0001752724-20-129834.txt : 20200626
0001752724-20-129834.hdr.sgml : 20200626
20200626114648
ACCESSION NUMBER: 0001752724-20-129834
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200430
FILED AS OF DATE: 20200626
PERIOD START: 20201031
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: 20992198
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
C000211653
C000211652
C000211654
JPMorgan Trust IV
811-23117
0001659326
549300OTMPZX852VDL37
277 Park Avenue
New York
10172
800-480-4111
JPMorgan International Equity Plus Fund
S000065452
5493008VZX5727LEM946
2020-10-31
2020-04-30
N
8979740.95
143804.39
8835936.56
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
170684.07000000
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
N/A
1549.00000000
NS
126897.21000000
1.436148948538
Long
EC
CORP
FR
N
2
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
N/A
6389.00000000
NS
71183.86000000
0.805617599409
Long
EC
CORP
IT
N
2
N
N
N
Mitsubishi Corp.
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp.
N/A
4800.00000000
NS
101798.36000000
1.152094736180
Long
EC
CORP
JP
N
2
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
N/A
16200.00000000
NS
148679.86000000
1.682672334623
Long
EC
CORP
HK
N
2
N
N
N
British American Tobacco plc
213800FKA5MF17RJKT63
British American Tobacco plc
N/A
4016.00000000
NS
154793.71000000
1.751865339331
Long
EC
CORP
GB
N
2
N
N
N
Lundin Energy AB
549300IULC8F8IGXKI15
Lundin Energy AB
N/A
2960.00000000
NS
76158.02000000
0.861912254381
Long
EC
CORP
SE
N
2
N
N
N
Tokyu Corp.
3538005PGNIBTZYXAE45
Tokyu Corp.
N/A
6200.00000000
NS
93322.24000000
1.056166931103
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-51.84000000
-0.00058669502
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
5192.48000000
GBP
6488.72000000
USD
2020-05-29
-51.84000000
N
N
N
Taiwan Semiconductor Manufacturing Co. Ltd.
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co. Ltd.
874039100
1788.00000000
NS
USD
94996.44000000
1.075114554693
Long
EC
CORP
TW
N
1
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB, Class A
N/A
7528.00000000
NS
68710.64000000
0.777627131356
Long
EC
CORP
SE
N
2
N
N
N
Rio Tinto Ltd.
529900X2VMAQT2PE0V24
Rio Tinto Ltd.
N/A
2579.00000000
NS
145355.50000000
1.645049158207
Long
EC
CORP
AU
N
2
N
N
N
Brenntag AG
NNROIXVWJ7CPSR27SV97
Brenntag AG
N/A
1802.00000000
NS
81590.93000000
0.923398775511
Long
EC
CORP
DE
N
2
N
N
N
Mabuchi Motor Co. Ltd.
N/A
Mabuchi Motor Co. Ltd.
N/A
1400.00000000
NS
43351.13000000
0.490622920452
Long
EC
CORP
JP
N
2
N
N
N
Beazley plc
213800VTOMUWD41GIT12
Beazley plc
N/A
4516.00000000
NS
22329.56000000
0.252712995938
Long
EC
CORP
GB
N
2
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG (Registered)
N/A
6330.00000000
NS
92542.29000000
1.047339909828
Long
EC
CORP
DE
N
2
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
N/A
6622.00000000
NS
71931.24000000
0.814076012333
Long
EC
CORP
AU
N
2
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG (Registered)
N/A
2422.00000000
NS
22114.41000000
0.250278053150
Long
EC
CORP
CH
N
2
N
N
N
T&D Holdings, Inc.
3538008ARJ1MACEWA242
T&D Holdings, Inc.
N/A
3500.00000000
NS
30253.18000000
0.342387926787
Long
EC
CORP
JP
N
2
N
N
N
InterContinental Hotels Group plc
2138007ZFQYRUSLU3J98
InterContinental Hotels Group plc
N/A
2810.00000000
NS
128003.11000000
1.448664882673
Long
EC
CORP
GB
N
2
N
N
N
DBS Group Holdings Ltd.
5493007FKT78NKPM5V55
DBS Group Holdings Ltd.
