NPORT-P false 0001444822 XXXXXXXX S000024171 C000135924 C000070952 C000070953 AQR Funds 811-22235 0001444822 549300V0TAB4ICSX2404 2 Greenwich Plaza Greenwich 06830 203-742-3600 AQR International Equity Fund S000024171 LV6KC6PDTP56I8J0MN25 2022-09-30 2022-03-31 N 51429022.39 1401776.33 50027246.06 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 808733.50000000 N N/A N/A N/A 1.00000000 NC N/A -4.21000000 -0.00000841541 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6500.00000000 DKK 965.17000000 USD 2022-06-15 -4.21000000 N N N Square Enix Holdings Co. Ltd. 529900KCRNRDF8DIA489 N/A 2619.00000000 NS 116018.17000000 0.231909967342 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 248.39000000 0.000496509441 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 259000.00000000 DKK 38874.45000000 USD 2022-06-15 248.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 86.40000000 0.000172705888 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33000.00000000 DKK 5007.87000000 USD 2022-06-15 86.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 1.71000000 0.000003418137 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24000.00000000 HKD 3068.81000000 USD 2022-06-15 1.71000000 N N N Hitachi Metals Ltd. N/A N/A 13321.00000000 NS 222863.91000000 0.445485065743 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 248.44000000 0.000496609387 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 259000.00000000 DKK 38874.50000000 USD 2022-06-15 248.44000000 N N N Orange SA 969500MCOONR8990S771 N/A 49590.00000000 NS 587210.07000000 1.173780522109 Long EC CORP FR N 2 N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 N/A 45488.00000000 NS 580216.31000000 1.159800620054 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -34.67000000 -0.00006930223 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 68971.63000000 USD 63500.00000000 CHF 2022-06-15 -34.67000000 N N N N/A N/A N/A 1574954.08000000 PA -97745.48000000 -0.19538449084 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Switzerland Net Return Index M7CH Index Y 2022-06-15 0.00000000 USD 0.00000000 USD 1574954.08000000 CHF -97745.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 2.44000000 0.000004877342 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 55500.00000000 EUR 61573.22000000 USD 2022-06-15 2.44000000 N N N Mitsui & Co. Ltd. 2NRSB4GOU9DD6CNW5R48 N/A 1431.00000000 NS 38844.83000000 0.077647348313 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1375.82000000 -0.00275014138 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 119000.00000000 GBP 154903.55000000 USD 2022-06-15 -1375.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -3.72000000 -0.00000743594 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11952.62000000 USD 93500.00000000 HKD 2022-06-15 -3.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -14.89000000 -0.00002976378 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6000.00000000 SEK 624.44000000 USD 2022-06-15 -14.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -11505.51000000 -0.02299848763 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 669454.78000000 USD 501000.00000000 GBP 2022-06-15 -11505.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -16527.74000000 -0.03303747717 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 489305.66000000 USD 360000.00000000 GBP 2022-06-15 -16527.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -4248.08000000 -0.00849153278 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27410500.00000000 JPY 221347.63000000 USD 2022-06-15 -4248.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -33.02000000 -0.00006600403 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3500.00000000 ILS 1066.24000000 USD 2022-06-15 -33.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 8930.57000000 0.017851412386 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 189549.00000000 GBP 257859.96000000 USD 2022-06-15 8930.57000000 N N N SoftBank Group Corp. 5493003BZYYYCDIO0R13 N/A 6500.00000000 NS 290612.74000000 0.580908930408 Long EC CORP JP N 2 N N N Evolution AB 549300SUH6ZR1RF6TA88 N/A 205.00000000 NS 20855.53000000 0.041688343138 Long EC CORP SE Y 2 N N N N/A N/A N/A 1.00000000 NC N/A 5.65000000 0.000011293845 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 622.50000000 USD 2000.00000000 ILS 2022-06-15 5.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 1729.89000000 0.003457895719 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 153248.84000000 USD 1454442.00000000 SEK 2022-06-15 1729.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 395.19000000 0.000789949539 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 113000.00000000 DKK 17247.49000000 USD 2022-06-15 395.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -34.58000000 -0.00006912233 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 68971.54000000 USD 63500.00000000 CHF 2022-06-15 -34.58000000 N N N Unibail-Rodamco-Westfield N/A N/A 210.00000000 NS 15730.53000000 0.031443925538 Long EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A -102.34000000 -0.00020456852 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 129000.00000000 DKK 19136.12000000 USD 2022-06-15 -102.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -2090.10000000 -0.00417792336 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 225165.22000000 USD 2093512.00000000 SEK 2022-06-15 -2090.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -16571.96000000 -0.03312586901 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4009000.00000000 SEK 410608.85000000 USD 2022-06-15 -16571.96000000 N N N Rio Tinto Ltd. 529900X2VMAQT2PE0V24 N/A 1187.00000000 NS 106117.96000000 0.212120331134 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -432.77000000 -0.00086506860 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 100500.00000000 ILS 31131.71000000 USD 2022-06-15 -432.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -418.33000000 -0.00083620433 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15022.25000000 USD 13164.00000000 EUR 2022-06-15 -418.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 58144.99000000 0.116226645636 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 123921499.00000000 JPY 1078051.89000000 USD 2022-06-15 58144.99000000 N N N Mirvac Group N/A N/A 9374.00000000 NS 17381.81000000 0.034744686883 Long EC CORP AU N 2 N N N Aviva plc YF0Y5B0IB8SM0ZFG9G81 N/A 99968.00000000 NS 591501.98000000 1.182359667151 Long EC CORP GB N 2 N N N Umicore SA 529900F3AIQECS8ZSV61 N/A 777.00000000 NS 33587.67000000 0.067138754669 Long EC CORP BE N 2 N N N Daiwa House Industry Co. Ltd. N/A N/A 2374.00000000 NS 61887.05000000 0.123706689602 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 15.77000000 0.000031522822 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 76500.00000000 HKD 9792.14000000 USD 2022-06-15 15.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 5098.11000000 0.010190666889 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 441092.27000000 USD 411000.00000000 CHF 2022-06-15 5098.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -17.24000000 -0.00003446122 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 37500.00000000 DKK 5575.34000000 USD 2022-06-15 -17.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 290.35000000 0.000580383736 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18202.44000000 USD 124000.00000000 DKK 2022-06-15 290.35000000 N N N Advantest Corp. 353800EMK32PDKS9XR54 N/A 1967.00000000 NS 153571.30000000 0.306975322638 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 53.36000000 0.000106661877 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9500.00000000 SGD 7062.53000000 USD 2022-06-15 53.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -18.55000000 -0.00003707979 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1000.00000000 NZD 673.62000000 USD 2022-06-15 -18.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -136.52000000 -0.00027289129 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15700000.00000000 JPY 129078.66000000 USD 2022-06-15 -136.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -2.65000000 -0.00000529711 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21000.00000000 DKK 3129.19000000 USD 2022-06-15 -2.65000000 N N N Anglo American plc 549300S9XF92D1X8ME43 N/A 1693.00000000 NS 87972.32000000 0.175848816252 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -240.11000000 -0.00047995846 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 59430.58000000 USD 79000.00000000 AUD 2022-06-15 -240.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -869.56000000 -0.00173817283 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 110517.32000000 USD 101000.00000000 CHF 2022-06-15 -869.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 3259.53000000 0.006515509560 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 189550.00000000 GBP 252190.24000000 USD 2022-06-15 3259.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -62.66000000 -0.00012525174 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7000.00000000 ILS 2135.86000000 USD 2022-06-15 -62.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 127.02000000 0.000253901643 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8089.76000000 USD 72374.00000000 NOK 2022-06-15 127.02000000 N N N ING Groep NV 549300NYKK9MWM7GGW15 N/A 12460.00000000 NS 130094.05000000 0.260046395206 Long EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A 48.27000000 0.000096487421 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2150.25000000 USD 7000.00000000 ILS 2022-06-15 48.27000000 N N N NN Group NV 724500OHYNDT9OY6Q215 N/A 3806.00000000 NS 192883.40000000 0.385556701979 Long EC CORP NL N 2 N N N N/A N/A N/A 57.00000000 NC 116930.65000000 0.233733933424 N/A DE GB N 1 LCH Clearnet F226TOH6YD6XJB17KS62 Long CAC 40 10 Euro Index FR0003500008 2022-04-14 3794775.00000000 EUR 116930.65000000 N N N Suncorp Group Ltd. 549300BVOKRTHDIWVT46 N/A 49471.00000000 NS 410099.45000000 0.819752199647 Long EC CORP AU N 2 N N N ENEOS Holdings, Inc. 3538001KQ5SAOZSQTT44 N/A 124650.00000000 NS 466032.13000000 0.931556635040 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2222.89000000 -0.00444335871 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 225298.22000000 USD 2093514.00000000 SEK 2022-06-15 -2222.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -17.07000000 -0.00003412140 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6470.75000000 USD 50500.00000000 HKD 2022-06-15 -17.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -2293.20000000 -0.00458390213 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 245647.95000000 USD 2283832.00000000 SEK 2022-06-15 -2293.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 2123.67000000 0.004245026794 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 516577.00000000 CHF 562930.69000000 USD 2022-06-15 2123.67000000 N N N Subaru Corp. 549300N244BVAEE6HH86 N/A 33972.00000000 NS 539577.02000000 1.078566306354 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -8.89000000 -0.00001777031 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5951.39000000 USD 46500.00000000 HKD 2022-06-15 -8.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -5839.07000000 -0.01167177979 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4170000.00000000 SEK 438497.17000000 USD 2022-06-15 -5839.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -18.78000000 -0.00003753954 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17526.79000000 USD 137000.00000000 HKD 2022-06-15 -18.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 250.10000000 0.000499927578 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 58934.08000000 USD 188440.00000000 ILS 2022-06-15 250.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -18.75000000 -0.00003747957 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17526.76000000 USD 137000.00000000 HKD 2022-06-15 -18.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 3.45000000 0.000006896242 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 742.23000000 USD 5000.00000000 DKK 2022-06-15 3.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 65415.85000000 0.130760445860 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1705675.27000000 USD 2363830.00000000 AUD 2022-06-15 65415.85000000 N N N CSL Ltd. 529900ECSECK5ZDQTE14 N/A 401.00000000 NS 80056.65000000 0.160026098386 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -5734.05000000 -0.01146185419 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4797500.00000000 SEK 505465.74000000 USD 2022-06-15 -5734.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -102.31000000 -0.00020450855 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 129000.00000000 DKK 19136.15000000 USD 2022-06-15 -102.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -738.22000000 -0.00147563589 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 231217.46000000 USD 175500.00000000 GBP 2022-06-15 -738.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -23852.66000000 -0.04767933851 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 489932.62000000 USD 56630000.00000000 JPY 2022-06-15 -23852.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 290.37000000 0.000580423714 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18202.42000000 USD 124000.00000000 DKK 2022-06-15 290.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 108.82000000 0.000217521467 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25403.28000000 USD 23500.00000000 CHF 2022-06-15 108.82000000 N N N Link REIT 529900XUE70U36QX5M62 N/A 14297.00000000 NS 121756.60000000 0.243380576764 Long EC CORP HK N 2 N N N CNP Assurances 969500QKVPV2H8UXM738 N/A 644.00000000 NS 15503.95000000 0.030991012340 Long EC CORP FR N 2 N N N CK Infrastructure Holdings Ltd. 5299005U11RQ1C27MR12 N/A 7547.00000000 NS 50450.47000000 0.100845986883 Long EC CORP BM N 2 N N N N/A N/A N/A 1.00000000 NC N/A 21.76000000 0.000043496297 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2333.80000000 USD 7500.00000000 ILS 2022-06-15 21.76000000 N N N Goodman Group N/A N/A 2207.00000000 NS 37511.31000000 0.074981760848 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -9470.20000000 -0.01893008459 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1598500.00000000 SEK 160858.69000000 USD 2022-06-15 -9470.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 1.70000000 0.000003398148 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24000.00000000 HKD 3068.80000000 USD 2022-06-15 1.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 5.89000000 0.000011773584 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2945.34000000 USD 4000.00000000 SGD 2022-06-15 5.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 3297.08000000 0.006590568659 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 201038.00000000 GBP 267314.66000000 USD 2022-06-15 3297.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -2074.51000000 -0.00414676034 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 278865.67000000 USD 249500.00000000 EUR 2022-06-15 -2074.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -3789.61000000 -0.00757509217 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 367000.00000000 EUR 403354.10000000 USD 2022-06-15 -3789.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -45.37000000 -0.00009069058 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27457.55000000 USD 214500.00000000 HKD 2022-06-15 -45.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 18.73000000 0.000037439598 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1865.72000000 USD 6000.00000000 ILS 2022-06-15 18.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 676.04000000 0.001351343624 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 58508.46000000 USD 188441.00000000 ILS 2022-06-15 676.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 127.03000000 0.000253921632 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8089.75000000 USD 72374.00000000 NOK 2022-06-15 127.03000000 N N N N/A N/A N/A 22.00000000 NC 5259.26000000 0.010512791357 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Long MSCI Singapore Index SIMSCI Index 2022-04-28 736670.00000000 SGD 5259.26000000 N N N Prysmian SpA 529900X0H1IO3RS1A464 N/A 2833.00000000 NS 96141.27000000 0.192177818232 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 1321.80000000 0.002642160230 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 158103.92000000 USD 1069000.00000000 DKK 2022-06-15 1321.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -6.15000000 -0.00001229330 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3500.00000000 SGD 2576.17000000 USD 2022-06-15 -6.15000000 N N N Japan Metropolitan Fund Investment Corp. 353800QDHNIP60E1LQ93 N/A 16.00000000 NS 13500.86000000 0.026987014203 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 15694.48000000 0.031371864805 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 490421.46000000 USD 675500.00000000 AUD 2022-06-15 15694.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 21.72000000 0.000043416341 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11920.11000000 USD 11000.00000000 CHF 2022-06-15 21.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 102.32000000 0.000204528548 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4852.51000000 USD 46500.00000000 SEK 2022-06-15 102.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -4148.00000000 -0.00829148179 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 691500.00000000 SEK 69535.10000000 USD 2022-06-15 -4148.00000000 N N N Berkeley Group Holdings plc 2138009OQSSLVVHQAL78 N/A 997.00000000 NS 48630.19000000 0.097207409621 Long EC CORP GB N 2 N N N Sumitomo Corp. V82KK8NH1P0JS71FJC05 N/A 31022.00000000 NS 537259.46000000 1.073933710753 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 12838.42000000 0.025662855765 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 303343.56000000 USD 422000.00000000 AUD 2022-06-15 12838.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -7020.39000000 -0.01403313304 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 287030.50000000 USD 34022000.00000000 JPY 2022-06-15 -7020.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 44.75000000 0.000089451256 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3253.03000000 USD 10500.00000000 ILS 2022-06-15 44.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 9418.09000000 0.018825921356 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 195294.00000000 GBP 265892.23000000 USD 2022-06-15 9418.09000000 N N N Daito Trust Construction Co. Ltd. 353800QQ4DRI3KXS3038 N/A 465.00000000 NS 49357.17000000 0.098660577759 Long EC CORP JP N 2 N N N Brenntag SE NNROIXVWJ7CPSR27SV97 N/A 2414.00000000 NS 194644.47000000 0.389076923735 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 42013.87000000 0.083981976440 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 174953000.00000000 JPY 1481923.60000000 USD 2022-06-15 42013.87000000 N N N British American Tobacco plc 213800FKA5MF17RJKT63 N/A 4689.00000000 NS 196924.96000000 0.393635419714 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2.31000000 -0.00000461748 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 694.48000000 USD 1000.00000000 NZD 2022-06-15 -2.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 33.75000000 0.000067463237 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 177500.00000000 HKD 22717.49000000 USD 2022-06-15 33.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 1085.58000000 0.002169977533 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 161757.62000000 USD 150000.00000000 CHF 2022-06-15 1085.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -19615.06000000 -0.03920875431 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 381497.04000000 USD 43969658.00000000 JPY 2022-06-15 -19615.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 423.71000000 0.000846958474 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32442.97000000 USD 289492.00000000 NOK 2022-06-15 423.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -13704.60000000 -0.02739427228 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 556085.94000000 USD 413000.00000000 GBP 2022-06-15 -13704.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -1883.45000000 -0.00376484845 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 558001.00000000 GBP 730923.64000000 USD 2022-06-15 -1883.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -406.24000000 -0.00081203750 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 30561.43000000 USD 283000.00000000 SEK 2022-06-15 -406.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -1.54000000 -0.00000307832 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 500.00000000 SGD 367.36000000 USD 2022-06-15 -1.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 9.32000000 0.000018629848 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 54000.00000000 HKD 6910.29000000 USD 2022-06-15 9.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 3.24000000 0.000006476470 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25082.20000000 USD 34000.00000000 SGD 2022-06-15 3.24000000 N N N Recruit Holdings Co. Ltd. 353800R2LRSMVVC4I806 N/A 3300.00000000 NS 143375.26000000 0.286594348663 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2328.86000000 0.004655183291 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 428666.59000000 USD 388500.00000000 EUR 2022-06-15 2328.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -81.15000000 -0.00016221160 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 84000.00000000 SGD 61894.64000000 USD 2022-06-15 -81.15000000 N N N Dai-ichi Life Holdings, Inc. 549300ZUFXI7JXZVTZ25 N/A 2984.00000000 NS 60637.24000000 0.121208430956 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 30.32000000 0.000060606973 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2046.19000000 USD 3000.00000000 NZD 2022-06-15 30.32000000 N N N NGK Insulators Ltd. 353800701BNCL25VYY16 N/A 1252.00000000 NS 17859.86000000 0.035700266168 Long EC CORP JP N 2 N N N La Francaise des Jeux SAEM 969500R4CLSQFTYYI535 N/A 6773.00000000 NS 268702.73000000 0.537112775861 Long EC CORP FR Y 2 N N N N/A N/A N/A 1.00000000 NC N/A 46.95000000 0.000093848859 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 97500.00000000 HKD 12507.03000000 USD 2022-06-15 46.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 8908.38000000 0.017807056557 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 189060.00000000 GBP 257195.58000000 USD 2022-06-15 8908.38000000 N N N Deutsche Boerse AG 529900G3SW56SHYNPR95 N/A 506.00000000 NS 91085.51000000 0.182071805213 Long EC CORP DE N 2 N N N Sonic Healthcare Ltd. 549300NQQ5L2NONWR862 N/A 5641.00000000 NS 148935.04000000 0.297707852679 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -295.79000000 -0.00059125781 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19534.25000000 USD 129000.00000000 DKK 2022-06-15 -295.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 538.48000000 0.001076373461 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 58645.70000000 USD 188440.00000000 ILS 2022-06-15 538.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -15752.32000000 -0.03148748180 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 714500.00000000 AUD 519584.23000000 USD 2022-06-15 -15752.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -432.74000000 -0.00086500863 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 100500.00000000 ILS 31131.74000000 USD 2022-06-15 -432.74000000 N N N Nitto Denko Corp. 3538009GX5P09USH2J25 N/A 3964.00000000 NS 284171.55000000 0.568033566467 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -7827.64000000 -0.01564675375 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 425500.00000000 CHF 454104.25000000 USD 2022-06-15 -7827.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -15609.17000000 -0.03120133772 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 453401.71000000 USD 53193000.00000000 JPY 2022-06-15 -15609.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 17.70000000 0.000035380720 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 87500.00000000 HKD 11199.82000000 USD 2022-06-15 17.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 248.56000000 0.000496849256 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 90679.42000000 USD 11048000.00000000 JPY 2022-06-15 248.56000000 N N N AP Moller - Maersk A/S 549300D2K6PKKKXVNN73 N/A 117.00000000 NS 351580.73000000 0.702778501095 Long EC CORP DK N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1188.45000000 -0.00237560548 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 298484.09000000 USD 402945.00000000 SGD 2022-06-15 -1188.45000000 N N N N/A N/A 000000000 -1323740.00000000 PA -47871.44000000 -0.09569073608 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2022-06-17 0.00000000 USD 0.00000000 USD -1323740.00000000 CHF -47871.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -869.42000000 -0.00173789298 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 110517.18000000 USD 101000.00000000 CHF 2022-06-15 -869.42000000 N N N Adecco Group AG NI14Y5UMU60O7JE9P611 N/A 2844.00000000 NS 129008.28000000 0.257876037879 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A 1949.53000000 0.003896936476 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 898000.00000000 NOK 103901.49000000 USD 2022-06-15 1949.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 46.97000000 0.000093888837 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 97500.00000000 HKD 12507.05000000 USD 2022-06-15 46.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 3217.08000000 0.006430655799 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 201038.00000000 GBP 267234.66000000 USD 2022-06-15 3217.08000000 N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 N/A 58714.00000000 NS 539901.25000000 1.079214413186 Long EC CORP SE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -5734.68000000 -0.01146311350 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4797500.00000000 SEK 505465.11000000 USD 2022-06-15 -5734.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -15751.67000000 -0.03148618251 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 714500.00000000 AUD 519584.88000000 USD 2022-06-15 -15751.67000000 N N N Coloplast A/S 529900NN7SOJ5QG82X67 N/A 772.00000000 NS 116910.51000000 0.233693675361 Long EC CORP DK N 2 N N N N/A N/A N/A 1.00000000 NC N/A 58.25000000 0.000116436551 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 147000.00000000 HKD 18844.22000000 USD 2022-06-15 58.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -3953.34000000 -0.00790237382 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 139678.66000000 USD 16491000.00000000 JPY 2022-06-15 -3953.34000000 N N N Groupe Bruxelles Lambert SA 549300KV0ZEHT2KVU152 N/A 289.00000000 NS 29904.67000000 0.059776766372 Long EC CORP BE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 244.22000000 0.000488173983 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 232526.17000000 USD 2184500.00000000 SEK 2022-06-15 244.22000000 N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 N/A 263060.00000000 NS 160195.02000000 0.320215547759 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A 22.33000000 0.000044635677 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12889.29000000 USD 17500.00000000 SGD 2022-06-15 22.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -25834.66000000 -0.05164117962 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 824088.16000000 USD 96990000.00000000 JPY 2022-06-15 -25834.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 115.82000000 0.000231513843 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 45192.06000000 USD 34500.00000000 GBP 2022-06-15 115.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -2.62000000 -0.00000523714 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 769.39000000 USD 6000.00000000 HKD 2022-06-15 -2.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 17.70000000 0.000035380720 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14000.00000000 DKK 2105.60000000 USD 2022-06-15 17.70000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 2922.00000000 NS 166976.72000000 0.333771560800 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 32.85000000 0.000065664218 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4393.99000000 USD 6000.00000000 SGD 2022-06-15 32.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -11.28000000 -0.00002254771 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 810.45000000 USD 7500.00000000 SEK 2022-06-15 -11.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -3534.24000000 -0.00706463033 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 142000.00000000 AUD 102858.75000000 USD 2022-06-15 -3534.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 63.95000000 0.000127830342 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6498.01000000 USD 44000.00000000 DKK 2022-06-15 63.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.00000000 0.000000 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1000.00000000 ILS 314.07000000 USD 2022-06-15 0.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -1558.22000000 -0.00311474271 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 75636500.00000000 JPY 620950.29000000 USD 2022-06-15 -1558.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 246.13000000 0.000491991903 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 144296.34000000 USD 1356500.00000000 SEK 2022-06-15 246.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -398.19000000 -0.00079594627 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14999.89000000 USD 13162.00000000 EUR 2022-06-15 -398.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 132.67000000 0.000265195489 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24214.96000000 USD 33000.00000000 SGD 2022-06-15 132.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -36513.37000000 -0.07298696785 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 702831.59000000 USD 80959500.00000000 JPY 2022-06-15 -36513.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -20.95000000 -0.00004187718 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4000.00000000 NZD 2747.74000000 USD 2022-06-15 -20.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 173.12000000 0.000346051429 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 142500.00000000 AUD 106940.73000000 USD 2022-06-15 173.12000000 N N N Sumitomo Mitsui Trust Holdings, Inc. 353800P843RLCDBLNT17 N/A 626.00000000 NS 20372.94000000 0.040723688798 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -91.07000000 -0.00018204080 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20500.00000000 ILS 6347.46000000 USD 2022-06-15 -91.07000000 N N N Cie de Saint-Gobain NFONVGN05Z0FMN5PEC35 N/A 9818.00000000 NS 584174.87000000 1.167713428197 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -9415.17000000 -0.01882008453 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 395480.59000000 USD 348000.00000000 EUR 2022-06-15 -9415.17000000 N N N Dexus N/A N/A 14183.00000000 NS 115771.17000000 0.231416236386 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -62.40000000 -0.00012473203 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10000.00000000 ILS 3078.34000000 USD 2022-06-15 -62.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 32.02000000 0.000064005122 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 182500.00000000 GBP 239704.16000000 USD 2022-06-15 32.02000000 N N N Deutsche Post AG 8ER8GIG7CSMVD8VUFE78 N/A 13158.00000000 NS 628319.29000000 1.255954183938 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 1085.79000000 0.002170397304 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 161757.41000000 USD 150000.00000000 CHF 2022-06-15 1085.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -77.99000000 -0.00015589504 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 54500.00000000 DKK 8049.89000000 USD 2022-06-15 -77.99000000 N N N Swiss Life Holding AG 5493000KUC3Z24U77V93 N/A 39.00000000 NS 24991.43000000 0.049955638113 Long EC CORP CH N 2 N N N Shimizu Corp. 353800BRAE0QFP3ZLY22 N/A 46288.00000000 NS 277781.49000000 0.555260406832 Long EC CORP JP N 2 N N N Ipsen SA 549300M6SGDPB4Z94P11 N/A 4262.00000000 NS 533494.93000000 1.066408751263 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -3534.11000000 -0.00706437047 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 142000.00000000 AUD 102858.88000000 USD 2022-06-15 -3534.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 5.65000000 0.000011293845 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 622.50000000 USD 2000.00000000 ILS 2022-06-15 5.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 79.62000000 0.000159153274 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 164918.00000000 HKD 21155.43000000 USD 2022-06-15 79.62000000 N N N Sun Hung Kai Properties Ltd. 529900LUMD393RD3S874 N/A 6705.00000000 NS 79772.63000000 0.159458367754 Long EC CORP HK N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2.31000000 -0.00000461748 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 694.48000000 USD 1000.00000000 NZD 2022-06-15 -2.31000000 N N N Temenos AG 5067007NW6550481FH64 N/A 1744.00000000 NS 167754.93000000 0.335327133136 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A -4147.91000000 -0.00829130189 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 691500.00000000 SEK 69535.19000000 USD 2022-06-15 -4147.91000000 N N N Mitsubishi Estate Co. Ltd. 353800KOFMRGOXSJ5Z65 N/A 3206.00000000 NS 47738.81000000 0.095425620556 Long EC CORP JP N 2 N N N Ageas SA/NV 5493005DJBML6LY3RV36 N/A 6647.00000000 NS 336027.73000000 0.671689442183 Long EC CORP BE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3493.02000000 0.006982235231 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 194804.00000000 GBP 259323.66000000 USD 2022-06-15 3493.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 192.03000000 0.000383850831 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 28651.94000000 USD 26000.00000000 EUR 2022-06-15 192.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 48.27000000 0.000096487421 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2150.25000000 USD 7000.00000000 ILS 2022-06-15 48.27000000 N N N MS&AD Insurance Group Holdings, Inc. 529900CXROT5S2HMMP26 N/A 626.00000000 NS 20324.93000000 0.040627721093 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -27293.24000000 -0.05455675086 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 589984.18000000 USD 68368500.00000000 JPY 2022-06-15 -27293.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -11908.37000000 -0.02380376882 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3331500.00000000 SEK 343081.12000000 USD 2022-06-15 -11908.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 1322.00000000 0.002642560013 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 158103.72000000 USD 1069000.00000000 DKK 2022-06-15 1322.00000000 N N N UBS Group AG 549300SZJ9VS8SGXAN81 N/A 19344.00000000 NS 378007.06000000 0.755602376246 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A 191.99000000 0.000383770875 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 28651.98000000 USD 26000.00000000 EUR 2022-06-15 191.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 19.24000000 0.000038459042 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 608.91000000 USD 2000.00000000 ILS 2022-06-15 19.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 6.30000000 0.000012593137 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1407.03000000 USD 4500.00000000 ILS 2022-06-15 6.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -36514.25000000 -0.07298872689 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 702832.47000000 USD 80959500.00000000 JPY 2022-06-15 -36514.25000000 N N N Eni SpA BUCRF72VH5RBN7X3VL35 N/A 42458.00000000 NS 619174.63000000 1.237674824749 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 1.21000000 0.000002418682 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1000.00000000 DKK 150.35000000 USD 2022-06-15 1.21000000 N N N Publicis Groupe SA 2138004KW8BV57III342 N/A 8907.00000000 NS 540598.44000000 1.080608033773 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -23.99000000 -0.00004795386 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1500.00000000 NZD 1014.27000000 USD 2022-06-15 -23.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -1.54000000 -0.00000307832 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 500.00000000 SGD 367.36000000 USD 2022-06-15 -1.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -62.40000000 -0.00012473203 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10000.00000000 ILS 3078.34000000 USD 2022-06-15 -62.40000000 N N N SEB SA 969500WP61NBK098AC47 N/A 3438.00000000 NS 479466.21000000 0.958410161984 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -17.25000000 -0.00003448121 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 37500.00000000 DKK 5575.33000000 USD 2022-06-15 -17.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -11908.80000000 -0.02380462835 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3331500.00000000 SEK 343080.69000000 USD 2022-06-15 -11908.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -55.42000000 -0.00011077963 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24000.00000000 DKK 3523.83000000 USD 2022-06-15 -55.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 80.72000000 0.000161352075 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4000.00000000 GBP 5333.81000000 USD 2022-06-15 80.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 8.71000000 0.000017410512 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 976.75000000 USD 8680.00000000 NOK 2022-06-15 8.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 2902.60000000 0.005802038346 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 588000.00000000 GBP 775106.54000000 USD 2022-06-15 2902.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 167.09000000 0.000333997997 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1069501.00000000 HKD 136844.72000000 USD 2022-06-15 167.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -2689.49000000 -0.00537605047 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 86738.90000000 USD 64000.00000000 GBP 2022-06-15 -2689.49000000 N N N QBE Insurance Group Ltd. 549300D2FBW76FPUSG65 N/A 11685.00000000 NS 100202.57000000 0.200295994466 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 51.47000000 0.000102883936 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 53143.98000000 USD 49000.00000000 CHF 2022-06-15 51.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -160.70000000 -0.00032122495 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14762.40000000 USD 13162.00000000 EUR 2022-06-15 -160.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -37.58000000 -0.00007511906 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4475.11000000 USD 4000.00000000 EUR 2022-06-15 -37.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 4.06000000 0.000008115577 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 688.11000000 USD 1000.00000000 NZD 2022-06-15 4.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -7020.75000000 -0.01403385265 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 287030.86000000 USD 34022000.00000000 JPY 2022-06-15 -7020.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -993.01000000 -0.00198493836 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 181000.00000000 EUR 199805.39000000 USD 2022-06-15 -993.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 4.06000000 0.000008115577 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 688.11000000 USD 1000.00000000 NZD 2022-06-15 4.06000000 N N N Aegon NV O4QK7KMMK83ITNTHUG69 N/A 7054.00000000 NS 37394.18000000 0.074747628432 Long EC CORP NL N 2 N N N M&G plc 254900TWUJUQ44TQJY84 N/A 42115.00000000 NS 121347.33000000 0.242562482560 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -3.27000000 -0.00000653643 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4430.11000000 USD 6000.00000000 SGD 2022-06-15 -3.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -1988.37000000 -0.00397457417 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 245343.34000000 USD 2283834.00000000 SEK 2022-06-15 -1988.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 1453.27000000 0.002904957027 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 57731.23000000 USD 188441.00000000 ILS 2022-06-15 1453.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 5431.97000000 0.010858023232 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 190698.00000000 GBP 255870.31000000 USD 2022-06-15 5431.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -114.96000000 -0.00022979477 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 66435.20000000 USD 50500.00000000 GBP 2022-06-15 -114.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 49.44000000 0.000098826147 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1334.90000000 USD 2000.00000000 NZD 2022-06-15 49.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 22.13000000 0.000044235894 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5000.00000000 SGD 3711.17000000 USD 2022-06-15 22.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 28.04000000 0.000056049457 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1010.22000000 USD 1500.00000000 NZD 2022-06-15 28.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -28807.33000000 -0.05758328164 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 510993.92000000 USD 58587000.00000000 JPY 2022-06-15 -28807.33000000 N N N Telefonaktiebolaget LM Ericsson 549300W9JLPW15XIFM52 N/A 39498.00000000 NS 360045.76000000 0.719699340571 Long EC CORP SE N 2 N N N Resona Holdings, Inc. 52990067JE75XZCYYT81 N/A 120371.00000000 NS 512701.03000000 1.024843600995 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 6198.34000000 0.012389928465 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 193475.83000000 USD 266500.00000000 AUD 2022-06-15 6198.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 4.33000000 0.000008655283 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1500.00000000 NZD 1042.59000000 USD 2022-06-15 4.33000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 N/A 56595.00000000 NS 192419.02000000 0.384628447804 Long EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A -14.89000000 -0.00002976378 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6000.00000000 SEK 624.44000000 USD 2022-06-15 -14.89000000 N N N Eisai Co. Ltd. 353800HDEE0ZYEX4QV91 N/A 1500.00000000 NS 69492.90000000 0.138910104938 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -49.27000000 -0.00009848633 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9500.00000000 SGD 6959.90000000 USD 2022-06-15 -49.27000000 N N N Japan Post Insurance Co. Ltd. 54930042SK2Z708BA841 N/A 13053.00000000 NS 227320.16000000 0.454392711778 Long EC CORP JP N 2 N N N Imperial Brands plc 549300DFVPOB67JL3A42 N/A 3381.00000000 NS 71219.90000000 0.142362223806 Long EC CORP GB N 2 N N N Baloise Holding AG 529900G5XKBZN48T6283 N/A 1030.00000000 NS 183954.61000000 0.367708847653 Long EC CORP CH N 2 N N N N/A N/A N/A 1424129.52000000 PA 117541.16000000 0.234954288427 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Italy Net Return Index M7IT Index Y 2022-06-15 0.00000000 USD 0.00000000 USD 1424129.52000000 EUR 117541.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 45.46000000 0.000090870482 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8829.61000000 USD 8000.00000000 EUR 2022-06-15 45.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 11863.71000000 0.023714497467 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1002114.89000000 USD 9515971.00000000 SEK 2022-06-15 11863.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -24133.16000000 -0.04824003298 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 782500.00000000 AUD 562152.15000000 USD 2022-06-15 -24133.16000000 N N N abrdn plc 0TMBS544NMO7GLCE7H90 N/A 60831.00000000 NS 170332.69000000 0.340479845314 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3049.68000000 0.006096038139 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 85125000.00000000 JPY 703651.07000000 USD 2022-06-15 3049.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -39280.40000000 -0.07851801386 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 752753.93000000 USD 86689000.00000000 JPY 2022-06-15 -39280.40000000 N N N N/A N/A N/A 3.00000000 NC 12058.64000000 0.024104145140 N/A DE IT N 1 Cassa di Compensazione e Garanzia 8156006407E264D2C725 Long FTSE/MIB Index IT0003465736 2022-06-17 366090.00000000 EUR 12058.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -15727.84000000 -0.03143854846 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 479312.86000000 USD 353000.00000000 GBP 2022-06-15 -15727.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -4.09000000 -0.00000817554 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 31000.00000000 DKK 4619.11000000 USD 2022-06-15 -4.09000000 N N N Aristocrat Leisure Ltd. 529900TE2HO3OZKYKC27 N/A 1184.00000000 NS 32136.15000000 0.064237295735 Long EC CORP AU N 2 N N N Mediobanca Banca di Credito Finanziario SpA PSNL19R2RXX5U3QWHI44 N/A 2785.00000000 NS 28143.82000000 0.056256984376 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -5414.99000000 -0.01082408172 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 191575.38000000 USD 22619000.00000000 JPY 2022-06-15 -5414.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 80.73000000 0.000161372064 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4000.00000000 GBP 5333.82000000 USD 2022-06-15 80.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -8.88000000 -0.00001775032 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5951.38000000 USD 46500.00000000 HKD 2022-06-15 -8.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -33.02000000 -0.00006600403 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3500.00000000 ILS 1066.24000000 USD 2022-06-15 -33.02000000 N N N Electrolux AB 549300Y3HHZB1ZGFPJ93 N/A 20346.00000000 NS 307886.02000000 0.615436675508 Long EC CORP SE N 2 N N N GEA Group AG 549300PHUU0ZZWO8EO07 N/A 7490.00000000 NS 306995.12000000 0.613655845920 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 1.21000000 0.000002418682 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1000.00000000 DKK 150.35000000 USD 2022-06-15 1.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 27.90000000 0.000055769609 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 141500.00000000 HKD 18110.99000000 USD 2022-06-15 27.90000000 N N N Tesco plc 2138002P5RNKC5W2JZ46 N/A 101908.00000000 NS 368938.13000000 0.737474394567 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -70.34000000 -0.00014060338 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3000.00000000 NZD 2006.17000000 USD 2022-06-15 -70.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -207.21000000 -0.00041419429 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14810.02000000 USD 13163.00000000 EUR 2022-06-15 -207.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 423.75000000 0.000847038430 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32443.16000000 USD 289494.00000000 NOK 2022-06-15 423.75000000 N N N Kyocera Corp. N/A N/A 984.00000000 NS 55064.10000000 0.110068221492 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -0.93000000 -0.00000185898 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1500.00000000 SGD 1105.78000000 USD 2022-06-15 -0.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 42012.02000000 0.083978278455 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 174953000.00000000 JPY 1481921.75000000 USD 2022-06-15 42012.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 51.19000000 0.000102324241 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9791.75000000 USD 66000.00000000 DKK 2022-06-15 51.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -16586.83000000 -0.03315559281 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 464413.90000000 USD 341001.00000000 GBP 2022-06-15 -16586.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 2329.39000000 0.004656242714 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 428666.06000000 USD 388500.00000000 EUR 2022-06-15 2329.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -2223.17000000 -0.00444391841 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 225298.50000000 USD 2093514.00000000 SEK 2022-06-15 -2223.17000000 N N N N/A N/A N/A -41.00000000 NC 5299.98000000 0.010594187002 N/A DE US N 1 NASDAQ OMX Commodities Clearing 5493008EIVLUXM0PQX05 Short OMX Stockholm 30 Index SE0000337842 2022-04-13 -8548500.00000000 SEK 5299.98000000 N N N 3i Group plc 35GDVHRBMFE7NWATNM84 N/A 3499.00000000 NS 63270.21000000 0.126471502996 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -81.23000000 -0.00016237152 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 84000.00000000 SGD 61894.56000000 USD 2022-06-15 -81.23000000 N N N BP plc 213800LH1BZH3DI6G760 N/A 159544.00000000 NS 782145.63000000 1.563439308775 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A 40597.30000000 0.081150379437 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 973381.19000000 USD 9515970.00000000 SEK 2022-06-15 40597.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -1.84000000 -0.00000367799 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5221.58000000 USD 35000.00000000 DKK 2022-06-15 -1.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 3048.80000000 0.006094279098 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 85125000.00000000 JPY 703650.19000000 USD 2022-06-15 3048.80000000 N N N Uniper SE 549300UXRTWGIBZQ4J67 N/A 8203.00000000 NS 211917.95000000 0.423605068617 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 124.18000000 0.000248224737 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9078.06000000 USD 81054.00000000 NOK 2022-06-15 124.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -215.26000000 -0.00043028552 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 39853.89000000 USD 372000.00000000 SEK 2022-06-15 -215.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 3884.49000000 0.007764748823 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 170217.22000000 USD 1533500.00000000 NOK 2022-06-15 3884.49000000 N N N Enagas SA 213800OU3FQKGM4M2U23 N/A 3704.00000000 NS 82252.12000000 0.164414646973 Long EC CORP ES N 2 N N N CyberAgent, Inc. 3538006T5KZABPGS8Q08 N/A 2500.00000000 NS 30936.51000000 0.061839322442 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2.94000000 0.000005876797 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22500.00000000 HKD 2878.34000000 USD 2022-06-15 2.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -5414.75000000 -0.01082360198 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 191575.14000000 USD 22619000.00000000 JPY 2022-06-15 -5414.75000000 N N N Ricoh Co. Ltd. 549300HFIB2GRUMDID72 N/A 8836.00000000 NS 76517.77000000 0.152952193107 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 4670.58000000 0.009336072576 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4307500.00000000 SEK 463658.19000000 USD 2022-06-15 4670.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 3.28000000 0.000006556427 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25082.16000000 USD 34000.00000000 SGD 2022-06-15 3.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -7611.28000000 -0.01521426942 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 93000000.00000000 JPY 757803.46000000 USD 2022-06-15 -7611.28000000 N N N BioMerieux 549300AK8Y0LBIQ4T071 N/A 291.00000000 NS 31058.67000000 0.062083509379 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 12241.29000000 0.024469246189 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 94992500.00000000 JPY 794054.83000000 USD 2022-06-15 12241.29000000 N N N SCSK Corp. 529900SNGFXMSUBB7864 N/A 3755.00000000 NS 64212.75000000 0.128355556336 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -217.07000000 -0.00043390355 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14820.99000000 USD 13164.00000000 EUR 2022-06-15 -217.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 115.87000000 0.000231613788 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 45192.01000000 USD 34500.00000000 GBP 2022-06-15 115.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -2.57000000 -0.00000513720 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5430.68000000 USD 5000.00000000 CHF 2022-06-15 -2.57000000 N N N Intertek Group plc 2138003GAT25WW1RN369 N/A 1631.00000000 NS 111263.19000000 0.222405186698 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -5046.43000000 -0.01008736318 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3411500.00000000 SEK 358467.50000000 USD 2022-06-15 -5046.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -39281.34000000 -0.07851989284 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 752754.87000000 USD 86689000.00000000 JPY 2022-06-15 -39281.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 3296.75000000 0.006589909018 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 201038.00000000 GBP 267314.33000000 USD 2022-06-15 3296.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 2.93000000 0.000005856808 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22500.00000000 HKD 2878.33000000 USD 2022-06-15 2.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 2849.50000000 0.005695896185 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 171828.00000000 GBP 228506.40000000 USD 2022-06-15 2849.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -13626.11000000 -0.02723737777 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4184500.00000000 SEK 432255.18000000 USD 2022-06-15 -13626.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -8.56000000 -0.00001711067 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7000.00000000 SGD 5156.09000000 USD 2022-06-15 -8.56000000 N N N Kajima Corp. N/A N/A 34179.00000000 NS 415846.21000000 0.831239459995 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -30.38000000 -0.00006072690 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 47500.00000000 DKK 7053.55000000 USD 2022-06-15 -30.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -28.30000000 -0.00005656917 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4000.00000000 ILS 1228.00000000 USD 2022-06-15 -28.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 18.73000000 0.000037439598 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1865.72000000 USD 6000.00000000 ILS 2022-06-15 18.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 2604.27000000 0.005205703301 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 525721.00000000 CHF 573338.21000000 USD 2022-06-15 2604.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -3295.11000000 -0.00658663080 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 153500.00000000 AUD 111714.21000000 USD 2022-06-15 -3295.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 21.43000000 0.000042836657 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 104000.00000000 HKD 13312.18000000 USD 2022-06-15 21.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 21.73000000 0.000043436330 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11920.10000000 USD 11000.00000000 CHF 2022-06-15 21.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 83.78000000 0.000167468742 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4801.52000000 USD 4500.00000000 CHF 2022-06-15 83.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 84.77000000 0.000169447664 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5000.00000000 GBP 6651.13000000 USD 2022-06-15 84.77000000 N N N Goldman Sachs Financial Square Funds - Treasury Instruments Fund N/A N/A 1064561.92000000 NS USD 1064561.92000000 2.127964267157 Long STIV RF US N 1 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 2176.00000000 NS 58332.82000000 0.116602101043 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 245.95000000 0.000491632099 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 144296.52000000 USD 1356500.00000000 SEK 2022-06-15 245.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 29.29000000 0.000058548095 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5223.80000000 USD 4000.00000000 GBP 2022-06-15 29.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 5431.65000000 0.010857383581 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 190698.00000000 GBP 255869.99000000 USD 2022-06-15 5431.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -22.57000000 -0.00004511541 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6500.00000000 SGD 4773.18000000 USD 2022-06-15 -22.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -17.33000000 -0.00003464112 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16758.57000000 USD 131000.00000000 HKD 2022-06-15 -17.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -20661.71000000 -0.04130091425 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 382543.69000000 USD 43969658.00000000 JPY 2022-06-15 -20661.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 5.21000000 0.000010414325 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 74500.00000000 HKD 9525.99000000 USD 2022-06-15 5.21000000 N N N London Stock Exchange Group plc 213800QAUUUP6I445N30 N/A 869.00000000 NS 90619.85000000 0.181140992433 Long EC CORP GB N 2 N N N BAE Systems plc 8SVCSVKSGDWMW2QHOH83 N/A 23166.00000000 NS 217562.46000000 0.434887940341 Long EC CORP GB N 2 N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 N/A 1822.00000000 NS 30309.13000000 0.060585245815 Long EC CORP DK N 2 N N N N/A N/A N/A 1.00000000 NC N/A 16.13000000 0.000032242430 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 234500.00000000 HKD 29984.22000000 USD 2022-06-15 16.13000000 N N N Investor AB 549300VEBQPHRZBKUX38 N/A 4752.00000000 NS 103252.59000000 0.206392712235 Long EC CORP SE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 1.95000000 0.000003897875 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 344.14000000 USD 500.00000000 NZD 2022-06-15 1.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -295.76000000 -0.00059119784 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19534.22000000 USD 129000.00000000 DKK 2022-06-15 -295.76000000 N N N Toyota Tsusho Corp. 549300CEE2ENIUJNXB84 N/A 1059.00000000 NS 43463.40000000 0.086879457541 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -20.36000000 -0.00004069782 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6000.00000000 SGD 4406.48000000 USD 2022-06-15 -20.36000000 N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 N/A 19579.00000000 NS 629768.63000000 1.258851285247 Long EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A 34.71000000 0.000069382192 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 164917.00000000 HKD 21110.39000000 USD 2022-06-15 34.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -3.70000000 -0.00000739596 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11952.60000000 USD 93500.00000000 HKD 2022-06-15 -3.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -406.28000000 -0.00081211745 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 30561.47000000 USD 283000.00000000 SEK 2022-06-15 -406.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -391.47000000 -0.00078251359 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14994.28000000 USD 13163.00000000 EUR 2022-06-15 -391.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 29.29000000 0.000058548095 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5223.80000000 USD 4000.00000000 GBP 2022-06-15 29.29000000 N N N Brother Industries Ltd. 549300O5FACQ67KI6R92 114813108 26165.00000000 NS 475821.44000000 0.951124592045 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -9470.00000000 -0.01892968481 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1598500.00000000 SEK 160858.89000000 USD 2022-06-15 -9470.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -6.15000000 -0.00001229330 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3500.00000000 SGD 2576.17000000 USD 2022-06-15 -6.15000000 N N N Nokia OYJ 549300A0JPRWG1KI7U06 N/A 20664.00000000 NS 113797.11000000 0.227470266629 Long EC CORP FI N 2 N N N Swisscom AG 5493005SL9HHOXS3B739 N/A 268.00000000 NS 161016.10000000 0.321856813399 Long EC CORP CH N 2 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 N/A 1321.00000000 NS 882721.10000000 1.764480697061 Long EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A 58146.34000000 0.116229344166 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 123921501.00000000 JPY 1078053.26000000 USD 2022-06-15 58146.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -6.90000000 -0.00001379248 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 500.00000000 NZD 339.19000000 USD 2022-06-15 -6.90000000 N N N Burberry Group plc 213800PE1KEFCNFR1R50 N/A 2571.00000000 NS 56124.12000000 0.112187106867 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A 108.79000000 0.000217461500 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25403.31000000 USD 23500.00000000 CHF 2022-06-15 108.79000000 N N N Sage Group plc (The) 2138005RN5XYLTF8G138 N/A 50726.00000000 NS 464786.57000000 0.929066871765 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -12.73000000 -0.00002544613 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1000.00000000 NZD 679.44000000 USD 2022-06-15 -12.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -18.55000000 -0.00003707979 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1000.00000000 NZD 673.62000000 USD 2022-06-15 -18.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -28806.69000000 -0.05758200234 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 510993.28000000 USD 58587000.00000000 JPY 2022-06-15 -28806.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 16.37000000 0.000032722168 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 65000.00000000 HKD 8323.09000000 USD 2022-06-15 16.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -23.99000000 -0.00004795386 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1500.00000000 NZD 1014.27000000 USD 2022-06-15 -23.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 45107.78000000 0.090166426402 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 95214000.00000000 JPY 828744.33000000 USD 2022-06-15 45107.78000000 N N N SUMCO Corp. 353800SUSRUOM0V6KU92 N/A 1905.00000000 NS 31175.21000000 0.062316462438 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 9.39000000 0.000018769771 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1000.00000000 EUR 1118.77000000 USD 2022-06-15 9.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -2920.84000000 -0.00583849847 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 510000.00000000 GBP 666847.88000000 USD 2022-06-15 -2920.84000000 N N N GlaxoSmithKline plc 5493000HZTVUYLO1D793 N/A 6213.00000000 NS 134430.39000000 0.268714351852 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -54.92000000 -0.00010978017 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10368.32000000 USD 9500.00000000 CHF 2022-06-15 -54.92000000 N N N Canon, Inc. 529900JH1GSC035SSP77 N/A 4023.00000000 NS 98056.58000000 0.196006351983 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -5568.12000000 -0.01113017493 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 260999.52000000 USD 194500.00000000 GBP 2022-06-15 -5568.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -2359.68000000 -0.00471678972 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1016338.39000000 USD 9515972.00000000 SEK 2022-06-15 -2359.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 2822.00000000 0.005640926139 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 219500.00000000 EUR 246331.66000000 USD 2022-06-15 2822.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 2216.56000000 0.004430705614 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 368126.14000000 USD 282000.00000000 GBP 2022-06-15 2216.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -91.07000000 -0.00018204080 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20500.00000000 ILS 6347.46000000 USD 2022-06-15 -91.07000000 N N N BHP Group Ltd. WZE1WSENV6JSZFK0JC28 N/A 16452.00000000 NS 634183.21000000 1.267675636670 Long EC CORP AU N 2 N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 N/A 9566.00000000 NS 302174.48000000 0.604019816796 Long EC CORP JP N 2 N N N Nippon Steel Corp. 35380065QWQ4U2V3PA33 N/A 8800.00000000 NS 155272.95000000 0.310376769118 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 675.97000000 0.001351203700 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 58508.53000000 USD 188441.00000000 ILS 2022-06-15 675.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 45108.81000000 0.090168485280 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 95214000.00000000 JPY 828745.36000000 USD 2022-06-15 45108.81000000 N N N Hong Kong Exchanges & Clearing Ltd. 213800YTVSXYQN17BW16 N/A 3922.00000000 NS 183837.17000000 0.367474095574 Long EC CORP HK N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2292.89000000 -0.00458328247 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 245647.64000000 USD 2283832.00000000 SEK 2022-06-15 -2292.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 4.33000000 0.000008655283 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1500.00000000 NZD 1042.59000000 USD 2022-06-15 4.33000000 N N N Mazda Motor Corp. 52990044YZJLICDQKK92 N/A 19043.00000000 NS 139977.40000000 0.279802329778 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3.45000000 0.000006896242 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 742.23000000 USD 5000.00000000 DKK 2022-06-15 3.45000000 N N N STMicroelectronics NV 213800Z8NOHIKRI42W10 N/A 6172.00000000 NS 268259.76000000 0.536227318366 Long EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A -398.23000000 -0.00079602622 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15002.15000000 USD 13164.00000000 EUR 2022-06-15 -398.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -16571.44000000 -0.03312482957 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4009000.00000000 SEK 410609.37000000 USD 2022-06-15 -16571.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -13705.29000000 -0.02739565152 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 556086.63000000 USD 413000.00000000 GBP 2022-06-15 -13705.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -3789.10000000 -0.00757407272 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 367000.00000000 EUR 403354.61000000 USD 2022-06-15 -3789.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.00000000 0.000000 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1000.00000000 ILS 314.07000000 USD 2022-06-15 0.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -6.79000000 -0.00001357260 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2500.00000000 SGD 1837.73000000 USD 2022-06-15 -6.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 9.33000000 0.000018649837 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 54000.00000000 HKD 6910.30000000 USD 2022-06-15 9.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 86.41000000 0.000172725878 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33000.00000000 DKK 5007.88000000 USD 2022-06-15 86.41000000 N N N SAP SE 529900D6BF99LW9R2E68 N/A 1706.00000000 NS 189072.83000000 0.377939712638 Long EC CORP DE N 2 N N N CK Hutchison Holdings Ltd. 254900Z8HM1VEPOQ2G79 N/A 78326.00000000 NS 572751.85000000 1.144879830708 Long EC CORP KY N 2 N N N N/A N/A N/A 1.00000000 NC N/A 244.51000000 0.000488753667 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 232525.88000000 USD 2184500.00000000 SEK 2022-06-15 244.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 1949.66000000 0.003897196335 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 898000.00000000 NOK 103901.62000000 USD 2022-06-15 1949.66000000 N N N Diageo plc 213800ZVIELEA55JMJ32 N/A 1118.00000000 NS 56710.07000000 0.113358368621 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -17.31000000 -0.00003460114 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16758.55000000 USD 131000.00000000 HKD 2022-06-15 -17.31000000 N N N Chubu Electric Power Co., Inc. 529900A76GOP0PGNHT63 N/A 7778.00000000 NS 80501.03000000 0.160914374346 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 18.72000000 0.000037419609 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2932.51000000 USD 4000.00000000 SGD 2022-06-15 18.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 3.67000000 0.000007336002 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2904.47000000 USD 19500.00000000 DKK 2022-06-15 3.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -1558.99000000 -0.00311628187 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 75636500.00000000 JPY 620949.52000000 USD 2022-06-15 -1558.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 3161.22000000 0.006318996644 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 189863.98000000 USD 1811500.00000000 SEK 2022-06-15 3161.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 49.44000000 0.000098826147 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1334.90000000 USD 2000.00000000 NZD 2022-06-15 49.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 1453.19000000 0.002904797114 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 57730.99000000 USD 188440.00000000 ILS 2022-06-15 1453.19000000 N N N JFE Holdings, Inc. N/A N/A 3400.00000000 NS 47580.27000000 0.095108713245 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -10.12000000 -0.00002022897 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4606.57000000 USD 3500.00000000 GBP 2022-06-15 -10.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -17.06000000 -0.00003410141 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6470.74000000 USD 50500.00000000 HKD 2022-06-15 -17.06000000 N N N Taisei Corp. 529900TF7XJKIOWMLQ79 N/A 16760.00000000 NS 483846.26000000 0.967165491020 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -100.08000000 -0.00020005098 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 221386.41000000 USD 168500.00000000 GBP 2022-06-15 -100.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -143.02000000 -0.00028588421 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14000.00000000 EUR 15388.35000000 USD 2022-06-15 -143.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 53.35000000 0.000106641888 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9500.00000000 SGD 7062.52000000 USD 2022-06-15 53.35000000 N N N Rohm Co. Ltd. 5493009V2FGDEP7JFE59 N/A 269.00000000 NS 20885.16000000 0.041747570863 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -207.23000000 -0.00041423427 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14810.04000000 USD 13163.00000000 EUR 2022-06-15 -207.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 2996.42000000 0.005989576152 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 151500.00000000 EUR 171068.01000000 USD 2022-06-15 2996.42000000 N N N Stellantis NV 549300LKT9PW7ZIBDF31 N/A 20538.00000000 NS 332499.58000000 0.664636985216 Long EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2.89000000 -0.00000577685 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5905.35000000 USD 8000.00000000 SGD 2022-06-15 -2.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -20.95000000 -0.00004187718 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4000.00000000 NZD 2747.74000000 USD 2022-06-15 -20.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -1894.38000000 -0.00378669654 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 201000.00000000 GBP 262073.29000000 USD 2022-06-15 -1894.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 4.85000000 0.000009694717 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 623.30000000 USD 2000.00000000 ILS 2022-06-15 4.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -13061.07000000 -0.02610791324 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 259055.49000000 USD 29889000.00000000 JPY 2022-06-15 -13061.07000000 N N N Wartsila OYJ Abp 743700G7A9J1PHM3X223 N/A 8866.00000000 NS 80954.25000000 0.161820320676 Long EC CORP FI N 2 N N N Koito Manufacturing Co. Ltd. N/A N/A 400.00000000 NS 16187.82000000 0.032358007435 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -21280.98000000 -0.04253877971 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 383162.96000000 USD 43969658.00000000 JPY 2022-06-15 -21280.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 16.38000000 0.000032742158 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 65000.00000000 HKD 8323.10000000 USD 2022-06-15 16.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.93000000 -0.00000185898 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1500.00000000 SGD 1105.78000000 USD 2022-06-15 -0.93000000 N N N Barry Callebaut AG 213800Y5RWKLDPUTT265 N/A 24.00000000 NS 56266.86000000 0.112472431387 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A -96.29000000 -0.00019247511 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 84000.00000000 DKK 12431.08000000 USD 2022-06-15 -96.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 2217.02000000 0.004431625113 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 368125.68000000 USD 282000.00000000 GBP 2022-06-15 2217.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 2388.33000000 0.004774058514 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 64872.06000000 USD 97173.00000000 NZD 2022-06-15 2388.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -684.17000000 -0.00136759476 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 28721.62000000 USD 188000.00000000 DKK 2022-06-15 -684.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 15695.09000000 0.031373084141 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 490420.85000000 USD 675500.00000000 AUD 2022-06-15 15695.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 3259.84000000 0.006516129223 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 189550.00000000 GBP 252190.55000000 USD 2022-06-15 3259.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -96.28000000 -0.00019245512 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3675.53000000 USD 24000.00000000 DKK 2022-06-15 -96.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -62.66000000 -0.00012525174 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7000.00000000 ILS 2135.86000000 USD 2022-06-15 -62.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 2153.15000000 0.004303954683 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 424441.61000000 USD 4003500.00000000 SEK 2022-06-15 2153.15000000 N N N Telecom Italia SpA 549300W384M3RI3VXU42 N/A 37606.00000000 NS 13806.21000000 0.027597381601 Long EC CORP IT N 2 N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 N/A 10626.00000000 NS 44690.47000000 0.089332260957 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -992.76000000 -0.00198443863 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 181000.00000000 EUR 199805.64000000 USD 2022-06-15 -992.76000000 N N N Vonovia SE 5299005A2ZEP6AP7KM81 N/A 1970.00000000 NS 91822.53000000 0.183545042415 Long EC CORP DE N 2 N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 N/A 1034.00000000 NS 46891.42000000 0.093731763574 Long EC CORP SE N 2 N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 N/A 5178.00000000 NS 574323.79000000 1.148021998474 Long EC CORP DK N 2 N N N N/A N/A N/A 1.00000000 NC N/A 10630.43000000 0.021249280816 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1302324.82000000 USD 1183500.00000000 EUR 2022-06-15 10630.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -143.01000000 -0.00028586422 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14000.00000000 EUR 15388.36000000 USD 2022-06-15 -143.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 5.34000000 0.000010674183 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19500.00000000 SGD 14392.58000000 USD 2022-06-15 5.34000000 N N N Holcim Ltd. 529900EHPFPYHV6IQO98 N/A 6177.00000000 NS 300429.36000000 0.600531477666 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A -117.86000000 -0.00023559162 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12000.00000000 ILS 3651.03000000 USD 2022-06-15 -117.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -96.28000000 -0.00019245512 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 84000.00000000 DKK 12431.09000000 USD 2022-06-15 -96.28000000 N N N Nippon Building Fund, Inc. 52990053R8NL2MB32172 N/A 19.00000000 NS 107783.64000000 0.215449876794 Long EC CORP JP N 2 N N N SITC International Holdings Co. Ltd. 529900JUV4MOM9CE3V12 N/A 30000.00000000 NS 104901.21000000 0.209688156478 Long EC CORP KY N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1188.08000000 -0.00237486588 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 298483.72000000 USD 402945.00000000 SGD 2022-06-15 -1188.08000000 N N N QIAGEN NV 54930036WK3GMCN17Z57 N/A 4576.00000000 NS 224543.95000000 0.448843315761 Long EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A 32.32000000 0.000064604795 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 182500.00000000 GBP 239704.46000000 USD 2022-06-15 32.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 2.51000000 0.000005017265 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13500.00000000 GBP 17731.68000000 USD 2022-06-15 2.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -135.59000000 -0.00027103230 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14500.00000000 NZD 9900.90000000 USD 2022-06-15 -135.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -2.58000000 -0.00000515718 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5430.69000000 USD 5000.00000000 CHF 2022-06-15 -2.58000000 N N N Roche Holding AG 549300U41AUUVOAAOB37 N/A 983.00000000 NS 388935.61000000 0.777447572335 Long EC CORP CH N 2 N N N Allianz SE 529900K9B0N5BT694847 N/A 439.00000000 NS 104836.78000000 0.209559366658 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -4.54000000 -0.00000907505 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 500.00000000 NZD 341.55000000 USD 2022-06-15 -4.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 1959.44000000 0.003916745682 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 83080.03000000 USD 113500.00000000 AUD 2022-06-15 1959.44000000 N N N Evraz plc 5493005B7DAN39RXLK23 N/A 80070.00000000 NS 27977.88000000 0.055925285126 Long EC CORP GB N 3 N N N GPT Group (The) N/A N/A 27146.00000000 NS 104710.55000000 0.209307044154 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -3.28000000 -0.00000655642 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4430.12000000 USD 6000.00000000 SGD 2022-06-15 -3.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -6.90000000 -0.00001379248 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 500.00000000 NZD 339.19000000 USD 2022-06-15 -6.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 166.92000000 0.000333658182 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1069499.00000000 HKD 136844.30000000 USD 2022-06-15 166.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -96.28000000 -0.00019245512 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3675.53000000 USD 24000.00000000 DKK 2022-06-15 -96.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -78.00000000 -0.00015591503 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 54500.00000000 DKK 8049.88000000 USD 2022-06-15 -78.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -1508.21000000 -0.00301477718 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 271000.00000000 EUR 299134.69000000 USD 2022-06-15 -1508.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -4.58000000 -0.00000915501 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5499.80000000 USD 43000.00000000 HKD 2022-06-15 -4.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 18.72000000 0.000037419609 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2932.51000000 USD 4000.00000000 SGD 2022-06-15 18.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -15727.24000000 -0.03143734912 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 479312.26000000 USD 353000.00000000 GBP 2022-06-15 -15727.24000000 N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 N/A 4518.00000000 NS 53983.60000000 0.107908398426 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 345.32000000 0.000690263860 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 90653.04000000 USD 854000.00000000 SEK 2022-06-15 345.32000000 N N N Chr Hansen Holding A/S 549300MKPW8ZF3E8MW37 N/A 1016.00000000 NS 74601.81000000 0.149122360064 Long EC CORP DK N 2 N N N N/A N/A N/A 1.00000000 NC N/A -4248.36000000 -0.00849209247 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27410500.00000000 JPY 221347.35000000 USD 2022-06-15 -4248.36000000 N N N Aurizon Holdings Ltd. 5299005PC1O6NOWL3H48 N/A 195354.00000000 NS 536958.89000000 1.073332898149 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 122.02000000 0.000243907089 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8094.54000000 USD 72372.00000000 NOK 2022-06-15 122.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 1294.66000000 0.002587909793 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 512007.00000000 CHF 557140.39000000 USD 2022-06-15 1294.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -8.55000000 -0.00001709068 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7000.00000000 SGD 5156.10000000 USD 2022-06-15 -8.55000000 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 90262Y729 4145675.88900000 NS USD 4143603.05000000 8.282692685162 Long STIV RF US N 1 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 N/A 1512.00000000 NS 30982.40000000 0.061931052456 Long EC CORP AU N 2 N N N Yamato Holdings Co. Ltd. N/A N/A 800.00000000 NS 14944.14000000 0.029872002112 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2996.20000000 0.005989136392 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 151500.00000000 EUR 171067.79000000 USD 2022-06-15 2996.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -2.88000000 -0.00000575686 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5905.34000000 USD 8000.00000000 SGD 2022-06-15 -2.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 40598.53000000 0.081152838098 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 973380.18000000 USD 9515972.00000000 SEK 2022-06-15 40598.53000000 N N N E.ON SE Q9MAIUP40P25UFBFG033 N/A 4791.00000000 NS 55662.56000000 0.111264489620 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1894.71000000 -0.00378735618 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 201000.00000000 GBP 262072.96000000 USD 2022-06-15 -1894.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -27292.50000000 -0.05455527167 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 589983.44000000 USD 68368500.00000000 JPY 2022-06-15 -27292.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 250.18000000 0.000500087491 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 58934.32000000 USD 188441.00000000 ILS 2022-06-15 250.18000000 N N N N/A N/A N/A -5.00000000 NC -14256.24000000 -0.02849695140 N/A DE GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short FTSE 100 Index GB0001383545 2022-06-17 -374300.00000000 GBP -14256.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -3953.16000000 -0.00790201402 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 139678.48000000 USD 16491000.00000000 JPY 2022-06-15 -3953.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 27.85000000 0.000055669664 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 60500.00000000 HKD 7759.49000000 USD 2022-06-15 27.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -70.34000000 -0.00014060338 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3000.00000000 NZD 2006.17000000 USD 2022-06-15 -70.34000000 N N N Shell plc 21380068P1DRHMJ8KU70 N/A 20607.00000000 NS 564811.48000000 1.129007739747 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -4.54000000 -0.00000907505 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 500.00000000 NZD 341.55000000 USD 2022-06-15 -4.54000000 N N N N/A N/A N/A -7.00000000 NC -7712.80000000 -0.01541719884 N/A DE ES N 1 BME Clearing 5299009QA8BBE2OOB349 Short IBEX 35 Index ES0SI0000005 2022-04-14 -589113.00000000 EUR -7712.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -110.75000000 -0.00022137936 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22365.99000000 USD 20500.00000000 CHF 2022-06-15 -110.75000000 N N N ASX Ltd. N/A N/A 528.00000000 NS 32118.32000000 0.064201655157 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 27.84000000 0.000055649675 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 60500.00000000 HKD 7759.48000000 USD 2022-06-15 27.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 1.95000000 0.000003897875 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 344.14000000 USD 500.00000000 NZD 2022-06-15 1.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -31.88000000 -0.00006372527 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14635.80000000 USD 13164.00000000 EUR 2022-06-15 -31.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -14.25000000 -0.00002848447 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8576.43000000 USD 66999.00000000 HKD 2022-06-15 -14.25000000 N N N Nippon Yusen KK 353800YPW4XM0ZN5I149 N/A 400.00000000 NS 34989.77000000 0.069941427433 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 133.19000000 0.000266234922 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8083.37000000 USD 72372.00000000 NOK 2022-06-15 133.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -327.96000000 -0.00065556276 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 396500.00000000 SEK 41921.28000000 USD 2022-06-15 -327.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 79.64000000 0.000159193252 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 164916.00000000 HKD 21155.20000000 USD 2022-06-15 79.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -24133.86000000 -0.04824143222 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 782500.00000000 AUD 562151.45000000 USD 2022-06-15 -24133.86000000 N N N Aisin Corp. 3538004IOK08PDY6I723 N/A 15191.00000000 NS 519192.43000000 1.037819330245 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2388.22000000 0.004773838634 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 64871.48000000 USD 97172.00000000 NZD 2022-06-15 2388.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 2153.68000000 0.004305014106 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 424441.08000000 USD 4003500.00000000 SEK 2022-06-15 2153.68000000 N N N Etablissements Franz Colruyt NV 5493000O0NZ1BCXO8K39 N/A 318.00000000 NS 13163.41000000 0.026312481770 Long EC CORP BE N 2 N N N Marubeni Corp. 4P4N3ORD02UGQT1T1W12 N/A 40563.00000000 NS 471026.01000000 0.941538955462 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 58.23000000 0.000116396573 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 147000.00000000 HKD 18844.20000000 USD 2022-06-15 58.23000000 N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 N/A 17925.00000000 NS 102350.50000000 0.204589514836 Long EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A -44.56000000 -0.00008907146 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4071.22000000 USD 27000.00000000 DKK 2022-06-15 -44.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 12242.28000000 0.024471225110 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 94992500.00000000 JPY 794055.82000000 USD 2022-06-15 12242.28000000 N N N DCC plc 213800UPS1QEE4TD3T45 N/A 1186.00000000 NS 91836.77000000 0.183573506904 Long EC CORP IE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -240.03000000 -0.00047979854 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 59430.50000000 USD 79000.00000000 AUD 2022-06-15 -240.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 28.05000000 0.000056069446 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1010.21000000 USD 1500.00000000 NZD 2022-06-15 28.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 2247.27000000 0.004492092163 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 242371.77000000 USD 220500.00000000 EUR 2022-06-15 2247.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -14.26000000 -0.00002850446 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8576.70000000 USD 67001.00000000 HKD 2022-06-15 -14.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -748.01000000 -0.00149520523 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 892000.00000000 DKK 132280.75000000 USD 2022-06-15 -748.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -38.35000000 -0.00007665822 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6500.00000000 SGD 4757.40000000 USD 2022-06-15 -38.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -49.28000000 -0.00009850632 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9500.00000000 SGD 6959.89000000 USD 2022-06-15 -49.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -15.49000000 -0.00003096312 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8000.00000000 DKK 1177.59000000 USD 2022-06-15 -15.49000000 N N N Carrefour SA 549300B8P6MUJ1YWTS08 N/A 17565.00000000 NS 382250.79000000 0.764085213768 Long EC CORP FR N 2 N N N Proximus SADP 549300CWRXC5EP004533 N/A 7703.00000000 NS 143440.53000000 0.286724817568 Long EC CORP BE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -418.28000000 -0.00083610438 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15019.98000000 USD 13162.00000000 EUR 2022-06-15 -418.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -24.46000000 -0.00004889335 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1500.00000000 NZD 1013.80000000 USD 2022-06-15 -24.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 124.17000000 0.000248204747 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9078.07000000 USD 81054.00000000 NOK 2022-06-15 124.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 27.93000000 0.000055829577 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 141500.00000000 HKD 18111.02000000 USD 2022-06-15 27.93000000 N N N Genmab A/S 529900MTJPDPE4MHJ122 N/A 459.00000000 NS 165769.30000000 0.331358035981 Long EC CORP DK N 2 N N N N/A N/A N/A 1.00000000 NC N/A 248.45000000 0.000496629376 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 90679.53000000 USD 11048000.00000000 JPY 2022-06-15 248.45000000 N N N WH Group Ltd. 254900A4AYEDRWYSE928 N/A 205801.00000000 NS 129233.82000000 0.258326872210 Long EC CORP KY Y 2 N N N N/A N/A N/A 1.00000000 NC N/A -110.77000000 -0.00022141934 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22366.01000000 USD 20500.00000000 CHF 2022-06-15 -110.77000000 N N N Japan Post Holdings Co. Ltd. 5299003D9N4JBS256X18 N/A 18149.00000000 NS 133290.73000000 0.266436273226 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -16587.32000000 -0.03315657228 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 464411.76000000 USD 340999.00000000 GBP 2022-06-15 -16587.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 44733.43000000 0.089418134163 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1726358.44000000 USD 2363831.00000000 AUD 2022-06-15 44733.43000000 N N N Raspadskaya OJSC N/A N/A 42287.00000000 NS 0.01000000 0.000000019989 Long EC CORP RU N 3 N N N N/A N/A N/A 1.00000000 NC N/A -1547.76000000 -0.00309383410 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 216500.00000000 GBP 282775.63000000 USD 2022-06-15 -1547.76000000 N N N N/A N/A N/A -3.00000000 NC -1295.34999999 -0.00258928904 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short DAX Index DE0008469008 2022-06-17 -1082475.00000000 EUR -1295.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 15.17000000 0.000030323476 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17500.00000000 DKK 2625.04000000 USD 2022-06-15 15.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.33000000 0.000000659640 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2213.09000000 USD 3000.00000000 SGD 2022-06-15 0.33000000 N N N Swire Pacific Ltd. 549300KZOZHII0DGF611 N/A 30396.00000000 NS 184841.78000000 0.369482221304 Long EC CORP HK N 2 N N N N/A N/A N/A 1.00000000 NC N/A -197.97000000 -0.00039572436 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17348.54000000 USD 115000.00000000 DKK 2022-06-15 -197.97000000 N N N Mitsui Fudosan Co. Ltd. 353800ND4ZKNZDYKMF33 N/A 2983.00000000 NS 63843.12000000 0.127616698955 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2.74000000 -0.00000547701 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 371.64000000 USD 500.00000000 SGD 2022-06-15 -2.74000000 N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 7317.00000000 NS 78933.97000000 0.157781961264 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -25835.69000000 -0.05164323850 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 824089.19000000 USD 96990000.00000000 JPY 2022-06-15 -25835.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -37.57000000 -0.00007509907 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4475.10000000 USD 4000.00000000 EUR 2022-06-15 -37.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 5423.74000000 0.010841572197 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 191848.00000000 GBP 257372.35000000 USD 2022-06-15 5423.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -55.41000000 -0.00011075964 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24000.00000000 DKK 3523.84000000 USD 2022-06-15 -55.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 34.68000000 0.000069322224 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 164918.00000000 HKD 21110.49000000 USD 2022-06-15 34.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 10632.06000000 0.021252539040 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1302323.19000000 USD 1183500.00000000 EUR 2022-06-15 10632.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 17.50000000 0.000034980938 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6622.76000000 USD 9000.00000000 SGD 2022-06-15 17.50000000 N N N Endesa SA 549300LHK07F2CHV4X31 N/A 11465.00000000 NS 249978.70000000 0.499685110989 Long EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A -13060.75000000 -0.02610727359 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 259055.17000000 USD 29889000.00000000 JPY 2022-06-15 -13060.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 51.40000000 0.000102744012 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 53144.05000000 USD 49000.00000000 CHF 2022-06-15 51.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -1500.18000000 -0.00299872593 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2078500.00000000 SEK 219975.33000000 USD 2022-06-15 -1500.18000000 N N N Obayashi Corp. 529900YT4O5S0LCXWD54 N/A 57191.00000000 NS 419766.75000000 0.839076269552 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 4670.00000000 0.009334913207 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4307500.00000000 SEK 463657.61000000 USD 2022-06-15 4670.00000000 N N N Xinyi Glass Holdings Ltd. 52990082YXVVZFK1QJ17 N/A 43082.00000000 NS 103296.25000000 0.206479984678 Long EC CORP KY N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2689.39000000 -0.00537585058 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 86738.80000000 USD 64000.00000000 GBP 2022-06-15 -2689.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -217.05000000 -0.00043386357 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14820.97000000 USD 13164.00000000 EUR 2022-06-15 -217.05000000 N N N Universal Music Group NV 724500GJBUL3D9TW9Y18 N/A 3093.00000000 NS 82564.92000000 0.165039906256 Long EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A 6029.63000000 0.012052692232 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 148949.10000000 USD 1454442.00000000 SEK 2022-06-15 6029.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -2089.68000000 -0.00417708381 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 622000.00000000 SEK 64187.81000000 USD 2022-06-15 -2089.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 2247.57000000 0.004492691836 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 242371.47000000 USD 220500.00000000 EUR 2022-06-15 2247.57000000 N N N Sumitomo Realty & Development Co. Ltd. N/A N/A 1293.00000000 NS 35784.22000000 0.071529462079 Long EC CORP JP N 2 N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 N/A 4634.00000000 NS 148446.12000000 0.296730545235 Long EC CORP LU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2.49000000 0.000004977287 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13500.00000000 GBP 17731.66000000 USD 2022-06-15 2.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 2603.55000000 0.005204264086 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 525721.00000000 CHF 573337.49000000 USD 2022-06-15 2603.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -2.62000000 -0.00000523714 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 769.39000000 USD 6000.00000000 HKD 2022-06-15 -2.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 395.21000000 0.000789989517 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 113000.00000000 DKK 17247.51000000 USD 2022-06-15 395.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 1959.54000000 0.003916945573 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 83079.93000000 USD 113500.00000000 AUD 2022-06-15 1959.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -1548.11000000 -0.00309453372 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 216500.00000000 GBP 282775.28000000 USD 2022-06-15 -1548.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -31.90000000 -0.00006376525 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14635.82000000 USD 13164.00000000 EUR 2022-06-15 -31.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -20380.77000000 -0.04073934026 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 382262.75000000 USD 43969658.00000000 JPY 2022-06-15 -20380.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -2556.16000000 -0.00510953570 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 238653.21000000 USD 2215720.00000000 SEK 2022-06-15 -2556.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -18534.98000000 -0.03704977079 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1019248.24000000 USD 762000.00000000 GBP 2022-06-15 -18534.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -38.35000000 -0.00007665822 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6500.00000000 SGD 4757.40000000 USD 2022-06-15 -38.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -12.73000000 -0.00002544613 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1000.00000000 NZD 679.44000000 USD 2022-06-15 -12.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -10.12000000 -0.00002022897 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4606.57000000 USD 3500.00000000 GBP 2022-06-15 -10.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -748.17000000 -0.00149552505 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 892000.00000000 DKK 132280.59000000 USD 2022-06-15 -748.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 3.67000000 0.000007336002 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2904.47000000 USD 19500.00000000 DKK 2022-06-15 3.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 6.31000000 0.000012613126 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1407.02000000 USD 4500.00000000 ILS 2022-06-15 6.31000000 N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 N/A 98.00000000 NS 12996.08000000 0.025978004034 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1988.06000000 -0.00397395450 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 245343.03000000 USD 2283834.00000000 SEK 2022-06-15 -1988.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -5046.87000000 -0.01008824270 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3411500.00000000 SEK 358467.06000000 USD 2022-06-15 -5046.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -23852.05000000 -0.04767811918 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 489932.01000000 USD 56630000.00000000 JPY 2022-06-15 -23852.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 13.12000000 0.000026225709 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 196500.00000000 HKD 25124.98000000 USD 2022-06-15 13.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -21.22000000 -0.00004241688 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10628.26000000 USD 83000.00000000 HKD 2022-06-15 -21.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -696.92000000 -0.00139308088 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27000.00000000 AUD 19532.73000000 USD 2022-06-15 -696.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 2.52000000 0.000005037255 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 55500.00000000 EUR 61573.30000000 USD 2022-06-15 2.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 5591.14000000 0.011176189857 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 191358.00000000 GBP 256896.24000000 USD 2022-06-15 5591.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -197.99000000 -0.00039576433 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17348.56000000 USD 115000.00000000 DKK 2022-06-15 -197.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -2090.38000000 -0.00417848305 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 225165.50000000 USD 2093512.00000000 SEK 2022-06-15 -2090.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -7828.21000000 -0.01564789313 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 425500.00000000 CHF 454103.68000000 USD 2022-06-15 -7828.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 6029.44000000 0.012052312439 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 148949.29000000 USD 1454442.00000000 SEK 2022-06-15 6029.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 8908.70000000 0.017807696208 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 189060.00000000 GBP 257195.90000000 USD 2022-06-15 8908.70000000 N N N NIPPON EXPRESS HOLDINGS, Inc. N/A N/A 1100.00000000 NS 75570.86000000 0.151059404528 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2.59000000 0.000005177178 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1000.00000000 NZD 694.76000000 USD 2022-06-15 2.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -2920.01000000 -0.00583683938 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 510000.00000000 GBP 666848.71000000 USD 2022-06-15 -2920.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -868.43000000 -0.00173591406 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 140096.05000000 USD 125500.00000000 EUR 2022-06-15 -868.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -22.58000000 -0.00004513540 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6500.00000000 SGD 4773.17000000 USD 2022-06-15 -22.58000000 N N N Inpex Corp. 353800VHYYADPR6MXQ47 N/A 4400.00000000 NS 51732.30000000 0.103408250651 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 51.24000000 0.000102424186 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9567.99000000 USD 64500.00000000 DKK 2022-06-15 51.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 102.31000000 0.000204508558 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4852.52000000 USD 46500.00000000 SEK 2022-06-15 102.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 2462.12000000 0.004921558138 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 514991.00000000 CHF 561547.35000000 USD 2022-06-15 2462.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 32.85000000 0.000065664218 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4393.99000000 USD 6000.00000000 SGD 2022-06-15 32.85000000 N N N Rio Tinto plc 213800YOEO5OQ72G2R82 N/A 9876.00000000 NS 789552.25000000 1.578244481123 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A 5098.66000000 0.010191766290 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 441091.72000000 USD 411000.00000000 CHF 2022-06-15 5098.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -1508.58000000 -0.00301551678 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 271000.00000000 EUR 299134.32000000 USD 2022-06-15 -1508.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -5838.52000000 -0.01167068039 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4170000.00000000 SEK 438497.72000000 USD 2022-06-15 -5838.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 45.48000000 0.000090910460 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8829.59000000 USD 8000.00000000 EUR 2022-06-15 45.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -27.17000000 -0.00005431040 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 102966.61000000 USD 805500.00000000 HKD 2022-06-15 -27.17000000 N N N Tabcorp Holdings Ltd. 213800OCCFUN67NEY278 N/A 13374.00000000 NS 53283.43000000 0.106508821085 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 122.03000000 0.000243927078 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8094.53000000 USD 72372.00000000 NOK 2022-06-15 122.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 11.61000000 0.000023207353 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4046.33000000 USD 5500.00000000 SGD 2022-06-15 11.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 5591.46000000 0.011176829508 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 191358.00000000 GBP 256896.56000000 USD 2022-06-15 5591.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -48.76000000 -0.00009746688 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3000.00000000 NZD 2027.75000000 USD 2022-06-15 -48.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 173.25000000 0.000346311287 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 142500.00000000 AUD 106940.86000000 USD 2022-06-15 173.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 8930.93000000 0.017852131994 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 189550.00000000 GBP 257861.64000000 USD 2022-06-15 8930.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 17.72000000 0.000035420698 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 87500.00000000 HKD 11199.84000000 USD 2022-06-15 17.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -4.09000000 -0.00000817554 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 31000.00000000 DKK 4619.11000000 USD 2022-06-15 -4.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -45.33000000 -0.00009061062 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27457.51000000 USD 214500.00000000 HKD 2022-06-15 -45.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 16.17000000 0.000032322386 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 234500.00000000 HKD 29984.26000000 USD 2022-06-15 16.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 2461.42000000 0.004920158901 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 514991.00000000 CHF 561546.65000000 USD 2022-06-15 2461.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -1402.42000000 -0.00280331241 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 306720.33000000 USD 407500.00000000 AUD 2022-06-15 -1402.42000000 N N N Covestro AG 3912005AWHKLQ1CPLV11 N/A 644.00000000 NS 32428.88000000 0.064822436879 Long EC CORP DE Y 2 N N N Fresenius SE & Co. KGaA XDFJ0CYCOO1FXRFTQS51 N/A 1967.00000000 NS 72221.30000000 0.144363933032 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -20381.25000000 -0.04074029974 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 382263.22000000 USD 43969657.00000000 JPY 2022-06-15 -20381.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 9.39000000 0.000018769771 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1000.00000000 EUR 1118.77000000 USD 2022-06-15 9.39000000 N N N TotalEnergies SE 529900S21EQ1BO4ESM68 N/A 4638.00000000 NS 234680.74000000 0.469105854274 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -11504.67000000 -0.02299680855 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 669453.94000000 USD 501000.00000000 GBP 2022-06-15 -11504.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -2.74000000 -0.00000547701 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 371.64000000 USD 500.00000000 SGD 2022-06-15 -2.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -2089.76000000 -0.00417724373 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 622000.00000000 SEK 64187.73000000 USD 2022-06-15 -2089.76000000 N N N Kone OYJ 2138001CNF45JP5XZK38 N/A 7862.00000000 NS 411419.30000000 0.822390462002 Long EC CORP FI N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2360.96000000 -0.00471934832 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1016339.45000000 USD 9515970.00000000 SEK 2022-06-15 -2360.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -123.45000000 -0.00024676553 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 38717.75000000 USD 302000.00000000 HKD 2022-06-15 -123.45000000 N N N Telefonica SA 549300EEJH4FEPDBBR25 879382109 95345.00000000 NS 462066.61000000 0.923629914478 Long EC CORP ES N 2 N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 N/A 3387.00000000 NS 292696.37000000 0.585073920816 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 33.54000000 0.000067043466 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 71500.00000000 DKK 10696.72000000 USD 2022-06-15 33.54000000 N N N Nestle SA KY37LUS27QQX7BB93L28 N/A 5093.00000000 NS 662185.05000000 1.323648815698 Long EC CORP CH N 2 N N N SGS SA 2138007JNS19JHNA2336 N/A 161.00000000 NS 447603.21000000 0.894718868720 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A 19.24000000 0.000038459042 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 608.91000000 USD 2000.00000000 ILS 2022-06-15 19.24000000 N N N N/A N/A N/A 35.00000000 NC 329924.84999999 0.659490329738 N/A DE JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Long TOPIX Index JP9010100007 2022-06-09 681275000.00000000 JPY 329924.85000000 N N N KBC Group NV 213800X3Q9LSAKRUWY91 N/A 665.00000000 NS 47713.24000000 0.095374508408 Long EC CORP BE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -9128.82000000 -0.01824769644 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1574500.00000000 EUR 1737595.34000000 USD 2022-06-15 -9128.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -48.76000000 -0.00009746688 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3000.00000000 NZD 2027.75000000 USD 2022-06-15 -48.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -6.79000000 -0.00001357260 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2500.00000000 SGD 1837.73000000 USD 2022-06-15 -6.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 5.36000000 0.000010714161 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19500.00000000 SGD 14392.60000000 USD 2022-06-15 5.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 33.53000000 0.000067023477 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 71500.00000000 DKK 10696.71000000 USD 2022-06-15 33.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -328.01000000 -0.00065566271 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 396500.00000000 SEK 41921.23000000 USD 2022-06-15 -328.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 9417.76000000 0.018825261715 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 195294.00000000 GBP 265891.90000000 USD 2022-06-15 9417.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -9470.28000000 -0.01893024450 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 318500.00000000 AUD 229164.70000000 USD 2022-06-15 -9470.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 2985.98000000 0.005968707524 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 189550.00000000 GBP 251916.69000000 USD 2022-06-15 2985.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 2903.57000000 0.005803977289 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 588000.00000000 GBP 775107.51000000 USD 2022-06-15 2903.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -117.87000000 -0.00023561161 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12000.00000000 ILS 3651.02000000 USD 2022-06-15 -117.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -215.21000000 -0.00043018558 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 39853.84000000 USD 372000.00000000 SEK 2022-06-15 -215.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -21.23000000 -0.00004243687 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10628.27000000 USD 83000.00000000 HKD 2022-06-15 -21.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -3295.25000000 -0.00658691065 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 153500.00000000 AUD 111714.07000000 USD 2022-06-15 -3295.25000000 N N N AGC, Inc. JE4WFFEELMVPFZ0G1E77 N/A 900.00000000 NS 35959.84000000 0.071880510785 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2556.46000000 -0.00511013537 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 238653.51000000 USD 2215720.00000000 SEK 2022-06-15 -2556.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -351.14000000 -0.00070189752 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14953.95000000 USD 13163.00000000 EUR 2022-06-15 -351.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -1500.45000000 -0.00299926563 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2078500.00000000 SEK 219975.06000000 USD 2022-06-15 -1500.45000000 N N N BOC Hong Kong Holdings Ltd. N/A N/A 16737.00000000 NS 62977.75000000 0.125886901558 Long EC CORP HK N 2 N N N N/A N/A N/A 1.00000000 NC N/A 694.18000000 0.001387603865 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 191997.00000000 EUR 213692.46000000 USD 2022-06-15 694.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -44.56000000 -0.00008907146 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4071.22000000 USD 27000.00000000 DKK 2022-06-15 -44.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 5423.42000000 0.010840932546 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 191848.00000000 GBP 257372.03000000 USD 2022-06-15 5423.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 538.56000000 0.001076533374 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 58645.62000000 USD 188440.00000000 ILS 2022-06-15 538.56000000 N N N CLP Holdings Ltd. 25490002BUTSMP94GO68 N/A 4917.00000000 NS 47841.90000000 0.095631688265 Long EC CORP HK N 2 N N N N/A N/A N/A 1.00000000 NC N/A -7370.91000000 -0.01473379124 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 141820.54000000 USD 16336000.00000000 JPY 2022-06-15 -7370.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -11.28000000 -0.00002254771 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 810.45000000 USD 7500.00000000 SEK 2022-06-15 -11.28000000 N N N South32 Ltd. 213800LAZNPXSBKVHR17 N/A 90233.00000000 NS 343000.89000000 0.685628166676 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 22.34000000 0.000044655666 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12889.28000000 USD 17500.00000000 SGD 2022-06-15 22.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 7911.46000000 0.015814302451 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 196632.81000000 USD 273000.00000000 AUD 2022-06-15 7911.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -141.78000000 -0.00028340556 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 45000.00000000 ILS 13991.57000000 USD 2022-06-15 -141.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -14.29000000 -0.00002856443 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16627.73000000 USD 130000.00000000 HKD 2022-06-15 -14.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -19615.54000000 -0.03920971379 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 381497.52000000 USD 43969658.00000000 JPY 2022-06-15 -19615.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 7.21000000 0.000014412146 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27000.00000000 DKK 4033.87000000 USD 2022-06-15 7.21000000 N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 15192.00000000 NS 142595.09000000 0.285034858462 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 4.85000000 0.000009694717 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 623.30000000 USD 2000.00000000 ILS 2022-06-15 4.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 7911.21000000 0.015813802723 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 196633.06000000 USD 273000.00000000 AUD 2022-06-15 7911.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 63.96000000 0.000127850331 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6498.00000000 USD 44000.00000000 DKK 2022-06-15 63.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -737.93000000 -0.00147505621 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 231217.17000000 USD 175500.00000000 GBP 2022-06-15 -737.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -1402.04000000 -0.00280255282 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 306719.95000000 USD 407500.00000000 AUD 2022-06-15 -1402.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 3891.87000000 0.007779500785 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 215403.64000000 USD 202000.00000000 CHF 2022-06-15 3891.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -1375.63000000 -0.00274976159 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 119000.00000000 GBP 154903.74000000 USD 2022-06-15 -1375.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -7371.09000000 -0.01473415104 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 141820.72000000 USD 16336000.00000000 JPY 2022-06-15 -7371.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 17.49000000 0.000034960949 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6622.77000000 USD 9000.00000000 SGD 2022-06-15 17.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -20.37000000 -0.00004071781 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6000.00000000 SGD 4406.47000000 USD 2022-06-15 -20.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -18536.25000000 -0.03705230941 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1019249.51000000 USD 762000.00000000 GBP 2022-06-15 -18536.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -13626.65000000 -0.02723845718 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4184500.00000000 SEK 432254.64000000 USD 2022-06-15 -13626.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 9.44000000 0.000018869717 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1332.78000000 USD 9000.00000000 DKK 2022-06-15 9.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 44.76000000 0.000089471245 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3253.02000000 USD 10500.00000000 ILS 2022-06-15 44.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 1729.70000000 0.003457515926 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 153249.03000000 USD 1454442.00000000 SEK 2022-06-15 1729.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -21281.46000000 -0.04253973919 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 383163.44000000 USD 43969658.00000000 JPY 2022-06-15 -21281.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -4.85000000 -0.00000969471 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5372.27000000 USD 42000.00000000 HKD 2022-06-15 -4.85000000 N N N Husqvarna AB 549300GYQIIJ3UXB7655 N/A 22212.00000000 NS 231709.60000000 0.463166810585 Long EC CORP SE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 132.71000000 0.000265275445 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24214.92000000 USD 33000.00000000 SGD 2022-06-15 132.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -15608.61000000 -0.03120021833 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 453401.15000000 USD 53193000.00000000 JPY 2022-06-15 -15608.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 2849.81000000 0.005696515847 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 171829.00000000 GBP 228508.02000000 USD 2022-06-15 2849.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -5568.44000000 -0.01113081458 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 260999.84000000 USD 194500.00000000 GBP 2022-06-15 -5568.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -1882.53000000 -0.00376300945 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 557999.00000000 GBP 730921.93000000 USD 2022-06-15 -1882.53000000 N N N CaixaBank SA 7CUNS533WID6K7DGFI87 N/A 14516.00000000 NS 49236.58000000 0.098419529112 Long EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2985.67000000 0.005968087862 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 189550.00000000 GBP 251916.38000000 USD 2022-06-15 2985.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 3892.14000000 0.007780040490 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 215403.37000000 USD 202000.00000000 CHF 2022-06-15 3892.14000000 N N N Novartis AG 5493007HIVTX6SY6XD66 N/A 11860.00000000 NS 1041207.84000000 2.081281545562 Long EC CORP CH N 2 N N N Sompo Holdings, Inc. 353800CWW4SRGEYEB512 N/A 537.00000000 NS 23596.02000000 0.047166338062 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 5.20000000 0.000010394335 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 74500.00000000 HKD 9525.98000000 USD 2022-06-15 5.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -136.68000000 -0.00027321112 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15700000.00000000 JPY 129078.50000000 USD 2022-06-15 -136.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 15.16000000 0.000030303486 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17500.00000000 DKK 2625.03000000 USD 2022-06-15 15.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 30.32000000 0.000060606973 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2046.19000000 USD 3000.00000000 NZD 2022-06-15 30.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 3493.36000000 0.006982914861 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 194805.00000000 GBP 259325.31000000 USD 2022-06-15 3493.36000000 N N N BlueScope Steel Ltd. 529900H6UQI16XACWC95 N/A 33768.00000000 NS 525095.77000000 1.049619580038 Long EC CORP AU N 2 N N N Tokyo Electric Power Co. Holdings, Inc. 5299004EMJ3R4RVR5Y75 N/A 83142.00000000 NS 274450.62000000 0.548602294979 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -30.37000000 -0.00006070691 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 47500.00000000 DKK 7053.56000000 USD 2022-06-15 -30.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -7610.33000000 -0.01521237045 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 93000000.00000000 JPY 757804.41000000 USD 2022-06-15 -7610.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 7.21000000 0.000014412146 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27000.00000000 DKK 4033.87000000 USD 2022-06-15 7.21000000 N N N Japan Real Estate Investment Corp. 3538003YAIR3CBGJJ928 N/A 16.00000000 NS 83801.91000000 0.167512538866 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -160.70000000 -0.00032122495 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14764.62000000 USD 13164.00000000 EUR 2022-06-15 -160.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -2074.86000000 -0.00414745996 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 278866.02000000 USD 249500.00000000 EUR 2022-06-15 -2074.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 5.89000000 0.000011773584 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2945.34000000 USD 4000.00000000 SGD 2022-06-15 5.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -15.49000000 -0.00003096312 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8000.00000000 DKK 1177.59000000 USD 2022-06-15 -15.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 51.20000000 0.000102344230 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9791.74000000 USD 66000.00000000 DKK 2022-06-15 51.20000000 N N N Ampol Ltd. 5493009TD1CGVRZ27U11 N/A 15817.00000000 NS 359328.07000000 0.718264742314 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -28.30000000 -0.00005656917 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4000.00000000 ILS 1228.00000000 USD 2022-06-15 -28.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -4.86000000 -0.00000971470 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5372.28000000 USD 42000.00000000 HKD 2022-06-15 -4.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.33000000 0.000000659640 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2213.09000000 USD 3000.00000000 SGD 2022-06-15 0.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 44735.59000000 0.089422451810 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1726356.28000000 USD 2363831.00000000 AUD 2022-06-15 44735.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 659.13000000 0.001317542043 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 398500.00000000 GBP 523998.02000000 USD 2022-06-15 659.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 21.41000000 0.000042796679 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 104000.00000000 HKD 13312.16000000 USD 2022-06-15 21.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 3884.71000000 0.007765188584 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 170217.00000000 USD 1533500.00000000 NOK 2022-06-15 3884.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 84.78000000 0.000169467653 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5000.00000000 GBP 6651.14000000 USD 2022-06-15 84.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -391.49000000 -0.00078255356 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14994.30000000 USD 13163.00000000 EUR 2022-06-15 -391.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -9126.65000000 -0.01824335880 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1574500.00000000 EUR 1737597.51000000 USD 2022-06-15 -9126.65000000 N N N Hulic Co. Ltd. 3538002E12E7IHAKTB10 N/A 4732.00000000 NS 42452.81000000 0.084859378325 Long EC CORP JP N 2 N N N Ascendas REIT 549300ILIBAEMQZK3L20 N/A 46596.00000000 NS 100406.36000000 0.200703352488 Long EC CORP SG N 2 N N N N/A N/A N/A 1.00000000 NC N/A 8.71000000 0.000017410512 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 976.75000000 USD 8680.00000000 NOK 2022-06-15 8.71000000 N N N N/A N/A N/A 14.00000000 NC 135614.72999999 0.271081741811 N/A DE GB N 1 LCH Clearnet F226TOH6YD6XJB17KS62 Long Amsterdam Exchange Index NL0000000107 2022-04-14 2027228.00000000 EUR 135614.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 21.76000000 0.000043496297 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2333.80000000 USD 7500.00000000 ILS 2022-06-15 21.76000000 N N N Nomura Real Estate Holdings, Inc. N/A N/A 308.00000000 NS 7376.31000000 0.014744585362 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2822.30000000 0.005641525812 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 219500.00000000 EUR 246331.96000000 USD 2022-06-15 2822.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -4.21000000 -0.00000841541 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6500.00000000 DKK 965.17000000 USD 2022-06-15 -4.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 1295.35000000 0.002589289041 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 512007.00000000 CHF 557141.08000000 USD 2022-06-15 1295.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -100.36000000 -0.00020061068 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 221386.69000000 USD 168500.00000000 GBP 2022-06-15 -100.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -868.60000000 -0.00173625387 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 140096.22000000 USD 125500.00000000 EUR 2022-06-15 -868.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -2.64000000 -0.00000527712 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21000.00000000 DKK 3129.20000000 USD 2022-06-15 -2.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 2124.37000000 0.004246426032 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 516578.00000000 CHF 562932.48000000 USD 2022-06-15 2124.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 133.17000000 0.000266194944 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8083.50000000 USD 72373.00000000 NOK 2022-06-15 133.17000000 N N N N/A N/A 000000000 1212768.00000000 PA 3212.93000000 0.006422360319 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2022-04-27 0.00000000 USD 0.00000000 USD 1212768.00000000 ILS 3212.93000000 N N N Porsche Automobil Holding SE 52990053Z17ZYM1KFV27 N/A 500.00000000 NS 48097.01000000 0.096141630387 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3.18000000 0.000006356536 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 342.91000000 USD 500.00000000 NZD 2022-06-15 3.18000000 N N N N/A N/A N/A -10.00000000 NC -16996.44000000 -0.03397436664 N/A DE HK N 1 HKCC & SEOCH 213800NM8ZN1F16ARD34 Short Hang Seng Index HK0000004322 2022-04-28 -10995000.00000000 HKD -16996.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -20661.23000000 -0.04129995477 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 382543.21000000 USD 43969658.00000000 JPY 2022-06-15 -20661.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 11862.46000000 0.023711998829 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1002116.14000000 USD 9515971.00000000 SEK 2022-06-15 11862.46000000 N N N Auto Trader Group plc 213800QLK9BZILB1DI86 N/A 17398.00000000 NS 143625.43000000 0.287094416166 Long EC CORP GB Y 2 N N N Kingfisher plc 213800KBMEV7I92FY281 N/A 64156.00000000 NS 214130.10000000 0.428026959035 Long EC CORP GB N 2 N N N Woodside Petroleum Ltd. 2549005ZC5RXAOO7FH41 980228100 1740.00000000 NS 41814.68000000 0.083583813408 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -3592.23000000 -0.00718054716 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 154000.00000000 AUD 111791.72000000 USD 2022-06-15 -3592.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -696.90000000 -0.00139304090 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27000.00000000 AUD 19532.75000000 USD 2022-06-15 -696.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 9.45000000 0.000018889706 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1332.77000000 USD 9000.00000000 DKK 2022-06-15 9.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 694.46000000 0.001388163560 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 192003.00000000 EUR 213699.40000000 USD 2022-06-15 694.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -684.13000000 -0.00136751481 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 28721.58000000 USD 188000.00000000 DKK 2022-06-15 -684.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -3592.37000000 -0.00718082701 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 154000.00000000 AUD 111791.58000000 USD 2022-06-15 -3592.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -4.59000000 -0.00000917500 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5499.81000000 USD 43000.00000000 HKD 2022-06-15 -4.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -27.29000000 -0.00005455027 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 102966.73000000 USD 805500.00000000 HKD 2022-06-15 -27.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -184.10000000 -0.00036799946 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 155162.83000000 USD 1454442.00000000 SEK 2022-06-15 -184.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -135.58000000 -0.00027101231 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14500.00000000 NZD 9900.91000000 USD 2022-06-15 -135.58000000 N N N Bouygues SA 969500MOCLNQFNZN0D63 N/A 5644.00000000 NS 196998.62000000 0.393782659480 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -54.93000000 -0.00010980016 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10368.33000000 USD 9500.00000000 CHF 2022-06-15 -54.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -24.46000000 -0.00004889335 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1500.00000000 NZD 1013.80000000 USD 2022-06-15 -24.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 345.21000000 0.000690043980 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 90653.15000000 USD 854000.00000000 SEK 2022-06-15 345.21000000 N N N N/A N/A N/A -2.00000000 NC -704.85000000 -0.00140893224 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SPI 200 Index XC0006013624 2022-06-16 -373950.00000000 AUD -704.85000000 N N N Repsol SA BSYCX13Y0NOTV14V9N85 N/A 20158.00000000 NS 264053.71000000 0.527819799801 Long EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1.83000000 -0.00000365800 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5221.57000000 USD 35000.00000000 DKK 2022-06-15 -1.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 22.12000000 0.000044215905 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5000.00000000 SGD 3711.16000000 USD 2022-06-15 22.12000000 N N N Swiss Re AG 529900PS9YW3YY29F326 N/A 259.00000000 NS 24655.24000000 0.049283624308 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A -14.31000000 -0.00002860441 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16627.75000000 USD 130000.00000000 HKD 2022-06-15 -14.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 659.79000000 0.001318861324 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 398500.00000000 GBP 523998.68000000 USD 2022-06-15 659.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -114.88000000 -0.00022963486 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 66435.12000000 USD 50500.00000000 GBP 2022-06-15 -114.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -9469.99000000 -0.01892966482 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 318500.00000000 AUD 229164.99000000 USD 2022-06-15 -9469.99000000 N N N SSE plc 549300KI75VYLLMSK856 N/A 2455.00000000 NS 56094.41000000 0.112127719228 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3.18000000 0.000006356536 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 342.91000000 USD 500.00000000 NZD 2022-06-15 3.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 33.72000000 0.000067403270 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 177500.00000000 HKD 22717.46000000 USD 2022-06-15 33.72000000 N N N InterContinental Hotels Group plc 2138007ZFQYRUSLU3J98 N/A 5705.00000000 NS 385855.60000000 0.771290907233 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -141.76000000 -0.00028336558 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 45000.00000000 ILS 13991.59000000 USD 2022-06-15 -141.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -9414.68000000 -0.01881910507 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 395480.10000000 USD 348000.00000000 EUR 2022-06-15 -9414.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 6198.09000000 0.012389428737 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 193476.08000000 USD 266500.00000000 AUD 2022-06-15 6198.09000000 N N N Singapore Exchange Ltd. 549300IQ650PPXM76X03 N/A 2138.00000000 NS 15668.23000000 0.031319393398 Long EC CORP SG N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2.59000000 0.000005177178 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1000.00000000 NZD 694.76000000 USD 2022-06-15 2.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 65413.75000000 0.130756248148 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1705678.12000000 USD 2363831.00000000 AUD 2022-06-15 65413.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 15.78000000 0.000031542811 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 76500.00000000 HKD 9792.15000000 USD 2022-06-15 15.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 3217.41000000 0.006431315439 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 201038.00000000 GBP 267234.99000000 USD 2022-06-15 3217.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -16528.35000000 -0.03303869651 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 489306.27000000 USD 360000.00000000 GBP 2022-06-15 -16528.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 12838.80000000 0.025663615351 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 303343.18000000 USD 422000.00000000 AUD 2022-06-15 12838.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 11.62000000 0.000023227342 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4046.32000000 USD 5500.00000000 SGD 2022-06-15 11.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 13.15000000 0.000026285676 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 196500.00000000 HKD 25125.01000000 USD 2022-06-15 13.15000000 N N N CapitaLand Integrated Commercial Trust 54930031292WUTXF0L29 N/A 53671.00000000 NS 88790.08000000 0.177483445507 Long EC CORP SG N 2 N N N N/A N/A N/A 1.00000000 NC N/A -123.40000000 -0.00024666558 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 38717.70000000 USD 302000.00000000 HKD 2022-06-15 -123.40000000 N N N Merck KGaA 529900OAREIS0MOPTW25 N/A 995.00000000 NS 207790.41000000 0.415354484535 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 83.78000000 0.000167468742 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4801.52000000 USD 4500.00000000 CHF 2022-06-15 83.78000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 30697.00000000 NS 386603.99000000 0.772786872050 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 51.23000000 0.000102404197 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9568.00000000 USD 64500.00000000 DKK 2022-06-15 51.23000000 N N N Henkel AG & Co. KGaA 549300VZCL1HTH4O4Y49 N/A 714.00000000 NS 47789.28000000 0.095526505581 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3161.46000000 0.006319476383 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 189863.74000000 USD 1811500.00000000 SEK 2022-06-15 3161.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -351.16000000 -0.00070193749 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14953.97000000 USD 13163.00000000 EUR 2022-06-15 -351.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 17.70000000 0.000035380720 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14000.00000000 DKK 2105.60000000 USD 2022-06-15 17.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -184.29000000 -0.00036837926 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 155163.02000000 USD 1454442.00000000 SEK 2022-06-15 -184.29000000 N N N Lendlease Corp. Ltd. 549300MQ0F0TIIEK5592 N/A 1854.00000000 NS 15454.81000000 0.030892785866 Long EC CORP AU N 2 N N N 2022-05-02 AQR Funds Heather Bonner Heather Bonner Principal Financial Officer