0001752724-21-136367.txt : 20210625
0001752724-21-136367.hdr.sgml : 20210625
20210625102119
ACCESSION NUMBER: 0001752724-21-136367
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210430
FILED AS OF DATE: 20210625
PERIOD START: 20211031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JPMORGAN TRUST IV
CENTRAL INDEX KEY: 0001659326
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23117
FILM NUMBER: 211045188
BUSINESS ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
BUSINESS PHONE: 800-480-4111
MAIL ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
FORMER COMPANY:
FORMER CONFORMED NAME: JPMorgan Trust IV
DATE OF NAME CHANGE: 20151124
0001659326
S000065452
JPMorgan International Equity Plus Fund
C000211652
Class I
C000211653
Class A
C000211654
Class C
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001659326
XXXXXXXX
S000065452
C000211654
C000211652
C000211653
JPMorgan Trust IV
811-23117
0001659326
549300OTMPZX852VDL37
277 Park Avenue
New York
10172
800-480-4111
JPMorgan International Equity Plus Fund
S000065452
5493008VZX5727LEM946
2021-10-31
2021-04-30
N
12333970.48
151702.45
12182268.03
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
97783.46000000
N
Taiwan Semiconductor Manufacturing Co. Ltd.
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co. Ltd.
874039100
1025.00000000
NS
USD
119658.50000000
0.982234996844
Long
EC
CORP
TW
N
1
N
N
N
N/A
N/A
Total Return Basket Swap
000000000
354747.57000000
PA
8677.36000000
0.071229429352
N/A
DE
US
N
2
Citigroup
MBNUM2BPBDO7JBLYG310
N/A
N/A
Rec/pay the total return of custom basket plus STIBOR +/- spread (-15% to 15%). SEK Currency.
Skanska AB, Class B
76834.85000000
USD
-3387.16000000
USD
Telefonaktiebolaget LM Ericsson, Class B
60759.83000000
USD
-333.00000000
USD
Telia Co. AB
115617.12000000
USD
9127.53000000
USD
Svenska Handelsbanken AB, Class A
101535.77000000
USD
3269.98000000
USD
Y
2021-08-03
0.00000000
USD
0.00000000
USD
354748.00000000
USD
8677.36000000
N
N
N
N/A
N/A
Total Return Basket Swap
000000000
380136.05000000
PA
-1028.72000000
-0.00844440458
N/A
DE
US
N
2
Citigroup
MBNUM2BPBDO7JBLYG310
N/A
N/A
Rec/pay the total return of custom basket plus LIBOR +/- spread (-15% to 0.00%). CHF Currency.
ABB Ltd. (Registered)
86759.88000000
USD
-3147.25000000
USD
Swatch Group AG (The)
122909.14000000
USD
-3426.70000000
USD
Swiss Life Holding AG (Registered)
80880.45000000
USD
3619.03000000
USD
Swisscom AG (Registered)
89586.58000000
USD
1926.16000000
USD
Y
2021-08-03
0.00000000
USD
0.00000000
USD
380136.00000000
USD
-1028.72000000
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG (Registered)
N/A
401.00000000
NS
115862.58000000
0.951075610179
Long
EC
CORP
DE
N
2
N
N
N
Samsung Electronics Co. Ltd.
9884007ER46L6N7EI764
Samsung Electronics Co. Ltd.
796050888
89.00000000
NS
USD
162562.32000000
1.334417528818
Long
EC
CORP
KR
Y
1
N
N
N
Rio Tinto Ltd.
529900X2VMAQT2PE0V24
Rio Tinto Ltd.
N/A
2098.00000000
NS
194998.41000000
1.600674106987
Long
EC
CORP
AU
N
2
N
N
N
Sea Ltd.
529900OM6JLLW44YKI15
Sea Ltd.
81141R100
386.00000000
NS
USD
97480.44000000
0.800183018137
Long
EC
CORP
KY
N
1
N
N
N
Anglo American plc
549300S9XF92D1X8ME43
Anglo American plc
N/A
3635.00000000
NS
154125.66000000
1.265163922025
Long
EC
CORP
GB
N
2
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N/A
13906.00000000
NS
177649.08000000
1.458259492916
Long
EC
CORP
NL
N
2
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
N/A
966.00000000
NS
124744.44000000
1.023983708885
Long
EC
CORP
DE
N
2
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
N/A
2739.00000000
NS
104004.98000000
0.853740697084
Long
EC
CORP
DE
N
2
N
N
N
Sony Group Corp.