N/A
4500.00000000
NS
63356.00000000
0.717026424644
Long
EC
CORP
SG
N
2
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
N/A
20757.00000000
NS
206486.23000000
2.336891268943
Long
EC
CORP
ES
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
96.80000000
0.001095526199
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
11581.36000000
USD
11264.51000000
CHF
2020-05-29
96.80000000
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG (Preference)
N/A
349.00000000
NS
48556.82000000
0.549537897542
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7300.36000000
-0.08262123602
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
453749.55000000
EUR
490184.73000000
USD
2020-05-29
-7300.36000000
N
N
N
Unilever NV
549300TK7G7NZTVM1Z30
Unilever NV
N/A
3505.00000000
NS
174546.60000000
1.975417080178
Long
EC
CORP
NL
N
2
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
N/A
4506.00000000
NS
83770.75000000
0.948068712707
Long
EC
CORP
DE
N
2
N
N
N
Prudential plc
5493001Z3ZE83NGK8Y12
Prudential plc
N/A
6986.00000000
NS
98554.42000000
1.115381706633
Long
EC
CORP
GB
N
2
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA (Registered)
N/A
1430.00000000
NS
81128.86000000
0.918169335520
Long
EC
CORP
CH
N
2
N
N
N
Honda Motor Co. Ltd.
549300P7ZYCQJ36CCS16
Honda Motor Co. Ltd.
N/A
4400.00000000
NS
106850.38000000
1.209270565428
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
SPI 200 Index
N/A
1.00000000
NC
6111.93000000
0.069171275263
N/A
DE
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SPI 200 Index
XC0006013624
2020-06-18
135550.00000000
AUD
6111.93000000
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
N/A
1611.00000000
NS
191881.86000000
2.171607488318
Long
EC
CORP
DE
N
2
N
N
N
Taylor Wimpey plc
21380089BTRXTD8S3R66
Taylor Wimpey plc
N/A
43518.00000000
NS
80370.85000000
0.909590618427
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
528.98000000
0.005986688523
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
47988.62000000
USD
68410.43000000
SGD
2020-05-29
528.98000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2.20000000
-0.00002489832
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
7861.86000000
USD
60953.10000000
HKD
2020-05-29
-2.20000000
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
N/A
2079.00000000
NS
203063.77000000
2.298157853682
Long
EC
CORP
FR
N
2
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
N/A
850.00000000
NS
53820.78000000
0.609112340661
Long
EC
CORP
NL
N
2
N
N
N
Alstom SA
96950032TUYMW11FB530
Alstom SA
N/A
1818.00000000
NS
74572.53000000
0.843968599068
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-116.30000000
-0.00131621587
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
20054.39000000
USD
2138923.00000000
JPY
2020-05-29
-116.30000000
N
N
N
Credicorp Ltd.
529900UYAEYQCQ2BKB17
Credicorp Ltd.
N/A
299.00000000
NS
USD
44556.98000000
0.504270030657
Long
EC
CORP
BM
N
1
N
N
N
N/A
N/A
Total Return Basket Swap
000000000
717121.04000000
PA
16392.31000000
0.185518647499
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 15%). GBP Currency.
Whitbread plc
74837.95000000
USD
-3882.26000000
USD
HSBC Holdings plc
48696.01000000
USD
1220.64000000
USD
Schroders plc
48329.22000000
USD
-2935.83000000
USD
Pearson plc
61282.16000000
USD
9680.88000000
USD
Hargreaves Lansdown plc
44168.63000000
USD
1485.77000000
USD
Rolls-Royce Holdings plc
30785.54000000
USD
1179.12000000
USD
Lloyds Banking Group plc
51280.03000000
USD
3121.76000000
USD
Beazley plc
73767.67000000
USD
3043.70000000
USD
Persimmon plc
43471.13000000
USD
5367.20000000
USD
Hiscox Ltd.
29004.38000000
USD
4739.46000000
USD
British Land Co. plc (The)
33882.50000000
USD
-5621.65000000
USD
Prudential plc
27128.56000000
USD
1962.24000000
USD
Travis Perkins plc
41183.31000000
USD
-5952.37000000
USD
BAE Systems plc
57425.04000000
USD
326.30000000
USD
Compass Group plc
51878.91000000
USD
2657.39000000
USD
Y
2020-08-04
0.00000000
USD
0.00000000
USD
717121.00000000
USD
16392.31000000
N
N
N
M&G plc
254900TWUJUQ44TQJY84
M&G plc
N/A
30457.00000000
NS
50492.47000000
0.571444460438
Long
EC
CORP
GB
N
2
N
N
N
Bridgestone Corp.
549300DHPOF90OYYD780
Bridgestone Corp.
N/A
1600.00000000
NS
49803.70000000
0.563649361466
Long
EC
CORP
JP
N
2
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG (Registered)
N/A
758.00000000
NS
49853.20000000
0.564209573727
Long
EC
CORP
DE
N
2
N
N
N
Kao Corp.
353800HM38HFCB8RGL63
Kao Corp.
N/A
2000.00000000
NS
154232.69000000
1.745516040690
Long
EC
CORP
JP
N
2
N
N
N
Ryanair Holdings plc
635400BR2ROC1FVEBQ56
Ryanair Holdings plc
783513203
1520.00000000
NS
USD
96474.40000000
1.091841247895
Long
EC
CORP
IE
N
1
N
N
N
3i Group plc
35GDVHRBMFE7NWATNM84
3i Group plc
N/A
8462.00000000
NS
83129.56000000
0.940812096550
Long
EC
CORP
GB
N
2
N
N
N
Daikin Industries Ltd.
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd.
N/A
600.00000000
NS
76998.58000000
0.871425224447
Long
EC
CORP
JP
N
2
N
N
N
Mitsui Fudosan Co. Ltd.
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co. Ltd.
N/A
3900.00000000
NS
71709.13000000
0.811562300306
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Total Return Basket Swap
000000000
40643.30000000
PA
-3041.87000000
-0.03442611860
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 0.00%). DKK Currency.
Demant A/S
40643.30000000
USD
-3041.87000000
USD
Y
2020-08-04
0.00000000
USD
0.00000000
USD
40643.00000000
USD
-3041.87000000
N
N
N
Daicel Corp.
353800ZG4XF6D7NZGS72
Daicel Corp.
N/A
4300.00000000
NS
34904.95000000
0.395033958912
Long
EC
CORP
JP
N
2
N
N
N
Nichirei Corp.
529900MX3GPXXKO0MT06
Nichirei Corp.
N/A
2000.00000000
NS
50031.45000000
0.566226903738
Long
EC
CORP
JP
N
2
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S, Class B
N/A
3907.00000000
NS
249227.63000000
2.820613619253
Long
EC
CORP
DK
N
2
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
N/A
2000.00000000
NS
52594.46000000
0.595233562881
Long
EC
CORP
JP
N
2
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG (Registered)
N/A
1404.00000000
NS
119815.21000000
1.355998984220
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Total Return Basket Swap
000000000
210782.90000000
PA
-5590.81000000
-0.06327354165
N/A
DE
US
N
2
Citigroup
MBNUM2BPBDO7JBLYG310
N/A
N/A
Rec/pay the total return of custom basket plus BBSW +/- spread (-30% to 30%). AUD Currency.
ASX Ltd.
50669.20000000
USD
-2183.50000000
USD
Westpac Banking Corp.
73994.27000000
USD
-2147.30000000
USD
Bendigo & Adelaide Bank Ltd.
25039.93000000
USD
-951.47000000
USD
Commonwealth Bank of Australia
61079.50000000
USD
-308.55000000
USD
Y
2020-07-29
0.00000000
USD
0.00000000
USD
210783.00000000
USD
-5590.81000000
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
N/A
177.00000000
NS
68426.96000000
0.774416605815
Long
EC
CORP
FR
N
2
N
N
N
Ain Holdings, Inc.
N/A
Ain Holdings, Inc.
N/A
600.00000000
NS
33656.77000000
0.380907782343
Long
EC
CORP
JP
N
2
N
N
N
Otsuka Corp.
529900RG9DJ58J3UIE72
Otsuka Corp.
N/A
1700.00000000
NS
76972.09000000
0.871125426006
Long
EC
CORP
JP
N
2
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
N/A
536.00000000
NS
24961.56000000
0.282500443846
Long
EC
CORP
BE
N
2
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
N/A
9640.00000000
NS
49257.38000000
0.557466428889
Long
EC
CORP
GB
N
2
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA (Registered)
N/A
2204.00000000
NS
233425.70000000
2.641776549830
Long
EC
CORP
CH
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
2349.00000000
NS
73796.99000000
0.835191487612
Long
EC
CORP
FR
N
2
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N/A
6693.00000000
NS
37499.46000000
0.424397116766
Long
EC
CORP
NL
N
2
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
N/A
786.00000000
NS
73075.31000000
0.827023932367
Long
EC
CORP
FR
N
2
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
N/A
1192.00000000
NS
110155.59000000
1.246677013262
Long
EC
CORP
FR
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
N/A
1020.00000000
NS
353223.33000000
3.997576573818
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4036.37000000
0.045681292216
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
123388.32000000
USD
1242829.74000000
SEK
2020-05-29
4036.37000000
N
N
N
HDFC Bank Ltd.
335800ZQ6I4E2JXENC50
HDFC Bank Ltd.
40415F101
2008.00000000
NS
USD
87046.80000000
0.985145144591
Long
EC
CORP
IN
N
1
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
N/A
26887.00000000
NS
183650.36000000
2.078448150379
Long
EC
CORP
IT
N
2
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
Swiss Re AG
N/A
794.00000000
NS
57697.07000000
0.652981940377
Long
EC
CORP
CH
N
2
N
N
N
Nintendo Co. Ltd.
353800FEEXU6I9M0ZF27
Nintendo Co. Ltd.
N/A
300.00000000
NS
123877.30000000
1.401971360464
Long
EC
CORP
JP
N
2
N
N
N
Marui Group Co. Ltd.
52990081ZYFHQZEEMU57
Marui Group Co. Ltd.
N/A
2400.00000000
NS
39285.40000000
0.444609348802
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Total Return Basket Swap
000000000
1067950.21000000
PA
11254.90000000
0.127376423807
N/A
DE
US
N
2
Citigroup
MBNUM2BPBDO7JBLYG310
N/A
N/A
Rec/pay the total return of custom basket plus LIBOR +/- spread (-10% to 30%). JPY Currency.
Mabuchi Motor Co. Ltd.
52640.66000000
USD
1170.01000000
USD
Japan Airlines Co. Ltd.
39243.15000000
USD
-1605.13000000
USD
Seiko Epson Corp.
42015.64000000
USD
-1657.73000000
USD
Yamazaki Baking Co. Ltd.
45978.53000000
USD
8692.86000000
USD
Nippon Paint Holdings Co. Ltd.
63575.01000000
USD
-5507.39000000
USD
Taiheiyo Cement Corp.
43187.89000000
USD
5184.61000000
USD
Suzuki Motor Corp.
54255.95000000
USD
13417.51000000
USD
Nippon Telegraph & Telephone Corp.
45547.27000000
USD
-2605.10000000
USD
Nichirei Corp.
50031.45000000
USD
-6904.07000000
USD
Softbank Corp.
51748.32000000
USD
-3174.92000000
USD
Mazda Motor Corp.
44096.16000000
USD
-2464.51000000
USD
Mizuho Financial Group, Inc.
44247.93000000
USD
-459.83000000
USD
Iida Group Holdings Co. Ltd.
42503.92000000
USD
2161.48000000
USD
Shimadzu Corp.
22413.50000000
USD
-1468.86000000
USD
Kansai Paint Co. Ltd.
53184.81000000
USD
-527.94000000
USD
Resona Holdings, Inc.
43410.20000000
USD
1237.88000000
USD
Ricoh Co. Ltd.
51805.32000000
USD
-266.56000000
USD
Sumitomo Osaka Cement Co. Ltd.
42303.33000000
USD
-2978.14000000
USD
ORIX Corp.
27065.25000000
USD
-822.64000000
USD
Izumi Co. Ltd.
40981.47000000
USD
2057.79000000
USD
Daiwa House Industry Co. Ltd.
43078.56000000
USD
600.62000000
USD
Japan Post Holdings Co. Ltd.
23196.79000000
USD
-335.80000000
USD
Takashimaya Co. Ltd.
37956.12000000
USD
165.74000000
USD
ANA Holdings, Inc.
36124.98000000
USD
5728.87000000
USD
Hoya Corp.
27358.00000000
USD
1616.13000000
USD
Y
2020-07-29
0.00000000
USD
0.00000000
USD
1067950.00000000
USD
11254.90000000
N
N
N
Nippon Telegraph & Telephone Corp.
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp.
N/A
4700.00000000
NS
107036.09000000
1.211372323388
Long
EC
CORP
JP
N
2
N
N
N
Tokio Marine Holdings, Inc.
5299009QN2NZ191KLS29
Tokio Marine Holdings, Inc.
N/A
1900.00000000
NS
89139.92000000
1.008833861523
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8.84000000
-0.00010004598
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
123732.89000000
USD
959502.83000000
HKD
2020-05-29
-8.84000000
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
N/A
557.00000000
NS
86356.44000000
0.977332050921
Long
EC
CORP
DE
N
2
N
N
N
Wal-Mart de Mexico SAB de CV
N/A
Wal-Mart de Mexico SAB de CV
N/A
26368.00000000
NS
63641.61000000
0.720258792804
Long
EC
CORP
MX
N
1
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
N/A
4805.00000000
NS
123067.62000000
1.392807872310
Long
EC
CORP
ES
N
2
N
N
N
N/A
N/A
Total Return Basket Swap
000000000
199937.24000000
PA
1404.70000000
0.015897579056
N/A
DE
US
N
2
Citigroup
MBNUM2BPBDO7JBLYG310
N/A
N/A
Rec/pay the total return of custom basket plus SIBOR +/- spread (-114.75% to 30%). SGD Currency.
Singapore Telecommunications Ltd.
75733.21000000
USD
7793.87000000
USD
StarHub Ltd.
73742.66000000
USD
-8585.41000000
USD
Singapore Exchange Ltd.
50461.37000000
USD
2196.25000000
USD
Y
2020-07-29
0.00000000
USD
0.00000000
USD
199937.00000000
USD
1404.70000000
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
N/A
2426.00000000
NS
52578.37000000
0.595051465602
Long
EC
CORP
AT
N
2
N
N
N
N/A
N/A
TOPIX Index
N/A
2.00000000
NC
19583.25000000
0.221631853816
N/A
DE
JP
N
1
Japan Securities Clearing
549300JHM7D8P3TS4S86
Long
TOPIX Index
JP9010100007
2020-06-11
29070000.00000000
JPY
19583.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5757.07000000
0.065155175808
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
257038.62000000
USD
403242.11000000
AUD
2020-05-29
5757.07000000
N
N
N
Hong Kong Exchanges & Clearing Ltd.
213800YTVSXYQN17BW16
Hong Kong Exchanges & Clearing Ltd.
N/A
1400.00000000
NS
44887.03000000
0.508005344936
Long
EC
CORP
HK
N
2
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
N/A
21800.00000000
NS
88072.01000000
0.996747876152
Long
EC
CORP
JP
N
2
N
N
N
Goodman Group
N/A
Goodman Group
N/A
5820.00000000
NS
49570.31000000
0.561007988948
Long
EC
CORP
AU
N
2
N
N
N
Diageo plc
213800ZVIELEA55JMJ32
Diageo plc
N/A
3612.00000000
NS
124360.63000000
1.407441408791
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan U.S. Government Money Market Fund
549300NQ5E5B7ZV4T516
JPMorgan U.S. Government Money Market Fund, Class Institutional
4812C2684
228417.07000000
NS
USD
228417.07000000
2.585091783411
Long
STIV
RF
US
N
1
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
N/A
583.00000000
NS
170285.85000000
1.927196385393
Long
EC
CORP
NL
N
2
N
N
N
Otsuka Holdings Co. Ltd.
N/A
Otsuka Holdings Co. Ltd.
N/A
2700.00000000
NS
106120.98000000
1.201015639704
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
37.30000000
0.000422139744
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
2290.85000000
USD
1848.29000000
GBP
2020-05-29
37.30000000
N
N
N
TOTAL SA
529900S21EQ1BO4ESM68
TOTAL SA
N/A
3107.00000000
NS
110274.93000000
1.248027634096
Long
EC
CORP
FR
N
2
N
N
N
Toyota Motor Corp.
5493006W3QUS5LMH6R84
Toyota Motor Corp.
N/A
2300.00000000
NS
142201.78000000
1.609357186240
Long
EC
CORP
JP
N
2
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
N/A
495.00000000
NS
113321.62000000
1.282508302662
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1899.54000000
-0.02149789088
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
523911.39000000
NOK
49245.22000000
USD
2020-05-29
-1899.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
867.01000000
0.009812315809
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
340583.39000000
USD
36630186.00000000
JPY
2020-05-29
867.01000000
N
N
N
N/A
N/A
Total Return Basket Swap
000000000
122119.82000000
PA
-11084.53000000
-0.12544827506
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.
Equinor ASA
40778.89000000
USD
-3067.48000000
USD
DNB ASA
81340.93000000
USD
-8017.05000000
USD
Y
2020-08-04
0.00000000
USD
0.00000000
USD
122120.00000000
USD
-11084.53000000
N
N
N
N/A
N/A
Total Return Basket Swap
000000000
1304720.71000000
PA
12549.28000000
0.142025465153
N/A
DE
US
N
2
Citigroup
MBNUM2BPBDO7JBLYG310
N/A
N/A
Rec/pay the total return of custom basket plus EURIBOR +/- spread (-125% to 15%). EUR Currency.
ING Groep NV
37505.06000000
USD
2326.52000000
USD
Telefonica Deutschland Holding AG
66237.51000000
USD
-8524.12000000
USD
Henkel AG & Co. KGaA (Preference)
54514.95000000
USD
-5189.38000000
USD
Kering SA
41713.79000000
USD
-1062.89000000
USD
Davide Campari-Milano SpA
46836.25000000
USD
3519.01000000
USD
adidas AG
41665.73000000
USD
817.12000000
USD
Allianz SE (Registered)
36070.15000000
USD
2331.21000000
USD
Naturgy Energy Group SA
22932.43000000
USD
1064.51000000
USD
Aena SME SA
39114.90000000
USD
-5364.41000000
USD
Fortum OYJ
43231.56000000
USD
-3618.54000000
USD
Suez
32825.26000000
USD
-3259.19000000
USD
Prosus NV
63226.30000000
USD
3788.59000000
USD
Italgas SpA
41410.47000000
USD
1694.78000000
USD
Danone SA
53457.67000000
USD
4153.35000000
USD
Endesa SA
42009.27000000
USD
3353.39000000
USD
Terna Rete Elettrica Nazionale SpA
35179.56000000
USD
374.53000000
USD
Salvatore Ferragamo SpA
21538.45000000
USD
1464.72000000
USD
ASR Nederland NV
36050.18000000
USD
2286.02000000
USD
Royal Dutch Shell plc, Class A
34849.62000000
USD
-2441.99000000
USD
Eni SpA
31370.22000000
USD
1914.47000000
USD
Banco de Sabadell SA
34440.60000000
USD
8206.84000000
USD
Banco BPM SpA
22841.20000000
USD
1755.19000000
USD
Engie SA
29890.57000000
USD
1438.52000000
USD
Deutsche Telekom AG (Registered)
62338.13000000
USD
7029.03000000
USD
EDP - Energias de Portugal SA
65631.06000000
USD
-4056.45000000
USD
Accor SA
60505.06000000
USD
1833.85000000
USD
Snam SpA
35438.54000000
USD
-978.17000000
USD
Assicurazioni Generali SpA
35081.70000000
USD
-1600.65000000
USD
LVMH Moet Hennessy Louis Vuitton SE
23968.76000000
USD
944.74000000
USD
Remy Cointreau SA
43949.34000000
USD
-939.67000000
USD
Vinci SA
68896.42000000
USD
-711.61000000
USD
Y
2020-08-04
0.00000000
USD
0.00000000
USD
1304721.00000000
USD
12549.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
47.30000000
0.000535313938
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
6353.32000000
USD
5837.92000000
EUR
2020-05-29
47.30000000
N
N
N
Royal Dutch Shell plc
21380068P1DRHMJ8KU70
Royal Dutch Shell plc, Class B
N/A
3795.00000000
NS
60752.84000000
0.687565371112
Long
EC
CORP
GB
N
2
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
N/A
6615.00000000
NS
34000.86000000
0.384801993191
Long
EC
CORP
GB
N
2
N
N
N
Ferguson plc
213800DU1LGY3R2S2X42
Ferguson plc
N/A
615.00000000
NS
44342.90000000
0.501847197508
Long
EC
CORP
JE
N
2
N
N
N
N/A
N/A
Total Return Basket Swap
000000000
78795.41000000
PA
7619.14000000
0.086229002984
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.
Electrolux AB, Series B
35647.78000000
USD
-2506.58000000
USD
Lundin Energy AB
43147.63000000
USD
10125.72000000
USD
Y
2020-08-04
0.00000000
USD
0.00000000
USD
78795.00000000
USD
7619.14000000
N
N
N
GlaxoSmithKline plc
5493000HZTVUYLO1D793
GlaxoSmithKline plc
N/A
4253.00000000
NS
88728.63000000
1.004179120090
Long
EC
CORP
GB
N
2
N
N
N
Keyence Corp.
529900M7PQBS7A89DZ11
Keyence Corp.
N/A
300.00000000
NS
107103.64000000
1.212136815070
Long
EC
CORP
JP
N
2
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
N/A
1702.00000000
NS
216246.51000000
2.447352451339
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2387.06000000
0.027015359195
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
118495.30000000
USD
95967.19000000
GBP
2020-05-29
2387.06000000
N
N
N
Burberry Group plc
213800PE1KEFCNFR1R50
Burberry Group plc
N/A
2515.00000000
NS
43669.27000000
0.494223444266
Long
EC
CORP
GB
N
2
N
N
N
BP plc
213800LH1BZH3DI6G760
BP plc
N/A
27720.00000000
NS
109228.38000000
1.236183388804
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
148.84000000
0.001684484706
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
14526.04000000
USD
13384.76000000
EUR
2020-05-29
148.84000000
N
N
N
LafargeHolcim Ltd.
529900EHPFPYHV6IQO98
LafargeHolcim Ltd. (Registered)
N/A
1777.00000000
NS
73804.13000000
0.835272293987
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Total Return Basket Swap
000000000
302892.96000000
PA
1909.96000000
0.021615818391
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 15%). CHF Currency.
Zurich Insurance Group AG
32339.55000000
USD
3952.56000000
USD
Swatch Group AG (The)
80465.35000000
USD
-1941.28000000
USD
Swisscom AG (Registered)
53518.01000000
USD
1994.22000000
USD
Swiss Life Holding AG (Registered)
60285.99000000
USD
-1680.64000000
USD
Sunrise Communications Group AG
54068.57000000
USD
-437.17000000
USD
Sonova Holding AG (Registered)
22215.49000000
USD
22.24000000
USD
Y
2020-08-04
0.00000000
USD
0.00000000
USD
302893.00000000
USD
1909.96000000
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
N/A
1484.00000000
NS
112620.57000000
1.274574225779
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1210.67000000
-0.01370166016
N/A
DFE
N/A
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
586139.52000000
DKK
84908.96000000
USD
2020-05-29
-1210.67000000
N
N
N
Bankia SA
549300685QG7DJS55M76
Bankia SA
N/A
21504.00000000
NS
21883.31000000
0.247662597523
Long
EC
CORP
ES
N
2
N
N
N
Orsted A/S
W9NG6WMZIYEU8VEDOG48
Orsted A/S
N/A
694.00000000
NS
70101.25000000
0.793365247973
Long
EC
CORP
DK
Y
2
N
N
N
Telenor ASA
549300IM1QSBY4SLPM26
Telenor ASA
N/A
5457.00000000
NS
83705.18000000
0.947326629515
Long
EC
CORP
NO
N
2
N
N
N
2020-05-31
JPMorgan Trust IV
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer