000 USD Sartorius Stedim Biotech 247598.16000000 USD -2764.73000000 USD Aeroports de Paris 1756029.31000000 USD 1847.83000000 USD Carrefour SA 2564159.51000000 USD 20667.05000000 USD Ubisoft Entertainment SA 129712.12000000 USD -798.19000000 USD Peugeot SA 750476.29000000 USD 44886.06000000 USD Imerys SA 41960.13000000 USD -1901.96000000 USD Capgemini SE 528100.34000000 USD 38236.56000000 USD Kering SA 856366.02000000 USD -28632.03000000 USD La Francaise des Jeux SAEM 175185.47000000 USD 7159.28000000 USD Eurofins Scientific SE 678532.01000000 USD -48575.43000000 USD Orpea SA 1956884.22000000 USD -26996.31000000 USD Remy Cointreau SA 2605716.86000000 USD -134343.13000000 USD Cie Plastic Omnium SA 970439.40000000 USD 11650.48000000 USD Valeo SA 1559824.00000000 USD -29163.71000000 USD Accor SA 416830.07000000 USD 19539.89000000 USD Publicis Groupe SA 2775970.79000000 USD 34845.07000000 USD Air Liquide SA 19345.73000000 USD -95.58000000 USD BioMerieux 27445.23000000 USD 393.61000000 USD Eutelsat Communications SA 1646189.82000000 USD -48828.64000000 USD Sanofi 2804176.69000000 USD -76189.90000000 USD Vinci SA 296337.99000000 USD 14441.33000000 USD STMicroelectronics NV 991227.33000000 USD 10967.63000000 USD Rubis SCA 1330910.13000000 USD -5081.91000000 USD Thales SA 407234.38000000 USD -17242.48000000 USD Legrand SA 1690909.11000000 USD 63761.64000000 USD Pernod Ricard SA 1460321.88000000 USD -1652.32000000 USD SOITEC 329670.89000000 USD -14982.20000000 USD Cie de Saint-Gobain 2882803.46000000 USD -125761.65000000 USD Ipsen SA 620326.96000000 USD -7590.21000000 USD Orange SA 1914756.72000000 USD -93958.95000000 USD TOTAL SE 3550007.39000000 USD 156016.25000000 USD Edenred 1014462.11000000 USD -2372.64000000 USD Amundi SA 953897.62000000 USD 2141.63000000 USD Alstom SA 1899642.76000000 USD -62300.13000000 USD Bouygues SA 1579725.85000000 USD -46735.22000000 USD CNP Assurances 1510601.02000000 USD -3773.14000000 USD Danone SA 301392.21000000 USD -10908.56000000 USD Suez SA 755807.69000000 USD -14840.72000000 USD Y 2025-01-13 0.00000000 USD 0.00000000 USD 84907953.00000000 USD -823612.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 448.55000000 0.000120118726 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13271.56000000 USD 19063.00000000 NZD 2021-03-17 448.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 1283.68000000 0.000343761023 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22346.03000000 USD 202657.00000000 NOK 2021-03-17 1283.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 31579.16000000 0.008456690419 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 552570.05000000 USD 757250.00000000 AUD 2021-03-17 31579.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 3832.05000000 0.001026197673 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 163441.49000000 USD 122266.00000000 GBP 2021-03-17 3832.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -795.50000000 -0.00021302964 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25843.00000000 EUR 30826.74000000 USD 2021-03-17 -795.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 3379.18000000 0.000904922079 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 77792.42000000 USD 667330.00000000 SEK 2021-03-17 3379.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -567.88000000 -0.00015207451 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26104.00000000 EUR 31373.73000000 USD 2021-03-17 -567.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 23377.48000000 0.006260334700 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 833046.97000000 USD 1089926.00000000 CAD 2021-03-17 23377.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 4276.89000000 0.001145322886 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 181583.82000000 USD 135852.00000000 GBP 2021-03-17 4276.89000000 N N N N/A N/A N/A 1313067.60000000 PA -12906.14000000 -0.00345617902 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Australia Net Return Index MSCI Australia Net Return Index Y 2021-03-19 0.00000000 USD 0.00000000 USD 1313067.60000000 AUD -12906.14000000 N N N N/A N/A 000000000 410925664.97000003 PA USD -1985156.20000000 -0.53161171540 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 (-0.16% to 0.02%). USD Currency. Maturity 50-61 Months 01/13/25 to 12/31/25 CDK Global, Inc. 841719.20000000 USD 20384.98000000 USD Cousins Properties, Inc. 540690.00000000 USD -484.20000000 USD Autoliv, Inc. 301443.30000000 USD -5671.14000000 USD Tradeweb Markets, Inc., Class A 574540.00000000 USD 17572.00000000 USD Evercore, Inc., Class A 853657.04000000 USD 88838.26000000 USD Visteon Corp. 868221.84000000 USD 10721.35000000 USD Monolithic Power Systems, Inc. 937182.57000000 USD 139379.98000000 USD Gap, Inc. (The) 854824.41000000 USD -53914.73000000 USD Urban Outfitters, Inc. 711936.00000000 USD 46164.60000000 USD Raymond James Financial, Inc. 157568.49000000 USD 5122.17000000 USD American Homes 4 Rent, Class A 179430.00000000 USD -6459.48000000 USD Netflix, Inc. 463405.61000000 USD -40390.41000000 USD Intuit, Inc. 1430894.95000000 USD 59028.89000000 USD DXC Technology Co. 649646.75000000 USD 23454.45000000 USD Western Alliance Bancorp 972868.60000000 USD -46780.03000000 USD ON Semiconductor Corp. 321081.30000000 USD -18431.16000000 USD Old Republic International Corp. 737331.39000000 USD 32171.74000000 USD Schneider National, Inc., Class B 1499425.20000000 USD -35576.32000000 USD First Citizens BancShares, Inc., Class A 567378.76000000 USD -38482.60000000 USD RingCentral, Inc., Class A 1018292.39000000 USD -107453.13000000 USD Charles Schwab Corp. (The) 516662.64000000 USD -24720.44000000 USD Texas Roadhouse, Inc. 82536.96000000 USD -549.12000000 USD Hershey Co. (The) 234740.53000000 USD 1760.05000000 USD Leidos Holdings, Inc. 66015.36000000 USD -1773.20000000 USD MGIC Investment Corp. 345928.20000000 USD -6500.52000000 USD Clorox Co. (The) 905409.28000000 USD 6229.06000000 USD Hartford Financial Services Group, Inc. (The) 821051.74000000 USD 23635.83000000 USD World Wrestling Entertainment, Inc., Class A 353792.15000000 USD 29025.23000000 USD KeyCorp 261493.35000000 USD -5736.60000000 USD Anaplan, Inc. 36715.35000000 USD -547.68000000 USD Lamar Advertising Co., Class A 792587.28000000 USD 33919.33000000 USD Boyd Gaming Corp. 721485.20000000 USD 15801.40000000 USD Brink's Co. (The) 1212552.00000000 USD -28798.11000000 USD Wyndham Hotels & Resorts, Inc. 107705.28000000 USD -2101.92000000 USD CommVault Systems, Inc. 705469.17000000 USD 66125.79000000 USD AutoNation, Inc. 1256010.63000000 USD 44812.53000000 USD CarMax, Inc. 668210.04000000 USD 2900.34000000 USD American Water Works Co., Inc. 48956.93000000 USD 1700.85000000 USD Southwest Gas Holdings, Inc. 567344.25000000 USD 32686.50000000 USD Harley-Davidson, Inc. 83309.00000000 USD -6968.90000000 USD Darling Ingredients, Inc. 109072.88000000 USD 9914.78000000 USD Landstar System, Inc. 133313.40000000 USD 4672.80000000 USD Aptiv plc 1138083.15000000 USD -57301.60000000 USD ASGN, Inc. 38173.21000000 USD -318.99000000 USD MarketAxess Holdings, Inc. 1056677.12000000 USD -10908.28000000 USD Roku, Inc. 1188963.62000000 USD 88113.82000000 USD Gentex Corp. 239545.80000000 USD 1698.60000000 USD Broadcom, Inc. 722014.65000000 USD 35667.87000000 USD Match Group, Inc. 270176.53000000 USD 13706.29000000 USD Oracle Corp. 513121.08000000 USD 38122.27000000 USD Altice USA, Inc., Class A 986854.33000000 USD -80001.13000000 USD United Airlines Holdings, Inc. 133902.00000000 USD -13770.00000000 USD Werner Enterprises, Inc. 1027132.58000000 USD -22522.54000000 USD PTC, Inc. 32294.70000000 USD 238.99000000 USD Lear Corp. 254129.94000000 USD -585.43000000 USD Equifax, Inc. 467251.32000000 USD -31159.78000000 USD Fidelity National Information Services, Inc. 636994.38000000 USD 26030.04000000 USD WEX, Inc. 489489.65000000 USD -27253.09000000 USD MSCI, Inc. 149587.55000000 USD -10689.85000000 USD BlackRock, Inc. 1979905.76000000 USD -55587.23000000 USD NRG Energy, Inc. 859970.10000000 USD 85653.48000000 USD Credit Acceptance Corp. 927309.06000000 USD -41336.97000000 USD Nexstar Media Group, Inc., Class A 16487.69000000 USD 172.98000000 USD EastGroup Properties, Inc. 338937.30000000 USD -12839.65000000 USD Global Payments, Inc. 148855.22000000 USD -13654.16000000 USD Synopsys, Inc. 257166.08000000 USD 26258.24000000 USD Wingstop, Inc. 847922.35000000 USD 36520.61000000 USD TransUnion 231777.92000000 USD 8231.86000000 USD Prudential Financial, Inc. 160433.85000000 USD -1968.25000000 USD Erie Indemnity Co., Class A 2291939.20000000 USD -168349.28000000 USD Intercontinental Exchange, Inc. 167977.53000000 USD -7459.84000000 USD Exelon Corp. 633511.10000000 USD -15964.99000000 USD Qualys, Inc. 75681.27000000 USD -18263.61000000 USD Kohl's Corp. 1473466.28000000 USD 37786.72000000 USD Lithia Motors, Inc., Class A 361154.78000000 USD 16315.47000000 USD Consolidated Edison, Inc. 392859.72000000 USD 10708.92000000 USD Teradyne, Inc. 313991.91000000 USD -15373.53000000 USD Citigroup, Inc. 2074674.02000000 USD 91183.37000000 USD Expedia Group, Inc. 2270660.00000000 USD -64019.46000000 USD Strategic Education, Inc. 351481.71000000 USD 10490.67000000 USD Post Holdings, Inc. 863029.44000000 USD -34267.58000000 USD Navient Corp. 38052.50000000 USD 1899.03000000 USD PROG Holdings, Inc. 249956.80000000 USD 5901.98000000 USD Everest Re Group Ltd. 390930.30000000 USD -3189.70000000 USD Grand Canyon Education, Inc. 253259.20000000 USD -11560.00000000 USD Paycom Software, Inc. 411999.75000000 USD 24068.88000000 USD Alteryx, Inc., Class A 524062.37000000 USD -17168.97000000 USD Eversource Energy 501152.43000000 USD -2838.57000000 USD eBay, Inc. 135273.00000000 USD 2019.00000000 USD Live Nation Entertainment, Inc. 2105495.92000000 USD -92265.88000000 USD Churchill Downs, Inc. 36036.15000000 USD -1315.19000000 USD American Eagle Outfitters, Inc. 681858.18000000 USD -15288.30000000 USD WEC Energy Group, Inc. 620926.41000000 USD 4790.37000000 USD Equity Commonwealth 382820.24000000 USD -11003.50000000 USD Wendy's Co. (The) 689647.04000000 USD -17835.93000000 USD SolarEdge Technologies, Inc. 93821.28000000 USD 306.34000000 USD Aflac, Inc. 203761.54000000 USD -434.99000000 USD Murphy USA, Inc. 1144327.28000000 USD 42408.40000000 USD Mid-America Apartment Communities, Inc. 128083.59000000 USD -3831.69000000 USD Automatic Data Processing, Inc. 99905.40000000 USD 878.64000000 USD First Hawaiian, Inc. 167983.92000000 USD -2849.60000000 USD FNB Corp. 1254589.00000000 USD -6603.10000000 USD EPR Properties 471055.00000000 USD 23810.97000000 USD United Parcel Service, Inc., Class B 83358.00000000 USD -1641.13000000 USD American Campus Communities, Inc. 358155.98000000 USD -1591.06000000 USD News Corp., Class A 165306.03000000 USD -2759.70000000 USD PPL Corp. 281436.00000000 USD 4935.86000000 USD WW International, Inc. 124318.00000000 USD 29449.10000000 USD Bank of New York Mellon Corp. (The) 1892357.16000000 USD 73571.85000000 USD Spirit Realty Capital, Inc. 992640.87000000 USD 3309.09000000 USD Clean Harbors, Inc. 40333.00000000 USD 1107.99000000 USD Procter & Gamble Co. (The) 689299.56000000 USD 13530.92000000 USD Aspen Technology, Inc. 281470.25000000 USD -679.24000000 USD First Financial Bankshares, Inc. 1636991.10000000 USD -57243.78000000 USD Chegg, Inc. 633393.96000000 USD -83372.68000000 USD Chipotle Mexican Grill, Inc. 227420.44000000 USD 6317.94000000 USD People's United Financial, Inc. 134161.68000000 USD -2801.52000000 USD Liberty Broadband Corp., Class C 417304.95000000 USD -4505.85000000 USD Americold Realty Trust 659994.40000000 USD -65946.40000000 USD Valley National Bancorp 566718.75000000 USD -4068.75000000 USD Coty, Inc., Class A 74727.90000000 USD -1516.56000000 USD Nordstrom, Inc. 1037357.98000000 USD 21937.08000000 USD Hudson Pacific Properties, Inc. 566271.50000000 USD -43257.64000000 USD CMS Energy Corp. 686789.57000000 USD -13620.97000000 USD SEI Investments Co. 483265.23000000 USD 7870.31000000 USD Camden Property Trust 125599.44000000 USD 2023.77000000 USD Elastic NV 149637.12000000 USD -8028.16000000 USD New Relic, Inc. 438441.60000000 USD 18273.77000000 USD Omnicom Group, Inc. 1224822.06000000 USD -39295.31000000 USD Bank of America Corp. 681611.28000000 USD 31422.21000000 USD Vornado Realty Trust 1256603.02000000 USD 78748.02000000 USD Spire, Inc. 31891.92000000 USD 677.28000000 USD FedEx Corp. 11423.28000000 USD 1570.80000000 USD Smartsheet, Inc., Class A 318803.29000000 USD -16425.57000000 USD Thor Industries, Inc. 38869.82000000 USD 3262.82000000 USD Crowdstrike Holdings, Inc., Class A 393985.20000000 USD 69696.19000000 USD Host Hotels & Resorts, Inc. 99659.56000000 USD 1906.79000000 USD Twitter, Inc. 1061285.85000000 USD -135625.08000000 USD Pebblebrook Hotel Trust 686594.80000000 USD 13512.77000000 USD Comerica, Inc. 874879.32000000 USD 48246.48000000 USD Penn National Gaming, Inc. 1295.55000000 USD -115.61000000 USD Edison International 1812545.46000000 USD 1639.23000000 USD Splunk, Inc. 1197044.94000000 USD -100757.80000000 USD Graham Holdings Co., Class B 392034.30000000 USD 53283.98000000 USD Fiserv, Inc. 203809.40000000 USD 1288.80000000 USD Loews Corp. 472439.88000000 USD -19518.84000000 USD JB Hunt Transport Services, Inc. 456957.60000000 USD 9563.84000000 USD Highwoods Properties, Inc. 1197777.12000000 USD 5138.08000000 USD Pluralsight, Inc., Class A 537162.88000000 USD -72783.52000000 USD Paramount Group, Inc. 460696.48000000 USD -17327.08000000 USD Mack-Cali Realty Corp. 14366.38000000 USD -1706.44000000 USD Voya Financial, Inc. 195013.96000000 USD -1127.44000000 USD KAR Auction Services, Inc. 668582.86000000 USD -34966.39000000 USD DocuSign, Inc. 530185.50000000 USD -40708.18000000 USD Synchrony Financial 307461.18000000 USD 20904.88000000 USD Corporate Office Properties Trust 75110.40000000 USD 1267.20000000 USD American International Group, Inc. 214476.90000000 USD 7912.31000000 USD Accenture plc, Class A 321288.30000000 USD -17761.20000000 USD Vistra Corp. 188224.84000000 USD 6223.10000000 USD Empire State Realty Trust, Inc., Class A 180425.88000000 USD -3871.80000000 USD Copart, Inc. 724816.00000000 USD 75016.32000000 USD Fortinet, Inc. 502328.46000000 USD 75271.00000000 USD Molson Coors Beverage Co., Class B 1395828.72000000 USD -89266.32000000 USD Globe Life, Inc. 113952.00000000 USD -720.00000000 USD Citizens Financial Group, Inc. 229114.32000000 USD -320.35000000 USD Etsy, Inc. 950039.40000000 USD 80477.64000000 USD Prosperity Bancshares, Inc. 562995.12000000 USD -23133.45000000 USD Target Corp. 2951052.01000000 USD 41123.82000000 USD Alphabet, Inc., Class A 1624697.28000000 USD -23378.94000000 USD Healthpeak Properties, Inc. 409132.82000000 USD 3518.84000000 USD CIT Group, Inc. 500625.50000000 USD 41416.65000000 USD Activision Blizzard, Inc. 1173252.60000000 USD 126973.05000000 USD Hyatt Hotels Corp., Class A 1118724.75000000 USD -5725.46000000 USD Campbell Soup Co. 340432.35000000 USD -7533.87000000 USD RenaissanceRe Holdings Ltd. 213576.16000000 USD -2254.00000000 USD Morgan Stanley 611561.72000000 USD 34022.50000000 USD ANSYS, Inc. 341972.00000000 USD -11092.62000000 USD Jack in the Box, Inc. 629833.60000000 USD 17171.11000000 USD Wells Fargo & Co. 1160903.88000000 USD 43466.58000000 USD Verisk Analytics, Inc. 855893.57000000 USD -58299.22000000 USD Fox Corp., Class A 671507.20000000 USD 2471.26000000 USD General Motors Co. 165935.40000000 USD -11118.15000000 USD Popular, Inc. 2290928.64000000 USD 156026.43000000 USD Federal Realty Investment Trust 337841.28000000 USD 13802.67000000 USD Hawaiian Electric Industries, Inc. 519702.15000000 USD -26579.85000000 USD Broadridge Financial Solutions, Inc. 79664.00000000 USD -2542.80000000 USD Cintas Corp. 477171.00000000 USD 481.63000000 USD Dick's Sporting Goods, Inc. 1533914.69000000 USD 44726.79000000 USD MDU Resources Group, Inc. 1152612.06000000 USD 78766.20000000 USD Franklin Resources, Inc. 7896.84000000 USD 319.16000000 USD SLM Corp. 177647.82000000 USD -12617.44000000 USD Five9, Inc. 208582.40000000 USD 23731.72000000 USD Xcel Energy, Inc. 1865893.29000000 USD -31065.57000000 USD MongoDB, Inc. 937812.48000000 USD -206426.36000000 USD RLI Corp. 1059517.95000000 USD -34486.47000000 USD Dollar General Corp. 189900.90000000 USD -1191.96000000 USD Cincinnati Financial Corp. 1230868.56000000 USD -85091.52000000 USD Brixmor Property Group, Inc. 115618.30000000 USD 2165.66000000 USD Lowe's Cos., Inc. 1730618.82000000 USD 4097.16000000 USD Lincoln National Corp. 271724.31000000 USD 4715.07000000 USD Avalara, Inc. 219138.81000000 USD 6631.71000000 USD EPAM Systems, Inc. 337207.35000000 USD -35541.57000000 USD Progressive Corp. (The) 725087.04000000 USD -38718.24000000 USD frontdoor, Inc. 241560.31000000 USD -336.77000000 USD Bank OZK 686001.26000000 USD -6317.61000000 USD Cinemark Holdings, Inc. 24757.02000000 USD -3213.72000000 USD Lions Gate Entertainment Corp., Class A 71926.62000000 USD 14134.98000000 USD MAXIMUS, Inc. 685058.40000000 USD 10483.20000000 USD Nu Skin Enterprises, Inc., Class A 1061788.68000000 USD 55651.36000000 USD Tetra Tech, Inc. 127010.66000000 USD 79.02000000 USD Old Dominion Freight Line, Inc. 139748.88000000 USD -3362.16000000 USD Copa Holdings SA, Class A 342051.67000000 USD -25543.42000000 USD AMERCO 59014.80000000 USD -486.73000000 USD Hormel Foods Corp. 951123.66000000 USD 9386.76000000 USD Douglas Emmett, Inc. 501954.36000000 USD -45585.30000000 USD Essential Utilities, Inc. 27286.33000000 USD -1196.27000000 USD Simon Property Group, Inc. 756689.44000000 USD 1794.11000000 USD UMB Financial Corp. 538397.96000000 USD 1757.05000000 USD American Tower Corp. 386520.12000000 USD -8644.44000000 USD Microchip Technology, Inc. 115598.07000000 USD 1414.53000000 USD CSX Corp. 142659.00000000 USD -1540.56000000 USD Amdocs Ltd. 917053.97000000 USD 42277.83000000 USD BancorpSouth Bank 118156.64000000 USD 904.26000000 USD New York Times Co. (The), Class A 1061388.54000000 USD -30958.02000000 USD Equinix, Inc. 1066270.74000000 USD -53419.54000000 USD Paychex, Inc. 379988.04000000 USD 163.12000000 USD Church & Dwight Co., Inc. 2296242.52000000 USD -20795.96000000 USD TripAdvisor, Inc. 350425.28000000 USD -7427.36000000 USD BOK Financial Corp. 772728.32000000 USD -18356.01000000 USD OneMain Holdings, Inc. 500141.60000000 USD 77160.55000000 USD Insperity, Inc. 77267.58000000 USD -4028.21000000 USD Williams-Sonoma, Inc. 482823.44000000 USD -30152.76000000 USD Genuine Parts Co. 15867.94000000 USD 391.84000000 USD Knight-Swift Transportation Holdings, Inc. 1001672.64000000 USD -1052.65000000 USD Dominion Energy, Inc. 531814.40000000 USD -6675.63000000 USD NorthWestern Corp. 1891809.64000000 USD 52234.84000000 USD Webster Financial Corp. 431531.70000000 USD 19554.58000000 USD Entegris, Inc. 84568.00000000 USD -3194.40000000 USD FireEye, Inc. 257626.32000000 USD -100219.62000000 USD Home BancShares, Inc. 1157267.84000000 USD -7128.96000000 USD Aaron's Co., Inc. (The) 39853.92000000 USD 3510.34000000 USD Sempra Energy 193408.38000000 USD -2352.90000000 USD Analog Devices, Inc. 562112.65000000 USD -19681.41000000 USD Aon plc, Class A 2668973.91000000 USD -53311.26000000 USD Charter Communications, Inc., Class A 2770571.40000000 USD -73164.36000000 USD Dropbox, Inc., Class A 10140.83000000 USD 1180.14000000 USD Life Storage, Inc. 101362.11000000 USD -801.31000000 USD Norfolk Southern Corp. 924540.51000000 USD 12645.75000000 USD Evergy, Inc. 886383.68000000 USD 2365.93000000 USD Equity Residential 220343.76000000 USD -5394.39000000 USD LKQ Corp. 50780.84000000 USD -2838.77000000 USD J2 Global, Inc. 257901.60000000 USD 2745.60000000 USD Ameriprise Financial, Inc. 305486.76000000 USD -5909.85000000 USD Ross Stores, Inc. 891846.22000000 USD -65430.62000000 USD Brown & Brown, Inc. 235390.65000000 USD -10823.70000000 USD Waste Management, Inc. 417472.20000000 USD 4779.00000000 USD CACI International, Inc., Class A 1432400.85000000 USD 30103.80000000 USD John Wiley & Sons, Inc., Class A 9953.88000000 USD -1048.58000000 USD Ameren Corp. 2318069.76000000 USD -7720.96000000 USD Avis Budget Group, Inc. 464869.90000000 USD -25299.89000000 USD Liberty Media Corp.-Liberty SiriusXM 31022.63000000 USD 684.53000000 USD CyrusOne, Inc. 334953.85000000 USD -34342.50000000 USD Skyworks Solutions, Inc. 978126.24000000 USD 28631.64000000 USD Hanover Insurance Group, Inc. 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USD Currency. Maturity 50-62 Months 01/22/25 to 12/31/25 Caterpillar, Inc. 279400.70000000 USD -4374.75000000 USD Spirit AeroSystems Holdings, Inc., Class A 162458.04000000 USD -11304.32000000 USD AECOM 372653.08000000 USD 13695.76000000 USD DENTSPLY SIRONA, Inc. 494959.08000000 USD -8602.23000000 USD Xylem, Inc. 546917.67000000 USD -10960.92000000 USD Jazz Pharmaceuticals plc 141117.75000000 USD 13799.70000000 USD Neurocrine Biosciences, Inc. 145021.05000000 USD 6505.90000000 USD Timken Co. (The) 1392325.28000000 USD 20337.74000000 USD Incyte Corp. 169176.10000000 USD 2217.64000000 USD Neogen Corp. 71290.70000000 USD -1627.19000000 USD Ionis Pharmaceuticals, Inc. 681420.08000000 USD -64478.20000000 USD Tenet Healthcare Corp. 545483.73000000 USD -16082.51000000 USD Agilent Technologies, Inc. 42537.91000000 USD -403.69000000 USD A O Smith Corp. 455060.82000000 USD 3852.90000000 USD ITT, Inc. 686710.32000000 USD -8113.56000000 USD PACCAR, Inc. 152629.32000000 USD 1284.37000000 USD II-VI, Inc. 2391524.64000000 USD -82173.24000000 USD BioMarin Pharmaceutical, Inc. 248776.53000000 USD 3900.12000000 USD Pure Storage, Inc., Class A 1215197.06000000 USD -16123.80000000 USD Helmerich & Payne, Inc. 177359.28000000 USD 12031.91000000 USD STERIS plc 441059.58000000 USD 16056.30000000 USD HCA Healthcare, Inc. 333360.42000000 USD -587.83000000 USD HEICO Corp. 1104613.20000000 USD -7008.12000000 USD Crane Co. 1544657.40000000 USD 4176.90000000 USD Stryker Corp. 43862.16000000 USD 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