529900R5WX9N2OI2N910
Sony Group Corp.
N/A
2100.00000000
NS
209955.75000000
1.723453707330
Long
EC
CORP
JP
N
2
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
N/A
3000.00000000
NS
86723.16000000
0.711880249116
Long
EC
CORP
KY
N
2
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
N/A
2852.00000000
NS
195238.16000000
1.602642131327
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Total Return Basket Swap
000000000
1594501.51000000
PA
-35347.51999999
-0.29015549414
N/A
DE
US
N
2
Citigroup
MBNUM2BPBDO7JBLYG310
N/A
N/A
Rec/pay the total return of custom basket plus LIBOR +/- spread (-16.42% to 15%). GBP Currency.
Pearson plc
220848.79000000
USD
-15720.27000000
USD
Prudential plc
83807.82000000
USD
-411.27000000
USD
Lloyds Banking Group plc
174606.66000000
USD
11101.53000000
USD
Taylor Wimpey plc
215582.57000000
USD
-4396.48000000
USD
National Grid plc
99256.16000000
USD
-5276.68000000
USD
Sage Group plc (The)
143075.66000000
USD
-5621.64000000
USD
Barratt Developments plc
85148.72000000
USD
1564.32000000
USD
Next plc
57762.73000000
USD
-496.10000000
USD
Hargreaves Lansdown plc
102350.31000000
USD
-10581.94000000
USD
WH Smith plc
58492.73000000
USD
-385.66000000
USD
British Land Co. plc (The)
165954.21000000
USD
-4512.76000000
USD
Wm Morrison Supermarkets plc
80408.39000000
USD
-3962.37000000
USD
RELX plc
107206.76000000
USD
3351.79000000
USD
Y
2021-08-03
0.00000000
USD
0.00000000
USD
1594502.00000000
USD
-35347.52000000
N
N
N
Recruit Holdings Co. Ltd.
353800R2LRSMVVC4I806
Recruit Holdings Co. Ltd.
N/A
3600.00000000
NS
162314.98000000
1.332387200809
Long
EC
CORP
JP
N
2
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
N/A
490.00000000
NS
151341.84000000
1.242312512147
Long
EC
CORP
DE
N
2
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
N/A
511.00000000
NS
88058.24000000
0.722839456356
Long
EC
CORP
DE
N
2
N
N
N
JPMorgan U.S. Government Money Market Fund
549300NQ5E5B7ZV4T516
JPMorgan U.S. Government Money Market Fund, Class Institutional
4812C2684
214521.59000000
NS
USD
214521.59000000
1.760933099417
Long
STIV
RF
US
N
1
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB, Class A
N/A
14107.00000000
NS
163362.81000000
1.340988472735
Long
EC
CORP
SE
N
2
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
N/A
723.00000000
NS
114697.34000000
0.941510560410
Long
EC
CORP
DE
Y
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
2187.00000000
NS
140225.51000000
1.151062426591
Long
EC
CORP
FR
N
2
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
N/A
3831.00000000
NS
136309.65000000
1.118918494194
Long
EC
CORP
ES
N
2
N
N
N
Legal & General Group plc
213800JH9QQWHLO99821
Legal & General Group plc
N/A
31241.00000000
NS
117297.13000000
0.962851332043
Long
EC
CORP
GB
N
2
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
N/A
206.00000000
NS
165070.35000000
1.355005074535
Long
EC
CORP
FR
N
2
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
N/A
1636.00000000
NS
179517.92000000
1.473600150299
Long
EC
CORP
FR
N
2
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
N/A
407.00000000
NS
306613.66000000
2.516884862859
Long
EC
CORP
FR
N
2
N
N
N
RELX plc
549300WSX3VBUFFJOO66
RELX plc
N/A
5328.00000000
NS
138237.55000000
1.134743954570
Long
EC
CORP
GB
N
2
N
N
N
Prudential plc
5493001Z3ZE83NGK8Y12
Prudential plc
N/A
6671.00000000
NS
141253.64000000
1.159501988071
Long
EC
CORP
GB
N
2
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
5302.00000000
NS
149755.27000000
1.229288910991
Long
EC
CORP
FR
N
2
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
N/A
944.00000000
NS
150620.78000000
1.236393581466
Long
EC
CORP
FR
N
2
N
N
N
Tokyo Electron Ltd.
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd.
N/A
300.00000000
NS
136256.38000000
1.118481219297
Long
EC
CORP
JP
N
2
N
N
N
Nidec Corp.
353800IF171MZTNL6Y31
Nidec Corp.
N/A
900.00000000
NS
103922.06000000
0.853060035652
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Total Return Basket Swap
000000000
56811.11000000
PA
1096.55000000
0.009001197456
N/A
DE
US
N
2
Citigroup
MBNUM2BPBDO7JBLYG310
N/A
N/A
Rec/pay the total return of custom basket plus NIBOR +/- spread (-15% to 0.00%). NOK Currency.
DNB ASA
56811.11000000
USD
1096.54000000
USD
Y
2021-08-03
0.00000000
USD
0.00000000
USD
56811.00000000
USD
1096.55000000
N
N
N
FANUC Corp.
529900QTSW745LOKW705
FANUC Corp.
N/A
500.00000000
NS
115141.47000000
0.945156269066
Long
EC
CORP
JP
N
2
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
N/A
11519.00000000
NS
155667.30000000
1.277818708442
Long
EC
CORP
ES
N
2
N
N
N
N/A
N/A
Total Return Basket Swap
000000000
216959.21000000
PA
6794.61000000
0.055774589618
N/A
DE
US
N
2
Citigroup
MBNUM2BPBDO7JBLYG310
N/A
N/A
Rec/pay the total return of custom basket plus HIBOR +/- spread (30%). HKD Currency.
Budweiser Brewing Co. APAC Ltd.
75311.39000000
USD
3926.37000000
USD
Alibaba Group Holding Ltd.
141647.82000000
USD
2868.24000000
USD
Y
2021-09-27
0.00000000
USD
0.00000000
USD
216959.00000000
USD
6794.61000000
N
N
N
SMC Corp.
353800O40V08DOZ70X62
SMC Corp.
N/A
200.00000000
NS
116215.40000000
0.953971786811
Long
EC
CORP
JP
N
2
N
N
N
Tencent Holdings Ltd.
254900N4SLUMW4XUYY11
Tencent Holdings Ltd.
N/A
1500.00000000
NS
119658.06000000
0.982231385037
Long
EC
CORP
KY
N
2
N
N
N
Hoya Corp.
353800X4VR3BHEUCJB42
Hoya Corp.
N/A
1200.00000000
NS
136398.37000000
1.119646765808
Long
EC
CORP
JP
N
2
N
N
N
London Stock Exchange Group plc
213800QAUUUP6I445N30
London Stock Exchange Group plc
N/A
869.00000000
NS
88784.31000000
0.728799512384
Long
EC
CORP
GB
N
2
N
N
N
Kao Corp.
353800HM38HFCB8RGL63
Kao Corp.
N/A
1700.00000000
NS
109299.11000000
0.897198368405
Long
EC
CORP
JP
N
2
N
N
N
Linde plc
8945002PAZHZLBGKGF02
Linde plc
N/A
511.00000000
NS
146062.89000000
1.198979448164
Long
EC
CORP
IE
N
2
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
N/A
500.00000000
NS
324571.00000000
2.664290419490
Long
EC
CORP
NL
N
2
N
N
N
Kubota Corp.
549300CSY4INHEHQQT13
Kubota Corp.
N/A
5600.00000000
NS
131744.36000000
1.081443616866
Long
EC
CORP
JP
N
2
N
N
N
DBS Group Holdings Ltd.
5493007FKT78NKPM5V55
DBS Group Holdings Ltd.
N/A
6400.00000000
NS
143430.82000000
1.177373701241
Long
EC
CORP
SG
N
2
N
N
N
GlaxoSmithKline plc
5493000HZTVUYLO1D793
GlaxoSmithKline plc
N/A
8532.00000000
NS
157669.37000000
1.294253004545
Long
EC
CORP
GB
N
2
N
N
N
Reckitt Benckiser Group plc
5493003JFSMOJG48V108
Reckitt Benckiser Group plc
N/A
1693.00000000
NS
150740.78000000
1.237378619718
Long
EC
CORP
GB
N
2
N
N
N
BHP Group Ltd.
WZE1WSENV6JSZFK0JC28
BHP Group Ltd.
N/A
6052.00000000
NS
220267.84000000
1.808102066524
Long
EC
CORP
AU
N
2
N
N
N
Hong Kong Exchanges & Clearing Ltd.
213800YTVSXYQN17BW16
Hong Kong Exchanges & Clearing Ltd.
N/A
2200.00000000
NS
132684.31000000
1.089159339404
Long
EC
CORP
HK
N
2
N
N
N
Nintendo Co. Ltd.
353800FEEXU6I9M0ZF27
Nintendo Co. Ltd.
N/A
200.00000000
NS
114730.66000000
0.941784072698
Long
EC
CORP
JP
N
2
N
N
N
Diageo plc
213800ZVIELEA55JMJ32
Diageo plc
N/A
5197.00000000
NS
233300.70000000
1.915084280082
Long
EC
CORP
GB
N
2
N
N
N
Ping An Insurance Group Co. of China Ltd.
529900M9MC28JLN35U89
Ping An Insurance Group Co. of China Ltd., Class H
N/A
10000.00000000
NS
109022.74000000
0.894929743226
Long
EC
CORP
CN
N
2
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
N/A
2767.00000000
NS
98345.46000000
0.807283666373
Long
EC
CORP
AT
N
2
N
N
N
N/A
N/A
Total Return Basket Swap
000000000
2622714.21000000
PA
-5663.29000000
-0.04648797732
N/A
DE
US
N
2
Citigroup
MBNUM2BPBDO7JBLYG310
N/A
N/A
Rec/pay the total return of custom basket plus EURIBOR +/- spread (-73.73% to 15%). EUR Currency.
Telefonica Deutschland Holding AG
67667.34000000
USD
2277.42000000
USD
Endesa SA
146947.70000000
USD
-2948.41000000
USD
ASML Holding NV
62966.77000000
USD
2635.12000000
USD
Salvatore Ferragamo SpA
82065.36000000
USD
-6616.73000000
USD
Prosus NV
75972.20000000
USD
-3853.04000000
USD
Vinci SA
92282.74000000
USD
3913.14000000
USD
Deutsche Boerse AG
93400.33000000
USD
996.00000000
USD
adidas AG
89260.80000000
USD
-3324.86000000
USD
Snam SpA
45978.68000000
USD
-464.28000000
USD
Capgemini SE
80995.19000000
USD
-223.88000000
USD
Vonovia SE
84299.17000000
USD
-1705.88000000
USD
Iberdrola SA
123085.14000000
USD
2704.98000000
USD
Heineken NV
91523.63000000
USD
-8364.24000000
USD
Red Electrica Corp. SA
151545.80000000
USD
-3501.25000000
USD
Deutsche Telekom AG (Registered)
67761.84000000
USD
-4885.33000000
USD
Banco BPM SpA
109077.90000000
USD
3135.01000000
USD
Terna Rete Elettrica Nazionale SpA
46978.29000000
USD
2328.95000000
USD
Aena SME SA
53702.85000000
USD
-2344.59000000
USD
Faurecia SE
24.89000000
USD
-0.19000000
USD
Bayerische Motoren Werke AG
90590.06000000
USD
5600.80000000
USD
Kering SA
77727.30000000
USD
9039.88000000
USD
Industria de Diseno Textil SA
59917.89000000
USD
3033.20000000
USD
Aeroports de Paris
40377.57000000
USD
-1779.97000000
USD
Schneider Electric SE
89191.75000000
USD
1591.11000000
USD
Credit Agricole SA
108308.48000000
USD
-4389.48000000
USD
Remy Cointreau SA
85115.66000000
USD
-4389.37000000
USD
EDP - Energias de Portugal SA
72010.57000000
USD
3947.28000000
USD
E.ON SE
98729.60000000
USD
1030.72000000
USD
Stellantis NV
82184.81000000
USD
-7798.64000000
USD
L'Oreal SA
91311.91000000
USD
3669.56000000
USD
Etablissements Franz Colruyt NV
83563.55000000
USD
2563.90000000
USD
LVMH Moet Hennessy Louis Vuitton SE
46707.73000000
USD
4327.73000000
USD
RWE AG
31440.71000000
USD
-1867.97000000
USD
Y
2021-08-03
0.00000000
USD
0.00000000
USD
2622714.00000000
USD
-5663.29000000
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S, Class B
N/A
3299.00000000
NS
243358.92000000
1.997648708768
Long
EC
CORP
DK
N
2
N
N
N
LafargeHolcim Ltd.
529900EHPFPYHV6IQO98
LafargeHolcim Ltd. (Registered)
N/A
2490.00000000
NS
153652.17000000
1.261277207344
Long
EC
CORP
CH
N
2
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE (Registered)
N/A
748.00000000
NS
194193.47000000
1.594066634569
Long
EC
CORP
DE
N
2
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB, Class B
N/A
4886.00000000
NS
139297.84000000
1.143447506301
Long
EC
CORP
SE
N
2
N
N
N
HDFC Bank Ltd.
335800ZQ6I4E2JXENC50
HDFC Bank Ltd.
40415F101
1449.00000000
NS
USD
101835.72000000
0.835933996438
Long
EC
CORP
IN
N
1
N
N
N
Persimmon plc
213800XI72Y57UWN6F31
Persimmon plc
N/A
2930.00000000
NS
126753.42000000
1.040474726773
Long
EC
CORP
GB
N
2
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB, Class A
N/A
2568.00000000
NS
155723.67000000
1.278281430161
Long
EC
CORP
SE
N
2
N
N
N
Sands China Ltd.
549300EVO6UZDGY05787
Sands China Ltd.
N/A
21200.00000000
NS
100319.67000000
0.823489269427
Long
EC
CORP
KY
N
2
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG (Preference)
N/A
525.00000000
NS
136688.83000000
1.122031050896
Long
EC
CORP
DE
N
2
N
N
N
Orsted A/S
W9NG6WMZIYEU8VEDOG48
Orsted A/S
N/A
619.00000000
NS
89980.88000000
0.738621739223
Long
EC
CORP
DK
Y
2
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
N/A
955.00000000
NS
142589.80000000
1.170470060655
Long
EC
CORP
FR
N
2
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
N/A
20400.00000000
NS
258928.55000000
2.125454384703
Long
EC
CORP
HK
N
2
N
N
N
Carlsberg A/S
5299001O0WJQYB5GYZ19
Carlsberg A/S, Class B
N/A
929.00000000
NS
162983.85000000
1.337877721936
Long
EC
CORP
DK
N
2
N
N
N
TOTAL SE
529900S21EQ1BO4ESM68
TOTAL SE
N/A
5246.00000000
NS
231861.71000000
1.903272111802
Long
EC
CORP
FR
N
2
N
N
N
Kone OYJ
2138001CNF45JP5XZK38
Kone OYJ, Class B
N/A
1622.00000000
NS
127396.06000000
1.045749934956
Long
EC
CORP
FI
N
2
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
Lonza Group AG (Registered)
N/A
242.00000000
NS
153842.88000000
1.262842679385
Long
EC
CORP
CH
N
2
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA (Registered)
N/A
3168.00000000
NS
378039.67000000
3.103196129563
Long
EC
CORP
CH
N
2
N
N
N
SGS SA
2138007JNS19JHNA2336
SGS SA (Registered)
N/A
42.00000000
NS
124273.97000000
1.020121784334
Long
EC
CORP
CH
N
2
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
N/A
1961.00000000
NS
152151.18000000
1.248956102634
Long
EC
CORP
BE
N
2
N
N
N
N/A
N/A
Total Return Basket Swap
000000000
222720.38000000
PA
-151.97999999
-0.00124755094
N/A
DE
US
N
2
Citigroup
MBNUM2BPBDO7JBLYG310
N/A
N/A
Rec/pay the total return of custom basket plus CIBOR +/- spread (-15% to 15%). DKK Currency.
Orsted A/S
69193.70000000
USD
-235.47000000
USD
Carlsberg A/S, Class B
90000.77000000
USD
-27.60000000
USD
H Lundbeck A/S
63525.91000000
USD
111.10000000
USD
Y
2021-09-06
0.00000000
USD
0.00000000
USD
222720.00000000
USD
-151.98000000
N
N
N
Smith & Nephew plc
213800ZTMDN8S67S1H61
Smith & Nephew plc
N/A
4443.00000000
NS
96163.20000000
0.789370253249
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Total Return Basket Swap
000000000
1595941.84000000
PA
9485.71999999
0.077864975361
N/A
DE
US
N
2
Citigroup
MBNUM2BPBDO7JBLYG310
N/A
N/A
Rec/pay the total return of custom basket plus LIBOR +/- spread (-30% to 30%). JPY Currency.
Takashimaya Co. Ltd.
78488.99000000
USD
-1774.89000000
USD
Otsuka Corp.
80485.80000000
USD
4645.17000000
USD
Toyota Motor Corp.
127201.10000000
USD
-6834.72000000
USD
SoftBank Corp.
48983.44000000
USD
1036.31000000
USD
Tokyo Electron Ltd.
136256.38000000
USD
7730.14000000
USD
Yamazaki Baking Co. Ltd.
66574.15000000
USD
2169.37000000
USD
Mazda Motor Corp.
145985.86000000
USD
9241.71000000
USD
Brother Industries Ltd.
114496.81000000
USD
6537.66000000
USD
Concordia Financial Group Ltd.
90603.73000000
USD
6854.26000000
USD
Isuzu Motors Ltd.
54832.39000000
USD
-3926.11000000
USD
Nippon Telegraph & Telephone Corp.
50425.77000000
USD
-1597.35000000
USD
Hino Motors Ltd.
55394.48000000
USD
2104.32000000
USD
Hoya Corp.
113665.31000000
USD
-5477.35000000
USD
ORIX Corp.
93634.41000000
USD
-5098.77000000
USD
Daito Trust Construction Co. Ltd.
74433.08000000
USD
-7806.55000000
USD
Seiko Epson Corp.
124549.71000000
USD
-4375.20000000
USD
Yamada Denki Co. Ltd.
57747.54000000
USD
5644.36000000
USD
Kyowa Kirin Co. Ltd.
82182.89000000
USD
413.39000000
USD
Y
2021-07-29
0.00000000
USD
0.00000000
USD
1595942.00000000
USD
9485.72000000
N
N
N
Daikin Industries Ltd.
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd.
N/A
700.00000000
NS
141200.37000000
1.159064713173
Long
EC
CORP
JP
N
2
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
N/A
1651.00000000
NS
93387.29000000
0.766583773809
Long
EC
CORP
ES
Y
2
N
N
N
Sysmex Corp.
5299001ZO4CKWACMZI55
Sysmex Corp.
N/A
1000.00000000
NS
99883.55000000
0.819909312075
Long
EC
CORP
JP
N
2
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
N/A
737.00000000
NS
79987.87000000
0.656592596739
Long
EC
CORP
NL
N
2
N
N
N
Keyence Corp.
529900M7PQBS7A89DZ11
Keyence Corp.
N/A
400.00000000
NS
192021.23000000
1.576235472139
Long
EC
CORP
JP
N
2
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
N/A
1034.00000000
NS
189477.43000000
1.555354302937
Long
EC
CORP
FR
N
2
N
N
N
Shin-Etsu Chemical Co. Ltd.
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co. Ltd.
N/A
900.00000000
NS
151921.95000000
1.247074433314
Long
EC
CORP
JP
N
2
N
N
N
Straumann Holding AG
50670046ML5FVIM60Z37
Straumann Holding AG (Registered)
N/A
10.00000000
NS
14291.73000000
0.117315839421
Long
EC
CORP
CH
N
2
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
N/A
396.00000000
NS
162150.28000000
1.331035235809
Long
EC
CORP
FR
N
2
N
N
N
InterContinental Hotels Group plc
2138007ZFQYRUSLU3J98
InterContinental Hotels Group plc
N/A
1397.00000000
NS
99275.12000000
0.814914921880
Long
EC
CORP
GB
N
2
N
N
N
Ferguson plc
213800DU1LGY3R2S2X42
Ferguson plc
N/A
1088.00000000
NS
137225.24000000
1.126434253967
Long
EC
CORP
JE
N
2
N
N
N
Makita Corp.
529900CDR9E94BCM6294
Makita Corp.
N/A
1900.00000000
NS
85567.01000000
0.702389815995
Long
EC
CORP
JP
N
2
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
N/A
610.00000000
NS
125273.69000000
1.028328138007
Long
EC
CORP
FR
N
2
N
N
N
2021-05-28
JPMorgan Trust IV
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer